OPEN-SOURCE SCRIPT
LVN Rejection / Acceptance Strategy
This strategy uses a simplified proxy for low-volume node behavior by combining a rolling mean, volatility bands, and relative volume filtering.
It does not use a true volume profile. Instead, it approximates low-participation zones through statistical structure and volume contraction.
The goal is to observe how price behaves when interacting with these dynamic low-activity regions.
Zone Construction
The reference level is calculated using a simple moving average over a configurable length.
A dynamic band is then created using ATR:
This produces a volatility-adjusted range that expands and contracts with market conditions.
Volume Filter
A relative volume condition is applied:
This filter is used to reduce signals during high activity spikes.
Trade Logic
Rejection condition
This behavior is treated as failure to accept value outside the range.
Acceptance condition
This is treated as acceptance and directional continuation.
Risk Model
Commission and slippage are not included in this model and should be considered when evaluating performance.
Testing Notes
This system is sensitive to:
It should be evaluated over a sufficiently large sample of trades to reduce randomness in interpretation.
Results are not intended to represent guaranteed outcomes and will vary across market conditions.
Visualization
The script plots:
These are used to visually track price interaction with the defined zone structure.
It does not use a true volume profile. Instead, it approximates low-participation zones through statistical structure and volume contraction.
The goal is to observe how price behaves when interacting with these dynamic low-activity regions.
Zone Construction
The reference level is calculated using a simple moving average over a configurable length.
A dynamic band is then created using ATR:
- Upper boundary = SMA + ATR × multiplier
- Lower boundary = SMA − ATR × multiplier
This produces a volatility-adjusted range that expands and contracts with market conditions.
Volume Filter
A relative volume condition is applied:
- current volume is compared against its rolling average
- lower-than-average activity is treated as reduced participation
This filter is used to reduce signals during high activity spikes.
Trade Logic
Rejection condition
- Price briefly trades beyond a band boundary
- Closes back inside the zone
- Occurs under reduced volume conditions
This behavior is treated as failure to accept value outside the range.
Acceptance condition
- Price closes beyond the band boundary
- Holds beyond that level on subsequent price action
This is treated as acceptance and directional continuation.
Risk Model
- Stop-loss distance is based on ATR multiples
- Take-profit uses a fixed risk-to-reward ratio
- Position sizing is fixed percentage of equity per trade
Commission and slippage are not included in this model and should be considered when evaluating performance.
Testing Notes
This system is sensitive to:
- symbol volatility
- timeframe selection
- parameter tuning
It should be evaluated over a sufficiently large sample of trades to reduce randomness in interpretation.
Results are not intended to represent guaranteed outcomes and will vary across market conditions.
Visualization
The script plots:
- central moving average
- dynamic upper and lower volatility bands
These are used to visually track price interaction with the defined zone structure.
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