VOL WEIGHTED TREND Гайд по трейдингу

The Volume-Weighted Trend Strength — это квантитативный инструмент технического анализа. Volume-Weighted Trend Strength (VWTS) Optimized to the Golden Standard - Eliminated massive property bloat by consolidating 12 internal fields into a strictly bounded `_meta` buffer.

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

• ATR Длина (atrLen): Controls the calculation period and sensitivity for market detection.
• Dir Vol EMA Длина (dirVolLen): Controls the calculation period and sensitivity for market detection.
• Volume Avg Длина (volAvgLen): Controls the calculation period and sensitivity for market detection.
• Normalize EMA Len (normLen): Controls the calculation period and sensitivity for market detection.
• Normalize Factor (normFactor): Controls the calculation period and sensitivity for market detection.
• Signal EMA Длина (signalLen): Controls the calculation period and sensitivity for market detection.
• Quality EMA Длина (qualityLen): Controls the calculation period and sensitivity for market detection.
• No-Trend Порог (noTrendThresh): Controls the calculation period and sensitivity for market detection.
• Strong Порог (strongThresh): Controls the calculation period and sensitivity for market detection.
• Climax Vol Порог (climaxThresh): Controls the calculation period and sensitivity for market detection.
• Trend Confirm Bars (confirmBars): Controls the calculation period and sensitivity for market detection.
• Show Signal Line (showSignal): Controls the calculation period and sensitivity for market detection.
• Show Quality Line (showQuality): Controls the calculation period and sensitivity for market detection.
• Show Climax Markers (showClimax): Controls the calculation period and sensitivity for market detection.
• Show Extra EMA (showExtraEma): Controls the calculation period and sensitivity for market detection.
• Extra EMA Длина (extraEmaLen): Controls the calculation period and sensitivity for market detection.
• VWTS (vwts): Controls the calculation period and sensitivity for market detection.
• Signal (signal): Controls the calculation period and sensitivity for market detection.
• Extra EMA (extraEma): Controls the calculation period and sensitivity for market detection.
• Trend Quality (quality): Controls the calculation period and sensitivity for market detection.
• Vol Ratio (volRatio): Controls the calculation period and sensitivity for market detection.
• VWTS Score (vwts): Controls the calculation period and sensitivity for market detection.
• Signal Line (signal): Controls the calculation period and sensitivity for market detection.
• Extra EMA Line (extraEma): Controls the calculation period and sensitivity for market detection.
• Trend Quality (quality): Controls the calculation period and sensitivity for market detection.
• Is Bull Trend (isBullTrend): Controls the calculation period and sensitivity for market detection.
• Is Bear Trend (isBearTrend): Controls the calculation period and sensitivity for market detection.
• Is No Trend (isNoTrend): Controls the calculation period and sensitivity for market detection.
• Is Strong Trend (isStrong): Controls the calculation period and sensitivity for market detection.
• Confirmed Bull (isConfirmedBull): Controls the calculation period and sensitivity for market detection.
• Confirmed Bear (isConfirmedBear): Controls the calculation period and sensitivity for market detection.
• Trend Flip Up (trendFlipUp): Controls the calculation period and sensitivity for market detection.
• Trend Flip Down (trendFlipDown): Controls the calculation period and sensitivity for market detection.
• Volume Climax Buy (climaxBuy): Controls the calculation period and sensitivity for market detection.
• Volume Climax Sell (climaxSell): Controls the calculation period and sensitivity for market detection.
• Bull Exhaustion (exhaustionBull): Controls the calculation period and sensitivity for market detection.
• Bear Exhaustion (exhaustionBear): 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

• isBullTrend - Is Bull Trend event signal.
• isBearTrend - Is Bear Trend event signal.
• isNoTrend - Is No Trend event signal.
• isStrong - Is Strong Trend event signal.
• isConfirmedBull - Confirmed Bull event signal.
• isConfirmedBear - Confirmed Bear event signal.
• trendFlipUp - Trend Flip Up event signal.
• trendFlipDown - Trend Flip Down event signal.
• climaxBuy - Volume Climax Buy event signal.
• climaxSell - Volume Climax Sell event signal.
• exhaustionBull - Bull Exhaustion event signal.
• exhaustionBear - Bear Exhaustion event signal.

2. Фильтры и торговые уровни

• atrLen - ATR Длина value used for structural qualification or thresholds.
• dirVolLen - Dir Vol EMA Длина value used for structural qualification or thresholds.
• volAvgLen - Volume Avg Длина value used for structural qualification or thresholds.
• normLen - Normalize EMA Len value used for structural qualification or thresholds.
• normFactor - Normalize Factor value used for structural qualification or thresholds.
• signalLen - Signal EMA Длина value used for structural qualification or thresholds.
• qualityLen - Quality EMA Длина value used for structural qualification or thresholds.
• noTrendThresh - No-Trend Порог value used for structural qualification or thresholds.
• strongThresh - Strong Порог value used for structural qualification or thresholds.
• climaxThresh - Climax Vol Порог value used for structural qualification or thresholds.
• confirmBars - Trend Confirm Bars value used for structural qualification or thresholds.
• showSignal - Show Signal Line value used for structural qualification or thresholds.
• showQuality - Show Quality Line value used for structural qualification or thresholds.
• showClimax - Show Climax Markers value used for structural qualification or thresholds.
• showExtraEma - Show Extra EMA value used for structural qualification or thresholds.
• extraEmaLen - Extra EMA Длина value used for structural qualification or thresholds.
• vwts - VWTS value used for structural qualification or thresholds.
• signal - Signal value used for structural qualification or thresholds.
• extraEma - Extra EMA value used for structural qualification or thresholds.
• quality - Trend Quality value used for structural qualification or thresholds.
• volRatio - Vol Ratio value used for structural qualification or thresholds.
• vwts - VWTS Score value used for structural qualification or thresholds.
• signal - Signal Line value used for structural qualification or thresholds.
• extraEma - Extra EMA Line value used for structural qualification or thresholds.
• quality - Trend Quality 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.