A really interesting advisor, it's clear that a lot of work has been done. The code is written cleanly, structured, everything is laid out on the shelves — it's a pleasure to disassemble. The multi-layered approach with VWAP, volume profile and tick delta looks very solid, it is rare to find such a study in the public domain. Respect!
I'll definitely go to the demo next week and see how it works. As I understand it, it is optimal to use M5–M15 for intraday trading — the logic with a return to the average and session VWAPs is most likely best disclosed there. There's probably going to be a lot of noise on the M1.
Anyway, good luck and thanks for sharing.
