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Volume · INDICATOR

IAAM2

The indicator breaks down volume and delta at every price level inside the candles over a period, finds the candle with anomalous volume and builds a horizontal level from its POC — then, from how the two most recent levels line up, it places a direction marker ▲/▼ and colors the bars by status.

ATAS · .NET 7Indicator · volume/delta by levellevels + signals + backtest
2026-07-02T20:49:49.103456 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
The indicator builds levels from anomalous volume/delta in clusters and, from how the two most recent levels line up, marks direction: a new level above the previous one → ▲ long, below → ▼ short; bars are tinted by position status.
WHY IT MATTERS
1
Finds levels for you

The POC of a candle with anomalous volume (or delta) turns into a horizontal level — zones of peak activity get marked out for you, with nothing to draw by hand.

2026-07-02T20:49:49.703816 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
2
Filters out the weak

Five strength thresholds by % over the average + an absolute-volume filter: weak levels are thinner and more transparent, illiquid ones aren't built at all — you trade only the strong ones.

2026-07-02T20:49:49.722945 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
3
Test it before you risk money

Test mode runs the strategy over history accounting for commission and slippage: trades, TP/SL, P/L stats — before you put real money on the line.

2026-07-02T20:49:49.735900 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
KEY FEATURES
Auto-calculated levels from clustersTakes a period of candles, compares the central one to the average and builds a level from its POC (MaxVolumePriceInfo.Price) to the right across Levels Length bars.
Volume / Delta modeLevel by maximum volume (indigo) — or by delta skew: green on +delta, red on −delta.
Level strength 1–5Line thickness and density = % by which volume exceeds the period average; weaker levels are thinner and more transparent.
Absolute-volume filterFive absolute-volume thresholds cut off levels with insufficient liquidity — only the significant ones remain.
Marker from how levels line upThe indicator compares the prices of the two most recent levels: a new level above the previous one → ▲ marker, a new one below → ▼ marker; bars are colored by position status. Price breaking a level is a separate mechanism: realtime signals to the bot and test trades.
Test mode + send to botTP in ticks, slippage, commission, P/L stats; signals go to the bot via memory-mapped files and a socket; alerts go to a file.
Level strength = % by which volume exceeds the period average — weak ones thinner and more transparent, strong ones thicker and denser
2026-07-02T20:49:49.458695 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
Five thresholds (1 · 50 · 120 · 200 · 400%) set the line's thickness and density (1→5). The absolute-volume filter cuts off levels with insufficient liquidity — you work only the strong ones.
Level strength and filter

Line thickness and density = % by which volume exceeds the period average (thresholds 1→5); the absolute-volume filter simply doesn't build illiquid levels — you trade only the strong ones.

Delta mode: levels are built by aggression skew, not by volume
2026-07-02T20:49:49.532552 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
Green level — max positive delta (buyer's edge), red — max negative (seller's edge). In Volume mode — one indigo level by maximum volume.
Volume or Delta

In Volume mode — one indigo level by maximum volume; in Delta mode levels are built by aggression skew: green on max +delta (buyer), red on max −delta (seller).

HOW IT WORKS
1Period and comparison

Takes a period of candles (5 by default) and compares the volume (or delta) of the central candle to the average of the rest: (center − average)/average in percent.

2Level from POC

Clear the threshold and a horizontal level is built to the right from the central candle's POC; the higher the %, the higher the threshold (1→5) and the thicker and denser the line.

3Marker from the lineup

Direction comes from how the two most recent levels line up: a new level above the previous one → ▲, below → ▼; after that the bars are colored by position status.

4Cross → bot/test

Price crossing a level is a separate mechanism: realtime signals to the bot and test trades with P/L stats.

2026-07-02T20:49:49.175527 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
From cluster to level: period of 5 candles, the central one has volume ~228 against an average ~73 (+212%) → threshold exceeded → a volume level is built to the right from its POC (indigo). The higher the %, the higher the threshold and the thicker the line.
From cluster to level

Period of 5 candles: the central one has volume ~228 against an average ~73 (+212%) → threshold exceeded → a volume level is built to the right from its POC. The higher the %, the higher the threshold and the thicker the line.

Indigo line — maximum-volume level — the POC of the zone over the period
Green level — max positive delta — buyer's edge (Delta mode)
Red level — max negative delta — seller's edge (Delta mode)
▲ / ▼ marker — direction from how the two most recent levels line up: a new one higher → ▲, lower → ▼
IN PRACTICE
2026-07-02T20:49:49.248991 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
Long: large volume sat at the level — price pulled back and returned to it (● cross → test trade / signal to bot). The marker, though, is placed from the level lineup: a new one above the previous → ▲ long, bars colored green (long status), the move up confirms the entry.
Long off a volume level

Large volume sat at the level: price pulled back and returned (● cross → test trade / signal to bot); a new level above the previous one → ▲ long marker, bars turn green by position status.

Level from volume → level lineup → long

A trader wants to enter where real, large volume actually sat, not on a random breakout — and not mark up levels by hand on every instrument.

  1. Sets period 5 and Volume mode — the indicator hunts for candles with anomalous volume
  2. Turns on the absolute-volume filter and strength thresholds so only strong levels remain
  3. A level is built from the central candle's POC; price pulls back and returns to it
  4. A new level forms above the previous one → ▲ long marker, bars turn green (long status)
Result: The entry is where large volume sat and the level lineup formed in favor of a long, while weak levels are filtered out; the whole setup can be run through test mode with P/L stats before any real money.
SETUP & INTEGRATION
Fully configurable
Period · Rendering Mode · Source% thresholds (Threshold 1–5)Absolute Volume FilterLevels: color · width · length · transparencySignal Bars AreaSelected Bars By StatusTesting · TP · commission · slippageReverse: Swing / No SwingAlerts · Send to Bot

Period and mode (Volume/Delta), five percentage strength thresholds, the absolute-volume filter, level appearance, bar highlighting, testing with stats and sending signals to the bot — all tuned to your instrument and style.

PlatformATAS (.NET 7) — indicator on the cluster chart
Signals▲/▼ markers on the chart · alerts to a file · sent to the bot via MMF/socket
Access3-month / annual subscription · manual renewal
Test the levels on history — then trade.Subscription 3 mo / year, manual renewal.
★ Full bundle
SEE ALSO