Advanced Volume Exhaustion & Absorption Indicator

5 hari lalu

New Features:
1. Enhanced Exhaustion Settings

Choice of MA types (SMA, EMA, WMA, VWMA)
Adjustable ROC period and threshold
Minimum bars between signals to avoid clustering
Customizable price MA period

2. Advanced Absorption Settings

Separate lookback period from exhaustion
Option to use standard deviation or simple multiplier
Adjustable minimum bars between signals
Choice of MA types

3. Filtering Options

Volume Filter: Only show signals above a certain volume percentile
Trend Filter: Align signals with the overall trend
Volatility Filter: Filter based on ATR to focus on significant moves

4. Display Customization

Custom colors for all signal types
Adjustable label sizes
Background transparency control
Optional info table showing current metrics

5. Alert Management

Toggle alerts for each signal type
Alert repeat delay to prevent spam

Recommended Settings:
For ES1! (S&P 500 E-mini):
Volume Exhaustion:
- Lookback Period: 30
- Volume Threshold: 0.35
- ROC Period: 5
- ROC Threshold: -25%
- MA Type: EMA
- Price MA Period: 8
- Min Bars Since Last: 8

Volume Absorption:
- Lookback Period: 40
- Volume Multiplier: 2.5
- Price Tolerance: 0.15%
- Use StdDev: Yes
- StdDev Multiplier: 2.0
- Min Bars Since Last: 5

Filters:
- Volume Filter: ON (Min Percentile: 30)
- Trend Filter: OFF
- Volatility Filter: ON (ATR Length: 14, Multiplier: 0.8)
For NQ1! (Nasdaq 100 E-mini):
Volume Exhaustion:
- Lookback Period: 25
- Volume Threshold: 0.30
- ROC Period: 4
- ROC Threshold: -30%
- MA Type: EMA
- Price MA Period: 6
- Min Bars Since Last: 6

Volume Absorption:
- Lookback Period: 35
- Volume Multiplier: 2.8
- Price Tolerance: 0.20%
- Use StdDev: Yes
- StdDev Multiplier: 2.2
- Min Bars Since Last: 4

Filters:
- Volume Filter: ON (Min Percentile: 25)
- Trend Filter: OFF
- Volatility Filter: ON (ATR Length: 14, Multiplier: 1.0)
Key Differences Between ES1! and NQ1! Settings:

NQ1! is more volatile, so:

Slightly shorter lookback periods
Higher ROC thresholds (more negative)
Higher absorption multipliers
More tolerance for price movement

ES1! is more stable, so:

Longer lookback periods
Tighter price tolerances
More conservative multipliers
Longer minimum bars between signals

These settings are optimized for the 5-minute timeframe but can be adjusted for other timeframes by proportionally scaling the lookback periods.

5 hari lalu

Nota Keluaran

Update 6.4.25

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