INVITE-ONLY SCRIPT
VWAP Market Structure Signals - ALCOTRADE Pro2

VWAP-anchored signals with Liquidity Sweeps, Big Trades, and Market Structure filters — with symbol-aware presets for BTC/ETH/XAU.
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**What it is**
A VWAP-anchored decision framework that combines:
1. Regime & trend via Weekly/Daily VWAP slope and ADX
2. Liquidity Sweeps (SFP) with wick/displacement/imbalance checks
3. Pullback/Breakout triggers with retest tolerance
4. “Big Trades” using volume & |delta| z-scores
5. Market Structure with a significance filter (min break %, swing ≥ ATR×, pivot age)
6. A MASTER state with weighted scoring and hysteresis
**Why combine these**
VWAP defines fair-value & regime; SFP hunts liquidity; PB/BO captures continuation/expansion; Big Trades confirm participation; Market Structure filters weak breaks. Together they reduce noise and keep signals context-aware.
**How it works (short)**
- **Regime:** Anchor = W-VWAP (or D-VWAP / HTF-MA). Slope (bps/bar) + ADX gate signals.
- **Proximity:** Signals prefer near-VWAP or within deviation bands.
- **Triggers:** SFP (wick %, ATR share, displacement/imbalance), Pullback/Breakout with retest tolerance, Big Trades z-scores.
- **Market Structure:** BOS/ChoCH must be “significant” (break %, swing ≥ ATR×, pivot age).
- **MASTER:** Weighted ensemble (SFP/PB/BO/BT/RSI/Slope/MS) with hysteresis, one MASTER per swing, cooldown.
**Presets**
Symbol-aware presets for **BTC/ETH/XAU** with tuned thresholds per timeframe (5m, 15m, 1h, 4h): proximity to VWAP, slope, ADX, zVol/z|Delta|, retest tolerance, and cooldown — designed to keep low noise on lower TFs.
**Usage**
1. Apply on a clean chart (no extra indicators on the publish screenshot).
2. Mode = **Full** for signals, or **VWAP only** for context.
3. Pick **Preset = Auto (symbol & TF)** or select a specific BTC/ETH/XAU preset.
4. Optional filters: RSI/MACD, HTF-MA and HTF Trend.
5. Signal markers are kept minimal by default (Shape). Enable labels only if needed.
**Alerts**
- `ALCOTRADE LONG`, `ALCOTRADE SHORT` with SL/TP1/TP2 payload (JSON).
- `ALCOTRADE MASTER LONG`, `ALCOTRADE MASTER SHORT` with score/ensemble payload.
**Inputs (high-level)**
- VWAPs (D/W/M) and deviation bands, proximity % or ATR.
- Triggers: SFP, Pullback/Breakout + retest tolerance.
- Filters: Slope, ADX, RSI/MACD, HTF-MA, HTF Trend.
- Market Structure significance filter (break %, swing≥ATR×, age).
- Big Trades (z-scores on volume and |delta|).
- Presets for BTC/ETH/XAU (Auto by symbol & TF).
- Performance controls: draw last N bars, minimal markers, debug table (off by default).
**Notes & Limits**
No performance promises. Not financial advice. Works best on liquid symbols. Heavy HTF requests may add overhead — keep debug off for a clean publish and faster rendering.
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**خلاصهٔ کاربردی (فارسی)**
این اندیکاتور چارچوب تصمیمگیری مبتنی بر **VWAP** است که **ترند/رژیم، نزدیکی به VWAP، تریگرهای SFP و Pullback/Breakout، تأیید Big Trades با z-score، فیلتر ساختار بازار با «اهمیت»، و حالت MASTER با امتیازدهی وزنی** را ترکیب میکند. برای **BTC/ETH/XAU** پریستهای هوشمند 5m تا 4h دارد. روی چارت تمیز استفاده کنید؛ «Full» برای سیگنال و «VWAP only» برای کانتکست. هشدارها LONG/SHORT/MASTER با JSON هستند.
---
**Screenshot guideline**
Publish on a clean chart (no extra indicators/labels; debug = off; markers = Shape).
---
**Tags**
VWAP, Market Structure, Liquidity, SFP, BOS, ChoCH, Pullback, Breakout, Order Flow, Volume, Delta, Z-score, Big Trades, BTC, ETH, Gold, Futures, Risk Management
For access requests and subscription details, please see my TradingView profile.
---
**What it is**
A VWAP-anchored decision framework that combines:
1. Regime & trend via Weekly/Daily VWAP slope and ADX
2. Liquidity Sweeps (SFP) with wick/displacement/imbalance checks
3. Pullback/Breakout triggers with retest tolerance
4. “Big Trades” using volume & |delta| z-scores
5. Market Structure with a significance filter (min break %, swing ≥ ATR×, pivot age)
6. A MASTER state with weighted scoring and hysteresis
**Why combine these**
VWAP defines fair-value & regime; SFP hunts liquidity; PB/BO captures continuation/expansion; Big Trades confirm participation; Market Structure filters weak breaks. Together they reduce noise and keep signals context-aware.
**How it works (short)**
- **Regime:** Anchor = W-VWAP (or D-VWAP / HTF-MA). Slope (bps/bar) + ADX gate signals.
- **Proximity:** Signals prefer near-VWAP or within deviation bands.
- **Triggers:** SFP (wick %, ATR share, displacement/imbalance), Pullback/Breakout with retest tolerance, Big Trades z-scores.
- **Market Structure:** BOS/ChoCH must be “significant” (break %, swing ≥ ATR×, pivot age).
- **MASTER:** Weighted ensemble (SFP/PB/BO/BT/RSI/Slope/MS) with hysteresis, one MASTER per swing, cooldown.
**Presets**
Symbol-aware presets for **BTC/ETH/XAU** with tuned thresholds per timeframe (5m, 15m, 1h, 4h): proximity to VWAP, slope, ADX, zVol/z|Delta|, retest tolerance, and cooldown — designed to keep low noise on lower TFs.
**Usage**
1. Apply on a clean chart (no extra indicators on the publish screenshot).
2. Mode = **Full** for signals, or **VWAP only** for context.
3. Pick **Preset = Auto (symbol & TF)** or select a specific BTC/ETH/XAU preset.
4. Optional filters: RSI/MACD, HTF-MA and HTF Trend.
5. Signal markers are kept minimal by default (Shape). Enable labels only if needed.
**Alerts**
- `ALCOTRADE LONG`, `ALCOTRADE SHORT` with SL/TP1/TP2 payload (JSON).
- `ALCOTRADE MASTER LONG`, `ALCOTRADE MASTER SHORT` with score/ensemble payload.
**Inputs (high-level)**
- VWAPs (D/W/M) and deviation bands, proximity % or ATR.
- Triggers: SFP, Pullback/Breakout + retest tolerance.
- Filters: Slope, ADX, RSI/MACD, HTF-MA, HTF Trend.
- Market Structure significance filter (break %, swing≥ATR×, age).
- Big Trades (z-scores on volume and |delta|).
- Presets for BTC/ETH/XAU (Auto by symbol & TF).
- Performance controls: draw last N bars, minimal markers, debug table (off by default).
**Notes & Limits**
No performance promises. Not financial advice. Works best on liquid symbols. Heavy HTF requests may add overhead — keep debug off for a clean publish and faster rendering.
---
**خلاصهٔ کاربردی (فارسی)**
این اندیکاتور چارچوب تصمیمگیری مبتنی بر **VWAP** است که **ترند/رژیم، نزدیکی به VWAP، تریگرهای SFP و Pullback/Breakout، تأیید Big Trades با z-score، فیلتر ساختار بازار با «اهمیت»، و حالت MASTER با امتیازدهی وزنی** را ترکیب میکند. برای **BTC/ETH/XAU** پریستهای هوشمند 5m تا 4h دارد. روی چارت تمیز استفاده کنید؛ «Full» برای سیگنال و «VWAP only» برای کانتکست. هشدارها LONG/SHORT/MASTER با JSON هستند.
---
**Screenshot guideline**
Publish on a clean chart (no extra indicators/labels; debug = off; markers = Shape).
---
**Tags**
VWAP, Market Structure, Liquidity, SFP, BOS, ChoCH, Pullback, Breakout, Order Flow, Volume, Delta, Z-score, Big Trades, BTC, ETH, Gold, Futures, Risk Management
For access requests and subscription details, please see my TradingView profile.
僅限邀請腳本
只有經作者批准的使用者才能訪問此腳本。您需要申請並獲得使用權限。該權限通常在付款後授予。如欲了解更多詳情,請依照以下作者的說明操作,或直接聯絡ALCOTRADE2。
除非您完全信任其作者並了解腳本的工作原理,否則TradingView不建議您付費或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
How to request access:
1) Click "Request access" on this script’s page.
2) Ensure your TradingView username matches your payment email OR include it in the note.
3) Requests are reviewed within 24–48h (business days).
提醒:在請求訪問權限之前,請閱讀僅限邀請腳本指南。
ALCOTRADE Pro2 — VWAP, Liquidity & Big Trades | Invite-only access → See profile
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這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
僅限邀請腳本
只有經作者批准的使用者才能訪問此腳本。您需要申請並獲得使用權限。該權限通常在付款後授予。如欲了解更多詳情,請依照以下作者的說明操作,或直接聯絡ALCOTRADE2。
除非您完全信任其作者並了解腳本的工作原理,否則TradingView不建議您付費或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
How to request access:
1) Click "Request access" on this script’s page.
2) Ensure your TradingView username matches your payment email OR include it in the note.
3) Requests are reviewed within 24–48h (business days).
提醒:在請求訪問權限之前,請閱讀僅限邀請腳本指南。
ALCOTRADE Pro2 — VWAP, Liquidity & Big Trades | Invite-only access → See profile
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。