Volatility-Adjusted Momentum Signal (VAMS)

16 jam lalu

𝐕𝐀𝐌𝐒 | QuantumResearch

📈 Volatility-Adjusted Momentum Signal
A dynamic momentum engine fusing price action with volatility intelligence.

🧠 What is VAMS?
The Volatility-Adjusted Momentum Signal (VAMS) is an advanced oscillator built by QuantumResearch that integrates both price momentum and volatility momentum using dynamic Z-score normalization.

Unlike standard momentum indicators, VAMS adjusts to evolving market conditions by scaling thresholds in real time based on volatility. This allows traders to spot true trend strength and turning points with greater reliability.

⚙️ Key Components
📊 Z-Score Normalization: Measures how far price and volatility deviate from their rolling mean.
📈 Rate of Change (ROC): Adds trend acceleration insights to both price and volatility components.
🧮 Composite Z-Momentum (Z_total): A fusion of price and volatility signals.
🧾 Dynamic Thresholds: Bullish and bearish zones adjust based on the rolling standard deviation of the composite score.

🔍 Visual Features
🎨 Gradient-based histogram with bullish (teal), bearish (blue/pink), and neutral (gray) zones.
🧠 Auto-colored background to enhance visual detection of signal regimes.

📋 Real-time analytics table shows:
Z-score and ROC of price
Z-score and ROC of volatility
Current signal classification (Bullish / Bearish / Neutral)

📊 Performance Overview (Daily Timeframe)
BTC:

ETH:

ETH/BTC:


🔎 Why VAMS is Unique
✅ Blends momentum + volatility for dual-axis confirmation
✅ Uses Z-score math for better normalization across market phases
✅ Dynamic thresholding means it adapts in real time
✅ Built-in visual context (table + colored bars + backgrounds)

🧪 Technical Details
Works on any asset and any timeframe

⚠️ Disclaimer
This tool is for educational and research purposes only.
Past performance does not guarantee future results.
Always do your own research and risk assessment.

16 jam lalu

Nota Keluaran

Added alert function.