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.
受保护脚本
此脚本以闭源形式发布。 但是,您可以自由使用,没有任何限制 — 了解更多信息这里。
免责声明
这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
受保护脚本
此脚本以闭源形式发布。 但是,您可以自由使用,没有任何限制 — 了解更多信息这里。
免责声明
这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。