Finding (EURJPY Forensics 2022-2026, 104 trades)
| Zone |
Wins |
Losses |
Win% |
Signal |
| Below VAL |
17 |
3 |
85.0% |
✓ Strongly favors |
| Above VAH |
9 |
6 |
60.0% |
Neutral |
| Inside VA |
20 |
18 |
52.6% |
✗ Avoid (-14.7% WR) |
Recommendation
Add a filter: skip entry when price is Inside Value Area (between VAL and VAH of the daily/weekly volume profile).
Alternatively: bonus star when price is Below VAL (85% WR is very strong signal).
Implementation notes
- Volume profile data is already exported in
ob_candles_*.csv via ExportCandleContext()
- VP module (Module H) computes VAL/VAH from tick volume histogram on the signal bar
- Needs a runtime VP check in
OrderProcess.mqh at entry time
- Simplest MVP: add
inpRequireBelowVAL bool input + check in isAllGood()
Priority
Medium — 17.7% WR improvement is meaningful but requires VP data at runtime.
Finding (EURJPY Forensics 2022-2026, 104 trades)
Recommendation
Add a filter: skip entry when price is Inside Value Area (between VAL and VAH of the daily/weekly volume profile).
Alternatively: bonus star when price is Below VAL (85% WR is very strong signal).
Implementation notes
ob_candles_*.csvviaExportCandleContext()OrderProcess.mqhat entry timeinpRequireBelowVALbool input + check inisAllGood()Priority
Medium — 17.7% WR improvement is meaningful but requires VP data at runtime.