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Update BB volume protection

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This commit is contained in:
cryptooda
2025-11-25 12:04:26 +07:00
parent 4b5c1c5ce0
commit 3802187155
2 changed files with 48 additions and 17 deletions
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11
src/Managing.Domain/Indicators/Context/BollingerBandsVolatilityProtection.cs
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@@ -34,29 +34,30 @@ public class BollingerBandsVolatilityProtection : BollingerBandsBase
// Determine confidence based on width levels (bandwidth as % of SMA)
// Lower width = less volatility = higher confidence for trading
// Higher width = more volatility = lower confidence for trading
// Typical BB bandwidth values: 0.01-0.08 for most markets
Confidence confidence;
if (width >= 0.15) // Extremely high volatility - dangerous expansion
if (width >= 0.06) // High volatility - dangerous expansion (6%+)
{
// Block all signals during dangerous volatility expansion
confidence = Confidence.None;
}
else if (width <= 0.02) // Extremely low volatility - dead market/squeeze
else if (width <= 0.01) // Extremely low volatility - dead market/squeeze (1% or less)
{
// Block all signals in dead markets or extreme squeezes
confidence = Confidence.None;
}
else if (width <= 0.05) // Low to normal volatility - good for trading
else if (width <= 0.025) // High confidence - optimal for trading (1% - 2.5%)
{
// Validate signals during low volatility trending conditions
confidence = Confidence.High;
}
else if (width <= 0.10) // Normal volatility - acceptable for trading
else if (width <= 0.035) // Medium confidence - acceptable for trading (2.5% - 3.5%)
{
// Validate signals during normal volatility conditions
confidence = Confidence.Medium;
}
else // Moderate high volatility (0.10 - 0.15)
else // Moderate high volatility (3.5% - 6%)
{
// Lower confidence during elevated but not extreme volatility
confidence = Confidence.Low;