PROTECTED SOURCE SCRIPT
Volumatic VIDYA Strategy [Modified by running]
This strategy involves a modification of the Volumatic VIDYA indicator originally created by @BigBeluga. All credit for the underlying calculation logic goes to the original author.
Original Script: [kr.tradingview.com/script/llhVjhA5-Volumatic-Variable-Index-Dynamic-Average-BigBeluga/]
Changes & Strategy Logic: I have converted the indicator into a backtestable strategy with the following additions:
Trend Entry: Enters Long/Short based on VIDYA trend direction.
EMA Filter: Added a customizable EMA (default 200) filter. Longs are only taken above EMA, Shorts below EMA.
Delta Volume Filter: Enters only when the Delta Volume exceeds a specific absolute threshold (default 30%) to ensure momentum.
Risk Management (New): Implemented a position sizing logic based on risk percentage. The strategy calculates the distance between the entry price and the VIDYA line (stop loss level) and adjusts the position size to risk a fixed % of equity (default 2%) per trade.
License: This code is licensed under CC BY-NC-SA 4.0, same as the original work.
Original Script: [kr.tradingview.com/script/llhVjhA5-Volumatic-Variable-Index-Dynamic-Average-BigBeluga/]
Changes & Strategy Logic: I have converted the indicator into a backtestable strategy with the following additions:
Trend Entry: Enters Long/Short based on VIDYA trend direction.
EMA Filter: Added a customizable EMA (default 200) filter. Longs are only taken above EMA, Shorts below EMA.
Delta Volume Filter: Enters only when the Delta Volume exceeds a specific absolute threshold (default 30%) to ensure momentum.
Risk Management (New): Implemented a position sizing logic based on risk percentage. The strategy calculates the distance between the entry price and the VIDYA line (stop loss level) and adjusts the position size to risk a fixed % of equity (default 2%) per trade.
License: This code is licensed under CC BY-NC-SA 4.0, same as the original work.
Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya secara bebas dan tanpa apa-apa had – ketahui lebih di sini.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya secara bebas dan tanpa apa-apa had – ketahui lebih di sini.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.