Student-t Weighted Acceleration & Velocity

4 hari lalu

⚙️ Student-t Weighted Acceleration & Velocity
Author: © GabrielAmadeusLau
Category: Momentum, Smoothing, Divergence Detection

🔍 Overview
Student-t Weighted Acceleration & Velocity is a precision-engineered momentum indicator designed to analyze the rate of price change (velocity) and rate of change of velocity (acceleration). It leverages Student-t weighted smoothing, bandpass filtering, and divergence detection to reveal underlying momentum trends, shifts, and potential reversals with high sensitivity and low noise.

🧠 Key Features
🌀 1. Student-t Weighted Moving Average
Applies Student-t distribution weights to price data.

Controlled by:

ν (Degrees of Freedom): Lower ν increases weight on recent data, improving sensitivity to fast-moving markets.

Window Length: Sets the lookback period for weighted averaging.

🚀 2. Velocity & Acceleration Calculation
Velocity: Measures how fast price is moving over time.

Acceleration: Measures the change in velocity, revealing turning points.

Both are calculated via:

Butterworth High-pass Filter

Super Smoother Low-pass Filter

Fast Root Mean Square (RMS) normalization

Optionally smoothed using a Super Smoother EMA.

🎯 3. Signal Conditions
Strong Up: When smoothed velocity crosses above the overbought threshold and acceleration is positive.

Strong Down: When smoothed velocity crosses below the oversold threshold and acceleration is negative.

Visual cues:

Green & red triangle shapes for signals.

Colored histogram & column plots.

Optional bar coloring based on A/V behavior.

🔎 4. Divergence Detection Engine
Built-in multi-timeframe divergence system with:

Bullish/Bearish Regular Divergence

Bullish/Bearish Hidden Divergence

Customizable settings:

Pivot detection, confirmation logic, lookback limits.

Heikin Ashi mode for smoothed divergence detection.

Configurable line style, width, and color.

Visual plots of divergence lines on price chart.

⚙️ Custom Inputs
A/V Calculation Parameters:

Lookback period, filter lengths (Butterworth, Super Smoother, RMS), EMA smoothing.

Divergence Settings:

Enable/disable confirmation, show last divergence only.

Adjustable pivot period and max lookback bars.

Heikin Ashi Mode:

Option to use Heikin Ashi candles for divergence detection only (without switching chart type).

Thresholds:

Overbought/Oversold Sigma levels for strong signal detection.

🔔 Alerts Included
Strong Up Alert: Momentum and acceleration aligned bullishly.

Strong Down Alert: Momentum and acceleration aligned bearishly.

All Divergence Types:

Bullish/Bearish Regular Divergence

Bullish/Bearish Hidden Divergence

Aggregated Divergence Alerts

📌 Use Cases
Spot momentum bursts and reversals with confirmation from both velocity and acceleration.

Identify divergence-based signals for early entries/exits.

Apply across multiple timeframes or pair with other trend filters.

4 hari lalu

Nota Keluaran

...