VP EXHAUSTION RECLAIM Гайд по трейдингу

Обновлено: July 22, 2026

The VP Exhaustion Reclaim — это квантитативный инструмент технического анализа. VP Exhaustion Reclaim Auction-market sequence: 1. A developing pivot-anchored Volume Profile defines VAL / POC / VAH.

Что показывает индикатор?

  • Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
  • Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
  • Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.

Ключевые настройки

  • Pivot Длина (pivotДлина): Controls the calculation period and sensitivity for market detection.
  • Volume Profile Rows (rowCount): Controls the calculation period and sensitivity for market detection.
  • Value Area % (valueAreaPct): Controls the calculation period and sensitivity for market detection.
  • Candle Volume Average (volumeПериод): Controls the calculation period and sensitivity for market detection.
  • Exhaustion Volume Factor (exhaustionVolumeFactor): Controls the calculation period and sensitivity for market detection.
  • Reclaim Volume Factor (reclaimVolumeFactor): Controls the calculation period and sensitivity for market detection.
  • Value Area Stretch (stretchFactor): Controls the calculation period and sensitivity for market detection.
  • Setup Expiry (Candles) (setupExpiry): Controls the calculation period and sensitivity for market detection.
  • ATR Период (atrПериод): Controls the calculation period and sensitivity for market detection.
  • SL Buffer (ATR) (slBufferAtr): Controls the calculation period and sensitivity for market detection.
  • Minimum RR To POC (minimumPocRR): Controls the calculation period and sensitivity for market detection.
  • POC Migration Tolerance (ATR) (pocToleranceAtr): Controls the calculation period and sensitivity for market detection.
  • Signal Cooldown (signalCooldown): Controls the calculation period and sensitivity for market detection.
  • Minimum Quality Score (minimumScore): Controls the calculation period and sensitivity for market detection.
  • Show VAL / POC / VAH (showProfileLevels): Controls the calculation period and sensitivity for market detection.
  • Show Entry / TP / SL (showTrades): Controls the calculation period and sensitivity for market detection.
  • Show Only Last Trade (onlyLastTrade): Controls the calculation period and sensitivity for market detection.
  • Context Fast EMA (contextFastEma): Controls the calculation period and sensitivity for market detection.
  • Context Slow EMA (contextSlowEma): Controls the calculation period and sensitivity for market detection.
  • Use EMA Regime Filter (useRegimeFilter): Controls the calculation period and sensitivity for market detection.
  • Exhaustion Setup Mode (setupMode): Controls the calculation period and sensitivity for market detection.
  • Absorption Volume Factor (absorptionVolumeFactor): Controls the calculation period and sensitivity for market detection.
  • Minimum Rejection Wick Share (minimumWickShare): Controls the calculation period and sensitivity for market detection.
  • Absorption Confirmation Window (absorptionConfirmBars): Controls the calculation period and sensitivity for market detection.
  • Developing POC (poc): Controls the calculation period and sensitivity for market detection.
  • Developing VAH (vah): Controls the calculation period and sensitivity for market detection.
  • Developing VAL (val): Controls the calculation period and sensitivity for market detection.
  • LONG Reclaim (buySignal): Controls the calculation period and sensitivity for market detection.
  • SHORT Reclaim (sellSignal): Controls the calculation period and sensitivity for market detection.
  • LONG Setup Armed (longArmed): Controls the calculation period and sensitivity for market detection.
  • SHORT Setup Armed (shortArmed): Controls the calculation period and sensitivity for market detection.
  • Low-volume Перепроданность Excursion (longExhaustion): Controls the calculation period and sensitivity for market detection.
  • Low-volume Перекупленность Excursion (shortExhaustion): Controls the calculation period and sensitivity for market detection.
  • Quality Score (qualityScore): Controls the calculation period and sensitivity for market detection.
  • Active Entry (entryLevel): Controls the calculation period and sensitivity for market detection.
  • Active Stop Loss (slLevel): Controls the calculation period and sensitivity for market detection.
  • Active TP1 (POC) (tp1Level): Controls the calculation period and sensitivity for market detection.
  • Active TP2 (Opposite VA) (tp2Level): Controls the calculation period and sensitivity for market detection.
  • LONG Stop Loss (longSL): Controls the calculation period and sensitivity for market detection.
  • LONG TP1 (POC) (longTP1): Controls the calculation period and sensitivity for market detection.
  • LONG TP2 (VAH) (longTP2): Controls the calculation period and sensitivity for market detection.
  • SHORT Stop Loss (shortSL): Controls the calculation period and sensitivity for market detection.
  • SHORT TP1 (POC) (shortTP1): Controls the calculation period and sensitivity for market detection.
  • SHORT TP2 (VAL) (shortTP2): Controls the calculation period and sensitivity for market detection.
  • VAH (vah): Controls the calculation period and sensitivity for market detection.
  • POC (poc): Controls the calculation period and sensitivity for market detection.
  • VAL (val): Controls the calculation period and sensitivity for market detection.
  • LONG Signal (longSignal): Controls the calculation period and sensitivity for market detection.
  • SHORT Signal (shortSignal): Controls the calculation period and sensitivity for market detection.
  • Перепроданность Exhaustion (exhaustionLong): Controls the calculation period and sensitivity for market detection.
  • Перекупленность Exhaustion (exhaustionShort): Controls the calculation period and sensitivity for market detection.
  • Entry (entry): Controls the calculation period and sensitivity for market detection.
  • Stop Loss (stop): Controls the calculation period and sensitivity for market detection.
  • TP1 (tp1): Controls the calculation period and sensitivity for market detection.
  • TP2 (tp2): Controls the calculation period and sensitivity for market detection.
  • LONG Reclaim Signal (buySignal): Controls the calculation period and sensitivity for market detection.
  • SHORT Reclaim Signal (sellSignal): Controls the calculation period and sensitivity for market detection.
  • LONG Setup Armed (longArmed): Controls the calculation period and sensitivity for market detection.
  • SHORT Setup Armed (shortArmed): Controls the calculation period and sensitivity for market detection.
  • Перепроданность Exhaustion Event (longExhaustion): Controls the calculation period and sensitivity for market detection.
  • Перекупленность Exhaustion Event (shortExhaustion): Controls the calculation period and sensitivity for market detection.
  • Quality Score (qualityScore): Controls the calculation period and sensitivity for market detection.
  • Developing POC (poc): Controls the calculation period and sensitivity for market detection.
  • Developing VAH (vah): Controls the calculation period and sensitivity for market detection.
  • Developing VAL (val): Controls the calculation period and sensitivity for market detection.
  • Active Entry (entryLevel): Controls the calculation period and sensitivity for market detection.
  • Active Stop Loss (slLevel): Controls the calculation period and sensitivity for market detection.
  • Active TP1 (POC) (tp1Level): Controls the calculation period and sensitivity for market detection.
  • Active TP2 (Opposite VA) (tp2Level): Controls the calculation period and sensitivity for market detection.
  • LONG Stop Loss (longSL): Controls the calculation period and sensitivity for market detection.
  • LONG TP1 (POC) (longTP1): Controls the calculation period and sensitivity for market detection.
  • LONG TP2 (VAH) (longTP2): Controls the calculation period and sensitivity for market detection.
  • SHORT Stop Loss (shortSL): Controls the calculation period and sensitivity for market detection.
  • SHORT TP1 (POC) (shortTP1): Controls the calculation period and sensitivity for market detection.
  • SHORT TP2 (VAL) (shortTP2): Controls the calculation period and sensitivity for market detection.

Как использовать параметры стратегии (Condition Source)

В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.

1. События сигналов

  • buySignal - LONG Reclaim Signal event signal.
  • sellSignal - SHORT Reclaim Signal event signal.
  • longArmed - LONG Setup Armed event signal.
  • shortArmed - SHORT Setup Armed event signal.
  • longExhaustion - Перепроданность Exhaustion Event event signal.
  • shortExhaustion - Перекупленность Exhaustion Event event signal.

2. Фильтры и торговые уровни

  • pivotДлина - Pivot Длина value used for structural qualification or thresholds.
  • rowCount - Volume Profile Rows value used for structural qualification or thresholds.
  • valueAreaPct - Value Area % value used for structural qualification or thresholds.
  • volumeПериод - Candle Volume Average value used for structural qualification or thresholds.
  • exhaustionVolumeFactor - Exhaustion Volume Factor value used for structural qualification or thresholds.
  • reclaimVolumeFactor - Reclaim Volume Factor value used for structural qualification or thresholds.
  • stretchFactor - Value Area Stretch value used for structural qualification or thresholds.
  • setupExpiry - Setup Expiry (Candles) value used for structural qualification or thresholds.
  • atrПериод - ATR Период value used for structural qualification or thresholds.
  • slBufferAtr - SL Buffer (ATR) value used for structural qualification or thresholds.
  • minimumPocRR - Minimum RR To POC value used for structural qualification or thresholds.
  • pocToleranceAtr - POC Migration Tolerance (ATR) value used for structural qualification or thresholds.
  • signalCooldown - Signal Cooldown value used for structural qualification or thresholds.
  • minimumScore - Minimum Quality Score value used for structural qualification or thresholds.
  • showProfileLevels - Show VAL / POC / VAH value used for structural qualification or thresholds.
  • showTrades - Show Entry / TP / SL value used for structural qualification or thresholds.
  • onlyLastTrade - Show Only Last Trade value used for structural qualification or thresholds.
  • contextFastEma - Context Fast EMA value used for structural qualification or thresholds.
  • contextSlowEma - Context Slow EMA value used for structural qualification or thresholds.
  • useRegimeFilter - Use EMA Regime Filter value used for structural qualification or thresholds.
  • setupMode - Exhaustion Setup Mode value used for structural qualification or thresholds.
  • absorptionVolumeFactor - Absorption Volume Factor value used for structural qualification or thresholds.
  • minimumWickShare - Minimum Rejection Wick Share value used for structural qualification or thresholds.
  • absorptionConfirmBars - Absorption Confirmation Window value used for structural qualification or thresholds.
  • poc - Developing POC value used for structural qualification or thresholds.
  • vah - Developing VAH value used for structural qualification or thresholds.
  • val - Developing VAL value used for structural qualification or thresholds.
  • buySignal - LONG Reclaim value used for structural qualification or thresholds.
  • sellSignal - SHORT Reclaim value used for structural qualification or thresholds.
  • longArmed - LONG Setup Armed value used for structural qualification or thresholds.
  • shortArmed - SHORT Setup Armed value used for structural qualification or thresholds.
  • longExhaustion - Low-volume Перепроданность Excursion value used for structural qualification or thresholds.
  • shortExhaustion - Low-volume Перекупленность Excursion value used for structural qualification or thresholds.
  • qualityScore - Quality Score value used for structural qualification or thresholds.
  • entryLevel - Active Entry value used for structural qualification or thresholds.
  • slLevel - Active Stop Loss value used for structural qualification or thresholds.
  • tp1Level - Active TP1 (POC) value used for structural qualification or thresholds.
  • tp2Level - Active TP2 (Opposite VA) value used for structural qualification or thresholds.
  • longSL - LONG Stop Loss value used for structural qualification or thresholds.
  • longTP1 - LONG TP1 (POC) value used for structural qualification or thresholds.
  • longTP2 - LONG TP2 (VAH) value used for structural qualification or thresholds.
  • shortSL - SHORT Stop Loss value used for structural qualification or thresholds.
  • shortTP1 - SHORT TP1 (POC) value used for structural qualification or thresholds.
  • shortTP2 - SHORT TP2 (VAL) value used for structural qualification or thresholds.
  • vah - VAH value used for structural qualification or thresholds.
  • poc - POC value used for structural qualification or thresholds.
  • val - VAL value used for structural qualification or thresholds.
  • longSignal - LONG Signal value used for structural qualification or thresholds.
  • shortSignal - SHORT Signal value used for structural qualification or thresholds.
  • exhaustionLong - Перепроданность Exhaustion value used for structural qualification or thresholds.
  • exhaustionShort - Перекупленность Exhaustion value used for structural qualification or thresholds.
  • entry - Entry value used for structural qualification or thresholds.
  • stop - Stop Loss value used for structural qualification or thresholds.
  • tp1 - TP1 value used for structural qualification or thresholds.
  • tp2 - TP2 value used for structural qualification or thresholds.
  • qualityScore - Quality Score value used for structural qualification or thresholds.
  • poc - Developing POC value used for structural qualification or thresholds.
  • vah - Developing VAH value used for structural qualification or thresholds.
  • val - Developing VAL value used for structural qualification or thresholds.
  • entryLevel - Active Entry value used for structural qualification or thresholds.
  • slLevel - Active Stop Loss value used for structural qualification or thresholds.
  • tp1Level - Active TP1 (POC) value used for structural qualification or thresholds.
  • tp2Level - Active TP2 (Opposite VA) value used for structural qualification or thresholds.
  • longSL - LONG Stop Loss value used for structural qualification or thresholds.
  • longTP1 - LONG TP1 (POC) value used for structural qualification or thresholds.
  • longTP2 - LONG TP2 (VAH) value used for structural qualification or thresholds.
  • shortSL - SHORT Stop Loss value used for structural qualification or thresholds.
  • shortTP1 - SHORT TP1 (POC) value used for structural qualification or thresholds.
  • shortTP2 - SHORT TP2 (VAL) value used for structural qualification or thresholds.

Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.

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