VELOCITY MACD Гайд по трейдингу

The Velocity MACD — это квантитативный инструмент технического анализа. Velocity MACD Indicator A low-lag, MACD-style oscillator based on normalized price velocity. It's предназначен для faster trend detection compared to a traditional MACD.

Что показывает индикатор?

• Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
• Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
• Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.

Ключевые настройки

• Velocity Период (velocityПериод): Controls the calculation period and sensitivity for market detection.
• Smoothing Период (smoothingПериод): Controls the calculation period and sensitivity for market detection.
• Volatility Период (volatilityПериод): Controls the calculation period and sensitivity for market detection.
• Signal Line Период (signalПериод): Controls the calculation period and sensitivity for market detection.
• Hist Up Rising (histUpRising): Controls the calculation period and sensitivity for market detection.
• Hist Up Falling (histUpFalling): Controls the calculation period and sensitivity for market detection.
• Hist Down Falling (histDownFalling): Controls the calculation period and sensitivity for market detection.
• Hist Down Rising (histDownRising): Controls the calculation period and sensitivity for market detection.
• Velocity Line (velocity): Controls the calculation period and sensitivity for market detection.
• Signal Line (signal): Controls the calculation period and sensitivity for market detection.
• Zero Line (zero): Controls the calculation period and sensitivity for market detection.
• Histogram Raw (histogram): Controls the calculation period and sensitivity for market detection.
• Cross Up (crossUp): Controls the calculation period and sensitivity for market detection.
• Cross Down (crossDown): Controls the calculation period and sensitivity for market detection.
• Velocity Line (velocity): Controls the calculation period and sensitivity for market detection.
• Signal Line (signal): Controls the calculation period and sensitivity for market detection.
• Histogram (histogram): Controls the calculation period and sensitivity for market detection.
• Velocity Crosses Above Signal (crossUp): Controls the calculation period and sensitivity for market detection.
• Velocity Crosses Below Signal (crossDown): Controls the calculation period and sensitivity for market detection.

Как использовать параметры стратегии (Condition Source)

В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.

1. События сигналов

• crossUp - Velocity Crosses Above Signal event signal.
• crossDown - Velocity Crosses Below Signal event signal.

2. Фильтры и торговые уровни

• velocityПериод - Velocity Период value used for structural qualification or thresholds.
• smoothingПериод - Smoothing Период value used for structural qualification or thresholds.
• volatilityПериод - Volatility Период value used for structural qualification or thresholds.
• signalПериод - Signal Line Период value used for structural qualification or thresholds.
• histUpRising - Hist Up Rising value used for structural qualification or thresholds.
• histUpFalling - Hist Up Falling value used for structural qualification or thresholds.
• histDownFalling - Hist Down Falling value used for structural qualification or thresholds.
• histDownRising - Hist Down Rising value used for structural qualification or thresholds.
• velocity - Velocity Line value used for structural qualification or thresholds.
• signal - Signal Line value used for structural qualification or thresholds.
• zero - Zero Line value used for structural qualification or thresholds.
• histogram - Histogram Raw value used for structural qualification or thresholds.
• crossUp - Cross Up value used for structural qualification or thresholds.
• crossDown - Cross Down value used for structural qualification or thresholds.
• velocity - Velocity Line value used for structural qualification or thresholds.
• signal - Signal Line value used for structural qualification or thresholds.
• histogram - Histogram value used for structural qualification or thresholds.

Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.