volume-profile-trading

Name: volume-profile-trading
Author: SKE-Labs

15stars2forks

How to install volume-profile-trading?

ske-labs/agent-trading-skills/volume-profile-trading

$npx -y skills add SKE-Labs/agent-trading-skills --skill volume-profile-trading

Installs into the current project.

Summary

Build and test volume-at-price profiles using POC, value area, and nodes. Use when the user has trade/tick data or needs a clearly disclosed OHLCV approximation.

Files · 1

View on GitHub

SKILL.md

1	# Volume Profile Trading
2
3	Volume profile describes volume assigned to price bins over a declared session/range. It does not reveal trader identity, fair value, or a guaranteed reaction.
4
5	## Core Concepts
6
7	\| Concept \| Definition \| Trading Use \|
8	\| --- \| --- \| --- \|
9	\| POC \| Bin with highest assigned volume \| Descriptive mode of the profile \|
10	\| Value Area (VA) \| Contiguous region containing a chosen volume share \| Conventional descriptive region \|
11	\| VAH \| Upper VA boundary \| Resistance in ranges, breakout level in trends \|
12	\| VAL \| Lower VA boundary \| Support in ranges, breakdown level in trends \|
13	\| HVN \| Locally high assigned-volume bin \| Candidate consolidation/reaction feature \|
14	\| LVN \| Locally low assigned-volume bin \| Candidate traversal/reaction feature \|
15
16	## Entry Strategies
17
18	### Value Area Bounce (Range Trading)
19	- Buy at VAL with bullish rejection candle, target POC
20	- Sell at VAH with bearish rejection candle, target POC
21	- Stop beyond VA boundary
22
23	### POC Magnet
24	- Test reversion to POC with a fixed horizon; price position alone is not an entry
25	- Combine with RSI divergence at extremes for higher probability
26
27	### Value Area Breakout
28	- Breakout above VAH + volume spike → long, target next HVN above
29	- Breakdown below VAL + volume spike → short, target next HVN below
30	- Price must close outside VA (not just wick)
31
32	### LVN Breakout Play
33	- Define LVN relative to neighboring bins and test traversal time versus matched control bins
34	- Use an objective trigger and structural invalidation; do not assume rapid movement
35
36	## Workflow
37
38	1. Get trade/tick data when available, including venue, session, price, size, and corrections. If only OHLCV exists, disclose that volume-at-price is approximated because candle volume has no exact price allocation:
39	```
40	get_candles(symbol=<symbol>, exchange=<exchange>, interval=<interval>, count=200)
41	```
42
43	2. Check volume indicator:
44	```
45	get_indicators(indicator_code="mfi", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
46	```
47
48	3. Freeze the profile specification: session/range anchor, tick/bin size, trade corrections, allocation method, value-area share (70% is conventional), expansion algorithm, and tie handling. Compute POC/VAH/VAL without using future observations.
49
50	4. Mark levels on chart:
51	```
52	draw_chart_analysis(action="create", drawing={
53	"type": "support",
54	"points": [
55	{"time": <start_time>, "price": <poc_price>},
56	{"time": <end_time>, "price": <poc_price>}
57	],
58	"options": {"text": "POC ($67,250)"}
59	})
60	```
61	```
62	draw_chart_analysis(action="create", drawing={
63	"type": "demand",
64	"points": [
65	{"time": <start_time>, "price": <vah_price>},
66	{"time": <end_time>, "price": <val_price>}
67	],
68	"options": {"text": "Value Area (70%)"}
69	})
70	```
71
72	5. Confirm with indicators:
73	```
74	get_indicators(indicator_code="rsi", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
75	get_indicators(indicator_code="ema", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
76	```
77
78	6. Report: POC level, VA boundaries, price position (inside/above/below VA), key LVNs, trade setup
79
80	## Evidence and Validation
81
82	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
83	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
84	- Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter.
85	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
86	- Research basis: Volume profile is a descriptive distribution. Published trading-rule evidence is limited; a recent [value-area breakout test](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6350238) found the unfiltered signal was not economically significant.
87
88	## Key Rules
89
90	- Require enough observations for stable bins and show sensitivity to bin width; no candle count is universal.
91	- Treat HVN/LVN reactions as hypotheses, not magnets, barriers, or air pockets.
92	- Anchor and update profiles according to the predeclared session/event rule.
93	- State whether volume is actual venue trades, consolidated, tick volume, or OHLCV-allocated approximation.
94	- Test overlaps incrementally; multiple price-derived labels are not independent confluence.
95
96	## Related Skills
97
98	- supply-demand-zones — volume profile HVNs confirm S/D zone strength; LVNs identify breakout accele

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volume-profile-trading

15stars2forks

View on GitHub

How to install volume-profile-trading?

ske-labs/agent-trading-skills/volume-profile-trading

$npx -y skills add SKE-Labs/agent-trading-skills --skill volume-profile-trading

Installs into the current project.

Summary

Build and test volume-at-price profiles using POC, value area, and nodes. Use when the user has trade/tick data or needs a clearly disclosed OHLCV approximation.

Files · 1

View on GitHub

SKILL.md

1	# Volume Profile Trading
2
3	Volume profile describes volume assigned to price bins over a declared session/range. It does not reveal trader identity, fair value, or a guaranteed reaction.
4
5	## Core Concepts
6
7	\| Concept \| Definition \| Trading Use \|
8	\| --- \| --- \| --- \|
9	\| POC \| Bin with highest assigned volume \| Descriptive mode of the profile \|
10	\| Value Area (VA) \| Contiguous region containing a chosen volume share \| Conventional descriptive region \|
11	\| VAH \| Upper VA boundary \| Resistance in ranges, breakout level in trends \|
12	\| VAL \| Lower VA boundary \| Support in ranges, breakdown level in trends \|
13	\| HVN \| Locally high assigned-volume bin \| Candidate consolidation/reaction feature \|
14	\| LVN \| Locally low assigned-volume bin \| Candidate traversal/reaction feature \|
15
16	## Entry Strategies
17
18	### Value Area Bounce (Range Trading)
19	- Buy at VAL with bullish rejection candle, target POC
20	- Sell at VAH with bearish rejection candle, target POC
21	- Stop beyond VA boundary
22
23	### POC Magnet
24	- Test reversion to POC with a fixed horizon; price position alone is not an entry
25	- Combine with RSI divergence at extremes for higher probability
26
27	### Value Area Breakout
28	- Breakout above VAH + volume spike → long, target next HVN above
29	- Breakdown below VAL + volume spike → short, target next HVN below
30	- Price must close outside VA (not just wick)
31
32	### LVN Breakout Play
33	- Define LVN relative to neighboring bins and test traversal time versus matched control bins
34	- Use an objective trigger and structural invalidation; do not assume rapid movement
35
36	## Workflow
37
38	1. Get trade/tick data when available, including venue, session, price, size, and corrections. If only OHLCV exists, disclose that volume-at-price is approximated because candle volume has no exact price allocation:
39	```
40	get_candles(symbol=<symbol>, exchange=<exchange>, interval=<interval>, count=200)
41	```
42
43	2. Check volume indicator:
44	```
45	get_indicators(indicator_code="mfi", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
46	```
47
48	3. Freeze the profile specification: session/range anchor, tick/bin size, trade corrections, allocation method, value-area share (70% is conventional), expansion algorithm, and tie handling. Compute POC/VAH/VAL without using future observations.
49
50	4. Mark levels on chart:
51	```
52	draw_chart_analysis(action="create", drawing={
53	"type": "support",
54	"points": [
55	{"time": <start_time>, "price": <poc_price>},
56	{"time": <end_time>, "price": <poc_price>}
57	],
58	"options": {"text": "POC ($67,250)"}
59	})
60	```
61	```
62	draw_chart_analysis(action="create", drawing={
63	"type": "demand",
64	"points": [
65	{"time": <start_time>, "price": <vah_price>},
66	{"time": <end_time>, "price": <val_price>}
67	],
68	"options": {"text": "Value Area (70%)"}
69	})
70	```
71
72	5. Confirm with indicators:
73	```
74	get_indicators(indicator_code="rsi", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
75	get_indicators(indicator_code="ema", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
76	```
77
78	6. Report: POC level, VA boundaries, price position (inside/above/below VA), key LVNs, trade setup
79
80	## Evidence and Validation
81
82	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
83	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
84	- Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter.
85	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
86	- Research basis: Volume profile is a descriptive distribution. Published trading-rule evidence is limited; a recent [value-area breakout test](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6350238) found the unfiltered signal was not economically significant.
87
88	## Key Rules
89
90	- Require enough observations for stable bins and show sensitivity to bin width; no candle count is universal.
91	- Treat HVN/LVN reactions as hypotheses, not magnets, barriers, or air pockets.
92	- Anchor and update profiles according to the predeclared session/event rule.
93	- State whether volume is actual venue trades, consolidated, tick volume, or OHLCV-allocated approximation.
94	- Test overlaps incrementally; multiple price-derived labels are not independent confluence.
95
96	## Related Skills
97
98	- supply-demand-zones — volume profile HVNs confirm S/D zone strength; LVNs identify breakout accele

People who liked this also viewed

6 picks

Type