Integral Signal (Volume & Price Analysis) v6 - Final

9시간 전

# 📈 Integral Signal v6: Volume and Price Momentum Aggregator

**The Integral Signal v6** is a comprehensive, multi-factor indicator designed to cut through market noise by aggregating five crucial volume and price momentum factors into a single, reliable score. This tool is ideal for traders looking for high-conviction entry and exit points, validated by both immediate pressure (CVD) and long-term structure (VRVP).

The indicator generates a score ranging from **-1.0 to +1.0**, where a higher absolute value indicates greater consensus among factors, leading to a high-probability signal.

### 📊 How the Score is Calculated (The Five Factors)

The Integral Score is a weighted average of the following market forces:

1. **CVD Imitation (Cumulative Volume Delta):** Measures the rate-of-change (ROC) for both price and volume to gauge immediate buying/selling pressure.
2. **Open Interest (OI) Imitation:** Assesses whether price movement is supported by significant volume spikes (a proxy for genuine participation).
3. **Liquidations Imitation:** Identifies major volatility spikes combined with new lows/highs, signaling potential 'squeezes' and reversals.
4. **Funding Rate Imitation:** Uses RSI overbought/oversold levels to proxy market overheating and sentiment.
5. **VRVP Imitation (Volume Profile Structure):** Utilizes a 50-period Simple Moving Average (SMA) to filter signals based on the overall trend and structural support/resistance.

### ✨ Key Features

* **High-Conviction Signals:** Signals are triggered only when the Integral Score crosses a user-defined threshold (e.g., 0.85), requiring multiple factors to align.
* **Dual Filtering:** Includes optional MACD and RSI filters to ensure signals only fire when the underlying trend momentum is supportive.
* **Adaptability:** Separate optimal settings are provided for aggressive short-term trading (Scalping) and high-reliability long-term positioning (Swing Trading).

---1. Scaling / Aggressive Trading (15m Timeframe)
Use these settings for short-term entry/exit points and day trading. They are designed to capture quick momentum shifts with reduced but still present noise.

Parameter Category Parameter Name Value Notes
Threshold Signal Threshold (-1 to +1) 0.8 Requires high momentum consensus.
Weight Weight: CVD 0.40 High priority for immediate pressure.
Weight Weight: Open Interest 0.15 Reduced priority.
Weight Weight: Liquidations 0.10 Reduced priority due to noise.
Weight Weight: Funding Rate 0.05 Minimal priority on 15m.
Weight Weight: VRVP (SMA Zone) 0.30 High priority for trend filtering.
Filter Use RSI Filter True
Filter RSI Period 14 Standard, responsive setting.
Filter Use MACD Filter True

Экспортировать в Таблицы
2. Swing Trading / High Reliability (4H / 1D Timeframe)
Use these settings for signals intended to hold positions for days or weeks. They are heavily weighted towards long-term structural confirmation.

Parameter Category Parameter Name Value Notes
Threshold Signal Threshold (-1 to +1) 0.85 Highly restrictive, requires strong consensus.
Weight Weight: CVD 0.45 Highest priority for major buying/selling pressure.
Weight Weight: Open Interest 0.10 Low priority.
Weight Weight: Liquidations 0.05 Lowest priority (to filter short-term volatility).
Weight Weight: Funding Rate 0.10 Increased weight, useful for identifying market "overheating" on higher TFs.
Weight Weight: VRVP (SMA Zone) 0.30 High priority for trend confirmation.
Filter Use RSI Filter True
Filter RSI Period 21 Smoother, more reliable RSI for longer timeframes.
Filter Use MACD Filter True

Экспортировать в Таблицы

8시간 전

릴리즈 노트

# 📈 Integral Signal v6: Volume and Price Momentum Aggregator

**The Integral Signal v6** is a comprehensive, multi-factor indicator designed to cut through market noise by aggregating five crucial volume and price momentum factors into a single, reliable score. This tool is ideal for traders looking for high-conviction entry and exit points, validated by both immediate pressure (CVD) and long-term structure (VRVP).

The indicator generates a score ranging from **-1.0 to +1.0**, where a higher absolute value indicates greater consensus among factors, leading to a high-probability signal.

### 📊 How the Score is Calculated (The Five Factors)

The Integral Score is a weighted average of the following market forces:

1. **CVD Imitation (Cumulative Volume Delta):** Measures the rate-of-change (ROC) for both price and volume to gauge immediate buying/selling pressure.
2. **Open Interest (OI) Imitation:** Assesses whether price movement is supported by significant volume spikes (a proxy for genuine participation).
3. **Liquidations Imitation:** Identifies major volatility spikes combined with new lows/highs, signaling potential 'squeezes' and reversals.
4. **Funding Rate Imitation:** Uses RSI overbought/oversold levels to proxy market overheating and sentiment.
5. **VRVP Imitation (Volume Profile Structure):** Utilizes a 50-period Simple Moving Average (SMA) to filter signals based on the overall trend and structural support/resistance.

### ✨ Key Features

* **High-Conviction Signals:** Signals are triggered only when the Integral Score crosses a user-defined threshold (e.g., 0.85), requiring multiple factors to align.
* **Dual Filtering:** Includes optional MACD and RSI filters to ensure signals only fire when the underlying trend momentum is supportive.
* **Adaptability:** Separate optimal settings are provided for aggressive short-term trading (Scalping) and high-reliability long-term positioning (Swing Trading).

---1. Scaling / Aggressive Trading (15m Timeframe)
Use these settings for short-term entry/exit points and day trading. They are designed to capture quick momentum shifts with reduced but still present noise.

Parameter Category Parameter Name Value Notes
Threshold Signal Threshold (-1 to +1) 0.8 Requires high momentum consensus.
Weight Weight: CVD 0.40 High priority for immediate pressure.
Weight Weight: Open Interest 0.15 Reduced priority.
Weight Weight: Liquidations 0.10 Reduced priority due to noise.
Weight Weight: Funding Rate 0.05 Minimal priority on 15m.
Weight Weight: VRVP (SMA Zone) 0.30 High priority for trend filtering.
Filter Use RSI Filter True
Filter RSI Period 14 Standard, responsive setting.
Filter Use MACD Filter True


2. Swing Trading / High Reliability (4H / 1D Timeframe)
Use these settings for signals intended to hold positions for days or weeks. They are heavily weighted towards long-term structural confirmation.

Parameter Category Parameter Name Value Notes
Threshold Signal Threshold (-1 to +1) 0.85 Highly restrictive, requires strong consensus.
Weight Weight: CVD 0.45 Highest priority for major buying/selling pressure.
Weight Weight: Open Interest 0.10 Low priority.
Weight Weight: Liquidations 0.05 Lowest priority (to filter short-term volatility).
Weight Weight: Funding Rate 0.10 Increased weight, useful for identifying market "overheating" on higher TFs.
Weight Weight: VRVP (SMA Zone) 0.30 High priority for trend confirmation.
Filter Use RSI Filter True
Filter RSI Period 21 Smoother, more reliable RSI for longer timeframes.
Filter Use MACD Filter True