VOID - LOW VOLUME NODE - FVG - [Divi-Len] — Strategy by Divi-Len
By Divi-Len
Performance Metrics
- Author: Divi-Len
- Symbol: BYBIT:BTCUSDT.P
- Timeframe: 2 minutes
- Win Rate: 28.6%
- Profit Factor: 0.684
Description
VOID — FVG × Volume-Void continuation — free & open sourceVOID trades one specific, fully mechanical setup: a displacement fair value gap whose interior contains a genuine **volume void** — a pocket where almost nothing traded — on the correct side of VWAP. Price imbalance confirmed by volume imbalance. It works on liquid futures and on liquid crypto perpetuals alike; the rules are symbol-agnostic (ATR stops, session VWAP, 3-candle gap).In five years of bias-free testing, raw FVGs on their own showed **no edge**; FVGs carrying the void confirmation did.---**What's new in v3.4**Two new presets and a new filter, on top of everything below (which is unchanged):— **Afternoon session**: trades only 12:00–16:00 ET, first signal of the day, 1.5R target, body-quality filter on. A tighter, higher-hit-rate way to run the same engine during the PM session.— **3-minute quality**: built for 3-minute charts. 1.5R target, body-quality filter on. Fewer, higher-conviction setups.— **Strong body filter**: new standalone toggle. Requires the signal candle's body to be at least half its total range, filtering out weak, indecisive candles. Both new presets enable it automatically; you can also switch it on in Manual.The three original presets were renamed for clarity — the signals they produce are unchanged.---**The 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 at your chosen R (3R default, 1.5R on the two newer presets). 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 — including your live open-trade R and a suggested position size — 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.**On Nasdaq futures (NQ), 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, 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. 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 NQ 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.On crypto it's stronger. Running v3.4 on **BYBIT:BTCUSDT.P**, exported straight from the TradingView tester (Jan 2023 → Jul 2026, $50k account, fees included):— 561 trades, **net profit factor 1.41**, +$40,911— win rate 38.5%, payoff 2.25× (avg win ~2.25× avg loss)— **every full year positive**: 2023 → 1.00, 2024 → 1.50, 2025 → 1.37, 2026 → 1.74— max drawdown $6,979 (17% of total gain), 67% of months green— bracket verified clean: the single best trade equals the max favorable excursion, the single worst loss equals the max adverse excursion — stops and targets are filling exactly as drawnSo: the NQ tester number is your conservative, self-verifiable floor; the research number and the BTC number are what the precise measurement earns when the instrument actually moves. The gap between the floor and the rest is disclosed on purpose — it's what an honest port of a volume-microstructure edge across data feeds and instruments looks like.---**The six presets:**— **Standard** (default): chart-bar void measurement @0.30, midnight VWAP, 3R target — the reproducible tester config, positive every full year.— **Legacy** (compatibility): recreates the original release's signals exactly — same 1-minute measurement @0.12 with auto-adjust and TradingView session VWAP. This preset's resolution is byte-identical to the original release's by construction, so if you've been tracking since day one your history continues seamlessly.— **Research** (1m measurement): the research pipeline's exact settings — 1-minute measurement, VWAP anchored at midnight NY. Honest caveat: TradingView's intrabar data understates the research result here.— **Afternoon session**: 12:00–16:00 ET only, first signal/day, 1.5R, body filter on.— **3-minute quality**: body filter on, 1.5R target, chart-bar void — designed for 3-minute charts.— **Manual**: unlocks every measurement input.The two newer presets are parameter variants of the same engine — a tighter session window, a lower target, and the body filter — not separately backtested to the depth of Standard. Treat them as starting points to validate yourself, not as finished claims.---**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 (with suggested quantity) if you automate (sim first, always).---**One more verification worth knowing:** on NQ we ran the tester at default and at high bar-magnifier precision — results were identical to the trade. 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 a ~40–51% win rate with 2.25–3R payoff, losing streaks of 4–6 trades (occasionally longer) 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. Crypto runs hotter than futures — same rules, bigger moves both ways.**Limitations:** backtests are not promises; fills, slippage, funding and data feeds differ; futures and crypto trading carry 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 is published separately for cleaner day-to-day charts.Open-source script: in true TradingView spirit, the code is open so anyone can review and verify it. Free to use; republishing is subject to TradingView's House Rules.