OPEN-SOURCE SCRIPT
HMA + Kalman + LinReg Channel [Pointalgo]
HMA + Kalman + Linear Regression Channel
HMA + Kalman + LinReg Channel is a volatility-adaptive price channel that blends three smoothing techniques into a single dynamic midline and adjusts its band width based on market conditions (trending vs. sideways).
This script is designed for traders who want:
A smoother central bias line
Volatility-based dynamic bands
Context-aware channel width
Simple breakout visual signals
Core Components
This indicator combines three different smoothing methods:
The three values are averaged to form a composite midline, providing balanced responsiveness and stability.
Adaptive Channel Logic
The channel width is based on ATR (Average True Range).
Channel behavior:
This creates a dynamic structure that adapts to market conditions automatically.
Visual Features:
Breakout Signals:
Inputs:
All parameters are user-adjustable.
Disclaimer
This script is provided for educational and research purposes only. It does not provide financial advice. Users are responsible for their own trading decisions.
HMA + Kalman + LinReg Channel is a volatility-adaptive price channel that blends three smoothing techniques into a single dynamic midline and adjusts its band width based on market conditions (trending vs. sideways).
This script is designed for traders who want:
A smoother central bias line
Volatility-based dynamic bands
Context-aware channel width
Simple breakout visual signals
Core Components
This indicator combines three different smoothing methods:
- Hull Moving Average (HMA) – Reduces lag while maintaining smoothness
- Kalman Filter – Adaptive filtering to reduce noise
- Linear Regression (LinReg) – Captures short-term trend direction
The three values are averaged to form a composite midline, providing balanced responsiveness and stability.
Adaptive Channel Logic
The channel width is based on ATR (Average True Range).
- When the midline moves significantly over a lookback period (relative to ATR), the market is considered Trending
- When movement remains within a defined ATR zone, the market is considered Sideways
Channel behavior:
- Trending → Multiplier is reduced (tighter bands)
- Sideways → Full multiplier (wider bands)
This creates a dynamic structure that adapts to market conditions automatically.
Visual Features:
- Midline changes color depending on market state
- Upper and lower bands plotted around the midline
- Optional shaded channel for better visibility
- Breakout markers when price crosses outside the channel
Breakout Signals:
- Bullish signal: Close crosses above upper band
- Bearish signal: Close crosses below lower band
Inputs:
- Length
- Source
- Standard Multiplier
- Trend Lookback
- Trend Threshold (ATR multiple)
- Kalman R and Q parameters
All parameters are user-adjustable.
Disclaimer
This script is provided for educational and research purposes only. It does not provide financial advice. Users are responsible for their own trading decisions.
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
Unlock powerful tools & indicators → pointalgo.com
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。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
Unlock powerful tools & indicators → pointalgo.com
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。