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

• InpFastMAPeriod (default: 21)
• InpSlowMAPeriod (default: 55)
• InpATRPeriod (default: 14)
• InpADXPeriod (default: 14)

See signal primitives and every published strategy that uses XAU Trend Volatility Filter (XAU_TVF) on WOBR StrategyVerse.