VEGA (Velocity of Efficient Gain Adaptation)

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VEGA (Velocity of Efficient Gain Adaptation)

VEGA is a momentum oscillator that measures the velocity of an efficiency-weighted adaptive moving average. Unlike traditional momentum indicators that react uniformly to all price movements, VEGA intelligently adapts its sensitivity based on market conditions—responding quickly during trending periods and filtering noise during consolidation.

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What Makes VEGA Different

Efficiency-Driven Adaptation
At its core, VEGA uses the Efficiency Ratio (ER) to distinguish between trending and choppy markets. When price moves efficiently in one direction, VEGA's underlying adaptive MA speeds up to capture the move. When price chops sideways, it slows down to avoid whipsaws. This creates a momentum reading that's inherently cleaner than fixed-period alternatives.

Linear Regression Smoothed Source
VEGA offers an optional LinReg-smoothed price source that blends regular candles with linear regression values. This pre-smoothing reduces noise before it ever enters the calculation, resulting in a histogram that's easier to read without sacrificing responsiveness. The mix ratio lets you dial in exactly how much smoothing you want.

Z-Score Normalization with Dead Zone
Rather than arbitrary oscillator bounds, VEGA normalizes output as standard deviations from the mean. This gives statistically meaningful levels: readings above +2σ or below -2σ represent genuinely extreme momentum. The configurable dead zone (with Snap, Soft Fade, or None modes) filters out insignificant movements near zero, keeping you focused on signals that matter.

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How It Works

1. Source Preparation — Price is smoothed via a LinReg/regular candle blend
2. Efficiency Ratio — Measures directional movement vs total movement over the lookback period
3. Adaptive MA — Applies variable smoothing based on efficiency (fast during trends, slow during chop)
4. Velocity — Calculates the rate of change of the adaptive MA
5. Normalization — Converts to Z-Score (standard deviations) or ATR-normalized percentage
6. Dead Zone — Optionally filters near-zero values to reduce noise

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How To Read VEGA

Signal and Interpretation
Histogram above zero | Bullish momentum
Histogram below zero | Bearish momentum
Bright color | Momentum accelerating
Faded color | Momentum decelerating
Beyond ±1σ bands | Above-average momentum
Beyond ±2σ bands | Extreme momentum (potential reversal zone)
Zero line cross*| Momentum shift

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Key Settings

ER Length — Lookback for efficiency ratio calculation. Higher = smoother, slower adaptation.

Fast/Slow Smoothing — Controls the adaptive MA's responsiveness range. The MA blends between these based on efficiency.

LinReg Settings — Enable smoothed candles and adjust the blend ratio (0 = regular candles, 1 = full LinReg, 0.5 = 50/50 mix).

Z-Score Lookback — Period for calculating mean and standard deviation. Shorter = more reactive normalization.

Dead Zone Type — How to handle near-zero values:

1. Snap — Hard cutoff to zero
   
2. Soft Fade — Gradual reduction toward zero
   
3. None — No filtering
   

Dead Zone Threshold — Values within this Z-Score range are affected by the dead zone setting.

VEGA works on any timeframe and any market. For best results, adjust the ER Length and LinReg settings to match your trading style and the volatility characteristics of your instrument.

13시간 전

릴리즈 노트

Updated default settings to Soft Fade Z-Score Deadzone