Advanced Volume Exhaustion & Absorption Indicator

3 天前

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.

3 天前

發行說明

Update 6.4.25