AUTAS Two-MA Regime Filter

323
The same distance from a moving average means opposite things depending on the market's regime. This indicator reads the regime first, then signals accordingly.

REGIME (fast SMA 5, slow SMA 20)
- Trend up: slow MA rising, price and fast MA above it (green)
- Trend down: the mirror image (red)
- Range: everything else (grey)

SIGNALS
- T (trend): joins the trend only on a pullback to the slow MA (within 0.3σ) or a fresh fast/slow cross, never while price is stretched.
- R (range): fades moves stretched beyond 2σ from the slow MA.
- A cooldown spaces signals out.

The box at top-right shows the current regime and distance from the slow MA in σ. Alerts are included; set them to "Once per bar close."

SETTINGS
- Fast / Slow MA: 5 and 20 by default.
- Slow MA slope lookback: how many bars back the slope is measured (5).
- Trend pullback band: how close to the slow MA a pullback must come (0.3σ).
- Range stretch: how far price must stretch before a fade (2σ).
- Minimum bars between signals: the cooldown (3).

Known limits: the trend filter waits for the slow MA to turn, so it enters new trends late, and range fades can trigger at the very start of a new trend. Built for US30 on M5, adjustable for any symbol or timeframe.

Not financial advice.

免责声明

这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。