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.
Script protégé
Ce script est publié en source fermée. Cependant, vous pouvez l'utiliser librement et sans aucune restriction – pour en savoir plus, cliquez ici.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script protégé
Ce script est publié en source fermée. Cependant, vous pouvez l'utiliser librement et sans aucune restriction – pour en savoir plus, cliquez ici.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.