Waddah Attar Explosion (WAE)

Category: momentum, volatility, trend

Calculates the explosion of price movement by comparing MACD histogram slope against Bollinger Band width volatility. Defines entry and exit signals based on momentum exceeding threshold volatility.

Formula

Trend = (MACD_{current} - MACD_{previous}) \times Sensitive \\ Explosion = BollingerUpper - BollingerLower \\ Signal = |Trend| > Explosion \text{ AND } Explosion > DeadZonePip \times Point \text{ AND } Trend \text{ Acceleration}

Inputs

• Fast_MA (default: 20)
• BBDeviation (default: 2.0)
• Sensetive (default: 150)
• DeadZonePip (default: 400)
• ExplosionPower (default: 15)
• TrendPower (default: 150)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.