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RayAlgo Flux Velocity & Volume Oscillator
The RayAlgo Oscilator uses a three-step calculation process:
Volume-Weighted Momentum: It starts by calculating price momentum but weights the result by volume. If price moves strongly on low volume, the signal is dampened. If the move is supported by high volume, the signal is amplified. This filters out "fake" moves.
The Fisher Transform: This is the secret sauce. The Fisher Transform converts the volume-weighted data into a Gaussian Normal Distribution. This process forces the data to create sharp, well-defined peaks and valleys, clearly defining statistical extremes (tops and bottoms) that standard oscillators simply blur.
Hull Moving Average (HMA) Smoothing: The final signal is smoothed using the HMA. This provides the fast, liquid, wave-like motion you see, virtually eliminating lag without introducing choppiness.
Volume-Weighted Momentum: It starts by calculating price momentum but weights the result by volume. If price moves strongly on low volume, the signal is dampened. If the move is supported by high volume, the signal is amplified. This filters out "fake" moves.
The Fisher Transform: This is the secret sauce. The Fisher Transform converts the volume-weighted data into a Gaussian Normal Distribution. This process forces the data to create sharp, well-defined peaks and valleys, clearly defining statistical extremes (tops and bottoms) that standard oscillators simply blur.
Hull Moving Average (HMA) Smoothing: The final signal is smoothed using the HMA. This provides the fast, liquid, wave-like motion you see, virtually eliminating lag without introducing choppiness.
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