VOLUME VOID - REAL FVG's [Divi-Len] — Strategy by Divi-Len

By Divi-Len

Performance Metrics

Description

VOID — FVG × Volume-Void continuation (NQ 5m) — free & open sourceVOID trades one specific, fully mechanical setup on Nasdaq futures: a displacement fair value gap whose interior contains a genuine **volume void** — a pocket where almost no contracts traded — on the correct side of VWAP. Price imbalance confirmed by volume imbalance. In five years of bias-free testing on real CME volume, raw FVGs on NQ showed **no edge** on their own; FVGs carrying the void confirmation did.Video walkthrough(ai slop, will upload proper video in the future): youtube.com/@Divilenyoutube.com/watch?v=u3nlghoyc_0The five rules (all on one candle):1. A 3-candle fair value gap completes (this candle's low above the high two bars back; mirrored for shorts).2. Gap at least 0.3 × ATR(14).3. Close on the continuation side of VWAP (longs above, shorts below).4. The gap zone holds ≤ a threshold fraction of the surrounding 20 bars' volume — the void.5. The void sits in the continuation-exit half of the gap.Entry at that candle's close. Stop 3×ATR. Target 3R. Monday–Thursday, first qualifying signal of the day only, nothing at/after 15:00 ET, always flat by close. No break-even, no trailing, no partials — every exit-management scheme we tested made it worse. One alert, one bracket order, done.Built so you can trade it without reading anything else: every signal draws the position-tool picture (green zone to target, red zone to stop, plain BUY/SELL label with all three prices), the top-right panel tells you in words what the system is doing right now, every input has a plain-English tooltip, and there are style presets (zones / lines / minimal arrows) with your own colors.The numbers, honestly — read this part. The research engine (bias-free, archived CME 1-minute data) measures: PF 1.62, out-of-sample 1.80, ~51% win rate, 73% of months profitable across three years, worst month about −2R, best +11R at roughly one trade a day, two days a week. On TradingView we then did something most publishers don't: we exported every tester trade with its measured void value and audited both measurement paths against the research engine, trade by trade. Result: TradingView's 1-minute intrabar reconstruction selects materially different trades (that path tested ~breakeven — it's now off by default), while the chart-bar void measurement at threshold 0.30 is the faithful one there. With default settings the 2023→present tester shows roughly PF 1.05–1.10 net, positive every full year — a modest number, and exactly the number you'll reproduce yourself, which is the point. So: the tester number is your conservative, self-verifiable floor; the research number is what the precise measurement earns on the research data. The gap between them is disclosed on purpose — it's what an honest port of a volume-microstructure edge across data feeds looks like.Why there are two scripts: the strategy (with the full tester, equity curve, and exportable trade list) was always the intended giveaway; the signals-only indicator simply shipped first because the strategy build wasn't ready in time for the first presentation. Use the strategy to verify, the signals to trade day-to-day — they run identical rules. In the strategy, enabling "Verbose trade tags" stamps every order with its measured void and gap values, which appear in Strategy Tester → List of Trades → Export, so any trade in history can be independently checked against the rules above. Entries also fire webhook-ready JSON alerts if you automate (sim first, always).Presets — and a verified promise to early users. The script ships with a Settings preset selector, and before publishing this update we verified each preset by exporting its full trade list and diffing it against the original release:— "TV floor" (default): the chart-bar measurement whose tester results anyone can reproduce (546 trades, PF ~1.09, 2023→present, positive every full year).— "First publish" (compatibility): recreates the original release's signals exactly — verified 478 of 478 trades identical, every timestamp and direction. If you've been tracking or forward-testing since day one, select this and your history continues seamlessly. That's not a promise; it's a measured fact.— "True edge" (research spec): the research pipeline's exact settings — same 1-minute measurement as the original, VWAP anchored at midnight NY (97% of trades shared with the original; 14 reclassified by the anchor). Honest caveat: TradingView's intrabar data understates the research result on this preset.— "Manual": unlocks every measurement input.One more verification worth knowing: we ran the tester at default and at high bar-magnifier precision — results were identical to the trade (PF 1.090 both). With 3×ATR stops and 3R targets, fills don't depend on intrabar precision, so you don't need any paid plan feature to reproduce these numbers. Updates will never silently change what you were following — any future signal-affecting change ships as a new preset.**Risk guidance:** 0.15–0.25% of account per trade. At 51%/3R, losing streaks of 4–6 trades are normal statistics — size so they're boring. Expect two or three shallow red months per year; that's what a real edge looks like.**Limitations:** backtests are not promises; fills, slippage and data feeds differ; futures trading carries substantial risk of loss. Verify on your own charts before trading real size. Nothing here is financial advice.Shared freely, in the same spirit the core idea reached me. Credits to Cramson Capital for sharing the Low Volume Node idea, and his commitment to sharing trading success and helping others.From: Rupert (Divi-Len)(ps: if this helps you and you're in a position to, donations are genuinely appreciated right now)---This is the verification build — full tester, equity curve, exportable tagged trade list. A signals-only build will be published separately for cleaner day-to-day charts. The signal only one I published BEFORE will be deleted in the future, it was protected script and was meant to be temporary

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