Adaptive Persistence Trail [SchizoQuant]

The calculation follows this structure:

Bullish Price Travel vs Bearish Price Travel
↓
Directional Persistence
↓
Absolute Persistence
↓
Adaptive Trail Acceleration
↓
Structure-Protected Persistent Trail
↓
Bullish / Bearish Regime

The indicator measures cumulative upward and downward price travel over the selected Persistence Length.

These values are converted into a normalized persistence score ranging from -1 to +1.

Positive values indicate stronger bullish travel.

Negative values indicate stronger bearish travel.

Values closer to zero indicate more balanced two-sided movement.

Bullish and bearish price travel are measured independently.

Each positive price change contributes to bullish travel.

Each negative price change contributes to bearish travel.

The two are then compared using a normalized relationship:

Bullish Travel − Bearish Travel
divided by
Total Travel

This produces the Directional Persistence value.

A reading near +1 indicates strongly one-sided bullish movement.

A reading near -1 indicates strongly one-sided bearish movement.

A reading near 0 indicates that bullish and bearish travel are more balanced.

The absolute value of Directional Persistence is used as a measure of directional clarity.

High absolute persistence means recent movement has been relatively one-sided.

Low absolute persistence means price has been travelling in both directions more evenly.

This clarity measurement controls the trail's adaptive acceleration.

The indicator maps trend clarity between the selected Minimum Acceleration and Maximum Acceleration values.

During stronger directional movement, the acceleration factor moves toward the maximum setting.

This causes the trail to approach the active regime extreme more quickly.

During less directional or noisier movement, the acceleration factor moves toward the minimum setting.

This causes the trail to advance more gradually.

The result is a trail that reacts to directional persistence rather than using a fixed trailing speed.

While a bullish regime is active, the indicator tracks the highest price reached during that regime.

While a bearish regime is active, it tracks the lowest price reached during that regime.

The adaptive trail is continuously advanced toward this regime extreme according to the current acceleration factor.

This allows the trail to tighten naturally as directional persistence strengthens.

The accelerating trail is constrained by recent market structure.

During bullish regimes, recent low structure constrains new upward advancement of the trail.

During bearish regimes, recent high structure constrains new downward advancement of the trail.

This helps prevent the adaptive acceleration process from forcing the trail too aggressively through nearby price structure.

The Structure Protection setting controls how much recent price history is considered.

The indicator maintains a persistent bullish or bearish regime.

Bullish regime → Trail advances upward beneath price.

Bearish regime → Trail advances downward above price.

A bullish transition occurs when price crosses above the active bearish trail.

A bearish transition occurs when price crosses below the active bullish trail.

If neither reversal condition occurs, the previous regime remains active.

This persistence prevents repeated regime changes when price remains on the same side of the active trail.

When a new regime begins, the trail is reset using an ATR-based distance from price.

ATR is used only to determine this initial reset distance.

It does not continuously control the trailing behavior.

After the reset, the trail is driven by:

Directional persistence
Adaptive acceleration
Regime extreme
Recent price structure

The Reset ATR Length controls the volatility measurement used during the transition.

The Reset Multiplier controls how far the new trail is initially placed from price.

The indicator displays separate bullish and bearish trail segments.

Neon Green → Bullish regime

Purple → Bearish regime

LONG and SHORT markers identify changes in the persistent regime.

Optional candle coloring makes the active directional state immediately visible on the chart.

Several internal values are available in the Data Window:

Directional Persistence
Trend Clarity
Trail Acceleration
Regime Extreme
Reset Distance

These values make it possible to observe how the trail is adapting to current market behavior.

Persistence Length → Controls how much recent price travel is used to evaluate directional persistence.

Minimum Acceleration → Sets the slowest trail advancement used during weak directional persistence.

Maximum Acceleration → Sets the fastest trail advancement used during strong directional persistence.

Structure Protection → Controls the recent price-structure window used to constrain the trail.

Reset ATR Length → Controls the ATR lookback used when a new regime begins.

Reset Multiplier → Controls the initial trail distance after a regime transition.

Visualization settings allow the trail, regime-change signals, and candle coloring to be independently displayed or hidden without changing the underlying calculations.

Adaptive Persistence Trail is designed for identifying persistent directional regimes while adapting trailing sensitivity to the strength and consistency of recent price travel.

It can be used as:

A standalone trend-state indicator

A trailing trend filter

A directional confirmation layer

A regime filter for systematic strategies

A visual framework for distinguishing persistent directional movement from more balanced two-sided price action

Adaptive Persistence Trail is a trend-regime indicator and not a complete trading system. LONG and SHORT markers identify changes in the indicator's internal regime and do not imply guaranteed trading outcomes or future performance.

Strong directional persistence causes the trail to tighten more quickly, which can make the regime more sensitive after extended one-sided movement.

Weak persistence produces slower trail advancement, which can keep the active regime in place longer during choppy markets.

The structure-protection window and reset distance can materially affect reversal sensitivity.

The script does not use higher-timeframe requests or lookahead logic.