Robots · ROBOT

Dynamic Level Robot

The robot computes the Value Area (VAH · POC · VAL) on its own in a rolling window and trades breakouts of its bounds — with a three-stage false-exit filter.

ATAS · .NET 7Robot · value areaauto-entry + testing

Value Area VAH·POC·VAL: a confirmed breakout (after the filter) of VAL downward → ▼ SELL, of VAH upward → ▲ BUY.

WHY IT MATTERS

Builds the value area automatically

The zone bounds — VAH and VAL — are always computed by volume; the mode (volume/delta/time) only picks what to use as the POC core. The market gets mapped out for you — no manual drawing.

Filters false breakouts

Breakout → pullback threshold → return to the zone → re-breakout → signal threshold. The final signal fires only after both thresholds — fewer entries on noise.

Test before you risk money

Test mode runs the strategy over history: win rate, average ticks per trade, trade streaks, net profit after commission.

KEY FEATURES

Auto-computed Value AreaVAH/VAL bounds by volume + POC core in a rolling window — levels move with the market.

5 POC modesVolume · +delta · −delta · |delta| · time — the mode only changes the POC core; the zone bounds are always by volume.

Three-stage signalsPre-signal → return → final signal: random breakouts get filtered out.

Automated SL/TP tradingAutoStatic off the VAH/VAL levels or static ticks; TP/SL Ratio.

Exit conditionsSwing, channel break or threshold — exit not only on SL/TP.

Test mode with statsWin rate, streaks, average P/L in ticks and $ after commission.

False-breakout filter — a weak push past VAH doesn't reach the Breakdown threshold → no signal

Three-stage system: pre-signal (stepped past a bound) → return to the zone → final signal only on a re-breakout past the threshold. Random pokes past the level get filtered out.

Three stages instead of one breakout

A weak push past VAH doesn't reach the Breakdown threshold — no signal. The full chain is required: pre-signal → return to the zone → re-breakout past the threshold. That's how random pokes past the level get filtered out.

HOW IT WORKS

1Builds the zone by volume

In a rolling window it distributes volume across price levels → value area: VAH on top, VAL on the bottom. Bounds always by volume.

2POC inside the zone

POC is the level where the market traded most densely. The mode (volume / delta / time) chooses what to compute it from.

3Pre-signal

Price stepped outside a bound and came back — pre-signal: green zone to buy, red to sell.

4Final signal

Confirmed re-breakout past the threshold → entry arrow.

Entry logic: breakout(1) → threshold → return to the zone(3, green pre-signal) → re-breakout(4) → ▲ final signal.

Anatomy of the zone and the signal

The value area is built by volume (VAH / POC / VAL). The pre-signal appears when price steps outside a bound and comes back; the final arrow only after a confirmed re-breakout past the threshold. That's how the robot filters out false exits.

Blue line — POC — the level of peak market activity in the window

VAH / VAL — the upper and lower zone bounds — always by volume, regardless of POC mode

Green zone + ▲ — pre-signal → final buy signal (VAH breakout)

Red zone + ▼ — pre-signal → final sell signal (VAL breakout)

IN PRACTICE

Confirmed long: VAH breakout at 100.55, green pre-signal, entry · stop below VAL · take (R:R 1:1) → +165 ticks.

Confirmed long off VAH

A VAH breakout at 100.55 gave a green pre-signal; after confirmation — entry, stop below VAL, take at R:R 1:1. The robot manages the trade by its own levels, with no manual drawing.

Auto-trading Value Area breakouts with backtesting

A trader wants to trade breakouts of the value-area bounds automatically, but plain breakouts are often false, and there's no time to watch the chart nonstop.

Sets the Value Area window period and POC mode for their instrument
Turns on Test Mode — the robot collects stats over history, risk-free
Tightens the Breakdown/Signal Threshold to filter out false breakouts
Switches to live mode with AutoStatic SL/TP — entry on the final arrows automatically

Result: The strategy is backtested, false breakouts are filtered by the three-stage system, and entry and risk follow the rules — not emotions.

SETUP & INTEGRATION

Fully configurable

POC Mode · PeriodBreakdown / Signal ThresholdTrade Mode · ReversalSL/TP · TP·SL RatioCondition StopTest Mode · statsAlerts

POC mode, window period, breakout thresholds, risk management (AutoStatic off levels or static ticks), exit conditions and test mode — tuned to your instrument and style.

PlatformATAS (.NET 7) — a robot-indicator on the chart

Signalsvisual zones + arrows, alerts to file

Access3-month / yearly subscription · manual renewal

Right on the chart: the test panel (trades · profit · profit factor · win rate) and the status of the VAH/POC/VAL zones.

Test it on history — then trade.Subscription 3 mo / year, manual renewal.

★ Full bundle