[GYTS-CE] Kinetic Trend Envelope (adaptive trailing stop)Kinetic Trend Envelope (Community Edition)
🌸 Part of GoemonYae Trading System (GYTS) 🌸
🌸 --------- INTRODUCTION --------- 🌸
💮 What is the Kinetic Trend Envelope?
The Kinetic Trend Envelope (KTE) is an adaptive directional trailing stop in the lineage of SuperTrend, rebuilt around the premise that volatility is kinetic energy . It measures per-bar motion with five academically grounded volatility estimators, then widens the envelope as energy rises and contracts it as motion settles.
In an uptrend, the lower band ratchets higher and never retreats; in a downtrend, the upper band ratchets lower. The direction changes when the active stop is breached, after which the opposite side becomes the new trailing stop.
💮 Why Use This Indicator?
Conventional trailing stops typically combine a price anchor with one symmetric ATR-derived width. The KTE extends that model with:
Asymmetric volatility profiling — Bullish- and bearish-candle volatility shape the upper and lower bands independently.
Three direction-switch methods — High/low, close, or a smoothed estimator controls flip sensitivity without moving the band anchor.
Five volatility estimators — ATR plus Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang covers different treatments of gaps, drift, and intrabar range.
The outputs are calibrated to a common width basis, so Volatility Factor remains interpretable across estimators and price scales. Fine adjustment may still be useful, but switching estimators should not require re-tuning by orders of magnitude.
↑ The KTE on a trending instrument. The thick line is the active trailing stop; the thin line shows the opposing side of the envelope. Both expand and contract with market energy.
↑ KTE beside TradingView's built-in SuperTrend, both using ATR with a 10-bar lookback. KTE's asymmetric profile changes how each side responds to directional volatility while the monotonic active band avoids premature loosening.
🌸 --------- HOW IT WORKS --------- 🌸
💮 Core Concept
The bands share a smoothed price estimator as their anchor, but use separate volatility profiles:
Upper band = estimator + (factor × bullish-candle volatility)
Lower band = estimator − (factor × bearish-candle volatility)
In a bullish state, the lower band is active and can only rise. In a bearish state, the upper band is active and can only fall. This monotonic constraint prevents a live trailing stop from loosening within the trend.
The selected direction-switch method changes only the breach test. It does not change the smoothed estimator anchoring the envelope, so a wick-sensitive trigger cannot drag the bands around with the wick.
💮 The Five Volatility Estimators
Each estimator reads a different part of the OHLC bar:
ATR (Wilder, 1978) — Familiar baseline that handles gaps through true range.
Parkinson (1980) — Uses high-low range; efficient under continuous, low-drift conditions.
Garman-Klass (1980) — Adds open-close information; favours continuous sessions without material gaps.
Rogers-Satchell (1991) — Drift-independent and well suited to trending, continuously traded instruments.
Yang-Zhang (2000) — Combines overnight gaps, open-close movement, and Rogers-Satchell; the gap-aware default.
Statistical efficiency does not guarantee a visibly tighter stop. At slow Adaptation Speed settings, long averaging makes the estimators look similar; at fast settings, their different treatments of gaps, drift, and range become more visible. Choose according to the instrument's behaviour rather than expecting one estimator always to produce the narrowest band.
↑ ATR and Yang-Zhang at Adaptation Speed 2. The long profile memory (low speed) smooths away most of the difference, so the two envelopes nearly overlap.
↑ ATR and Yang-Zhang at Adaptation Speed 8. The short profile memory (high speed) exposes their different volatility readings, producing visibly distinct envelope widths.
💮 Asymmetric Volatility Profiling and Adaptation Speed
The KTE stores volatility from bullish and bearish candles separately. Bullish samples determine the upper width; bearish samples determine the lower width. This allows the two sides to respond differently when upward and downward motion carry different energy.
Adaptation Speed controls the memory of this profile, not the speed of the price estimator and not the distance of the stop by itself. Its 1–10 scale maps logarithmically to an internal window:
Speed 3 — approximately 878 bars: stable and slow to re-weight
Default 3.5 — approximately 570 bars: general-purpose smoothing
Speed 8 — approximately 11 bars: highly responsive to recent volatility
Speed 10 — approximately 2 bars: extremely reactive and noisy
Faster does not necessarily mean closer to price. During a volatility burst, a fast profile recognises the expansion sooner and may widen the band sharply. Because the active stop cannot loosen, it can then remain flat until the estimator catches up. A slow profile dilutes the same burst across much more history, so its narrower band may appear to follow price faster.
This is why two instances matched during a calm period can separate during a shock, especially when they also use different Volatility Factor values. Compare Adaptation Speed with the same factor first; matching lines in one regime does not make two configurations equivalent elsewhere.
The profiles are also direction-conditioned: bullish samples are replaced by later bullish candles and bearish samples by later bearish candles. A recent high-volatility sample can therefore persist through a run of opposite-colour candles, producing deliberate step-like plateaux in the relevant band.
↑ Asymmetric profiling in action: the upper and lower widths respond independently to bullish- and bearish-candle volatility.
💮 Direction Switch Methods
The breach source sets the balance between responsiveness and false flips:
On high/low — Uses the current bar's wick and can switch on the breach bar. Fastest and most sensitive to noise.
On close — Uses the previous confirmed close; the switch appears on the following bar.
On estimator — Uses the previous smoothed estimator; the most conservative default, also switching on the following bar.
↑ The three switch methods share the same band geometry but change direction at different times.
🌸 --------- KEY FEATURES --------- 🌸
💮 Eight Estimator Filters
The configurable price anchor includes:
Ultimate Smoother, 2- or 3-pole — Low-noise, near-zero-lag passband response; the 2-pole version is the default.
Super Smoother, 2- or 3-pole — Ehlers low-pass filters for progressively stronger smoothing.
BiQuad — Second-order low-pass filter with an adjustable Q-factor.
ADXvma — Adapts to trend strength and tends to flatten in ranges.
MAMA — Cycle-adaptive MESA moving average.
A2RMA — Adaptive recursive moving average with adjustable gamma.
They are provided by the open-source FiltersToolkit library.
💮 Visual Layering
The display separates function from context:
Active band — Thick directional trailing-stop line
Opposing band — Thin reference for the inactive side
Channel fill — Visual separation between the estimator and each band
Estimator — Optional smoothed anchor
Palette, light/dark mode, widths, and transparencies can be adjusted independently.
🌸 --------- USAGE GUIDE --------- 🌸
💮 Getting Started
Start with the defaults, observe several calm and volatile regimes, and change one dimension at a time:
Tune Volatility Factor for the preferred stop distance.
Tune Adaptation Speed for how quickly width should respond to regime changes.
Choose the direction-switch method for the preferred confirmation level.
Change the volatility estimator only when its assumptions better fit the instrument.
💮 Choosing a Volatility Estimator
Gapped equities — Yang-Zhang accounts for overnight movement.
Trending 24/7 markets — Rogers-Satchell is drift-independent without a separate gap component.
Continuous, range-led markets — Parkinson or Garman-Klass offers efficient range-based measurement under their assumptions.
Familiar baseline — ATR provides conventional true-range behaviour.
On continuous instruments, Rogers-Satchell and Yang-Zhang may look very similar because there are few gaps to distinguish them. Use the Volatility Toolkit to compare their raw behaviour on the intended instrument.
↑ Three estimators compared on one instrument, each reading a different combination of OHLC information.
💮 Tuning Width and Responsiveness
These controls solve different problems:
Volatility Factor — Sets the distance per unit of measured volatility.
Adaptation Speed — Sets the memory of the bullish/bearish profile; faster can widen the stop sooner during shocks.
Volatility Lookback — Sets how quickly the underlying per-bar volatility estimate changes.
Estimator Lookback — Sets the smoothness of the price anchor.
Use symptoms to guide adjustment:
Frequent flips on minor pullbacks — Increase Volatility Factor or use a more conservative switch method (e.g. "on estimator").
Excessive give-back — Decrease Volatility Factor or use a more responsive switch method (e.g. "on high/low").
Width reacts too slowly to regime changes — Increase Adaptation Speed or reduce Volatility Lookback.
Bands become erratic during shocks — Reduce Adaptation Speed or increase Volatility Lookback.
↑ A tight factor follows price more closely and flips more often; a loose factor tolerates larger pullbacks.
💮 Trading Applications
Discretionary trailing stop — Move a protective stop with the active band as it tightens.
Trend confirmation — Accept long signals only during a bullish KTE state, and short signals only while bearish.
Exit timing — Treat a direction change as an exit when the trade thesis is trend-following.
💮 Integration with GYTS Suite
The visible bands and estimator can be selected as sources by compatible Pine scripts. Two packed streams are also exposed:
🔗 STREAM KTE 🪜 Trailing Stoploss — Positive lower-band value in a bullish state; negative upper-band value in a bearish state.
🔗 STREAM KTE 🪜 Mechanism — Encodes the switch method and scale-invariant estimator relationship for compatible consumers.
The KTE is, first and foremost, a trailing stop, and these streams are built for stop management. The Order Orchestrator strategy consumes the Trailing Stoploss and Mechanism streams together : the first supplies the active stop level and its direction, the second makes the strategy's trailing-exit runner follow whatever switch method and estimator you set here. So the stop is configured once, in the KTE.
Beyond that primary role, the signed trailing-stop stream can also serve as a trend signal, since its sign flips with direction: it can be read through sign and magnitude as an entry/exit signal, including by Flux Composer . The KTE can also be paired with Market Regime Detector so flips are acted on only when the broader regime supports trend-following behaviour.
🌸 --------- LIMITATIONS --------- 🌸
Trailing-stop latency — Every trailing stop gives back some of the move between the trend extreme and the eventual breach.
Whipsaws in ranges — Low-energy chop can produce repeated flips; a regime filter may help when ranging conditions dominate.
Fast adaptation can widen the stop — Higher Adaptation Speed means faster volatility response, not guaranteed proximity to price.
Direction-conditioned memory — A bullish or bearish outlier remains in its own profile until enough matching-direction samples replace it, which can create plateaux after shocks.
Warm-up and sample size — Long profile windows need sufficient chart history; strongly one-sided markets may leave one side with few recent samples.
🌸 --------- CREDITS --------- 🌸
💮 Academic Sources
Wilder, J. W. (1978). New Concepts in Technical Trading Systems . Trend Research.
Parkinson, M. (1980). The Extreme Value Method for Estimating the Variance of the Rate of Return. Journal of Business, 53 (1), 61–65. DOI
Garman, M. B., & Klass, M. J. (1980). On the Estimation of Security Price Volatilities from Historical Data. Journal of Business, 53 (1), 67–78. DOI
Rogers, L. C. G., & Satchell, S. E. (1991). Estimating Variance from High, Low and Closing Prices. Annals of Applied Probability, 1 (4), 504–512. DOI
Yang, D., & Zhang, Q. (2000). Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices. Journal of Business, 73 (3), 477–491. DOI
Ehlers, J. F. (2024). The Ultimate Smoother. Technical Analysis of Stocks & Commodities , 2024-04. TASC
Ehlers, J. F. (2004). Cybernetic Analysis for Stocks and Futures . Wiley. Covers SuperSmoother, MAMA and more.
💮 Inspiration
Thanks to Trendoscope for inspiring us with the Supertrend - Ladder ATR (2021). It derives long-side stop distance from bearish-candle ATR and short-side distance from bullish-candle ATR, which is one of the mechanisms that we tried to develop further with the KTE.
💮 Libraries Used
FiltersToolkit — Ultimate Smoother, Super Smoother, BiQuad, ADXvma, MAMA, and A2RMA
VolatilityToolkit — Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang estimators
MathTransform — Logarithmic scaling for Adaptation Speed
ColourUtilities — Palette management and light/dark-mode colour adjustment
Indicateur
Adaptive Source Supertrend (TESSEN)
Most Supertrend implementations do two things by default: use a fixed price source (usually hl2) and a fixed ATR multiplier. Both are decisions, not laws. This version makes them adaptive.
Source selection: on every bar, the script computes Kaufman's Efficiency Ratio — a public-domain formula from Perry Kaufman's KAMA — independently for Open, High, Low, and Close. ER measures how directionally a series has moved over a lookback window (1.0 = clean trend, 0.0 = pure noise). Whichever OHLC series currently has the highest ER becomes the working price source for the moving average and the trailing stop. A hysteresis margin (adjustable) stops it flipping between two near-tied sources on every bar.
Band width: the ATR multiplier isn't fixed either. It scales with a volatility percentile rank — where current ATR sits relative to its own recent range. Bands widen automatically in high-volatility regimes and tighten in low-volatility regimes, instead of using one multiplier for every market condition.
What it deliberately doesn't do: no signals dressed up as certainty, no repainting (all selection and flips evaluate on confirmed bars only), no performance claims. A dynamic source and adaptive bands are a different set of assumptions than the classic version — not a guaranteed improvement. Backtest both on your own instrument before trusting either.
Includes: adjustable MA type on the selected source, BUY/SELL labels and glow fills on trend flips, source-switch markers, and alerts for both trend flips and source switches. Indicateur
Adaptive Momentum Ribbon [JOAT]Adaptive Momentum Ribbon
An eight-layer moving-average ribbon whose colour is driven by live momentum and whose compression flags the coil before the move.
What it is
A single moving average tells you very little. A ribbon of them, fanned by speed, tells you three things at once: direction (the colour), strength (how wide it fans) and turning points (where it squeezes and flips). This indicator builds that ribbon and adds a momentum core and a compression detector so the ribbon is not just decorative — it gates the signals.
How it works
• The ribbon — eight exponential moving averages from fast to slow, with an optional light second smoothing pass for cleaner turns. When the fast layers sit above the slow layers the stack is bullish, and vice versa.
• Momentum core — a rate-of-change normalised by ATR and then smoothed. This value is mapped onto a colour gradient, so a strong trend glows saturated while a fading one drifts toward neutral. The same value gates entries, so you buy strength rather than every flip.
• Compression detector — the width between the fastest and slowest ribbon lines is ranked as a percentile over a lookback window. A low percentile means the market is coiled; a move out of that coil is the tradable expansion. Coils are highlighted so you can see energy building.
• Flip signals — a Buy prints when the ribbon flips up out of (or just after) a compression with positive momentum; a Sell is the mirror. Because a flip requires the stack to actually reverse, signals are naturally spaced, and a minimum-gap control adds a further safeguard against clustering.
Trade levels
Each signal draws a red risk box to the ATR-based stop and a green reward box to the third target, with inner target lines and right-edge price labels for entry, stop and every take-profit at your chosen R multiples.
The dashboard
An adjustable panel shows trend direction, a block-gradient momentum meter with a signed headline value, the compression state (coiled or expanded), a 0–100 conviction estimate, the current signal, and a live first-target-before-stop tally from closed bars only.
How to use it
• Works on all assets and timeframes; the ribbon adapts to whatever data it is given.
• Use the coil highlight to prepare for a move and the flip-with-momentum signal to time it.
• Require the coil filter for cleaner, fewer signals in choppy markets, or relax it for more responsive trend entries.
Settings
Base length and layer step, source, optional smoothing, momentum length and smoothing, signal momentum gate, compression window and percentile threshold, risk multiple and target R multiples, plus visual and dashboard controls.
Originality and usefulness
The combination is the point: a speed-fanned ribbon, an ATR-normalised momentum gradient that both colours the ribbon and filters signals, and a percentile-ranked compression model that isolates coils. Together they turn a familiar visual into a structured, non-repainting trend-and-expansion tool.
Notes and limitations
• Moving averages lag by nature; the ribbon confirms trend, it does not call exact tops or bottoms.
• In strong one-way trends the compression filter may keep you out of some continuation entries — that is the intended trade-off for fewer false flips.
• The tally reflects only past bars on the current chart and is not a forecast.
• Educational and analytical tool, not financial advice.
— made with passion by officialjackofalltrades
Indicateur
Indicateur
Adaptive Predictability Engine Entropy Gate, Regime RouterAdaptive Predictability Engine — Entropy Gate, Regime Router & Expert Committee
What it is
The Adaptive Predictability Engine is a governed decision framework, not another confluence average. It refuses to treat all market conditions as tradable. It applies a strict hierarchy: first it asks whether price is forecastable at all right now; if it is, it decides whether trend-style or reversion-style logic is appropriate; and only then does a small committee of transparent experts vote — with the committee continuously re-weighting itself toward whichever experts have been correct recently. When the market is unpredictable, the whole engine stands aside and shows nothing to trade.
It plots directly on price: long/short signals, the live entry/target/stop of the active trade, a plain-language dashboard, and an optional self-calibration panel that scores past signals in R-multiple expectancy (not just win rate).
Why these components are combined (mashup justification)
This is a deliberate, dependent stack — each layer conditions the next, so removing any one changes the layer below it. That is the difference between a governed engine and a bag of averaged indicators.
Predictability gate (permutation entropy + structure). Permutation entropy (Bandt–Pompe) measures the ordinal randomness of recent price across three time scales; this is blended with |Hurst − 0.5|, the distance of the market from a random walk, which is high for strong trends and strong mean-reversion. The blended predictability is percentile-ranked so the gate self-tunes per symbol and timeframe. If the tape is unpredictable, nothing downstream may fire. This is the master switch, and it is why the engine spends much of its time deliberately doing nothing.
Regime router (Hurst exponent). When structure exists, the Hurst exponent (generalized, via a structure-function slope) decides whether it is persistent (trend) or anti-persistent (mean-revert), and routes weight toward the appropriate family of experts rather than averaging trend and reversion logic together.
Expert committee (Hedge / multiplicative weights). Six deliberately diverse experts — price trend, volume-weighted price, order-flow delta, momentum exhaustion, volatility extreme, and range extreme — each cast a directional vote. Their weights update every bar by exponential regret (right experts gain influence, wrong ones lose it), with fixed-share regularization so no single expert can dominate and make the vote fragile.
Distribution-shift guard. If the recent return distribution moves materially versus a reference window, the engine freezes learning and cuts conviction until conditions settle, so stale weights don't drive trades through a regime change.
The output is a single decision = the regret-weighted vote of only the currently-appropriate experts, gated to zero whenever the tape is unpredictable.
How to use it
Add it to any liquid symbol and timeframe. Defaults are tuned for index futures (e.g. NIFTY) but every input is adjustable, and the Data source group lets you repoint price and volume for any market.
Watch the dashboard headline: LONG / SHORT / WAIT / STAND ASIDE. When a signal fires, the engine draws the entry, ATR target, and ATR stop so the action is concrete.
Treat the shaded background as a hard "do not trade" — the engine has judged the tape unpredictable.
Open the Edge calibration (advanced) panel to see, per market memory, the past R-expectancy of the engine's own signals versus a direction-matched baseline. Positive expectancy means the sample was profitable before costs; this is descriptive of the past, not a forward guarantee.
Use the Ablation (research) toggles to switch each layer off and see, on your own data, whether it earns its place.
What makes it original
Most published tools average indicators and hope. This one inverts the approach by asking whether to act at all before what to do, using information-theoretic predictability (permutation entropy) as a master gate, a memory estimate (Hurst) as a router, and online regret-minimization (Hedge) to arbitrate a diverse expert set — with built-in R-expectancy self-calibration so users can judge it honestly rather than on a cherry-picked screenshot. The order-flow expert reads finest-available lower-timeframe signed volume with automatic fallback. The coupling and governance order are the contribution; the individual estimators are classical and credited below.
Concept credits
Permutation entropy — Bandt & Pompe. Hurst exponent / long-range dependence — H. E. Hurst; Mandelbrot. Hedge / multiplicative-weights online learning — Freund & Schapire; Littlestone & Warmuth; Vovk. Efficiency/structure framing — Kaufman. Triple-barrier labelling and R-multiple expectancy — M. López de Prado. Wilson score interval — E. B. Wilson. Synthesis, governance design, and implementation are the author's own.
Important disclaimer
Research and education only. Not financial advice, not a signal service, not a guarantee of future results. No indicator has an inherent edge. The calibration panel is a descriptive summary of past behaviour on the current chart — not a backtest and not a forward prediction. Always validate independently, apply realistic costs and slippage, and manage risk. You are solely responsible for your trading decisions. Indicateur
Indicateur
Dominant Cycle OscillatorDominant Cycle Oscillator
A cycle tool that measures the market's current dominant cycle length directly from the data — rather than assuming a fixed period — then reads where price sits inside that cycle (its phase) and how strong the cycle is (its power). It answers three things a fixed-length oscillator can't: how long the cycle is right now, where we are within it, and whether a tradable cycle even exists.
Why these parts are combined (not a mashup for show). Each is required by the previous one. A band-pass filter isolates the tradable cycle band from slow trend and fast noise — you can't measure a cycle cleanly without first removing what isn't cyclical. An autocorrelation periodogram turns that cleaned series into a power spectrum and reports the dominant period as the spectrum's centre of gravity. A cycle-strength read — how far the dominant peak stands above the spectral noise floor — says whether that period is real or noise, so signals are suppressed when no cycle exists. Forward calibration then measures whether the cycle turns actually pay on this symbol.
How it works. Band-pass (high-pass + low-lag smoother) → autocorrelation across lags → discrete Fourier transform → power spectrum → dominant period via its centre of gravity. The cleaned cycle is normalized into a ±100 phase wave. A long fires when the phase turns up from a trough with a real cycle present, a short when it turns down from a peak; each side fires at most once per swing. Every signal is labelled by a triple barrier — a profit target and equal stop in ATR units plus a time limit — split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict (Long/Short, Weak cycle, or Wait) and the Conviction, which reads "High" only when that turn type shows a positive edge that survives the test on this symbol — otherwise it openly says "context only" or "no proven edge here." The dashboard shows the measured cycle length and its strength. Best used with your own trend and risk plan, not alone.
Honesty & limitations. The dominant-cycle estimate is approximate and lags at regime shifts. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a guaranteed backtest; past behaviour doesn't predict the future. Non-repainting. The periodogram is computationally heavy on deep history / very low timeframes.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions. Indicateur
Sharp Reversal OscillatorSharp Reversal Oscillator
A reversal-timing oscillator that re-shapes price into a near-Gaussian form so turning points snap into sharp, clear extremes instead of rounded, ambiguous ones — then scores its own turns forward on your chart, in plain language, so you can see at a glance whether to act or wait.
Why these parts are combined (not a mashup for show). Three steps are stacked, each fixing the previous one's flaw. Raw price excursions are fat-tailed, so it's unclear where an extreme really is; a distribution-normalizing transform stretches values near the edges, turning a compressed extreme into a clear spike. But that transform is easily biased by trend — in a strong move it pins to one side — so the input is first band-pass cleaned (slow trend and fastest noise removed), leaving the tradable swing it should sharpen. The normalization window is then set from the market's measured dominant cycle rather than a fixed guess, so it stays tuned as cycles stretch and compress. The three only work as one tool.
How it works. Band-pass clean → locate price within its recent range, scaled to (−1, 1) → distribution-normalizing transform, smoothed → signal when the line crosses its one-bar trigger from an extreme. The window optionally follows a dominant cycle measured by autocorrelation of the band-passed price. Each signal is then labelled by a triple barrier — a profit target and an equal stop in ATR units, plus a time limit — so a "win" means the target was hit before the stop. Results split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict row (Long/Short signal, Watch, or Wait). Check Conviction — it reads "High" only when that signal type shows a positive edge that survives the statistical test on this symbol; otherwise treat it as context. Green wave above zero is up-pressure, red below is down; shaded bands are extremes; the faint line is the trigger. Best used with your own trend and risk plan, not alone.
What's original. The band-pass-cleaned input, the self-tuning window, the forward triple-barrier calibration with an out-of-sample split, and a conviction read that openly admits when there's no proven edge — instead of presenting every signal as equally reliable.
Inputs. Price source (change it for any market), reading mode (Simple/Pro), engine and self-tuning controls, extreme level, full calibration settings, and an auto-adapting dashboard legible on dark or light charts. Defaults are tuned for NSE:NIFTY1! intraday.
Honesty & limitations. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a guaranteed backtest; past behaviour doesn't predict the future, and the cycle estimate lags at regime shifts.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions. Indicateur
Adaptive Trend Cycle OscillatorAdaptive Trend Cycle Oscillator
A bounded cycle-timing oscillator that does two things most cycle tools don't: it tunes its own period to the market's measured rhythm, and it scores its own signals forward on your chart in plain language — so you can see at a glance whether to act or wait.
What it is. A 0-100-style cycle line (shown −100…+100) that highlights up-phases and down-phases and marks turns out of oversold/overbought. A dashboard translates the current state into a one-word verdict and an honest conviction read.
Why these parts are combined (not a mashup for show). Three classical ideas are fused because each fixes the previous one's flaw. A trend-difference line (fast average minus slow average) captures direction but is unbounded and late at turns. Running it through a double stochastic normalization bounds it and sharpens the cyclical phase, so reversals show sooner with less whipsaw. The remaining weakness is the fixed normalization length — real cycles stretch and compress — so the length is set from a measured dominant cycle (autocorrelation of a band-passed price), making the oscillator self-tuning. The three only work as one tool; separately each is incomplete.
How it works. (1) Dominant cycle: band-pass filter → autocorrelation across lags → Fourier transform → power spectrum → dominant period via its centre of gravity. (2) Oscillator: trend-difference → stochastic over the measured period → smooth → stochastic → smooth. (3) Calibration: each signal is labelled by a triple barrier — a profit target and an equal stop in ATR units, plus a time limit — so a "win" means the target was reached before the stop. Results split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict row first (Long/Short signal, Watch, or Wait). Check Conviction — it only reads "High" when that signal type shows a positive edge that survives the statistical test on this symbol; otherwise treat the signal as context. Green wave above the mid line is an up-phase, red below is a down-phase; shaded bands are extremes. Best used alongside your own trend and risk plan, not alone.
What's original. The self-tuning period, the forward triple-barrier calibration with an out-of-sample split, and a conviction read that openly admits when there's no proven edge — rather than presenting every signal as equally reliable.
Inputs. Price source (change it to use any market), reading mode (Simple/Pro), cycle and self-tuning controls, signal zones, full calibration settings, and an auto-adapting dashboard that stays legible on dark or light charts. Defaults are tuned for NSE:NIFTY1! intraday.
Honesty & limitations. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a guaranteed backtest; past behaviour doesn't predict the future, and the cycle estimate lags at regime shifts.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions. Indicateur
Adaptive SuperTrend -, Regime Filter & Buy/Sell Signals [LunqFX]Adaptive SuperTrend is a self-tuning trend indicator for TradingView that fixes the biggest flaw of the classic SuperTrend: a fixed multiplier that whipsaws in choppy markets and lags in fast ones. This version makes the SuperTrend multiplier adaptive — it automatically widens in high volatility and tightens in low volatility — and layers a regime filter and a momentum filter on top to deliver clean, non-repainting Buy/Sell signals with an automatic take-profit / stop-loss ladder and live performance stats. It works on forex, crypto, stocks, indices, futures, gold (XAUUSD) and Bitcoin (BTCUSD), on any timeframe, for scalping, day trading and swing trading. Built in Pine Script v6. Keywords: adaptive supertrend, supertrend, trend, trend following, buy sell signals, regime filter, ATR trailing stop, volatility, momentum, take profit, stop loss, risk reward, trend reversal, no repaint, scalping, day trading, swing trading.
◆ WHY ADAPTIVE
A normal SuperTrend uses one fixed multiplier for every market and every condition, so it gets shaken out in volatile phases and reacts too slowly in calm ones. Adaptive SuperTrend ranks current volatility against its own recent history (0–100%) and maps that onto a multiplier range — wide when the market is wild, tight when it is calm — with zero manual tuning. The same settings behave sensibly on EURUSD, BTCUSD and the S&P 500.
◆ WHAT IT DOES
Adaptive trend line + fill — a volatility-adjusted trailing stop that flips turquoise (up) / magenta (down).
Filtered Buy/Sell signals — a trend flip only fires as a signal when two filters agree.
Auto TP/SL ladder — on every signal it draws the stop (on the trend line) and TP1 / TP2 / TP3 at 1R / 2R / 3R, so you get a complete trade plan instantly.
Conviction Score 0–100 — one number summarising how strong the current setup is.
Live win-rate stats — the script tracks its own past signals on the fly.
Neon trend candles + a clean live dashboard.
◆ HOW IT WORKS (the concepts)
Adaptive multiplier: ATR is ranked by percentile over a lookback window; the percentile sets the SuperTrend multiplier between your min and max.
SuperTrend core: the standard trailing-stop formula, flipping direction when price closes beyond the band.
Regime filter (Kaufman Efficiency Ratio): directional travel divided by total path = how trending vs choppy the market is. Signals are blocked in low-efficiency (range) conditions to cut false signals.
Momentum check: a flip is only taken when price is on the matching side of its momentum EMA.
Conviction Score: a weighted blend of trend efficiency, momentum agreement and trend-line slope (0–100).
Live stats: each signal is tracked sequentially — a “win” = price reaches TP1 (1R) before the stop — with no lookahead.
◆ HOW TO USE IT
Take BUY / SELL labels in the direction of the new trend; the SL and TP1/2/3 ladder give you the exact plan and risk/reward.
Favour signals with a high Conviction Score and a TRENDING regime; stand aside when the dashboard shows RANGE.
Manage the trade to TP1/TP2/TP3 or trail with the adaptive line.
Tune Min/Max multiplier for tighter or looser stops and Efficiency threshold for how strict the range filter is.
Combine with your own support/resistance, structure or higher-timeframe bias for confluence.
◆ SETTINGS
Adaptive Trend: ATR length, min/max multiplier, volatility window.
Regime Filter: on/off, efficiency length, trend threshold.
Momentum Check: on/off, momentum EMA.
Visuals: trend fill, glow, neon candles, Buy/Sell labels.
Trade Levels & Stats: auto TP/SL ladder, live signal stats.
Panel: show/hide, position, background, accent.
◆ ALERTS
Buy signal · Sell signal · Trend flip up · Trend flip down.
◆ ORIGINALITY
The SuperTrend trailing-stop formula is a standard, public technique, implemented here from scratch. The adaptive volatility-percentile multiplier, the regime filter integration, the Conviction Score, the R-based TP/SL ladder and the live win-rate engine are my own original work. No third-party or copied code is used.
◆ LIMITATIONS
This is a trend/volatility tool, not a complete system — always confirm with price action and risk management.
Like all trend-following tools, it can chop in tight ranges; the regime filter reduces but cannot eliminate this.
The fixed-R stop in the ladder is a planning aid (constant 1R), separate from the trailing adaptive line — they are different stops by design.
The live win-rate is the indicator’s own TP1-vs-stop estimate; if a single bar tags both the stop and TP1 it is counted as a win, so treat the stat as indicative, not exact.
Past performance and live stats do not guarantee future results.
◆ NON-REPAINTING
Trend, regime, signals and stats are computed from confirmed bar data with no security() lookahead. A signal printed on a closed bar stays. As with any live tool, the forming bar updates in real time and settles on close.
Adaptive SuperTrend is an educational analysis tool, not financial advice. Always do your own research and manage risk. © LunqFX. Indicateur
Machine Learning Adaptive DMI Signals [AlgoAlpha]🟠 OVERVIEW
The Directional Movement Index (DMI) is commonly calculated using a fixed lookback length. But market conditions change over time, and a length that works well during one period may become less effective during another.
This script builds multiple DMI models across a user-defined range of lengths and continuously evaluates their past performance. Each DMI length acts as an independent expert. As new directional flips occur, the script measures how well each expert performed and updates its internal scoring system.
The result is an adaptive DMI that automatically shifts toward lengths that have recently produced better directional signals while reducing the influence of weaker performers.
🟠 CONCEPTS
Expert DMI — A DMI calculation running at a specific lookback length within the tested range.
Directional Flip — A change in trend state when +DI crosses above -DI or when -DI crosses above +DI.
Reward Score — A performance score assigned to each completed flip based on return, move quality, pullback behavior, or win rate.
Maximum Favorable Excursion (MFE) — The largest move in the trade's favor before the next directional flip.
Maximum Adverse Excursion (MAE) — The largest move against the trade before the next directional flip.
Recency Decay — A weighting system that gradually reduces the influence of older observations so recent market behavior has greater impact.
Softmax Weighting — A probability-style weighting process that gives greater influence to higher-scoring DMI lengths when estimating the adaptive length.
🟠 FEATURES
Adaptive +DI and -DI Lines — Displays directional movement using a dynamically selected DMI length that adjusts over time.
Directional Clouds — Color-filled regions between the DI lines help visualize which side currently has directional control.
Bullish and Bearish Flip Signals — ▲ and ▼ markers appear when the Adaptive +DI and -DI lines cross.
ADX Strength Display — Strength squares at the bottom of the pane become more visible as trend strength increases and fade as strength decreases.
Information Table — Displays the active adaptive length, selected scoring mode, memory count, and current bullish or bearish trend state in a customizable table.
🟠 HOW TO USE
Watch for bullish flips when Adaptive +DI crosses above Adaptive -DI to identify potential shifts toward upward directional control.
Watch for bearish flips when Adaptive -DI crosses above Adaptive +DI to identify potential shifts toward downward directional control.
Use the ADX strength squares to gauge whether directional movement is strengthening or weakening.
Increase the tested length range when evaluating a wider variety of market conditions.
Increase Memory and Forget Old Trades values for more stable adaptation and slower length changes.
Decrease Memory or lower the decay factor when faster adaptation to recent behavior is preferred.
Experiment with the available scoring methods to determine whether return, trend quality, or consistency is more important for your analysis.
🟠 CONCLUSION
Machine Learning Adaptive DMI combines traditional DMI calculations with a performance-driven adaptive length selection process. Instead of relying on a fixed lookback period, it continuously evaluates how different DMI lengths have behaved and adjusts accordingly. This provides a dynamic view of directional strength, trend bias, and signal quality that reflects recent market behavior. Indicateur
Market Adaptive Trend [Interakktive]Market Adaptive Trend (MAT) is a diagnostic trend tool that re-tunes its own responsiveness to the live volatility regime — and shows you, in plain English, why it tightened or loosened.
Most "adaptive" trend tools hide their adaptation behind math you cannot audit. MAT does the opposite: it adapts AND it narrates. Every adjustment it makes is shown on the chart, in words, so you can see the reasoning rather than trust a black box.
This is a market-state diagnostic tool, not a signal generator.
█ THE CORE IDEA
A fixed-length moving average has one flaw: it responds the same way in calm markets and violent ones. In a clean trend it lags; in a chop it whipsaws. MAT addresses this by letting the live volatility regime govern how responsive the trend line is — the link most adaptive tools never expose.
MAT continuously measures relative volatility: current ATR divided by its own longer-run average. A reading near 1.00 means volatility is at this market's own baseline; above means more volatile than usual; below means calmer. That single ratio classifies the market into one of three regimes, and each regime changes how the line behaves.
█ THE THREE REGIMES
RIDING (calm) — Volatility below baseline. The line loosens and leans toward its slower estimate, so it rides a clean trend without being shaken out by minor noise.
TIGHTENING (balanced) — Volatility near baseline. The line sits in a balanced blend — neither chasing nor lagging — typical of coiling, pre-expansion conditions.
GUARDED (volatile / stretched) — Volatility above baseline. The line damps its response and becomes slow to flip, and candles tint amber as a caution that conditions are stretched and a flip here is lower-confidence.
█ HOW THE LINE IS BUILT
MAT blends a fast and a slow estimate of price. The blend weight is not fixed — it shifts with the regime above, scaled by an Adaptation Strength input (0 = a fixed blend, 1 = full regime governance). The blended target then drives the visible line through an error-feedback step, so the line moves toward its target proportionally rather than snapping. The calculation uses only confirmed historical data, contains no lookahead, and does not repaint.
█ THE HUD
A compact on-chart panel reports, in plain language:
- Trend — UP / DOWN
- Regime — RIDING / TIGHTENING / GUARDED, with a plain-English volatility descriptor (very calm → below normal → near normal → slightly elevated → high)
- Responsiveness — LOW / MED / HIGH (how reactive the line currently is)
- Read — a one-line summary of the current state
No raw scores are presented as the message — the panel is meant to be read at a glance.
█ HOW TRADERS USE MAT
MAT is designed to provide context, not entries. Common uses:
- Reading whether the current environment favours riding (RIDING) or caution (GUARDED)
- Avoiding low-confidence flips when the regime is GUARDED and conditions are stretched
- Using the regime read as a filter alongside your own entry method
- Framing trend direction with an honest sense of how much to trust it right now
█ SETTINGS OVERVIEW
Adaptive Baseline
- Source, Fast estimate length, Slow estimate length
- Adaptation Strength (how strongly the regime governs responsiveness)
Regime Governor
- Volatility baseline length, ATR length
- Calm threshold (below = RIDING), Volatile threshold (above = GUARDED)
Visual
- Adaptive line, Gradient fill, Edge glow, Color candles, Line width
HUD
- Show HUD, Position, Size
█ DISCLAIMER
This indicator is a market context and diagnostic tool only. It does not generate trade signals, entries, or exits. Past behaviour does not guarantee future price action. Always combine with independent analysis and proper risk management. Indicateur
Volatility Forecast [EXCAVO]Forward Projection of the Bollinger Envelope with Adaptive Horizon and Slope Clamp
The Volatility Forecast takes the classical Bollinger Bands and
projects the basis and the bands forward by a configurable number of bars.
Slopes of the basis, standard deviation and ATR are estimated from linear
regression over a lookback window, then extrapolated through a smooth
curve into the right side of the chart. Small orange dots mark band
reclaim events on confirmed closed bars.
The forecast horizon adapts to the chart timeframe so the projection
stays meaningful at every TF, and a slope clamp prevents the bands from
ballooning into unrealistic territory after sharp regime shifts.
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▸ HOW TO USE
Step 1 → Add the indicator. The current Bollinger Bands are
plotted on the chart and a dashed envelope extends to the
right with the projected basis and bands.
Step 2 → Read the projection. The projected upper and lower
bands show the most likely volatility envelope over the
next bars under the current trend and volatility regime.
Wider end = expansion expected; narrower end = compression.
Step 3 → Use the reclaim dots. A small orange dot below a bar
marks a confirmed bull band reclaim (price tagged the lower
band and pulled back inside). A dot above a bar marks a
bear reclaim. These are context, not entries.
Step 4 → Check the dashboard. The top right panel reads the
projection mode, current width vs its rolling average,
band state, and the last reclaim.
Step 5 → Combine with structure. The envelope pairs well with
trend and structure tools. A breakout that aligns with an
expanding projected envelope tends to continue; one against
a contracting envelope tends to fade.
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▸ HOW IT CALCULATES
◆ Bollinger Bands
Basis is a simple moving average of the source over Length (default 20).
Standard deviation is computed over the same window. Bands are basis plus
or minus Multiplier times standard deviation (default 2.0). These are the
solid plotted lines on the chart.
◆ Linear Regression Slopes
For the projection, the algorithm estimates per-bar slopes from a linear
regression of the basis, the standard deviation, and the ATR over the
Slope Lookback window (default 40). Slope is taken as the difference
between the linreg value at offset 0 and offset 1 - the per-bar drift
the regression expects to continue.
◆ Slope Clamp
Each slope is then clamped to a safety bound so that the cumulative
projected displacement stays sensible. End to end, the projected basis
cannot drift more than two current band-widths, and the projected
standard deviation or ATR cannot grow more than 50% of its current value.
Sign of the slope is preserved so trend direction is intact, only the
magnitude is bounded. This keeps the projection meaningful after sharp
regime shifts.
◆ Forward Projection
Three modes turn slopes into a projected envelope across the forecast
horizon:
Linear extends basis and width on a straight line using the
current slope at every step.
Smooth Curve (default) eases from the current value toward a
dynamic endpoint via a smoothstep curve so the projection has a
natural arc instead of a hard linear extrapolation.
Adaptive Volatility drives the projected width with ATR slope
instead of standard-deviation slope. Useful when volatility is
regime-dependent and the ATR captures it better than stdev.
A projection floor at 50% ensures the envelope never collapses to a
single point on declining-volatility regimes.
◆ Auto Timeframe Forecast
Forecast Bars defaults to Auto, which picks the horizon from the chart
timeframe: 40 bars on 4h and below, 20 on Daily, 10 on Weekly, 6 on
Monthly+. Manual override is available for operators who want a fixed
bar count regardless of timeframe.
◆ Band Reclaim Markers
A bull reclaim fires when the prior bar's low touched the lower band,
the current bar's low has pulled back above the lower band, and the
close sits below the basis. A bear reclaim is symmetric on the upper
band. Cooldown of Length bars prevents same-direction stacking. The
optional Trend MA filter keeps bull marks only above the MA and bear
marks only below. By default markers fire only on confirmed closed bars
(no repaint); Real-time Markers can be enabled if intra-bar feedback is
preferred.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
▸ WHAT MAKES IT DIFFERENT
◆ Adaptive Horizon
The forecast horizon scales with the chart timeframe. The projection
shows a comparable arc on intraday, daily, weekly and monthly without
manual tuning per chart.
◆ Slope Clamp Safety Net
Linear-regression slopes can overshoot after sharp moves or on long
horizons. The clamp caps the cumulative displacement so the projection
cannot grow into unrealistic ranges, regardless of the underlying slope.
◆ Three Projection Modes
Linear, Smooth Curve and Adaptive Volatility cover the common shapes a
volatility envelope can take. Smooth Curve uses smoothstep easing for
a natural arc; Adaptive Volatility ignores stdev drift and tracks ATR
instead.
◆ Confirmed Reclaim Markers
Small orange dots above or below the bar mark band reclaim events. They
fire on confirmed closed bars by default (no repaint), with an optional
real-time mode for operators who prefer intra-bar feedback. A trend-MA
filter keeps the bias clean.
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▸ DASHBOARD
Real-time panel with the current state read:
Mode - Linear / Smooth Curve / Adaptive Volatility
Width vs Avg - current band width relative to its rolling average
Band State - where price sits in the bands (Above Upper / Below Lower / Upper Half / Lower Half)
Last Marker - direction and bars since the last band reclaim
Legend table explains every on-chart element. Both panels toggle in the
Dashboard settings.
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▸ SETTINGS
Bollinger Bands
Source - close (price series used for basis and stdev)
Length - 20 (lookback for basis and stdev)
Multiplier - 2.0 (band width in stdev units)
Basis / Band / Fill Colors - default palette
Forecast Envelope
Forecast Bars Mode - Auto (adapts to chart TF) or Manual
Forecast Bars (Manual) - 40 (used when Mode = Manual)
Slope Lookback - 40 (linreg window for slope estimation)
Mode - Smooth Curve (Linear / Smooth Curve / Adaptive Volatility)
Projection Style / Width / Colors - dashed, default palette
Fill Projection - ON
Reclaim Markers
Show Markers - ON
Real-time Markers - OFF (no repaint by default; closed bars only)
Filter by Trend MA - ON
Trend MA Type - SMA (SMA / EMA / WMA / HMA)
Trend MA Length - 100
Marker Color - orange (#FF8C00)
Show Trend MA - OFF
Dashboard
Show Dashboard - ON
Dashboard Position - Top Right
Show Legend - ON
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▸ ALERTS
Two directional alertconditions are exposed:
Bull Band Reclaim - fires on a confirmed bull reclaim event
Bear Band Reclaim - fires on a confirmed bear reclaim event
Set the alert condition to "Once Per Bar Close" for clean, non-repainting
delivery. Trend-MA filter and cooldown apply to alerts the same way they
apply to the on-chart markers.
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Best regards,
EXCAVO
Disclaimer
Trading involves significant risk. This indicator is a technical analysis
tool and does not constitute financial advice, investment recommendations,
or a guarantee of future results. Past indicator behavior does not
guarantee future performance. Always use proper risk management and your
own judgment.
Indicateur
Ichimoku Cloud Calibrated & Multi-Timeframe# Ichimoku Cloud — Strength-Graded, Calibrated & Multi-Timeframe (ICHI ARC)
## What it is
The classic Ichimoku Kinko Hyo five-line system — Tenkan, Kijun, the Senkou A/B cloud (Kumo) and the Chikou span — drawn faithfully, but with the *reading* of it done by a modern engine instead of the eye.
A plain Ichimoku throws six signals at once with no synthesis, uses fixed periods designed for one market in the 1930s, and tells you nothing about whether its signals actually work.
ICHI ARC keeps the cloud exactly as the core, then fuses the whole signal cluster into **one 0–100 strength score per signal**, confirms it with market structure and volume, and **calibrates the score to what actually happened on this symbol**.
It runs on **any symbol, asset class, timeframe and market**. The raw data source and every optional feed are user-selectable; nothing is hard-coded to a market.
---
## Why these components are combined (mashup rationale)
A raw Ichimoku has four well-known weaknesses, and each added layer fixes exactly one of them and feeds the next — none is decorative:
### 1. Adaptive periods (fixes the "one-market settings" problem)
Optionally derive Tenkan/Kijun/Span-B from the measured **dominant cycle** so the cloud fits the instrument and timeframe instead of fixed 9/26/52. Classic mode is the default.
### 2. One strength score (fixes "six signals, no synthesis")
Price-vs-cloud (the master bias), Tenkan/Kijun, Chikou clearance, current cloud colour, the forward Kumo twist, Kijun slope and cloud thickness are weighted into a single 0–100 grade so you read one number, not six lines.
### 3. Market-structure confirmation, BOS / CHoCH (fixes false breakouts)
Swing-pivot structure independently checks whether a cloud breakout is a real structural shift: a same-direction Break of Structure strengthens the signal; a signal against the last Change of Character is vetoed.
This is price geometry, so it is orthogonal to the cloud and to volume.
### 4. Relative-volume confirmation (fixes dead-volume fakeouts)
Real breakouts carry volume; RVOL (volume vs its own average) boosts strong-volume signals and can veto dead-volume ones — a third, independent angle on the same failure mode.
### 5. Regime + multi-timeframe context (keeps it out of chop)
An efficiency-ratio / trend-strength / volatility-cluster classifier and three higher-timeframe clouds gate the signals, since Ichimoku breakouts fail in range-bound tape.
### 6. Conviction, vetoes and Kelly sizing
Everything resolves to one LONG / SHORT / FLAT verdict with hard vetoes, and the calibrated win-rate is turned into a fractional-Kelly position-size suggestion.
Remove any one layer and a specific Ichimoku failure returns (wrong fit, signal overload, false breakout, dead-volume breakout, chop). That is the justification for combining them.
---
## How it is original
ICHI ARC keeps a **self-calibrating quality engine**.
Every cloud-bias signal is checked a fixed window later for whether price actually ran a **favourable target (in ATR)** in the signal's direction — i.e. whether the trade *worked*, not merely whether the cloud held.
From that it reports, live, the **realised win-rate of past signals at each strength tier on this symbol** plus the average favourable move (in ATR), can **auto-learn the strength cutoff** worth acting on, and converts the win-rate into a **Kelly-based sizing suggestion**.
A stock Ichimoku tells you nothing about the quality of its own signals; this one is accountable to its own track record.
---
## What it plots
• The full classic Ichimoku: Tenkan, Kijun, the displaced Senkou A/B **cloud** (with opacity scaled by cloud thickness), the Chikou span, and marked forward **Kumo twists**.
• Strength-graded signal triangles with a score label (`72 S` / `55 M` / `31 w`), and small diamonds marking **Change-of-Character** structure flips.
• A compact **dashboard** featuring:
* Verdict
* Regime
* Price-vs-cloud
* Structure state
* Signal strength and realised win-rate
* Tenkan/Kijun status
* Chikou status
* MTF agreement
* Relative volume
* Calibration statistics
* Kelly / expectancy sizing reference
* Active veto status
---
## How to use it
### 1. Trade with the cloud
Long bias above the Kumo, short bias below, no-trade inside.
### 2. Focus on strength-graded signals
A high-strength signal that also has:
• Same-direction Break of Structure
• Higher-timeframe agreement
• Real volume confirmation
is the A+ setup.
Weak signals during chop regimes are generally the ones to skip.
### 3. Read the VERDICT / VETO rows
WEAK or VETO means stand aside (for example, a signal against structure, in chop, or on dead volume).
### 4. Use the RELIABILITY and KELLY rows
The **RELIABILITY** row shows how this symbol's signals at each strength tier have historically behaved.
The **KELLY** row suggests a risk percentage for journaling and trade review purposes.
The displayed size is a reference only and not an order recommendation.
### 5. Alerts
Alerts cover:
• Bullish cloud signals
• Bearish cloud signals
• Conviction verdict changes
• Kumo twists
---
## Settings (use on any asset / market)
### Raw data source
`close`, `hl2`, `hlc3`, `ohlc4`, or another indicator's plot.
The cloud's highs/lows always use chart high/low.
Works on any instrument.
### Periods
Classic (9/26/52/26) or Adaptive (dominant-cycle).
Displacement remains fixed.
### Structure
Swing pivot length and structure veto controls.
### Volume
RVOL length and minimum thresholds.
Optional low-volume veto.
### Calibration
Judging window and favourable ATR target defining a "good" signal.
Auto-learn cutoff and target win-rate settings.
### Advanced Controls
Regime, MTF, conviction weights, risk controls, Kelly fraction and maximum risk.
### Optional feeds (blank = off)
• Volatility-index symbol (spike veto)
• Cross-asset symbol (confluence)
Both are disabled by default, allowing fully self-contained operation on any market.
---
## Notes
• This is a **study / indicator**, not a strategy, and it places no orders.
• Signals are evaluated on bar close to avoid intrabar repainting.
• Structure uses confirmed pivots and higher-timeframe reads use confirmed values.
• The cloud and Chikou are displaced exactly as in classic Ichimoku.
• Relative-volume features require a symbol that reports volume (such as futures). On volume-less symbols they gracefully revert to neutral behaviour.
---
## Disclaimer
This script is provided for educational and informational purposes only. It is a technical-analysis study, not financial, investment, or trading advice, and not a recommendation or solicitation to buy or sell any instrument.
No indicator can predict markets; past behaviour and any historical statistics shown (including the signal win-rates and any Kelly-based sizing suggestion) do not guarantee future results.
Trading involves substantial risk of loss.
You are solely responsible for your own decisions — do your own research and consider consulting a licensed financial professional before trading.
The author accepts no liability for any loss arising from use of this script.
Indicateur
Calibrated Supertrend Strength-Graded & Multi-Timeframe## Calibrated Supertrend — Confirmed, Strength-Graded & Multi-Timeframe (ST ARC)
### What it is
A Supertrend rebuilt to fix the three things that frustrate everyone who uses the
plain version, and to tell you **how trustworthy each trend flip is** before you act
on it. A classic Supertrend uses a **fixed ATR multiplier** (an arbitrary guess that
whipsaws in volatile markets and lags in calm ones), it **flips on noise** (every
marginal poke through the band reverses it), and it gives you **no sense of quality**
(a great flip and a junk flip look identical). ST ARC addresses all three, then
scores every flip 0–100 and — crucially — **calibrates that score to what actually
happened on this symbol**, so the number is accountable rather than decorative.
It runs on **any symbol, asset class, timeframe and market**. The raw data source
and every optional feed are user-selectable; nothing is hard-coded to a market.
### Why these components are combined (mashup rationale)
Each layer removes one specific, nameable failure of the plain Supertrend and feeds
the next — none is decorative:
1. **Adaptive multiplier** — the band width is no longer fixed. The ATR multiplier
becomes a series that scales with a **volatility rank** (how high current ATR
sits versus its own recent history): wider when volatility is high to cut
whipsaw, tighter when calm, and wider still when trend **efficiency** is low
(choppy tape). The ATR *length* can also adapt to the measured dominant cycle.
2. **Confirmation gate (de-whipsaw)** — a raw flip is only **confirmed** when the
close breaches the prior band by a minimum fraction of ATR *and* a minimum number
of bars have passed since the last flip, evaluated on closed bars
(non-repainting). This fixes the "flips on noise" problem.
3. **Regime classifier** — efficiency ratio + trend strength + a volatility-cluster
measure label the market Trend / Range / Volatile, so flips are trusted or
discounted by context.
4. **Multi-timeframe agreement** — three higher-timeframe Supertrends (multiples of
your chart timeframe) are read with no repainting and counted for agreement; a
signal that all higher timeframes oppose can be vetoed.
5. **Flip-strength score + conviction with hard vetoes** — at each flip a 0–100
strength is built from breach depth, trend strength, efficiency, MTF agreement,
regime alignment, volume thrust and volume delta, then gated by hard vetoes
(volatility spike, higher timeframes opposed, a fresh flip inside a chop regime,
cross-asset conflict). The output is one verdict plus a strength grade.
Remove any single layer and a specific Supertrend failure returns — that is the
justification for combining them.
### How it is original
ST ARC keeps a **self-calibrating quality engine**. It records every confirmed flip
and, a fixed window later, checks whether price actually ran a **favourable target
(measured in ATR)** in the flip's direction — i.e. whether the trade *worked*, not
merely whether the line avoided re-flipping. From that it reports, on the dashboard
and on each flip label, the **realized win-rate of past flips at each strength tier**
on this very symbol, plus the average favourable excursion. It can even **auto-learn
the strength threshold** at which flips have historically met a target win-rate and
use that as the action filter. A stock Supertrend tells you nothing about the quality
of its own signals; this one is accountable to its own track record.
### What it plots
- A single **Supertrend line** on price, green up / red down, with the flip triangle
**colour-graded by strength** (strong = solid, weak = faded) and a small
**strength label** on each flip (score + grade).
- An optional **second, slower Supertrend** (thinner line, contrasting colour,
diamond markers) for fast/slow confluence, with a DUAL agreement readout.
- A compact **dashboard**: verdict, regime, direction, the live adaptive multiplier
and ATR length, the flip state with its strength and that tier's realized
win-rate, MTF agreement, the calibration stat, dominant cycle, a risk-based size
reference and any active veto.
### How to use it
1. Trade with the line: long bias while it is below price (green), short while above
(red). The line is a natural trailing stop.
2. Act on **confirmed flips** (the triangles), not raw touches, and weight them by
the **strength score** — strong flips in a Trend regime with higher-timeframe
agreement are the high-quality ones; weak flips in a chop regime are the ones to
skip.
3. Use the **conviction / strength gates** and any active **veto** as a filter; the
optional **auto-learned strength cutoff** suppresses the verdict on flips weaker
than the level that has historically met your target win-rate.
4. The size shown is an ATR-based reference for journaling, not an order.
5. Alerts cover confirmed flips, the conviction verdict, raw flips and the secondary
Supertrend.
### Settings (use on any asset / market)
- **Raw data source** — `hl2`, `hlc3`, `close`, `ohlc4`, or point it at **another
indicator's plot**. This is what lets it work on any instrument or on your own
series.
- **Supertrend core** — ATR length (with optional dominant-cycle adaptive length)
and base multiplier.
- **Adaptive multiplier** — volatility-rank lookback, calm/volatile scaling and an
optional chop-widening term.
- **Confirmation** — minimum breach in ATR, minimum bars between flips, non-repaint
on close.
- **Calibration** — the judging window and the favourable target (in ATR) that
defines a "good" flip; the auto-learn cutoff and its target win-rate.
- **Regime / MTF / conviction weights / secondary Supertrend** — all exposed.
- **Optional feeds (blank = off):** a *volatility-index symbol* (spike veto) and a
*cross-asset symbol* (confluence). Both blank by default, so the script is fully
self-contained on any market.
### Notes
- It is a **study / indicator**, not a strategy, and it places no orders.
- Confirmed flips are evaluated on bar close to avoid intrabar repainting;
higher-timeframe reads use confirmed values.
---
### Disclaimer
This script is provided for educational and informational purposes only. It is a
technical-analysis study, not financial, investment, or trading advice, and not a
recommendation or solicitation to buy or sell any instrument. No indicator can
predict markets; past behaviour and any historical statistics shown (including the
flip win-rates) do not guarantee future results. Trading involves substantial risk of
loss. You are solely responsible for your own decisions — do your own research and
consider consulting a licensed financial professional before trading. The author
accepts no liability for any loss arising from use of this script.
Indicateur
Adaptive Bollinger Bands Calibrated and Regime-Aware# Adaptive Bollinger Bands — Robust, Calibrated & Regime-Aware (BB ARC)
## What this is
Most Bollinger Band tools plot a simple moving average plus or minus two standard deviations and assume price is normally distributed. Real price is not: it has fat tails, it is skewed, and a single spike distorts the width. BB ARC is a full reworking of the Bollinger idea that measures the **actual distribution** of the symbol on your chart, builds statistically honest bands from it, proves how well those bands describe the market in real time, and then decides whether a band touch should be **faded** (range) or **ridden** (trend). Everything is universal: the price source and all optional reference feeds are user-selectable, so it runs on any symbol, any market and any timeframe.
It plots the bands and signals on the price chart and an analytics oscillator (%B or band-z) in a lower pane, with a single dashboard that turns all of it into one read.
## Why these components are combined (mashup rationale)
A raw band only says "price is far from its average." On its own that is ambiguous: in a quiet range a touch of the band mean-reverts, but in a strong trend price "walks the band" and keeps going. Giving the same signal in both situations is the classic Bollinger weakness. BB ARC combines several layers specifically because each one removes a weakness the others cannot, and they feed each other in sequence:
1. **Honest band engine** — replaces the naive standard-deviation width with a choice of robust (median / MAD), asymmetric (separate upside/downside deviation, capturing skew), empirical-quantile (width set so the band actually contains your chosen percentage of bars), or EWMA-volatility estimators, plus a kurtosis-adaptive multiplier that widens the band when tails are fat. This makes the *distance* of a touch statistically meaningful instead of an arbitrary 2-sigma.
2. **Calibration layer** — because the bands now claim to contain a certain fraction of price, the script measures the **realized containment %** on the current symbol, plus skew and kurtosis, so the band proves its own validity instead of asking you to trust a textbook assumption.
3. **Regime filter** (efficiency ratio + ADX + volatility clustering) — decides whether the market is ranging, trending or volatile, and therefore whether the correct response to a band touch is to fade it or ride it. This is what resolves the Bollinger paradox above.
4. **Mean-reversion math** — an Ornstein-Uhlenbeck half-life estimate quantifies how many bars a touch typically takes to revert (and reports "trending" when there is no clean reversion), and band-walk persistence counts how long price has been pinned to a band. Together they tell you whether a reversion is realistically tradable.
5. **Multi-timeframe confluence** — checks %B agreement across four timeframes and draws higher-timeframe band rails on your chart, so a signal is not taken against the larger structure.
6. **Conviction engine** — blends the stretch, regime fit, MTF agreement, half-life quality, calibrated edge, volume thrust and order-flow into a single 0-100 score with hard vetoes, so you get one decision rather than several conflicting indicators.
None of these layers is decorative; remove any one and the others lose context. That interdependence is the reason they are published together rather than as separate scripts.
## What it does, step by step
- Builds a basis (SMA / EMA / rolling VWAP / robust median) and three band tiers using the deviation engine you select.
- Computes **%B** and **bandwidth**, a signed **band-z** (how many multiples beyond the basis, using the correct up or down deviation), realized **containment %**, **skew/kurtosis**, **half-life**, **band-walk** streaks, an empirical **reversion probability** (how often, historically on this symbol, a band touch returned toward the basis within N bars), and a **squeeze** state with an expansion-direction read.
- Classifies the **regime** and auto-selects **Fade** (range reversion) or **Ride** (trend continuation) logic.
- Detects regular **%B divergence** and can draw it as lines connecting the pivots on price.
- Produces a **verdict** (LONG / SHORT / VETO / FLAT) with a conviction score and tier, and fires alerts on bar close.
## How to use it
1. Add it to any chart. The bands appear on price, the %B/band-z analytics in the lower pane, and the dashboard in the corner.
2. Read the **REGIME** and **MODE** rows. In a Range regime the engine looks to **fade** outer-band touches back toward the basis; in a Trend regime it looks to **ride** band-walks in the trend direction.
3. Use the calibration rows as a confidence check: a high containment %, a short half-life and a favourable reversion probability support a fade; "trending" half-life and persistent band-walk support a ride.
4. Treat the **CONVICTION** score and **VETO** as the gate — a high score with no veto is the cleanest setup; a veto explains why a tempting touch is being skipped.
5. Optional: enter a volatility-index symbol and/or a correlated instrument in the feed settings to add a volatility-spike veto and cross-asset confluence. Both are blank (off) by default, so nothing market-specific is assumed.
## What makes it original
- A **multi-engine, statistically honest** band (robust, asymmetric semideviation, empirical quantile, EWMA, fat-tail-adaptive) rather than a single SMA±kσ.
- **Live self-calibration**: the band reports the percentage of bars it actually contained, on the current symbol, so its claim is verifiable.
- An **Ornstein-Uhlenbeck half-life** read that turns "far from the mean" into "expected to revert in about X bars, or not at all."
- An **empirical reversion-probability** statistic built from the chart's own history.
- A **regime-driven fade/ride auto-switch** and a single **conviction score with vetoes**, so the same band touch is interpreted correctly in different market states.
## Settings overview
Grouped as: Core (price source, basis, adaptive length), Band Engine (deviation engine, multipliers, quantile %, EWMA lambda, fat-tail), Regime, Mean-Reversion, Calibration, Squeeze, Signals, MTF, Conviction (weights and minimum), Risk (used for sizing and alert context), Optional Reference Feeds (volatility index, cross-asset — both off by default), and Display (bands, fills, divergence-as-lines toggle, adaptive dashboard, legend, identity label).
## Universal data source
The whole engine runs on a user-selected **price source** (close, hl2, hlc3, ohlc4, or even another indicator's output), and the optional reference feeds are typed in by the user, so the script is not tied to any one instrument or exchange. It also degrades gracefully on instruments without volume.
## A note on the chart used for publishing
The published chart shows only this script. The bottom-centre label prints the script name, the symbol and the timeframe so it is always clear what is plotted. No unrelated drawings or third-party indicators are added.
## Disclaimer
This script is a technical study for educational and informational purposes only. It is not financial, investment or trading advice, and it is not a strategy or a solicitation to buy or sell any instrument. The signals, levels, conviction scores and statistics it displays are derived from past price and volume on your chart and do not guarantee any future result. Markets involve risk; you are solely responsible for your own decisions and risk management. Test thoroughly before relying on any tool.
Indicateur
Adaptive MACD Regime, Volatility Bands & Conviction# Adaptive MACD — Regime, Volatility Bands & Conviction
## What this is
This is a single, self-contained momentum framework built around **one normalized MACD core**. Instead of plotting a raw MACD and leaving you to judge it, the script surrounds that core with the context a momentum reading needs to be usable: a market-regime filter, an adaptive length stage, a multi-timeframe agreement check, a volatility band, and a conviction score that combines them into one number. It runs on **any symbol and any timeframe** — the price source and every optional reference feed are selectable in Settings.
It is a study/indicator (not a strategy). It does not place orders and does not claim any performance.
---
## Why these components are combined (mashup rationale)
A plain MACD only answers "is momentum up or down right now." On its own it has two well-known weaknesses: it whipsaws during sideways markets, and its fixed 12/26/9 lengths are arbitrary for any given symbol or timeframe. Each module below exists to fix a specific one of those weaknesses, and they are deliberately chained so the output of one informs the next:
1. **Normalized MACD core (L1)** — the MACD histogram is converted to a rolling **z-score**, so a reading of "+2" means the same thing on a low-priced FX pair, a high-priced index, or a 1-minute vs daily chart. Raw MACD values are not comparable across instruments; the z-score is. This is what makes the rest of the framework symbol-agnostic.
2. **Regime filter (L2)** — efficiency ratio + ADX + a volatility-clustering measure classify the market as **Trend / Range / Volatile**. This is used to decide whether a momentum signal should be trusted: MACD crosses are reliable in trends and noisy in ranges, so the regime gates and reweights the core signal rather than treating every cross equally.
3. **Adaptive length stage (L3)** — a dominant-cycle estimate (Ehlers homodyne) retunes the fast/slow/signal lengths toward the market's measured rhythm, instead of a static 12/26/9. You can switch this to a volatility-driven mode or fall back to fixed lengths. This directly addresses the "arbitrary lengths" weakness.
4. **Multi-timeframe confluence (MTF)** — the same MACD logic is evaluated on four higher timeframes, confirmed on bar close so it does not repaint. A single-timeframe cross is weak; agreement across timeframes is the filter.
5. **Volatility band + fade (L4)** — a volume-weighted standard-deviation band around price flags stretched conditions and band-rejection ("fade") setups, used as a mean-reversion counterweight to the trend logic.
6. **Conviction + vetoes (CON)** — all of the above are blended into a single **0–100 conviction score** with hard vetoes (e.g. counter-regime, timeframe disagreement, volatility spike). This is the part that turns several separate readings into one decision so you are not eyeballing five panels.
7. **Risk framework (RISK)** — once there is a signal, it derives an ATR stop, R-multiple targets, and a position-size suggestion from your account equity and risk %. This is shown as thin Entry / Stop / TP1 / TP2 lines on price.
In short: **L1 makes momentum comparable, L2 decides if it can be trusted, L3 tunes it, MTF confirms it, L4 adds a reversion check, CON scores it, and RISK frames it.** None of the layers is decorative — remove any one and the others lose context.
---
## How to use it
1. Add it to any chart and timeframe. It plots in its own lower pane; the trade levels and dashboard overlay on price.
2. Read the **dashboard header**: it shows the current action (BUY / SELL / HOLD / WAIT / FLAT) and the entry/stop.
3. Check **VERDICT + conviction**: a higher score with no active vetoes is a stronger context. Vetoes are listed explicitly so you can see *why* something is blocked.
4. Use **REGIME** to set expectations — trend-following signals make more sense in a Trend regime; the Stretch/Fade rows matter more in Range.
5. The **Entry / Stop / TP1 / TP2 lines** on price show the framework's risk levels for the current signal only; previous trade lines are removed automatically.
6. Optional feeds (reference symbol, volatility index, open interest, cross-asset) are **blank by default** — add your own symbols if you want those confluence inputs, or leave them off. The script degrades gracefully and tells you in the FEEDS row which are live.
---
## Settings worth knowing
- **Price source** — the series the whole engine runs on. Defaults to close; works on any market.
- **Optional reference feeds** — all blank by default and entirely optional, so the script is not tied to any one market or exchange. Enter symbols relevant to your instrument if you want them.
- **Adaptive length driver** — Homodyne (cycle-adaptive), Volatility, or Fixed.
- **Risk & sizing** — account equity, risk %, ATR stop multiple, and value-per-move; the size output is a suggestion only.
- **Dashboard theme** — Auto/Dark/Light; Auto flips colors to stay readable on white or black backgrounds.
- **Name / symbol / timeframe label** — kept on by default so the chart always identifies what is plotted.
---
## What makes it original
It is not a wrapper around a built-in MACD. The core is rebuilt to accept a *series* length (so it can be retuned every bar), normalized to a cross-asset z-score, gated by an explicitly classified regime, and merged with multi-timeframe state into a single weighted conviction score with named vetoes. The volatility-band fade logic and the dominant-cycle length adaptation are integrated into that same score rather than shown as separate, disconnected studies.
---
## Notes and limitations
- Confirm-on-close is on by default to avoid repainting; intrabar values can still update until the bar closes.
- The optional "Call/Put strike" row is a convenience hint derived from price and your strike interval only — **no options-chain data is read and no option P&L is implied.**
- Higher-timeframe and reference-feed requests depend on your data subscription; if a feed is unavailable the script disables the dependent input and continues.
---
## Disclaimer
This script is provided for educational and informational purposes only. It is a technical study, not investment, financial, or trading advice, and not a solicitation to buy or sell any instrument. It does not guarantee any result. Markets involve risk, including loss of capital. Indicator signals, levels, and the position-size suggestion are illustrative and must not be relied on as the basis for any trade. Always do your own research and consider consulting a licensed financial professional before trading. The author accepts no liability for any loss arising from use of this script. Past behavior of any indicator is not indicative of future results.
Indicateur
Adaptive Momentum Strength Score (AMSS)There is a specific kind of frustration that every serious trader knows.
The setup looks right. The candle closes with conviction. The oscillator confirms. You enter and the move immediately stalls, reverses, or dissolves into noise. Later you realize the volume was weak, volatility never truly expanded, or directional pressure had already started fading before the entry.
That frustration is not a discipline problem. It is an information problem.
Most momentum indicators measure one piece of the puzzle. RSI measures price velocity. Volume indicators measure participation. Bollinger Bands measure volatility state. Each tells part of the story. The Adaptive Momentum Strength Score was built on the conviction that momentum quality can only be evaluated meaningfully when several complementary market forces are read together, not after the fact, but simultaneously, on every bar.
The Core Framework
The purpose of the composite score is straightforward: to answer not just whether price is moving, but whether the move is supported by the conditions that tend to give momentum its staying power.
The score is normalized between 0 and 100 and built from three independent components. The first measures candle impulse relative to ATR not raw candle size, but how decisive the current bar is in the context of what normal looks like for this asset right now. The second measures volume participation by comparing current volume against its moving average, distinguishing genuine momentum expansion from the kind of low-participation drift that precedes failed breakouts far more often than it precedes continuation. The third measures volatility expansion through Bollinger Band width relative to its own average, detecting the transition from compression into expansion as a market begins releasing stored energy.
Each component is independently normalized before combining. By default, volume participation carries the greatest weight of the three — a deliberate choice reflecting the observation that genuine participation tends to be the most reliable differentiator between momentum that follows through and momentum that fades. Candle impulse and volatility expansion carry equal secondary weight, acknowledging that decisive price movement and volatility expansion both contribute meaningfully to momentum quality without either being treated as a primary condition on its own. All weights remain fully adjustable for traders who prefer a different emphasis across different assets or timeframes.
What separates this framework from most traditional oscillators is that momentum strength, directional pressure, market regime, momentum acceleration, and signal confirmation are kept as independent layers that work together while remaining individually interpretable. The goal is not to compress everything into a single binary output but to provide a structured view of how momentum is developing and whether broader conditions are genuinely supportive.
Adaptive Thresholds
A composite score is only as useful as the threshold that determines when it becomes meaningful.
The indicator supports two threshold modes. Fixed mode works cleanly in stable trending environments where volatility expression is consistent. Adaptive mode the recommended default calculates the threshold dynamically using rolling score averages and standard deviation scaling, then clamps it within a defined range. As market character shifts, the threshold recalibrates automatically rather than forcing traders to manually adjust a static level every time volatility conditions change.
The practical consequence is worth understanding directly. In a static-threshold oscillator, a compression phase floods the chart with false crossovers while a genuine expansion phase can produce delayed or missed signals. The adaptive threshold adjusts to both conditions without intervention. The active level is always displayed as the orange reference line, there is never ambiguity about where the signal boundary sits.
The score is additionally classified into Weak, Moderate, and Strong states relative to the active threshold, allowing momentum quality to be evaluated quickly without relying on raw numerical values alone.
Directional Pressure
The score measures momentum magnitude. Direction is handled through a completely separate layer.
Directional bias is established through a two-part confirmation test on every bar. Price must sit on the correct side of a short-period directional EMA, and the average ATR-normalized candle direction over the recent lookback must clear a pressure threshold, meaning a single extended wick or isolated candle cannot flip the directional label on its own. The result is a three-state classification that updates in real time: Bullish, Bearish, or Neutral. This label colors the score line and feeds directly into the signal confirmation logic.
Regime Classification
Not all momentum signals carry equal weight. A score crossover during an expanding market is a categorically different event from the same crossover inside a compressed, coiling environment and treating them identically is one of the more common ways momentum-based approaches produce inconsistent results.
The indicator measures the range of the score over a lookback window and classifies conditions into three states. Compressed means the score has been operating within a narrow band, the market is coiling, energy may be building, and momentum signals in this state generally exhibit lower follow-through and greater variability, although strong expansions can emerge from prolonged compression. Balanced reflects normal trending or ranging conditions. Expanding means the score range has broken above the expansion threshold the market is releasing energy, and momentum signals carry stronger continuation characteristics during this state.
Regime classification can be applied as a filter to triangle signals or used purely as context within the dashboard.
Momentum Velocity
Knowing where the score is tells you the current momentum level. Knowing how fast it is changing tells you something more useful, where momentum is likely heading before price makes it obvious.
The velocity engine calculates the rate of change of the score relative to its own standard deviation, producing a normalized reading that classifies momentum as Accelerating, Decelerating, or Flat. When the score is rising rapidly against its recent volatility baseline, conditions are classified as Accelerating. When the score is fading even if it remains above the threshold the label shifts to Decelerating, and the score line renders at reduced opacity as a visual signal that underlying momentum may be exhausting before price visibly reacts.
For traders who have held into momentum reversals that showed no obvious price-level warning, this layer provides an early internal warning signal within the indicator's architecture that conditions are beginning to shift.
Two Signal Tiers
The indicator produces signals on two distinct levels, and the distinction between them is worth understanding precisely.
Threshold dots appear whenever the score crosses the active threshold while directional pressure is already aligned. They are intentionally sensitive as early directional momentum awareness signals indicating that conditions are beginning to strengthen, even though the broader filter stack may not yet be confirmed. Experienced traders use them to shift attention and begin evaluating whether a fuller setup is developing.
Triangle signals are the fully confirmed output. A triangle only appears when the score crosses the threshold, directional pressure agrees, and every enabled filter in the active gate stack also confirms simultaneously. This is not a smoothed version of the dot signal. It is a categorically different signal type representing the convergence of multiple independent conditions at the same moment.
The separation is deliberate. Dots keep traders informed of developing momentum. Triangles reserve the strongest visual output for the moments that genuinely earn it.
The Signal Gate Stack
Before any triangle reaches the chart it passes through up to four independent gates, stackable in any combination.
The current-timeframe EMA filter blocks signals running counter to local trend structure. The higher-timeframe EMA filter adds a structural second opinion from a broader timeframe, 4-hour by default with an option to use only confirmed closed bars to avoid incomplete higher-timeframe calculations. The regime filter restricts signals during compressed conditions or limits them to expanding phases only. The cooldown gate enforces a minimum bar gap between consecutive signals, suppressing the cluster of repeat triggers that commonly fire around a single momentum event and dilute signal quality.
The dashboard always displays exactly which gates are active. Traders never need to guess why a triangle did or did not appear, the filter logic is visible at all times.
Reading the Indicator: A Practical Workflow
1. Assess market regime first . Check the Info Table before anything else. Compressed conditions mean the score has been coiling in a tight range crossovers here often require greater selectivity, as follow-through tends to be less reliable until expansion begins, and participation should be approached more selectively. Expanding conditions deserve closer attention, as momentum signals generally carry stronger continuation characteristics during these phases.
2. Verify directional alignment. Confirm that the score line color and the Direction label in the dashboard match your intended trade direction. A technically valid score crossover against prevailing directional pressure is a lower-quality setup by design.
3. Watch for the threshold dot on the score pane . A small circle plots on the score line the moment momentum crosses the active threshold while directional pressure is already aligned. This is your early awareness signal. It means conditions are beginning to strengthen, but the broader confirmation stack may not yet be complete. Use it to shift attention to the price chart, not necessarily to trigger execution.
4. Wait for the triangle on the price chart . The triangle is the confirmed execution signal. It only appears when the score has crossed the threshold, directional pressure agrees, and every enabled gate in your active filter stack has confirmed simultaneously. Depending on your settings, this may include EMA alignment, regime validation, and cooldown logic. No triangle means at least one required condition has not been met, regardless of how the score looks in the pane below.
5. Check momentum velocity before entry. An Accelerating label at the point of the triangle adds meaningful weight to the setup. A Decelerating label on an otherwise valid triangle is a caution not necessarily a reason to avoid the trade, but a reminder that momentum quality may be less aggressive, follow-through may develop more gradually, or reversal risk may be beginning to increase.
6. Manage the trade with velocity as context, not as a standalone exit signal . If the score remains above or near the threshold but the line has dimmed signaling Decelerating momentum the move may be losing force even while price continues in the same direction. This does not automatically invalidate the trade or imply immediate exit. Instead, use velocity as an additional layer of context alongside price structure, trend conditions, and your existing risk-management framework.
What This Indicator Is Designed For
The Adaptive Momentum Strength Score is not a standalone trading system and does not attempt to be one. It is a momentum context engine — a structured framework for evaluating whether the conditions behind a price move reflect genuine strength and participation or whether they represent the kind of isolated, low-quality momentum that tends to produce less reliable continuation.
Every design decision in this script traces back to a single conviction: durable edge in trading does not come from reacting faster to a single signal. It comes from reading multiple independent market forces simultaneously and acting only when they converge. That is what this indicator was built to do and that is the only thing it claims to do well.
My Scripts/Indicators/Systems are for educational purposes only! Indicateur
Gravity Trend Levels [BOSWaves]Gravity Trend Levels - Acceleration-Derived Gravity Modeling with Adaptive Cloud Trail and Fail Level Projection
Overview
Gravity Trend Levels is a momentum acceleration-based trend system that models directional gravity through the normalized rate of change of an EMA-derived velocity measurement, where cloud thickness, trail distance, and trend state are continuously adapted based on whether gravitational pull is building, sustained, or decaying rather than through fixed volatility multipliers or static band thresholds.
Instead of relying on conventional moving average crossovers or ATR-scaled bands that treat all market conditions identically, trend state and cloud positioning are determined by measuring price acceleration relative to MAD-normalized volatility, converting that acceleration into a gravity score that decays exponentially when momentum diminishes and drives adaptive band interpolation between configurable tight and wide trail distances.
This creates a trend framework where the cloud reflects genuine momentum dynamics rather than arbitrary indicator levels. The cloud tightens and hugs price during high gravity periods when acceleration is strong and directional pull is confirmed, expands during gravity decay when momentum is weakening, and generates gravity fail levels at the precise price points where trend state changed, marking the exact locations where prior gravitational force collapsed and direction reversed.
Price is therefore evaluated against a cloud that continuously updates its distance from price based on measured acceleration dynamics, producing a trail that reflects the actual pull state of the current trend rather than applying a uniform band regardless of momentum conditions.
Conceptual Framework
Gravity Trend Levels is founded on the principle that trend confidence should be measured through the acceleration characteristics of price momentum rather than through price position relative to fixed indicators, and that the distance between price and its trailing cloud boundary should dynamically reflect whether momentum is actively pulling price in the trend direction or losing gravitational force.
Traditional trend-following tools apply consistent band distances regardless of whether momentum is surging or stalling, producing identical visual representations for high-conviction and deteriorating trend conditions. This framework replaces uniform band geometry with an acceleration-driven gravity model where band distance shrinks under strong gravitational pull and expands as gravity decays, communicating trend health through cloud behavior rather than requiring separate momentum indicators for context.
Three core principles guide the design:
Gravitational pull should be derived from normalized price acceleration rather than from price position alone, ensuring that cloud behavior reflects actual momentum intensity rather than the mere direction of a smoothed average.
Cloud thickness and trail distance should adapt continuously to the measured pull state, contracting during strong gravity and expanding during decay to provide a visual representation of trend conviction at all times.
Gravity fail levels should be projected from the precise price points where trend state changed, marking the locations where gravitational force reversed as permanent structural references for future price interaction.
This shifts trend analysis from static band monitoring into continuous gravitational force measurement where cloud dynamics communicate momentum state and fail levels preserve the structural evidence of prior gravity collapses.
Theoretical Foundation
The indicator combines EMA-based trend baseline construction, MAD volatility measurement, velocity and acceleration derivation from baseline rate of change, gravity scoring with exponential decay, and adaptive trail interpolation that maps pull strength to band distance.
The trend baseline is calculated as an EMA of close over the configured length, providing a smoothed directional reference. Velocity measures the change in baseline over the gravity lookback period, and acceleration measures the bar-to-bar change in velocity. Acceleration is normalized by MAD to produce a dimensionless score that reflects momentum change intensity relative to current volatility. When normalized acceleration exceeds the minimum threshold, gravity is set proportionally to the acceleration reading and capped at a maximum value. When acceleration falls below the threshold, gravity decays multiplicatively by the configured decay rate each bar. Pull converts gravity to a normalized 0-1 range that drives trail multiplier interpolation between the minimum tight distance and the maximum wide distance.
Four internal systems operate in tandem:
Gravity Detection Engine : Derives velocity from EMA baseline change over the gravity lookback, calculates acceleration as the bar-to-bar velocity change, normalizes against MAD, and updates the gravity state either by setting it proportional to current acceleration or applying exponential decay when acceleration subsides.
Adaptive Trail Construction : Converts gravity to a normalized pull value and interpolates the trail multiplier between the configured minimum and maximum settings, scaling MAD to produce upper and lower band distances from the baseline that tighten with strong pull and widen with decay.
Gravity Cloud System : Constructs a one-sided cloud positioned below price in uptrends and above price in downtrends, with cloud thickness scaling proportionally to current pull strength through a separate MAD-scaled thickness calculation that produces a visually dynamic pull indicator.
Gravity Fail Level Engine : On each trend state switch, projects a horizontal line from the flip bar's low for bullish flips and high for bearish flips, extending forward for the configured projection length to mark the price level where prior gravitational force collapsed and direction changed.
This design allows the cloud and trail to respond continuously to gravity dynamics while fail levels accumulate as a historical record of structural gravity collapses.
How It Works
Gravity Trend Levels evaluates price through a sequence of acceleration-aware and gravity-driven processes:
Baseline Calculation : EMA smoothing of close over the configured trend length produces the directional reference from which velocity and acceleration are derived.
MAD Volatility Measurement : Mean Absolute Deviation over the configured length provides the adaptive volatility unit that normalizes acceleration and scales all band and cloud distances.
Velocity Derivation : The difference between the current baseline and the baseline a configurable number of bars ago provides the velocity reading that captures the rate of directional change in the smoothed trend.
Acceleration Calculation : The bar-to-bar change in velocity produces the acceleration reading, which captures whether directional momentum is intensifying or diminishing.
Gravity State Update : Normalized acceleration above the minimum threshold sets gravity proportionally to the acceleration magnitude scaled by eight and capped at two. Below the threshold, gravity decays by multiplying by the configured decay rate each bar.
Pull Normalization : Gravity is divided by 1.5 and capped at one to produce a normalized pull value that maps the full gravity range to a 0-1 scale for trail interpolation.
Trail Multiplier Interpolation : The pull value interpolates between the maximum trail distance at zero pull and the minimum trail distance at full pull, producing a continuously adapting multiplier that scales MAD into upper and lower band distances.
Trend State Logic : Price crossing above the upper band triggers bullish state. Price crossing below the lower band triggers bearish state. State persists until the opposing band is breached.
Cloud Construction : The active cloud positions at the lower band in uptrends and upper band in downtrends, with an inner boundary offset by a pull-scaled thickness producing a two-edge cloud whose depth visually reflects current gravitational pull.
Gravity Fail Level Projection : On each trend switch, a horizontal line is projected from the flip bar at the bar's low for bullish flips and high for bearish flips, extending forward for the configured projection length as a structural fail reference.
Retest Diamond Detection : After the configured signal buffer period from the most recent flip, price touching the cloud inner edge triggers a retest diamond marker with a configurable minimum bar cooldown between consecutive signals on the same side.
Together, these elements form a continuously updating gravity-driven trend system where cloud dynamics reveal pull strength, fail levels mark structural collapse points, and retest diamonds identify price interactions with the inner cloud boundary throughout the trend.
Interpretation
Gravity Trend Levels should be interpreted as a momentum-gravity conviction system with dynamically adaptive cloud geometry and structural fail level mapping:
Bullish Trend State (Green) : Established when price closes above the upper adaptive band, with the gravity cloud positioned below price reflecting the upward gravitational pull state.
Bearish Trend State (Red) : Established when price closes below the lower adaptive band, with the gravity cloud positioned above price reflecting the downward gravitational pull state.
Gravity Cloud : The one-sided filled zone between the outer and inner cloud boundaries reflects current pull strength through its thickness. A thick cloud indicates strong gravitational pull with high trend conviction. A thin cloud indicates gravity decay and diminishing directional force.
Cloud Outer Edge : The primary structural boundary of the gravity cloud, positioned at the active adaptive band and colored fully in the trend direction, representing the outer limit of the gravitational field.
Cloud Inner Edge : The pull-scaled inner boundary of the cloud, representing the nearer edge of the gravitational zone and the threshold for retest diamond detection.
Gravity Fail Levels : Horizontal lines projected from trend flip bars at the flip bar's low for bullish flips and high for bearish flips, marking the exact price level where prior gravitational force collapsed. These levels persist as structural references for the configured projection length.
𝑩 Buy Signals : Green labels appearing below the bar when trend state switches from bearish to bullish, marking the gravity flip bar where upward pull has been established.
𝑺 Sell Signals : Red labels appearing above the bar when trend state switches from bullish to bearish, marking the gravity flip bar where downward pull has been established.
✦ Retest Diamonds : Small star diamonds plotted below bars during bullish retests and above bars during bearish retests when price touches the cloud inner edge after the signal buffer period, identifying interactions with the gravitational boundary during the trend.
Colored Candles : Optional bar coloring reflects current trend state direction, providing continuous directional context independent of cloud proximity or signal generation. Note: The original chart candles must be disabled in chart settings for the trend-colored candles to display properly.
Cloud thickness dynamics, fail level locations, and retest diamond positioning collectively provide more information than trend direction alone.
Signal Logic & Visual Cues
Gravity Trend Levels presents two primary trend transition signals alongside continuous cloud retest monitoring:
Buy Signal (𝑩) : Green label appears when trend state switches from bearish to bullish via upper band crossover, indicating gravitational pull has reversed to the upside and a fail level is projected from the flip bar's low.
Sell Signal (𝑺) : Red label appears when trend state switches from bullish to bearish via lower band crossunder, indicating gravitational pull has reversed to the downside and a fail level is projected from the flip bar's high.
Retest diamond detection provides continuous secondary monitoring, marking price touches of the cloud inner edge throughout the established trend after the signal buffer period with per-side cooldown enforcement.
Alert generation covers bullish and bearish gravity trend flips and any retest diamond occurrence for systematic monitoring workflows.
Strategy Integration
Gravity Trend Levels fits within momentum-informed and adaptive trend-following approaches:
Gravity Flip Entries : Use trend state switches as primary entry triggers where gravitational acceleration has driven price through the adaptive band, entering in the flip direction with the projected fail level providing an immediate structural reference for invalidation.
Cloud Thickness Conviction Reading : Monitor cloud thickness as a real-time gravity strength gauge. A thick, prominent cloud indicates strong active pull supporting the trend. A thin, contracting cloud warns of gravitational decay and warrants reduced confidence in trend continuation.
Fail Level Framework : Use gravity fail levels as structural references for subsequent price interaction, monitoring whether price respects or violates the level where prior gravity collapsed to assess the structural significance of the most recent trend change.
Retest Diamond Re-entry : Treat cloud inner edge retests after the signal buffer period as potential continuation opportunities within the established trend, using the diamond signal as a lower-risk re-entry reference relative to the initial flip signal.
Cloud Proximity Risk Management : Use the outer cloud edge as a dynamic trailing reference for position management, maintaining directional bias while price remains beyond the cloud and reassessing when price approaches or enters the gravitational zone.
Multi-Timeframe Gravity Alignment : Apply higher-timeframe gravity trend state as a directional bias filter, engaging with lower-timeframe flip signals only when they align with the established higher-timeframe gravitational direction.
Technical Implementation Details
Core Engine : EMA baseline with MAD volatility measurement for adaptive scaling
Gravity Model : Velocity from baseline rate of change, acceleration from velocity change, MAD normalization, proportional gravity setting with exponential decay
Adaptive Trail : Pull-normalized interpolation between configurable minimum and maximum MAD multipliers
Cloud Construction : One-sided pull-scaled thickness fill between outer and inner boundaries with EMA smoothing on both edges
Fail Levels : Flip-triggered horizontal line projection from bar extreme at configurable length and width
Retest System : Inner cloud edge proximity detection with signal buffer and per-side cooldown enforcement
Visualization : Gravity cloud fill, fail level lines, trend flip labels, retest diamond markers, and optional trend candle coloring
Performance Profile : Optimized for real-time execution across all timeframes with stateful gravity variable maintaining continuous decay between acceleration events
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday gravity tracking for scalping with shorter trend length and gravity lookback for faster acceleration detection and responsive cloud behavior
15 - 60 min : Session-level trend identification with balanced gravity decay and moderate trail settings for reliable intraday directional framing
4H - Daily : Swing-level gravity trend mapping with longer trend length and higher decay rate for sustained gravitational pull persistence across multi-session moves
Suggested Baseline Configuration:
Trend Length : 14
Gravity Lookback : 19
Gravity Decay : 0.96
MAD Length : 24
Trail Min (Strong Pull) : 1.0
Trail Max (Weak Pull) : 1.0
Show Gravity Cloud : Enabled
Show Gravity Fail Levels : Enabled
Show Buy/Sell Signals : Enabled
Retest Diamonds : Enabled
Color Bars : Enabled (requires disabling original chart candles in chart settings)
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's momentum characteristics, volatility behavior, and preferred signal frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Cloud too wide throughout : Decrease Trail Max to reduce band distance during low gravity periods, bringing the cloud closer to price during momentum decay phases.
Cloud too tight throughout : Increase Trail Max to allow greater band expansion during gravity decay, producing a more visually prominent cloud separation during low-conviction conditions.
Gravity builds too slowly : Decrease Gravity Lookback toward 5 for a shorter velocity measurement window that captures acceleration shifts more rapidly, producing faster gravity activation on momentum changes.
Gravity activates too frequently : Increase Gravity Lookback to smooth the velocity measurement across more bars, requiring more sustained directional change before acceleration registers as gravitational pull.
Gravity decays too quickly : Increase Gravity Decay toward 0.99 to sustain gravitational pull longer between acceleration events, maintaining cloud contraction for more bars after acceleration subsides.
Gravity lingers too long : Decrease Gravity Decay toward 0.80 for faster pull dissipation, allowing the cloud to expand more quickly when momentum weakens and reducing lag between gravity collapse and visual cloud response.
Too many retest diamonds : Increase Retest Cooldown to enforce greater bar separation between consecutive diamond markers, or increase Signal Buffer Period to delay retest detection further from each flip event.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets with clear momentum phases where gravitational acceleration builds and sustains across multiple bars, producing thick, persistent clouds that visually confirm directional pull throughout the move
Instruments with consistent volatility behavior where MAD normalization accurately calibrates acceleration significance and cloud distance across varying market conditions
Momentum continuation strategies where cloud retest diamonds identify lower-risk re-entry points within established gravity trends after the initial flip signal
Structural reference frameworks where gravity fail levels provide meaningful historical markers at the exact price points where prior directional momentum collapsed
Reduced Effectiveness:
Choppy, low-momentum markets where acceleration readings oscillate without sustained directional pull, producing frequent gravity flips and thin clouds that fail to establish meaningful directional framing
Extremely volatile environments where individual bar acceleration spikes generate momentary gravity readings that decay before producing sustained cloud contraction or reliable trend state persistence
News-driven or gap-heavy instruments where instantaneous momentum changes trigger gravity activation and immediate flip signals without the gradual acceleration buildup the model is designed to detect
Consolidation and sideways conditions where velocity and acceleration remain near zero, preventing meaningful gravity generation and causing the cloud to remain in its expanded low-pull state without directional conviction
Mean-reversion dominant markets where band crossovers trigger frequent state changes that repeatedly project fail levels without the subsequent directional follow-through that validates their structural significance
Integration Guidelines
Confluence : Combine with BOSWaves order flow tools, volume analysis, or structural indicators to validate gravity flip signals with participation context before committing to directional positions
Cloud Thickness Monitoring : Track cloud thickness evolution throughout the trend as an ongoing gravity health assessment. Consistently thick clouds support continuation confidence while progressive thinning signals approaching decay and warrants defensive position management.
Fail Level Awareness : Monitor price behavior when it returns to prior gravity fail levels. These levels mark the exact prices where directional force previously collapsed, making them structurally meaningful references for future support, resistance, or reversal reactions.
Decay Anticipation : Use cloud thinning as an early warning of approaching gravity decay before a formal flip signal is generated. Thinning during an extended trend suggests acceleration is subsiding and the probability of a state change is increasing.
State Discipline : Maintain directional bias aligned with current gravity trend state until a confirmed band crossover flip occurs. Cloud retests and fail level interactions within an established trend do not constitute state changes and should be interpreted as continuation context rather than reversal signals.
Disclaimer
Gravity Trend Levels is a professional-grade momentum acceleration and trend conviction analysis tool. It uses acceleration-derived gravity modeling with adaptive cloud construction and structural fail level projection but does not predict future price movements. Results depend on market conditions, instrument momentum characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates order flow context, volume analysis, and comprehensive risk management. Indicateur
[ A L P H A X ] ANCHOR Delta Volume Adaptive Entry EngineAlphaX ANCHOR — Liquidity-Anchored Trailing Stop System with Delta Volume Profile, Adaptive Band Scaling, HVN Confluence & 6-Layer Entry Engine
AlphaX ANCHOR is a professional-grade trend-following and entry precision system built around a proprietary four-band liquidity-anchored trailing stop engine that adapts to volatility in real time. Where conventional trailing stops use a fixed ATR distance and flip on any close beyond it, ANCHOR builds a structured four-layer band system that breathes with market conditions — tightening automatically during low-volatility squeeze phases and expanding during expansion phases — while simultaneously computing a delta-weighted volume profile anchored to the current trend segment. The result is a system that does three things simultaneously: tells you the trend direction with structural confidence, shows you exactly where the institutional volume is concentrated within the current move, and fires precision entries only when price returns to the outer anchor band within a qualifying 6-layer confluence environment. Designed for swing traders, position traders, and trend-following scalpers across crypto, forex, gold, and indices on any timeframe.
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⚓ The Anchor Trail Engine — How It Works
The core of AlphaX ANCHOR is the four-band liquidity-anchored trailing stop system — a structured set of concentric ATR bands that trail price in the trend direction, each band serving a distinct role in the trade management framework.
Band architecture:
Band 1 (Inner) — the closest band to price. Set at the base multiplier × ATR distance (default: 6.5×). Acts as the tightest stop reference — for aggressive traders who want minimal drawdown and are willing to accept more noise exits
Band 2 (Mid-Inner) — base + 1.0× ATR additional offset. The intermediate reference zone
Band 3 (Mid-Outer) — base + 2.0× ATR additional offset. Structural breathing room for normal pullbacks
Band 4 (Anchor — Outer) — base + 3.0× ATR additional offset. The primary trend invalidation level. A close beyond this band flips the trend. This is the band the confluence engine watches for retest entries
Trailing mechanics:
In a bull trend, all four bands trail price upward — ratcheting higher with every bar that closes higher, never moving down. The trail is one-directional: in a bull trend, bands can only move up; in a bear trend, bands can only move down. This ratchet behavior prevents the bands from widening on pullbacks — once a level is established, price must return all the way to Band 4 before a trend flip is triggered. This single property is what makes ANCHOR bands structurally superior to simple ATR trailing stops: they do not exit on noise, only on genuine structural breakdowns.
Trend flip logic:
A trend flip occurs when the source price closes beyond Band 4 — the outer anchor level. On the flip bar, all four bands immediately reset to the opposite side of price at their respective ATR distances. A ▲ ANCHOR BULL or BEAR ▼ ANCHOR label marks every flip on the chart, giving you clear visual confirmation of every structural trend change.
Heatmap visualization:
When the Trailing Stop Heatmap is enabled, the space between all four bands is filled with gradient color layers — progressively more opaque from Band 1 to Band 4. This creates an immediate visual depth map of the trailing stop structure: the closer price is to Band 4, the deeper into the "danger zone" the pullback has penetrated. At a glance, you can see whether a pullback is shallow (barely in the inner fill) or deep (approaching the outer anchor line) without reading a single number.
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🌊 Adaptive Band Scaling — Breathing With Volatility
Standard ATR trailing stops maintain a fixed multiplier regardless of whether the market is in a squeeze or an expansion phase. ANCHOR solves this with an adaptive scaling system that continuously adjusts the effective band multiplier based on current volatility context.
How it works:
The current ATR value is percentile-ranked over the last 100 bars using a percentrank function, producing a real-time volatility percentile reading. Additionally, the system monitors whether Bollinger Bands are compressed inside Keltner Channels — the squeeze condition.
Three scaling states:
Squeeze active (BB inside KC) — multiplier scales down to the Adaptive Min Scale (default: 0.85×). Bands tighten. During a squeeze, price movement is compressed and the natural pullback range is narrower — tighter bands correctly reflect this reduced volatility and avoid giving back gains unnecessarily when the market is coiling
High volatility (ATR in top 75th percentile) — multiplier scales up to the Adaptive Max Scale (default: 1.15×). Bands widen. During expansion phases, price swings are larger and a wider band correctly avoids being stopped out by normal volatility noise
Normal conditions — multiplier stays at 1.0× the base setting. No adjustment needed
Dashboard readout:
The current adaptive scale is displayed live on the dashboard as a multiplier value (e.g., 0.85x SQZ or 1.15x) in real time, so you always know whether the system is in tight, normal, or wide band mode.
Why adaptive scaling matters: A fixed 6.5× ATR trailing stop is too wide during a squeeze and too tight during a volatility spike. Adaptive scaling means ANCHOR is always correctly sized for the current market environment — without any manual adjustment from you.
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📊 Delta-Weighted Volume Profile — Anchored to the Trend Segment
The volume profile in AlphaX ANCHOR is not a standard fixed-range profile. It is a trend-segment-anchored profile — recomputed from the exact bar where the current trend began (the last Band 4 flip) to the current bar. Every time the trend flips, the profile resets and starts building fresh from the new trend origin.
What this means in practice: The profile always shows you the volume distribution of the current institutional delivery move — not an arbitrary date range, not the last N bars, but specifically the price levels where volume has concentrated since the institutional trend began. This is the most relevant possible volume profile for understanding the current trade's context.
Delta weighting:
When Delta-Weighted Volume is enabled (default: on), each bar's contribution to the volume profile is adjusted by the estimated directional bias of that candle:
In a bull trend — the bull volume estimate (close position within the high-low range × total volume) is used. Bullish candles contribute more weight to their price levels than bearish candles
In a bear trend — the bear volume estimate is used. Bearish candles carry more weight
This delta weighting creates a profile that reflects not just where volume occurred, but where directionally committed volume occurred — the levels where buyers (in a bull trend) or sellers (in a bear trend) were most active. These are the genuine institutional accumulation and distribution zones, not just high-activity noise zones.
Profile structure:
The profile is divided into a configurable number of rows (default: 30), each representing an equal price bin across the trend segment's high-low range. The width of each bar in the rendered profile is proportional to the volume in that bin relative to the maximum bin volume — the widest bar is always the highest-volume level.
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📍 POC, Value Area & HVN Detection
Point of Control (POC):
The single price bin with the highest volume in the current trend segment. This is the price level where the most delta-weighted volume has traded since the trend began — the most liquid price in the current institutional move. Plotted as a solid purple line extending from the trend start to the right edge of the profile. The POC price is displayed live on the dashboard and is available as a take-profit target mode.
Value Area High (VAH) and Value Area Low (VAL):
The price range containing a configurable percentage of total segment volume (default: 70%). The value area represents the zone where the market spent 70% of its time and volume — the institutional fair value range for the current trend segment. VAH is plotted as a dashed yellow-green line; VAL as a dashed red line. These levels act as natural support and resistance within the trend — price frequently respects VAH and VAL on pullbacks before continuing in the trend direction.
High Volume Nodes (HVNs):
Local volume peaks within the profile — bins where volume is higher than both the bin immediately below and the bin immediately above. These are the institutional congregation zones — price levels where significant two-sided activity occurred. HVNs frequently act as magnets: price is attracted to them, and once reached, tends to spend time at them before continuing. Identified algorithmically across all bins, HVN levels are plotted as horizontal lines extending from the trend start, styled and colored by the configured settings. The highest-volume HVN receives a bold line and a price label.
HVN confluence scoring:
The confluence engine awards 1 point when either the current close or the outer Band 4 level is within a tolerance of ±0.35× ATR of any HVN level. An entry that fires at the anchor band while simultaneously sitting at an HVN level means you are buying or selling at a level where the most institutional volume has transacted — a genuinely high-conviction entry location.
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⚖ Trend Equilibrium — Premium/Discount Positioning
The Trend Equilibrium line is the midpoint between the highest high and the lowest low since the current trend began (the trendHigh and trendLow of the segment). Plotted as a purple dotted line directly on the chart.
This level serves as the dynamic premium/discount divider for the current trend segment:
Below equilibrium = discount — price is in the lower half of the trend segment range. For bull trends, this is the institutional accumulation zone — the preferred entry location for long positions
Above equilibrium = premium — price is in the upper half of the range. For bear trends, this is the institutional distribution zone — the preferred entry location for short positions
The Require PD Zone setting enforces that long signals only fire when price is in discount and short signals only fire when price is in premium. This one filter alone eliminates a substantial class of low-quality entries — those that occur when price has already extended far from the segment midpoint and the risk/reward is structurally poor.
Unlike a fixed-range PD calculation, this equilibrium adapts dynamically to the current trend segment — it is always the midpoint of this trend's range, making it the most contextually accurate premium/discount reference available.
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🧠 The 6-Layer Confluence Engine
Entry signals fire only when price touches the outer Band 4 anchor level within a qualifying 6-layer confluence environment. Each layer votes independently. The default minimum is 4 of 6.
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Layer 1 — Anchor Trend Direction
Awards 1 point when the ANCHOR system's current trend direction agrees with the signal. Bull signals require trend == 1; bear signals require trend == -1. This is also a hard positional requirement — the anchor touch condition itself requires a bull trend for longs (price touching Band 4 from above) and a bear trend for shorts (price touching Band 4 from below). The trend direction is therefore inherently confirmed by the signal trigger condition.
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Layer 2 — HTF Bias
Awards 1 point when the higher timeframe EMA structure (default: 60-minute, 21/55 EMAs) agrees with the signal direction. The HTF condition for ANCHOR is stricter than in other AlphaX systems: the HTF fast EMA must be above the slow EMA and the HTF close must be above the HTF fast EMA for a bull vote — requiring both EMA alignment and price confirmation on the higher timeframe simultaneously.
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Layer 3 — ADX Trend Strength
Awards 1 point when ADX meets the minimum threshold (default: 18). Confirms the market is in a genuine trending phase where Band 4 retests are likely to produce continuation moves rather than range reversals.
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Layer 4 — Volume Delta
Awards 1 point when the estimated volume delta (bull volume EMA minus bear volume EMA) agrees with the signal direction. Confirms that the institutional order flow pressure at the anchor touch is directionally consistent with the trend. A Band 4 touch with opposing volume delta is a warning sign — institutions may be distributing at the level, not accumulating.
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Layer 5 — Premium/Discount Zone
Awards 1 point when price is in the correct zone relative to the trend equilibrium level — discount for longs, premium for shorts. A Band 4 touch in the discount zone means you are entering at the outer structural boundary of the trend and the lower half of the segment range — the optimal dual positioning that maximizes risk/reward.
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Layer 6 — HVN Confluence
Awards 1 point when the current close or the Band 4 level is within ATR tolerance of any detected High Volume Node from the segment profile. This is the layer that bridges the trailing stop system and the volume profile — when a Band 4 retest coincides with an HVN, price is returning to the outer structural boundary precisely where the most institutional volume has traded. The convergence of structural (Band 4) and volumetric (HVN) confluence at the same price level is the highest-quality entry condition ANCHOR can detect.
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🏷 Signal Firing Logic
An ANCHOR signal fires when all of the following are simultaneously true:
Price has touched Band 4 from the correct side — low within Band 4 tolerance for longs (bull trend), high within Band 4 tolerance for shorts (bear trend)
The close is back on the correct side of Band 4 — close above Band 4 for longs, close below for shorts (confirming the touch was a retest, not a breakdown)
Confluence score meets or exceeds the configured minimum (default: 4 of 6)
Session filter confirms active hours (when enabled)
Signal cooldown has elapsed since the last signal (default: 8 bars)
Show Entry Signals is enabled
Live confluence display:
A small label near the current Band 4 level on the last bar shows the live bull and bear scores in the format B 5/6 · S 2/6 — updating in real time so you can monitor the confluence state without looking at the dashboard.
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🎯 Exit Guidance System
ANCHOR provides two live guidance levels plotted as dotted circles on the chart when a signal fires — not hard mechanical exits, but institutionally informed price targets for use in your own exit planning.
SL Guide:
The stop loss guide is anchored to a configurable band (default: Band 4 — the outer anchor). The SL band can be set to any of the four bands depending on your risk tolerance. Band 4 represents the structural invalidation level — the trend has flipped if price closes beyond it. Band 1 is the tightest option for aggressive stop placement.
TP Guide (three modes):
POC Target (default) — the take-profit guide points to the current segment POC. This is the most structurally meaningful target: in a bull trend, a Band 4 retest entry with a POC target means you are entering at the lowest point of the trend's volume structure and targeting the price where the most institutional activity occurred. The POC frequently acts as a magnet — price is drawn back to it after pullbacks
Opposite Band — the TP guide points to the trendHigh (bull) or trendLow (bear) of the current segment — the opposite extreme of the trend range. Maximum trend extension target
ATR Multiple — a fixed ATR distance from the entry close (default: 2.5×). Simple and consistent across all instruments and timeframes
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📊 Live Dashboard
The real-time dashboard displays the complete internal state across four sections, updated on every bar.
TREND
Anchor Trend — current ANCHOR system trend direction: ▲ BULLISH or ▼ BEARISH. This is the primary trend state — the direction all long entries must align with
Adaptive — current adaptive scale multiplier (e.g., 0.85x SQZ, 1.00x, or 1.15x) with squeeze state flag. Tells you whether bands are currently tighter or wider than the base setting
PD Zone — current premium/discount position relative to the trend equilibrium: ◧ DISCOUNT, ◧ PREMIUM, or — EQ
FILTERS
HTF Bias — higher timeframe EMA alignment: ▲ BULL, ▼ BEAR, or — FLAT
ADX — live ADX value with ✓ or ✗ pass/fail
Vol Delta — current volume delta direction: ▲ BULL, ▼ BEAR, or —
Session — ✓ ACTIVE or ✗ OFF
VOLUME
POC — current Point of Control price level. Updated in real time as the profile builds
VAH / VAL — Value Area High and Value Area Low levels for the current trend segment
HVN Count — number of High Volume Nodes currently detected in the segment profile
CONFLUENCE
Bull Score — live 0–6 score. Background highlights yellow-green when threshold is met
Bear Score — live 0–6 score. Background highlights red when threshold is met
Anchor Band — the current Band 4 price level in real time — the exact price where the next retest entry would occur
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📈 Chart Visual System
Band 4 (Anchor — thick solid line) — the outer trailing stop and primary structural level. Yellow-green in bull trend, red in bear trend. The most important line on the chart
Band 3 (semi-transparent) — mid-outer reference, 2× ATR inside Band 4
Band 2 (more transparent) — mid-inner reference, 1× ATR inside Band 4
Band 1 (most transparent) — inner reference, base ATR distance from price
Heatmap fills — gradient color fills between all four bands. Deepening opacity toward Band 4 creates a visual depth map of trailing stop risk
Trend Equilibrium Line (purple dots) — the dynamic midpoint of the current trend segment's high-low range
▲ ANCHOR BULL / BEAR ▼ ANCHOR label — appears on every trend flip at the Band 4 flip price, marking each structural direction change
▲ Triangle (below bar) — long entry signal at Band 4 retest with confluence confirmed
▼ Triangle (above bar) — short entry signal at Band 4 retest with confluence confirmed
Live confluence label — B x/6 · S x/6 score label near the current Band 4 level on the last bar, updating in real time
Volume profile bars — delta-weighted horizontal bars rendered to the right of the current price, color-matched to trend direction, proportional to bin volume
POC line (purple solid) — the highest-volume level in the current trend segment
VAH line (yellow-green dashed) — Value Area High boundary
VAL line (red dashed) — Value Area Low boundary
HVN lines — horizontal lines at every local volume peak. The dominant HVN (highest volume) receives a bold line and price label
SL Guide (red dotted circles) — stop loss reference level at the configured anchor band
TP Guide (yellow-green dotted circles) — take-profit reference pointing to POC, opposite band extreme, or ATR target
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🚀 How to Trade with AlphaX ANCHOR — Step by Step
Step 1 — Establish Trend Context
Check the dashboard: what is the Anchor Trend? This is your trading direction — only take longs in ▲ BULLISH, only take shorts in ▼ BEARISH
Check HTF Bias — does the higher timeframe agree? A bull Anchor Trend with bull HTF Bias is the ideal setup condition
Check the Adaptive row — is the system in squeeze mode (0.85x SQZ)? If so, bands are tighter and a Band 4 touch is more likely. Expansion mode (1.15x) means wider bands and deeper pullbacks to reach Band 4
Note the POC and VAH/VAL levels on the dashboard and the chart. These are your key target and support/resistance levels within the current trend
Step 2 — Watch for Band 4 Approach
Monitor the heatmap — as price pulls back from the trend high, it moves progressively through the Band 1, 2, 3 fills. By the time price is deep in the Band 3 fill and approaching the solid Band 4 line, a retest touch is imminent
Check the live confluence label near Band 4. Is the bull score at or near the threshold? If so, a signal may fire on the next bar
Check the PD Zone row — is price in discount for a long entry? A Band 4 touch in discount zone is the optimal entry scenario
Step 3 — Enter on the ANCHOR Triangle
A ▲ triangle confirms the Band 4 touch with qualifying confluence. Enter on the close or next bar open
Note whether an HVN level is near the entry price — an HVN + Band 4 confluence entry is the highest-quality ANCHOR setup
The SL Guide dotted line shows your stop reference. The TP Guide shows the POC, opposite extreme, or ATR target depending on your mode setting
Step 4 — Manage with the Band Structure
As the trade moves in your favor, watch the bands ratchet upward (bull) with price — your trailing stop is automatically rising
The POC line is your primary profit target in POC Target mode. As price approaches the POC, consider scaling out
The VAH level (bull trend) acts as the next resistance after POC — if price clears VAH with momentum, the trade has potential to reach the trendHigh
If price pulls back into the Band 3 or Band 4 zone again without a trend flip, this is a secondary entry opportunity — the same confluence check applies
Step 5 — Trend Flip Exit
A close beyond Band 4 triggers a trend flip — the BEAR ▼ ANCHOR label appears, the bands invert, and the volume profile resets for the new trend segment
Exit the prior trend position on the flip bar or the following open
Wait for the new trend to establish and a Band 4 retest to develop in the new direction before re-entering
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⚠ Identifying Low-Quality Conditions — When Not to Trade
Stand aside when:
Trend flips are occurring rapidly — multiple ▲ / ▼ ANCHOR flip labels in quick succession indicate a choppy, oscillating market where the Band 4 trailing stop is being crossed repeatedly. The volume profile will be very short (few bars since last flip) and the POC will be meaningless. Wait for a trend to establish and sustain for at least 10–15 bars before looking for Band 4 retest entries
HTF Bias opposes the anchor trend — a bull ANCHOR trend with bear HTF Bias means the current timeframe is moving against the higher timeframe flow. Band 4 retest entries in this environment carry significantly reduced success rates
ADX ✗ on the dashboard — the market is not trending. ANCHOR is a trend-following system by design — Band 4 touches in ranging markets frequently result in immediate trend flips rather than continuations
HVN Count shows 0 — the volume profile has not yet built enough data to identify volume nodes. This typically occurs immediately after a fresh trend flip. Wait for the trend to develop more bar history before relying on HVN confluence
Adaptive shows 1.15x (expansion) and price is approaching Band 4 rapidly — high-volatility expansion phases can produce fast, aggressive moves to Band 4 and beyond. Reduce position size in expansion mode entries
Price is in premium for a bull entry or discount for a bear entry — the PD Zone filter will block these automatically when enabled, but if disabled, be aware that entries at the wrong side of equilibrium carry structurally poor risk/reward
The ideal ANCHOR setup condition:
Anchor Trend established for 15+ bars — sufficient history for meaningful volume profile
HTF Bias aligned with trend direction
ADX ✓ confirming a trending market
Adaptive at 1.0x or 0.85x (normal or squeeze — not expansion)
Price in discount (bull) or premium (bear)
Band 4 touch coincides with a visible HVN level
Confluence score at 5/6 or 6/6
When all these conditions align simultaneously, an ANCHOR entry is the closest to a textbook institutional continuation setup the system can produce.
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⚡ Key Features
⚓ Four-band liquidity-anchored trailing stop — Band 1 through Band 4, each ATR offset apart, ratcheting in trend direction with a one-directional lock preventing widening on pullbacks
🌊 Adaptive band scaling — automatically tightens during squeeze phases and widens during high-volatility expansion. Scale multiplier displayed live on dashboard
🔥 Trailing stop heatmap — gradient opacity fills between all four bands creating a real-time visual depth map of pullback risk from shallow to deep
📊 Delta-weighted volume profile — anchored to the current trend segment from the last Band 4 flip, using directional volume weighting for institutional accuracy
📍 POC detection — highest-volume level in the current trend segment plotted live and available as a TP target mode
📐 Value Area High/Low — 70% volume concentration zone for the current trend segment, plotted as dynamic support/resistance levels
🔮 HVN detection — algorithmic local volume peak identification across all profile bins. Lines extend from the trend origin through the profile
⚖ Trend equilibrium — dynamic PD zone midpoint anchored to the current trend segment high and low, updating in real time as the segment expands
📡 HTF bias filter — dual-EMA + price confirmation from a configurable higher timeframe, stricter condition than standard EMA crossover
🧠 6-layer confluence gate — Anchor Trend, HTF Bias, ADX, Volume Delta, PD Zone, and HVN Confluence all scored independently on every bar
📊 Live confluence label on chart — B x/6 · S x/6 displayed near Band 4 in real time without requiring dashboard attention
🎯 Three TP target modes — POC Target (institutional magnet), Opposite Band (maximum trend extension), or ATR Multiple (fixed distance)
⚙ Configurable SL anchor band — choose Band 1 through Band 4 for stop placement based on your risk preference and trading style
🏷 Trend flip labels — ▲ ANCHOR BULL and BEAR ▼ ANCHOR labels mark every structural trend change on the chart
📊 18-row live dashboard — Trend, Filters, Volume, and Confluence sections updated in real time
🔔 6 alert conditions — bull/bear trend flips, long/short entries, and HVN + anchor confluence touches
🎨 Fully cohesive dual-tone color system — yellow-green for all bullish elements, red for all bearish, orange for squeeze, purple for VWAP/equilibrium/POC
⚙ Fully configurable — ATR length, base multiplier, adaptive scaling range, volume profile rows and width, value area percentage, HTF timeframe and EMA periods, ADX threshold, PD zone requirement, TP mode, SL band, and all colors are independently adjustable
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⚙ Settings Reference
Anchor Trail Engine
ATR Length — lookback for the ATR calculation used in all band offsets (default: 14)
Source — price source for trailing stop calculations (default: close)
Band Offset (Base) — ATR multiplier for Band 1, the innermost band. Bands 2–4 add +1, +2, +3 automatically (default: 6.5)
Adaptive Band Scaling — toggles the volatility-adaptive multiplier adjustment
Adaptive Min Scale — multiplier floor applied during squeeze conditions (default: 0.85)
Adaptive Max Scale — multiplier ceiling applied during high-volatility expansion (default: 1.15)
Volume Profile
Show Volume Profile — toggle the rendered profile bars to the right of price
Profile Rows — number of price bins in the volume profile (default: 30)
Profile Width (Bars) — maximum horizontal width of the profile in bars (default: 40)
Delta-Weighted Volume — when on, weights each bar's contribution by directional candle bias
Show HVN Levels — toggle horizontal High Volume Node lines
HVN Line Style — Dotted / Solid / Dashed
HVN Line Width — thickness of HVN lines (default: 1)
Show Value Area (POC/VAH/VAL) — toggle POC, VAH, and VAL line plots
Value Area % — percentage of total volume used to define the value area boundaries (default: 70%)
Show Trend Equilibrium — toggle the dynamic segment midpoint line
Confluence & Entries
HTF Trend Filter — toggle the higher timeframe EMA bias requirement
HTF Timeframe — the higher timeframe for EMA calculations (default: 60-minute)
HTF Fast / Slow EMA — EMA periods on the higher timeframe (defaults: 21 / 55)
ADX Trend Filter — toggle the ADX minimum requirement
ADX Length — ADX calculation lookback (default: 14)
ADX Minimum — threshold below which signals are suppressed (default: 18)
Volume Delta Filter — toggle the volume delta directional requirement
Volume MA Length — EMA smoothing length for volume delta calculation (default: 14)
Require PD Zone — when on, longs require discount positioning, shorts require premium
Session Filter — toggle active hours restriction (default: off — ANCHOR is designed for all-session use on most instruments)
Active Session — configurable session window
Min Layers (of 6) — minimum confluence score to fire a signal (default: 4)
Signal Cooldown — minimum bars between consecutive signals (default: 8)
Show Entry Signals — toggle signal triangles on or off
Show Confluence Label — toggle the live B/S score label near Band 4
Exit Guidance
Show SL / TP Guides — toggle the guide level dotted circle plots
SL Anchor Band — which of the four bands to use as the stop loss reference (default: Band 4)
TP Target Mode — POC Target / Opposite Band / ATR Multiple
TP ATR Mult — ATR distance for the ATR Multiple TP mode (default: 2.5)
Display
Trailing Stop Heatmap — toggle the gradient opacity fills between bands
Trend Flip Labels — toggle the ▲ ANCHOR BULL / BEAR ▼ ANCHOR labels
Show Dashboard — toggle the full dashboard panel
Dashboard Position — Top Left / Top Right / Bottom Left / Bottom Right
Colors
Bull / Bull Bright — yellow-green family for all bullish bands, fills, and labels
Bear / Bear Bright — red family for all bearish elements
Squeeze — orange for squeeze state indicators
Equilibrium — purple for the trend equilibrium line
POC Line — purple for the Point of Control
VAH / VAL Lines — yellow-green and red for value area boundaries
SL Guide / TP Guide — stop and target guide line colors
Bull / Bear Label Text — text color for confluence and flip labels
Dash Text / Dash BG / Dash Header / Dash Section / Dash Frame — full dashboard color control
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🔔 Alert Conditions (6 total)
Trend Alerts
Anchor Bull Flip — trend has anchored bullish. Band 4 closed above, all bands reset upward. Watch outer band for pullback entry development
Anchor Bear Flip — trend has anchored bearish. Band 4 closed below, all bands reset downward
Entry Alerts
Anchor Long Entry — Band 4 touched from above with confluence confirmed. Long signal fired
Anchor Short Entry — Band 4 touched from below with confluence confirmed. Short signal fired
HVN Confluence Alerts
HVN + Anchor Long Touch — price is touching the anchor band at or near a High Volume Node support zone. Pre-signal awareness alert
HVN + Anchor Short Touch — price is touching the anchor band at or near a High Volume Node resistance zone
All alert messages are formatted as const strings for clean webhook and notification platform integration.
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🎯 Recommended Settings by Instrument & Timeframe
The default configuration is optimized for XAUUSD, major forex pairs, crypto, and indices on M5–H1 . ANCHOR is uniquely versatile — the volume profile adapts to any trend length and the adaptive scaling handles any volatility regime:
Band Offset at 6.5× — wide enough to avoid noise exits on intraday timeframes while keeping the trail structurally relevant
HTF at 60-minute — provides meaningful context for M5–M15 intraday trading
Delta-Weighted Volume on — directional weighting produces the most institutionally relevant profile on all liquid instruments
Value Area at 70% — the standard institutional value area definition used by professional volume profile traders
Session filter off by default — ANCHOR is designed for continuous multi-session trading on most instruments
For other instruments or timeframes, adjust:
M1–M3 scalping — reduce Band Offset to 4.5–5.5, reduce ATR Length to 10, increase Profile Rows to 20 for faster profile builds
H4 / Daily swing trading — increase Band Offset to 8.0–10.0, set HTF to Weekly, reduce Profile Rows to 15–20 for cleaner node identification, increase TP ATR Mult to 4.0–5.0
Crypto (BTC, ETH) — increase Adaptive Max Scale to 1.25 to accommodate wider expansion swings, increase Band Offset to 7.5–8.5
Low-volatility forex pairs — reduce Band Offset to 5.5–6.0, reduce Adaptive Min Scale to 0.80 for tighter squeeze-phase bands
Tighter signal quality — raise Min Layers to 5/6, enable PD Zone requirement, raise ADX minimum to 22
More frequent signals — lower Min Layers to 3, disable HTF filter, disable PD Zone requirement
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👥 Who This Is For
📈 Trend followers and swing traders — the four-band trailing stop with heatmap visualization is built specifically for riding extended directional moves with structural confidence, not second-guessing every pullback
📊 Volume profile traders — the delta-weighted, trend-anchored profile provides the most contextually relevant volume analysis available for any given trend segment
🥇 Gold (XAUUSD) and forex traders — default settings are tuned for these instruments. The adaptive band scaling handles XAUUSD's distinctive alternation between low-volatility coiling and high-velocity expansion
🎯 Pullback entry traders — ANCHOR is specifically designed to fire at the outer structural boundary of the trend (Band 4) rather than on breakouts or initial moves. Every entry is a pullback-to-structure trade at the institutional trailing stop level
📡 Multi-timeframe traders — the HTF bias filter and trend equilibrium system create a natural multi-timeframe framework within a single indicator
🧠 Traders who want volume context with every entry — the live POC, VAH/VAL, and HVN levels provide immediate institutional volume context for every trade without requiring a separate volume profile tool
🔥 Visual traders — the heatmap, gradient fills, trend flip labels, and volume profile create one of the richest single-indicator chart environments in the AlphaX suite. Everything needed for a complete trend trade is visible on the chart simultaneously
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📝 Notes
All signals are confirmed on bar close — the indicator is non-repainting by design. Band positions and trend state finalize on confirmed bars only
The volume profile is recomputed on every bar using the full trend segment history. On very long trend segments (hundreds of bars), this computation is resource-intensive. The max_bars_back is set to 5000 to accommodate extended trend segments. If you notice performance degradation on very low timeframes with long chart history, reduce Profile Rows or reduce the chart's visible bar count
The volume profile is rendered only on the last bar and redrawn on every real-time update. Historical bars show the band structure but not the profile rendering — the profile always reflects the current trend segment state
When a trend flip occurs, the volume profile resets completely. The first few bars after a flip will show a very short profile with minimal data — meaningful HVN confluence typically requires 15–20+ bars of trend history to develop
The adaptive scale is based on ATR percentrank over 100 bars. On instruments or timeframes with less than 100 bars of history, the percentrank may not be fully calibrated. This is a warm-up effect and resolves naturally as history accumulates
The session filter is off by default because ANCHOR is designed as a multi-session trend system. Unlike scalping systems that are most effective during active hours, ANCHOR band retests can occur at any time during a developing trend. Enable the session filter only if you specifically want to restrict entries to active trading hours on your instrument
The Trade Status section tracks position direction from signal to exit within the chart session — it does not connect to your broker or brokerage account
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⚠ Disclaimer
This indicator is a technical analysis and visualization tool intended for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any financial instrument. All signals are generated from historical and real-time price data using mathematical calculations — their accuracy or profitability is not guaranteed. Past performance of any signal type does not guarantee future results. Always conduct your own analysis, use proper risk management, and consult a licensed financial advisor before making any trading decisions. The author accepts no responsibility for any losses incurred from the use of this indicator.
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Built for traders who understand that the most powerful entries are not at the breakout — they are at the moment price returns to the structural anchor where institutions are waiting. Indicateur
Regime-Adaptive Trend Engine [AlgoPoint]Regime-Adaptive Trend Engine adapts the SuperTrend ATR multiplier
dynamically based on real-time market regime detection.
Instead of a fixed multiplier (e.g., 3x ATR), this indicator uses a
4-component weighted regime score — ADX strength, volatility ratio,
price efficiency, and trend consistency — to tighten the band in
trending markets (earlier entries) and widen it in choppy conditions
(fewer false signals).
🔹 HOW IT WORKS
1. REGIME DETECTOR
• ADX Strength (30%) — normalized 0–1 from ADX 15–35 range
• Volatility Ratio (30%) — short-term vs long-term ATR expansion
• Price Efficiency (25%) — directional movement vs total noise
• Trend Consistency (15%) — % of bars aligned with current bias
2. ADAPTIVE MULTIPLIER
Regime Score 0–1 → ATR Multiplier linearly interpolated:
• Trending (score ≥ 0.7): tight 2.0–2.9x
• Transition (score 0.4–0.7): balanced 2.9–4.1x
• Choppy (score < 0.4): wide 4.1–5.0x
3. SUPERTREND ENGINE
Standard SuperTrend logic with dynamic multiplier.
Bands clamp to prevent repainting.
🔹 FEATURES
• Real-time regime dashboard (score %, multiplier, state label)
• Regime background gradient (intensity = confidence)
• LONG/SHORT signal labels at trend changes
• Alert conditions for entries and regime shifts
• 11 customizable input parameters
• No repainting — uses only confirmed bar data
🔹 HOW TO USE
• Monitor the dashboard: green = trend, yellow = transition, red = chop
• In trending regime: trust tighter signals for early entries
• In choppy regime: bands widen automatically — wait for confirmation
• Combine with volume analysis for higher-probability setups
• Use alerts for automated trend change notifications
The indicator does not predict direction — it measures market state
and adapts sensitivity accordingly. Your decision, your trade. Indicateur
Generalized Fisher Transform [LB] Concept
The Generalized Fisher Transform extends John F. Ehlers' classic Fisher Transform (2002) by introducing an adjustable shape parameter that controls the sensitivity profile of the transformation. While the original Fisher Transform maps any normalized input to a near‑Gaussian output to highlight statistical extremes, this generalized version allows traders to emphasize central regions (shape < 1) or extreme tails (shape > 1) depending on their strategy.
Mathematical Foundation
The indicator first normalizes price to a bounded range using a rolling min‑max window of length N :
x = 2 × (P - L_min) / (H_max - L_min) - 1
A signed power is then applied with a shape factor p :
x_p = sign(x) × |x|^p
The generalized Fisher Transform is computed as :
F = 0.5 × ln( (1 + x_p) / (1 - x_p) )
When p = 1 , the formula reduces to the classic Fisher Transform. Values of p < 1 amplify sensitivity near zero (central price region), while p > 1 amplify sensitivity near the edges (extreme price region). The result is smoothed by an EMA for noise reduction.
What Problem Does It Solve ?
Classic oscillators such as RSI or Stochastic use fixed non‑linear mappings that cannot adapt to different market regimes or trader preferences. The classic Fisher Transform offers a single sensitivity profile. The Generalized Fisher Transform solves this by exposing the shape parameter p , giving traders direct control over where the indicator is most responsive — near the mean or near the extremes — without changing the underlying logic or introducing additional indicators.
How To Interpret
The indicator operates in two selectable modes :
Extremes Mode – the background turns red when Fisher exceeds the upper threshold (statistically overbought), and green when it drops below the lower threshold (statistically oversold). These zones suggest potential mean‑reversion.
Direction Mode – the background turns cyan when Fisher is above zero (bullish bias) and orange when below zero (bearish bias). This mode is suited for trend‑following or directional confirmation.
In both modes, the Fisher line crossing zero indicates a shift in the price distribution relative to its recent range.
Parameters
Source – price data used for the calculation (default: close).
Normalization Period – number of bars used to compute the rolling min‑max for the normalization.
Shape Factor – exponent applied to the normalized price before the Fisher transform. 1 = classic Fisher, < 1 = center‑sensitive, > 1 = tail‑sensitive.
Smoothing Period – EMA length applied to the raw Fisher output.
Coloration Mode – switches between "Extremes" (overbought/oversold highlighting) and "Direction" (bullish/bearish highlighting).
Upper Threshold – Fisher level above which the background turns red in Extremes mode.
Lower Threshold – Fisher level below which the background turns green in Extremes mode.
Reference
Ehlers J.F., "Using the Fisher Transform", Technical Analysis of Stocks & Commodities, Vol. 20, No. 11, pp. 40‑45, November 2002.
Ehlers J.F., "Cybernetic Analysis for Stocks and Futures", Chapter 4 – The Fisher Transform, John Wiley & Sons, 2004. Indicateur
Hurst Fractal Regime Atlas [JOAT]Hurst Fractal Regime Atlas
Introduction
Hurst Fractal Regime Atlas estimates persistence and mean-reversion regimes using Hurst approximation, fractal dimension, variance ratio, phase coherence, and tension.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. Hurst Approximation
Rescaled-range behavior estimates whether price is persistent, random-like, or mean-reverting.
2. Fractal Dimension
The Hurst estimate is converted into a roughness measure using dimension logic.
3. Multi-Horizon Coherence
Micro, meso, and macro Hurst readings are compared for agreement.
4. Adaptive Rails
ATR, volatility cluster, and Hurst distance expand or contract the fractal field.
fractalDimension = 2.0 - hurstBlend
Features
Hurst and fractal dimension estimates
Persistence, reversion, and mixed regimes
Coherence and tension scoring
Adaptive fractal rails
Breakout, mean, fade, and unstable events
Input Parameters
Fractal and short horizon windows
ATR length
Persistence and mean-reversion gates
Cooldown
Rails, candles, and HUD toggles
How to Use This Script
Use the HUD regime first. Persistence supports continuation interpretation; reversion supports fading extremes; high tension warns of disagreement.
Limitations
The script uses historical OHLCV data and cannot know future prices.
Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting.
Model outputs should be interpreted with market context, risk controls, and independent analysis.
No visual state should be treated as a certain trade outcome.
Originality Statement
HFA is original in combining Hurst approximation, variance ratio, coherence, tension, and adaptive rails.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades Indicateur
