1M XAU Cumulative Delta Volume with OB Breakouts — Strategy by FredAstaire
By FredAstaire
Performance Metrics
- Author: FredAstaire
- Symbol: PEPPERSTONE:XAUUSD
- Timeframe: 1 minute
- Net P&L: +2,494.55 USD (+0.25%)
- Win Rate: 85.7%
- Profit Factor: 5.997
- Max Drawdown: 726.34 USD (0.07%)
- Total Trades: 7
Description
### OverviewThis is a **session-based CVD strategy** built around the **00:00–07:00 CEST range**. It finds the high/low of that session, turns them into **adaptive ATR-based support (yellow)** and **resistance (purple)** zones, and trades only **CVD-confirmed reversals** off those levels.---### How it Works* For each day, the script: * Builds a 00:00–07:00 CEST **profile high/low**. * Creates a **support zone** around the session low and a **resistance zone** around the session high.* Using lower timeframe data, it reconstructs **Cumulative Volume Delta (CVD)** and a **recent delta** filter.* It arms “pending” states when price **enters a zone from the correct side**, then confirms: * **BUY (long):** price reclaims above support and recent CVD is strongly positive. * **SELL (short):** price rejects below resistance and recent CVD is strongly negative.Only these two CVD signals (`buySignal` / `sellSignal`) open trades.---### Strategy Logic* **Entries** * `buySignal` → open **long** (if flat). * `sellSignal` → open **short** (if flat). * No pyramiding; one position at a time.* **Exits (only TP & SL)** * Long: TP at `avg_price * (0.5 + TP%)`, SL at `avg_price * (1 – SL%)`. * Short: TP at `avg_price * (0.5 – TP%)`, SL at `avg_price * (1 + SL%)`. * No opposite-signal exits.---### Extras* **Reversal markers** on yellow/purple zones and **breakout/retest markers** are plotted for context and alerts but **do not trigger entries**.* Zone width and “thickening” are ATR-based so important touches and near-touches are easy to see.* Only suited for **1m intraday scalping** (e.g. XAU/USD), but can be tested on other markets/timeframes.