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 protegido
Este script se publica como código cerrado. No obstante, puede utilizarlo libremente y sin ninguna limitación. Obtenga más información aquí.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como asesoramiento o recomendaciones financieras, de inversión, de trading o de otro tipo proporcionadas o respaldadas por TradingView. Más información en Condiciones de uso.
Script protegido
Este script se publica como código cerrado. No obstante, puede utilizarlo libremente y sin ninguna limitación. Obtenga más información aquí.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como asesoramiento o recomendaciones financieras, de inversión, de trading o de otro tipo proporcionadas o respaldadas por TradingView. Más información en Condiciones de uso.