Skip to main content

MACD OSMAX VertexFX Indicator

is a powerful VertexFX client-side indicator based on the Moving Average Convergence Divergence (MACD) indicator.

The Moving Average Convergence Divergence (MACD) indicator is provides information about the current trend and its strength. When the MACD bottoms out and starts rising it implies the market is in bullish mode, whereas when it tops out and starts falling it implies that the market is in bearish mode. However, one of the drawbacks of the MACD indicator is that it introduces lag and introduces whipsaws when the market turns sideways. The primary reason for the lag is the use of Simple Moving Average (SMA) in the calculation of the MACD.
The MACD OSMAX indicator overcomes the drawbacks of the MACD indicator by using Exponential Moving Average (EMA) instead of SMA. In addition to using the EMA, it also uses a weightage co-efficient OSMAX to give more weightage to the recent signal.
In the first step we calculate the EMA of the PERIOD_FAST and the PERIOD_SLOW. The MACD is calculated by subtracting the slower EMA from the faster EMA. The MACD signal is derived by computing the EMA of the MACD using the PERIOD_SIGNAL. Finally the OSMAX is calculated by subtracting the Signal from the MACD and multiplying it by the OSMAX co-efficient. The OSMAX is plotted as an histogram.
When both the OSMAX and MACD are rising the histogram is plotted BLUE. When both OSMAX and MACD are falling the histogram is plotted RED. The histogram is plotted GRAY when OSMAX and MACD are diverging. When the OSMAX turns BLUE from RED or GRAY it implies that the trend has turned bullish. Likewise, when the OSMAX turns RED from BLUE or GRAY it implies the trend is bearish. It has been studied that OSMAX generates better results when traders enter LONG when OSMAX turns BLUE below the zero level, and enter SHORT when OSMAX turns RED above the zero level.
As compared to the standard MACD, the MACD OSMAX indicator reduces the lag and responds to price movements quickly, thus enabling the trader to enter trades earlier and exit trades before it is too late.

BUY / EXIT SHORT - Enter LONG (or exit SHORT) at the close of the candle when the indicator histogram turns BLUE below the zero level either from RED or GRAY. The stop-loss can be placed below the nearest Swing Low.
SHORT / EXIT LONG - Enter SHORT (or exit LONG) at the close of the candle when the indicator histogram turns RED above the zero level either from BLUE or GRAY. The stop-loss can be placed above the nearest Swing High.

Comments

Popular posts from this blog

SRSI VertexFX Indicator

The sRSI (Sell Relative Strength Index) is a powerful VertexFX client-side indicator based on enhanced implementation of the Relative Strength Index (RSI) indicator. The RSI indicator is useful in identifying the trend of the strength as well as the end of the trend. However, one of the drawbacks of the sRSI is that it introduces lag. Another drawback of RSI is that since all price changes are given equal weightage the more recent price changes are not reflected quickly in the calculations. The sRSI solves this drawback by giving weightage to the more recent price changes. The traditional RSI uses only Close prices. The sRSI uses Open, High, Low and Close prices to capture not only the change in trend but also the strength of the trend within the candle. We use two levels to identify the strength of the sRSI. The primary Neutral Zone level is used to identify sideways trend. When sRSI is inside the NEUTRAL_ZONE the trend is considered sideways. When sRSI crosses above the Neutral

ICWRA VertexFX Indicator

ICRWa ICWRa indicator is a VertexFx indicator that provides precise BUY and SELL signals by identifying market cycles using trends. When the price moves in well-defined cycles, the trending indicators like Commodity Channel Index (CCI) and Average True Range (ATR) are useful in identifying trading spots where entry and exit signals can be taken. During sideways markets and whipsaws, these indicators can be tuned to avoid trades, or to exit losing trades quickly. The ICWRa indicator employs this strategy. In the first step, we calculate the Commodity Channel Index (CCI) over the recent 50 bars. In the second step, we calculate the Average True Range (ATR) values over the recent 5 bars. In the third step, we calculate the standard deviation of the CCI and ATR over the recent 50 bars to identify the trading triggers. When all the three components are rising, a BUY signal is generated by the indicator. Similarly, when all the three components are falling, a SELL signal is generate

Double Smoothed AMA VertexFX Indicator

Double Smoothed Adaptive Moving Average (DSAMA) is a VertexFX indicator based on the Simple Moving Average (SMA) indicator. One of the biggest drawbacks of the SMA is the presence of lag which delays trade entries and exits. The DSAMA indicator offers three advantages of the SMA indicator. First and foremost, unlike the fixed period of the SMA, the period of the DSAMA is adaptive and is calculated based on a fast and slow period range. As a result, it shows a better response than normal SMA. Secondly, by using a smoothing algorithm, the lag is reduced thereby allowing traders to enter and exit trades faster before the price has moved too far away. Building the Indicator: In the first step, we calculate the greatest and smallest value of the price over the recent PERIOD candles. Based on the greatest, smallest, and the current value, the smoothing coefficient is calculated. Finally, the two levels of smoothing are applied, one using the FAST_PERIOD and then using the SLOW_PERIOD to red