From 4ab2d2b92a24effe4cae054f3e2d24877890a6a4 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 26 Jan 2026 23:18:43 +0100 Subject: [PATCH] new files added --- .../MyIndicators/VIDYA_Adaptive_RSI_Pro.md | 62 +++++++++++++++++++ 1 file changed, 62 insertions(+) create mode 100644 Indicators/MyIndicators/VIDYA_Adaptive_RSI_Pro.md diff --git a/Indicators/MyIndicators/VIDYA_Adaptive_RSI_Pro.md b/Indicators/MyIndicators/VIDYA_Adaptive_RSI_Pro.md new file mode 100644 index 0000000..ae84d83 --- /dev/null +++ b/Indicators/MyIndicators/VIDYA_Adaptive_RSI_Pro.md @@ -0,0 +1,62 @@ +# VIDYA Adaptive RSI Pro + +## 1. Summary (Introduction) + +The **VIDYA Adaptive RSI Pro** is a cutting-edge moving average that represents the pinnacle of adaptive filtering technology. It combines Tushar Chande's **VIDYA (Variable Index Dynamic Average)** concept with our proprietary **Adaptive RSI**. + +* **Standard VIDYA:** Adjusts its smoothing based on a fixed-period volatility indicator (usually CMO or standard RSI). +* **This Indicator:** Adjusts its smoothing based on an **Adaptive RSI**, whose own period dynamically changes based on market efficiency (ER). + +This creates a "doubly adaptive" system: the volatility measure itself adapts to the market structure, which in turn fine-tunes the moving average. The result is a trend-following line that offers an exceptional balance between responsiveness during breakouts and stability during consolidation. + +## 2. Mathematical Foundations + +The calculation involves a chain of adaptive logic: + +1. **Market Efficiency (ER):** First, the Efficiency Ratio is calculated to determine if the market is trending or noisy. +2. **Adaptive RSI (ARSI):** The lookback period of the RSI is adjusted based on the ER. + * High ER (Trend) -> Shorter RSI Period (Faster). + * Low ER (Noise) -> Longer RSI Period (Smoother). +3. **Volatility Factor (k):** The ARSI value is normalized to determine the volatility factor. + * $V = \frac{|ARSI - 50|}{50}$ + * $V$ ranges from 0 (when ARSI is 50) to 1 (when ARSI is 0 or 100). +4. **VIDYA Calculation:** The final moving average is calculated using this dynamic factor. + * $\text{VIDYA}_t = \alpha \times V \times \text{Price}_t + (1 - \alpha \times V) \times \text{VIDYA}_{t-1}$ + * Where $\alpha = \frac{2}{\text{EMA Period} + 1}$. + +## 3. MQL5 Implementation Details + +* **Composite Architecture:** The calculator (`VIDYA_Adaptive_RSI_Calculator.mqh`) internally hosts an instance of the `CAdaptiveRSICalculator`. This ensures that the complex logic of the Adaptive RSI is reused efficiently, not duplicated. +* **O(1) Incremental Calculation:** Despite the complexity, the indicator is optimized to process only new bars, ensuring minimal CPU load. +* **Heikin Ashi Integration:** Full support for Heikin Ashi price data for both the VIDYA calculation and the internal Adaptive RSI. + +## 4. Parameters + +### Adaptive RSI Settings (The "Engine") + +* **Pivotal Period:** The base period for the RSI. Default is `14`. +* **Vola Short/Long:** Periods used for the Efficiency Ratio calculation. +* **Adaptive Source:** Selects whether the ER is calculated on Standard or Heikin Ashi prices. + +### VIDYA Settings (The "Output") + +* **EMA Period:** The base smoothing period for the VIDYA. Default is `20`. + * This sets the "maximum speed" of the average. The actual speed will always be slower than or equal to a standard EMA of this period, depending on volatility. +* **Price Source:** Selects the input price for the moving average itself. + +## 5. Usage and Interpretation + +### Trend Filter (Primary Use) + +This indicator is an excellent trend filter because it flattens out significantly during ranging markets, avoiding the "whipsaws" common with standard EMAs. + +* **Bullish:** Price is above the VIDYA line, and the line is sloping up. +* **Bearish:** Price is below the VIDYA line, and the line is sloping down. + +### Dynamic Support/Resistance + +Because the VIDYA adapts to volatility, it often acts as a very accurate dynamic support level in uptrends (and resistance in downtrends). Price pullbacks often touch the VIDYA line before resuming the trend. + +### Breakout Confirmation + +When the VIDYA line suddenly changes slope from flat to steep, it confirms that a breakout is supported by expanding volatility and momentum.