Scalping Indicator 2 (FuzzyAlgo)

Category: momentum, trend

A multi-period scalping oscillator that measures price deviation from a rolling high-low-pivot average across four time scales, providing an integrated 'momentum intensity' signal.

Formula

Pivot = (C[1]+C[2]+C[3])/3 \nSi(n) = (C - (Highest(C, period_n) + Lowest(C, period_n) + Pivot) / 3) / Point \nIntegral = Cumulative Sum(Si where all 4 periods align) with Daily Reset

Inputs

• intensity (default: 240)
• periods (default: 400)

See signal primitives and every published strategy that uses Scalping Indicator 2 (FuzzyAlgo) on WOBR StrategyVerse.