XAU Trend Volatility Filter (XAU_TVF)

Category: trend, volatility

Calculates trend strength and volatility pressure by normalizing Moving Average crossovers and ATR/ADX ratios into a comparative score.

Formula

TrendScore = Clamp((((EMA_{fast} - EMA_{slow}) / ATR) + ((EMA_{fast} - EMA_{fast\_prev}) / ATR)) / 2, 3) \nVolPressure = Clamp((ATR / Close) * (ADX / 50), 3)

Inputs

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


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