BBMA Trend & MomentumBBMA Trend & Momentum
The BBMA structure read as one running sequence rather than a handful of separate signals.
Most tools built on Bollinger Bands and moving averages draw the lines and leave the reading to
you. This one keeps a memory. It knows that momentum came first, that a reversal candle followed it, that the pullback target has already been reached, and it will not report the next step until the ones before it have happened. Each label on the chart is a position in that sequence, not an isolated condition that happened to be true.
Two of those steps are level touches rather than candle patterns, and they are treated
differently from the rest. That distinction is explained below and it matters.
THE LINES
Four families are drawn. Seven individual lines carry every rule in the script.
Bollinger Bands SMA 20 with deviation 2, giving Upper, Mid and Lower
LW MA on the HIGH weighted averages of the candle HIGH, drawn in the upper colour
LW MA on the LOW weighted averages of the candle LOW, drawn in the lower colour
EMA 50 on Close, drawn as a slower reference
The High averages sit above price and the Low averages below it, because of what they are
averaging. That is what forms the two bands the price runs between.
The seven lines every rule is written against are the three Bollinger Bands and the 5 and 10
period LW MAs on each side. Those four averages are drawn SOLID. Periods 6 to 9 are drawn DASHED, exist only to show the shape of the band, and sit on their own switch so you can take them off and see for yourself that nothing is calculated from them. Within each band the 5 sits nearer to price and the 10 further out.
The EMA 50 is drawn and nothing is measured from it either. It is there as background context for your own reading, and it can be switched off without changing a single label.
THE SEQUENCE
Upper and Lower name the band an event belongs to. Every rule below has an exact mirror on the other side, so only the Upper form is spelled out.
CSM - Candlestick Momentum
LW MA 5 High is above the Upper BB, and the candle CLOSES above LW MA 5 High.
The close is therefore beyond the outer band as well, without needing to be tested for it.
EX - Extreme
A CSM has already happened and its Extreme has not been taken yet. LW MA 5 High is still
outside the Upper BB, but a candle now CLOSES back below it. That candle must not reach down to LW MA 5 Low, LW MA 10 Low, or the Mid BB. Touching any one of the three disqualifies it. Exactly one Extreme belongs to one CSM. For another Extreme, a new CSM has to come first.
MTP - Mandatory Take Profit
After an Extreme, the first time price reaches LW MA 5 Low or LW MA 10 Low.
If a new CSM or a new MTM arrives before that touch, the MTP is cancelled and a fresh Extreme
has to form before it can be looked for again.
MLV - Market Volume Lost
After the MTP has been reached, a candle rises to the Upper BB but cannot CLOSE beyond it, and closes at or above the Mid BB. The band was tested and refused.
CSD - Candlestick Direction
A candle that opens on one side of the Mid BB and CLOSES through it, and in the same candle
closes beyond BOTH LW MA 5 and LW MA 10 on the side it broke into. An Upper CSD breaks upward through the Mid BB and both High averages; a Lower CSD breaks downward through the Mid BB and both Low averages. CSD is named by the direction it broke, not by which cycle it interrupted.
MTM - Momentum Push
After a CSM, price falls back below the Upper BB without ever CLOSING below the Mid BB, then
closes above the Upper BB again. That renewed push is the MTM candle. It is not itself a CSM,
which is what separates the two - and because it is not a CSM, it does not open the door to a
new Extreme either. It only clears whatever the previous CSM had left waiting.
RE - Re-Entry
The touch that follows CSM, MTM or CSD. An upper-band sequence looks for LW MA 5 Low or LW MA 10 Low; a lower-band sequence looks for LW MA 5 High or LW MA 10 High. Three kinds are marked separately, because they arrive from three different places:
CSM RE a pullback that was followed by a full CSM
MTM RE a pullback that was followed by an MTM push
CSD RE the pullback after a CSD
WHAT IS READ WHEN
This is the part worth being precise about.
CSM, EX, MLV, CSD and MTM are structure. They are decided on the CLOSE of a candle, and once
decided they never change.
MTP and RE are not patterns, they are level touches. A touch happens at the moment price reaches the level, not when the candle finishes, so both are read on the RUNNING candle. Waiting for the close would report the touch after the level had already been passed, which would describe something other than what happened.
When a running-candle label and a closing label land on the same bar, the running one is
removed and its text is folded into the closing label, so the two never sit on top of each other.
WHAT MAKES THIS DIFFERENT
1. It is a sequence, not a checklist.
An Extreme is not reported unless a CSM came first. An MTP is not looked for until an Extreme has been confirmed, and an MLV not until the MTP has been reached. The same candle shape means different things depending on what came before it, and the script keeps track of that.
2. A step can be cancelled, not only completed.
If momentum resumes with a new CSM or an MTM while an MTP is still waiting for its touch, that MTP is dropped. The market changed its mind, so the sequence restarts rather than reporting a target that no longer belongs to anything.
3. One Extreme per CSM.
An Extreme is the answer to a particular CSM, so it is reported once and then that CSM is spent.
Price can keep closing back inside the band for the next ten candles and none of them will be
called an Extreme. A new CSM has to arrive first. An MTM push does not substitute for one.
4. The Extreme test is deliberately narrow.
Closing back inside the band is not enough. The candle also has to stay clear of the opposite LW
MA 5 and 10 and of the Mid BB. A candle that reaches any of them has done more than fail at the edge, and it is not reported as an Extreme.
5. CSD is named by what it did.
A downward break through the Mid BB and both Low averages is a Lower CSD, wherever it happens to appear. Naming it after the cycle it interrupted would put the wrong word on the chart.
6. Touches are read as touches.
The two events that are levels rather than candle patterns are handled as levels, on the running candle, and the script says so plainly rather than pretending everything is close-based.
READING THE CHART
Each event prints a small label at the candle it belongs to. Upper-band events sit above the
candle, lower-band events below it, and where several land on the same candle they are stacked into one label instead of overlapping.
CSM momentum push beyond the outer band
MTM renewed push after a pullback
EX the reversal candle
MTP first touch of the opposite LW MA 5/10 after an Extreme
MLV the outer band tested and refused
CSD Mid BB and both same-side LW MAs broken together
CSM RE / MTM RE / CSD RE the re-entry touch, named after what preceded it
SETTINGS
Lines
- BB Period and BB Deviations for the Bollinger Bands.
- BB Shift: moves the drawn bands only. The values every rule is measured against are not
moved.
- LW MA 5 to 10 Low and LW MA 5 to 10 High: the twelve weighted average periods. Only 5 and 10 are used by any rule.
- EMA Period.
Pattern Types
- A switch for each of the seven: CSM, MTM, EX, MTP, MLV, CSD and RE.
Line Style
- Show LW MAs: the 5 and 10 period averages, the ones every rule is measured against.
- Show LW MA 6-9 Band: the four decorative periods on each side, on their own switch. Turning
them off is the quickest way to check the claim above - the chart gets simpler and not a single
label moves.
- Show or hide the Bollinger Bands and the EMA.
- Colours for the Bollinger Bands, the LW MA High band, the LW MA Low band and the EMA.
Labels
- Label Size.
ALERTS
Fourteen alert conditions, one for each event on each side:
CSM Upper / CSM Lower
MTM Upper / MTM Lower
EX Upper / EX Lower
MTP Upper / MTP Lower
MLV Upper / MLV Lower
CSD Upper / CSD Lower
Re-Entry Upper / Re-Entry Lower
The structural ones fire once per bar close. MTP and Re-Entry fire once per bar, because they are touches and are read on the running candle.
The same events are also sent through the alert function, so the "Any alert() function call"
alert type can deliver all of them through a single alert. Those messages name the exact
Re-Entry kind - CSM, MTM or CSD - which a fixed alert condition cannot.
REPAINTING
This script does not repaint.
CSM, MTM, EX, MLV and CSD are structure. They are evaluated only after a candle has fully closed and the state memory they drive is updated only on closes, so price moving inside an open candle cannot change the sequence.
MTP and Re-Entry are read on the running candle, and that deserves a straight answer rather than a disclaimer, because a label that can appear mid-candle usually can vanish mid-candle too. Here it cannot, and the reason is in the arithmetic of the level being watched.
A weighted average of the LOW gives the candle still forming a weight of one third at length 5,
and about one fifth at length 10. The running low of that candle falls three to five times faster
than the average it is being compared against. So the moment the low reaches the average, the gap between them can only keep closing. It can never reopen inside that candle. The high side is the exact mirror.
Which means:
- Once an MTP or Re-Entry label is drawn, it stays. It cannot un-touch before the candle closes.
- Reloading the chart gives the same result, because a closed candle is evaluated once using its
final low and high, and those are the most extreme values the candle ever had.
- The only thing that changes at the close is presentation: a running-candle label is folded into
the closing label for that bar so the two do not sit on top of each other. The event itself is
not re-decided.
When you create an alert, TradingView may show a caution banner saying the indicator can repaint.
That banner appears automatically for any script that uses the built in bar state variables, no
matter how they are used, because the platform cannot check the intent behind them. For the
structural alerts, choosing "Once Per Bar Close" is still recommended.
NOTES AND LIMITATIONS
- CSD is the strong form only: the Mid BB and BOTH same-side LW MAs have to be broken by the same candle. A Mid BB break on its own is not reported.
- An Extreme always needs a CSM before it. A reversal candle appearing without that history is
not an Extreme here, whatever it looks like.
- The 6, 7, 8 and 9 period LW MAs and the EMA 50 are drawn but never measured. Changing them, or hiding them, changes the picture and nothing else.
- BB Shift is visual only. Shifting the bands does not shift the rules.
- TradingView caps a script at 500 labels and the oldest are dropped once that cap is reached, so on a long history the earliest labels leave the chart.
- Detection is purely structural. It reports where each step of the sequence occurred and nothing more. It does not rank setups by quality, measure what happened next, or produce entries, targets or stops.
HOW TO USE IT
Read the labels in order rather than one at a time. A CSM on its own says momentum arrived. The same CSM followed by an Extreme says the move ran out of room. That Extreme followed by an MTP and then an MLV says the band was tested again and refused. Each label narrows what the previous one meant.
The two bands are the working area. Price spends most of its time between the LW MA High band and the LW MA Low band, and the Re-Entry marks are where it came back to one of them after a push.
A CSD is the point where the picture changes side. It is the only event in the set that breaks
the Mid BB and both same-side averages in one candle, and everything after it belongs to the new direction.
These are reference points, not entry signals on their own. Use them alongside your own analysis, your own entry method and proper risk management.
DISCLAIMER
This indicator is a pattern detection tool. It is not financial advice and it makes no claim
about profitability. Trading involves risk. Always apply your own analysis and risk management. Indikator
ATK/DEF LTF Regime Combo Power Hunter# ATK/DEF LTF Regime Combo — Power Hunter
ATK/DEF LTF Regime Combo — Power Hunter is a multi-dimensional decision analysis indicator built around LTF (Lower Time Frame) market-state analysis**.
Its core concept is not simply combining EMA, RSI, ATR, Bollinger Bands, Volume, DMI, and other conventional calculations. Instead, these market inputs are processed into multiple analytical dimensions and evaluated through a unified scoring framework.
The resulting information is organized into **market states, scores, grades, and chart-based memory**, providing a structured view of the conditions observed on the LTF chart.
## Core Concept
The indicator combines:
**LTF + Regime + ATK/DEF + Decision System**
LTF provides the underlying market data environment.
Regime describes the current market state.
ATK/DEF represents changes between different market-force conditions.
The Decision System combines multiple dimensions into structured scores and state classifications.
Therefore, this is not simply an LTF indicator. It is a **decision-oriented market-state framework built from LTF data and multi-dimensional calculations**.
## Three Decision Combinations
### C1 — Direction / Momentum / Velocity / Behavior
C1 describes the primary price-state environment through four dimensions:
* Direction
* Momentum
* Velocity
* Behavior
The calculation incorporates EMA relationships, RSI conditions, price velocity, volume relationships, candle-body structure, and shadow behavior.
These components are combined into an independent C1 score and state classification.
### C2 — Battle / Hunting / Squeeze / Destruction
C2 focuses on market interaction and key-area behavior within the LTF environment:
* Battle — Alternating and consecutive candle behavior
* Hunting — Price behavior around key highs and lows
* Squeeze — Volatility compression
* Destruction — Structural and key-area changes
This combination evaluates how price behaves around local conditions, key areas, and changing volatility states.
### C3 — Absorption / Expansion / Impact / Decay
C3 focuses on changes in market activity and intensity:
* Absorption — The relationship between price, range, and volume
* Expansion — Volatility expansion
* Impact — Price impact and movement intensity
* Decay — Changes and decline in activity intensity
The calculations use price range, volume ratios, price movement, and sequential changes in market activity to produce an independent C3 state.
## Integrated Decision System
C1, C2, and C3 each calculate four internal dimensions and produce their own combination scores.
The three combinations are then aggregated into an overall score.
This creates a structured hierarchy:
**Individual Factors → Combination Scores → Overall Score → State → Grade**
The purpose is to consolidate multiple market dimensions into one decision-oriented observation framework rather than relying on a single calculation.
## Chart Memory
One of the key concepts of this indicator is **Chart Memory**.
The indicator does not only present the current calculated state. It also uses chart labels, structured tables, Swing High / Swing Low information, and structural connections to retain relevant recent market information visually.
The table presents:
* C1 factor scores
* C2 factor scores
* C3 factor scores
* C1 / C2 / C3 combination scores
* State
* Grade
* Overall Score
Swing High / Swing Low points, local support and resistance areas, and structural connections are also displayed within the same chart environment.
This creates a visual relationship between **market state, calculated information, and price structure**.
## ATK / DEF Regime
ATK/DEF in this framework is used to describe changes between different market-force conditions rather than simply classifying price direction.
The system evaluates multiple dimensions, including direction, momentum, velocity, behavior, market interaction, key-area reactions, compression, structural changes, absorption, expansion, impact, and decay.
The final output therefore represents a **multi-dimensional Regime State** generated from combined calculations rather than a single condition.
## LTF Market-State Framework
The indicator focuses on the following LTF market dimensions:
* Price Direction
* Momentum
* Velocity
* Candle Behavior
* Market Battle
* Key-Level Reaction
* Volatility Compression
* Structural Change
* Absorption
* Expansion
* Impact
* Decay
* Swing High / Swing Low
These components are processed through a unified calculation framework and converted into structured market-state information.
The objective is to consolidate fragmented market information into a single framework that makes different dimensions easier to observe and compare on the LTF chart.
## Chart Components
The indicator includes:
* C1 / C2 / C3 multi-dimensional analysis
* Integrated scoring system
* State classification
* Grade classification
* Overall Score
* Chart status label
* LTF market-state analysis
* EMA12 / EMA26
* RSI
* ATR
* Bollinger Bands
* Volume Analysis
* DMI / ADX
* Swing High / Swing Low
* Local structural connections
* Support and resistance markers
* FIFO object management
* Adjustable parameter system
## Parameter Adaptation
The indicator provides adjustable parameters for EMA, RSI, ATR, Bollinger Bands, Volume MA, DMI, Velocity Lookback, Key Level Lookback, and Swing High / Swing Low sensitivity.
Different markets, instruments, volatility conditions, and chart settings can produce different calculated results.
Users should therefore **configure and adjust the parameters according to the market environment being observed**.
Parameter settings directly affect the calculations, Swing structure, and resulting state classifications.
## Indicator Positioning
**ATK/DEF LTF Regime Combo — Power Hunter** is centered around:
**LTF Market Observation
* Multi-Dimensional Calculation
* ATK/DEF Regime
* Decision Combinations
* Integrated Scoring
* State / Grade
* Chart Memory**
The concept is not to simply add more indicators to a chart.
Instead, multiple market dimensions are processed through a unified framework and converted into structured state information, allowing the user to organize market information and observe relationships between different LTF conditions more efficiently.
This indicator provides **market observation, state information, and calculated reference data**. The output should not be interpreted as a guaranteed conclusion.
Parameters should be configured and adjusted according to the market environment being observed.
Indikator
Trend Trigger | EMA Trend Filter + MTF Stochastic Entry with ATROverview
This strategy combines two proven, independent mechanisms rather than inventing a new indicator: a slow-moving EMA trend filter decides which direction is permitted, and a higher-timeframe-confirmed stochastic oscillator decides when to actually enter. Trend and timing are handled by separate logic layers so each does one job well, instead of stacking multiple overlapping conditions that rarely align.
How it works
Trend permission (EMA 38/62): Trades are only allowed in the direction the EMA fast/slow relationship currently supports — longs when fast > slow, shorts when fast < slow. This keeps the strategy from fighting the prevailing trend. This filter can be disabled for a pure counter-trend/mean-reversion test.
Entry timing (MTF Stochastic): The current-timeframe %K/%D stochastic must cross through the midline (50) with rising/falling momentum, and the same stochastic recalculated on the next higher timeframe (auto-stepped: 1m→5m, 1h→4h, 1D→1W, etc.) must agree in direction. This is the same core logic as classic MTF stochastic systems — entries are timed at momentum inflection points that are confirmed on a broader structural timeframe, not just the noisy current one.
Staged, ATR-based risk management: Every position opens with an ATR-scaled hard stop. Once the trade reaches a configurable R-multiple (default 1.0R), the stop moves to breakeven — locking in "no loss" without capping upside. Past a second, larger R-multiple (default 1.5R), the stop begins trailing using ATR (not fixed ticks), so the trailing distance scales with the instrument's actual volatility instead of an arbitrary number.
Secondary exits: A stochastic-fade exit (mirroring the entry logic in reverse) and an optional trend-flip exit close the trade early if the higher-timeframe signal reverses or the EMA trend turns against the position. A time-stop closes any trade that's gone nowhere after N bars.
Distinctive features
Trend and timing are decoupled — you can test pure momentum-timing (trend filter off) versus trend-confirmed pullback entries (trend filter on) with one toggle.
No fixed-tick trailing stop — every risk parameter (initial stop, breakeven trigger, trailing distance) is ATR-scaled, so the same settings behave sensibly across instruments with very different volatility (e.g., a $30 stock vs. a $60,000 crypto asset) without manual re-tuning.
Risk-based position sizing ties trade size directly to the ATR stop distance and a fixed % of equity risked per trade, rather than a flat share/contract count.
A compact confirmation meter (colored bar table) shows trend + stochastic alignment strength at a glance — no cluttered multi-line oscillator overlays on the chart.
Tips for use
Test with the trend filter both on and off separately — they represent genuinely different strategies (trend-following pullback entries vs. pure momentum reversal) and will perform differently depending on the instrument's regime.
Start testing on liquid instruments and a base timeframe of 1H or higher — the automatic higher-timeframe step needs enough bars underneath it to be meaningful; very low timeframes (1–5 min) compress the "higher timeframe" confirmation into something almost as noisy as the entry timeframe itself.
Check Average Win vs. Average Loss in the Strategy Tester, not just win rate — this strategy is built to keep those two numbers close together (via the breakeven/trailing stages), and that ratio is a better health check than win rate alone.
The breakEvenR and trailStartR inputs interact — a very tight breakeven trigger combined with a very close trail can choke off winners before they develop; a very loose one leaves more of the position exposed to giveback. Both are worth walking through several combinations on your specific instrument and timeframe rather than assuming one setting is universally correct.
This is a rules-based tool, not a guarantee — past backtest results don't ensure future performance, and all trading involves risk of loss.
Strategie
Jamallo Channels🔹Intro
For decades, technical traders have relied on conventional channel models, each burdened by fundamental mathematical limitations:
- Bollinger Bands rely on simple moving averages (SMA) and raw price standard deviation. When strong directional trends emerge, raw variance conflates trend slope with volatility, causing the bands to artificially flare open ("volatility bulge") and produce severe lag and frequent false mean-reversion signals.
- Keltner Channels utilize exponential moving averages (EMA) wrapped with Average True Range (ATR). While smoother, the EMA introduces continuous phase delay, and the bands drift constantly with price, failing to provide stable, horizontal support and resistance benchmarks during consolidation.
- Donchian Channels plot rolling highest highs and lowest lows over an N-bar window. However, they are exceptionally vulnerable to single-bar outlier wicks and sudden step jumps that distort the true statistical distribution without accounting for underlying volatility dynamics.
Jamallo Channels resolves these structural flaws through a novel mathematical synthesis:
1. It replaces lagging moving averages with a multi-resolution Maximal Overlap Discrete Wavelet Transform (MODWT) Haar filter bank coupled with an energy-calibrated deadband step-hold state machine. The baseline remains strictly stationary during consolidation and snaps instantaneously to new price levels upon statistically significant drift.
2. It decouples trend from volatility by computing standard deviation strictly on the detrended high-frequency wavelet residual, filtered through a rolling linear-interpolation median to eliminate spike distortion.
3. It locks the volatility corridor at the exact moment a new regime step triggers—producing pristine, step-synchronized horizontal channels and mathematically robust exhaustion zones.
🔹Break down
1. Multi-Resolution Haar Wavelet MODWT Engine:
- Undecimated Dyadic Decomposition: Deconstructs raw price action across up to 5 dyadic scale levels (Level 1 = 2-bar, Level 2 = 4-bar, Level 3 = 8-bar, Level 4 = 16-bar, Level 5 = 32-bar) into orthogonal approximation (trend) and detail (high-frequency noise) coefficients without phase distortion or downsampling loss.
- Scale-Adaptive Smoothing: Isolates the true low-frequency structural trend from intraday churn and microstructure noise at the selected dyadic decomposition level.
- Dynamic Detail Energy Tracking: Measures the real-time volatility intensity of the high-frequency detail spectrum by computing a rolling Simple Moving Average of absolute detail coefficients over a calibrated lookback window.
2. Energy-Calibrated Deadband Step-Hold Mechanism:
- Statistical Innovation Filtering: Establishes an adaptive deadband threshold scaled directly by the product of the detail energy and a deadband multiplier.
- Zero-Drift Piecewise Step-Holding: The smooth wavelet baseline is held strictly horizontal until price innovation definitively breaches the dynamic detail deadband threshold. Once breached, the baseline snaps instantaneously to the new equilibrium price level, eliminating baseline drifting during consolidation phases.
- Clean Regime Direction State: Evaluates the direction of every confirmed step, immediately classifying the market into Bullish (Teal) or Bearish (Maroon) regime states.
3. Detrended Residual Volatility & Frozen Sigma Bands:
- Trend-Decoupled Dispersion Measurement: Unlike standard deviation calculated around lagging moving averages—which artificially inflates during strong trends—Jamallo Channels isolates the high-frequency wavelet residual (Price minus Wavelet Mid) before computing variance, capturing genuine localized volatility.
- Median Filter Outlier Rejection: Applies a rolling linear-interpolation median filter (50th percentile over a 100-bar window) to the raw residual standard deviation, immunizing the channel against one-off spike anomalies and erratic expansion.
- Step-Locked Volatility Corridors: Volatility is sampled and frozen precisely at the moment a new Haar baseline step triggers. The frozen sigma remains constant throughout the entire regime life cycle, producing stable, non-wiggling horizontal channels.
4. Multi-Tier Volatility Corridors & Exhaustion Envelopes:
- Inner Expansion Zone (1.0σ): Defines the immediate high-probability operational boundary around the stepped trend baseline.
- Mid Dispersion Boundary (2.0σ): Represents standard 2-sigma statistical bounds where normal trending impulse legs oscillate.
- Outer Exhaustion & Mean-Reversion Zone (3.0σ): The extreme channel boundary (2.0σ to 3.0σ highlighted by shaded backgrounds) marks statistical overextension where price is prime for momentum exhaustion and mean-reverting retests back to the Haar stepped baseline.
🔹How to use: Trend Following & Risk Management
Jamallo Channels provides clear, objective mathematical parameters for both momentum trend riders and mean-reversion scalpers across all timeframes.
Regime Trend Trading:
- Setup & Execution: Enter in the direction of a newly confirmed Haar baseline step (when the baseline shifts color to Teal for Longs or Maroon for Shorts) or upon a sustained price breakout above/below the baseline following volatility compression.
- Stop Loss Placement: Anchor stop loss orders directly behind the most recent stepped Haar baseline level or just outside the opposite inner/mid channel boundary.
- Trailing & Letting Winners Run: Trail stop loss orders systematically step-by-step as new horizontal baseline rungs are confirmed, protecting capital while letting winners ride the macro expansion.
Mean-Reversion & Exhaustion Scalping:
- Exhaustion Rejection: When price enters the extreme 2.0σ–3.0σ outer band corridor (upper red fill or lower teal fill) and forms rejection wicks or structural exhaustion patterns, execute counter-trend mean-reversion setups.
- Take-Profit Targets: Target the inner channel (1.0σ) for partial profits and the primary Haar stepped baseline (0σ mean) for final profit harvesting.
- Invalidation / Stop Loss: Place tight stop losses just beyond the outer 3.0σ boundary line.
🔹Settings Parameters
Haar Wavelet Basis:
- Basis Level (1 - 5): Selects the dyadic wavelet decomposition scale (1 = 2-bar, 2 = 4-bar, 3 = 8-bar, 4 = 16-bar, 5 = 32-bar). Higher levels smooth out larger macro trends, while lower levels capture high-frequency swings.
- Deadband Multiplier (0.1 - 10.0): Scaling coefficient applied to the detail energy. Higher values widen the deadband, requiring larger directional thrusts to trigger a new step and producing wider, noise-immune steps.
- Detail Energy Lookback (5 - 200): The rolling lookback window used to calculate the average magnitude of wavelet detail coefficients.
Stdev Bands:
- Stdev Length (min 2): Lookback period for measuring the standard deviation of the detrended wavelet residual.
- Inner Multiplier (0.1 - 10.0): Standard deviation multiplier for the inner channel envelope (default: 1.0σ).
- Mid Multiplier (0.1 - 10.0): Standard deviation multiplier for the middle channel envelope (default: 2.0σ).
- Outer Multiplier (0.1 - 10.0): Standard deviation multiplier for the extreme exhaustion envelope (default: 3.0σ).
Display Settings:
- Basis Up Color: Custom color for the stepped baseline during bullish regime states (default: Teal).
- Basis Down Color: Custom color for the stepped baseline during bearish regime states (default: Maroon).
- Upper Color: Accent color for the upper channel bands and exhaustion fills (default: Red).
- Lower Color: Accent color for the lower channel bands and exhaustion fills (default: Teal).
- Show Fill: Toggles background shading for the inner and outer volatility corridors.
Indikator
Indikator
TF: Market Cycle MA (MCMA)TradingFlow: Market Cycle MA (MCMA)
MCMA plots two moving averages of the same length on the price chart: an EMA and a Wilder RMA. These two averages smooth price at different rates, so their relative position tells you about the current trend direction and momentum at a chosen cycle length.
Switch the chart timeframe and you'll see the broader market regime at each level, from intraday cycles up to weekly and monthly trends. This helps you stay aligned with the dominant direction while filtering out short-term noise.
The cycle length comes from a standard market calendar: up to 5 minutes maps to a trading day, 6–15 minutes to a trading week, 16–65 minutes to a trading month, up to 24 hours to a quarter, and weekly and above to a year. You can also use shorter cycle fractions (75% or 50%) for faster response.
How It Works
EMA uses a smoothing factor of 2/(N+1), while Wilder RMA uses 1/N. With the same period N, the EMA responds roughly twice as fast as the RMA. This difference is the core signal:
• When price is trending upward, the faster EMA pulls above the slower RMA.
• When price is trending downward, the faster EMA drops below the slower RMA.
• When price is flat, both averages converge and the spread narrows.
In practice, this behaves like a fast/slow EMA crossover system where the "slow" side is approximately twice the "fast" side's period, packed into a single setting.
How to Read the Chart
• Green line (thicker): EMA, the faster average.
• Fainter line (thinner): Wilder RMA, the slower average, same color family as the EMA but more transparent.
• Fill between lines: colored by the current trend regime. Green for bullish, red for bearish, gray for neutral.
The fill color changes as the regime shifts, giving you a continuous read on trend state.
Trend Classification
MCMA classifies each bar into one of three regimes based on multiple conditions:
• Bullish: EMA is above RMA, price is above RMA, EMA is rising, and RMA is not falling.
• Bearish: EMA is below RMA, price is below RMA, EMA is falling, and RMA is not rising.
• Neutral: Any other combination, such as small spread, flat slopes, or mixed price position.
You can raise the minimum EMA–RMA spread (in ATR units) to filter out low-confidence signals during choppy markets. A slope filter is also available to require the EMA to be moving decisively in the trend direction.
Important
MCMA is a trend-direction indicator. It does not predict reversals, generate entry signals, or measure volatility. The trend classification is a filtered interpretation of the two averages' relationship, not a confirmation of price action. Because both averages use the same nominal period, the EMA–RMA spread primarily reflects recent momentum rather than the full cycle's worth of data. For the best results, use MCMA as context alongside other tools rather than as a standalone signal.
---
TradingFlow: Market Cycle MA (MCMA)
MCMA 在價格圖上同時繪製兩條相同週期長度的均線：EMA 和 Wilder RMA。兩種均線對價格的平滑速率不同，因此它們之間的相對位置可以揭示市場在選定週期下的趨勢方向與動量狀態。
切換圖表時間框架，就能看到不同層級的市場狀態，從日內週期到週線和月線趨勢，幫助你在各個時間框架下識別主要趨勢方向，過濾掉短期雜訊。
週期長度來源於標準市場日曆：5m 及以下對應一個交易日，6–15m 對應一個交易週，16–65m 對應一個交易月，24h 及以下對應一個季度，週線以上對應一年。指標也支持較短的週期比例（75% 或 50%），以獲得更快的響應。
工作原理
EMA 使用 2/(N+1) 的平滑係數，Wilder RMA 使用 1/N。在相同週期 N 下，EMA 的響應速度大約是 RMA 的兩倍。這種差異就是核心訊號來源：
• 價格上漲時，較快的 EMA 會領先於較慢的 RMA。
• 價格下跌時，較快的 EMA 會落後於較慢的 RMA。
• 價格橫盤時，兩條均線趨於收斂，價差縮小。
實際上，這等於一個快/慢雙均線交叉系統，「慢」側的週期約為「快」側的兩倍，只是用單一設定就能實現。
如何閱讀圖表
• 綠色線（較粗）： EMA，較快的均線。
• 較淡的線（較細）： Wilder RMA，較慢的均線，與 EMA 同色系但透明度更高。
• 兩條線之間的填充區域： 顏色由當前趨勢狀態決定。綠色表示看漲，紅色表示看跌，灰色表示中性。
填充區域的顏色會隨趨勢狀態的變化而切換，提供持續的視覺趨勢讀取。
趨勢分類
MCMA 根據多個條件將每根 K 線分為三種狀態之一：
• 看漲： EMA 位於 RMA 上方，價格位於 RMA 上方，EMA 正在上升，且 RMA 未在下降。
• 看跌： EMA 位於 RMA 下方，價格位於 RMA 下方，EMA 正在下降，且 RMA 未在上升。
• 中性： 其他任何組合，例如價差較小、斜率平坦或價格位置不一致。
可調高最小 EMA–RMA 價差（以 ATR 為單位）來過濾震盪市中的低置信度訊號。還可使用斜率過濾器，要求 EMA 在趨勢方向上明確運動。
重要說明
MCMA 是一個趨勢方向指標。它不預測反轉、不生成進場訊號、也不衡量波動率。趨勢分類是對兩條均線關係的過濾解釋，而非價格行為的確認。由於兩條均線使用相同的名義週期，EMA–RMA 價差主要反映近期動量，而非完整週期的數據。為獲得更好的效果，建議將 MCMA 作為輔助背景工具，與其他分析方法配合使用，而非作為獨立訊號。
---
TradingFlow: Market Cycle MA (MCMA)
MCMAは、価格チャートに同じ期間の2本の移動平均線をプロットします。1本はEMA、もう1本はウィルダーRMAです。2本の線は異なる速度で値動きを平滑化するため、互いの位置関係から選択したサイクルにおけるトレンドの方向とモメンタムを読み取ることができます。
チャートのタイムフレームを切り替えれば、日中の短いサイクルから週足・月足のトレンドまで、各レベルでの市場のレジームを把握できます。主たる方向感覚を保ちつつ、短期的なノイズを排除するのに役立ちます。
サイクルの長さは標準的な市場カレンダーから算出されます。5分足以下は1営業日、6〜15分足は1営業週、16〜65分足は1営業月、24時間以下は四半期、週足以上は1年に対応します。より短いサイクル割合（75% or 50%）を選択すると、応答が速くなります。
仕組み
EMAの平滑化係数は2/(N+1)、ウィルダーRMAは1/Nです。同じ期間Nでも、EMAはRMAのおよそ2倍の速さで反応します。この差がシグナルの核となります。
• 価格が上昇トレンドにあるとき、速いEMAは遅いRMAの上に位置します。
• 価格が下降トレンドにあるとき、速いEMAは遅いRMAの下に位置します。
• 価格がレンジで推移するとき、2本の線は収束し、スプレッドは狭まります。
実質的にこれは、速いEMAと遅いEMAのクロスオーバーシステムと同じ動作をします。「遅い」側の期間が「速い」側の約2倍に相当し、1つの設定で実現しています。
チャートの見方
• 緑の線（太い方）： EMA。速い方の移動平均です。
• 薄い色の線（細い方）： ウィルダーRMA。遅い方の移動平均で、EMAと同じ色系統ですが透過率が高くなっています。
• 2本の線の間の塗りつぶし： 現在のトレンドレジームに応じて色が変わります。強気なら緑、弱気なら赤、中立ならグレーです。
レジームが切り替わると塗りつぶしの色も変わり、トレンドの状態を視覚的に把握できます。
トレンド分類
MCMAは複数の条件に基づき、各足を3つのレジームのいずれかに分類します。
• 強気： EMAがRMAの上、終値がRMAの上、EMAが上昇中、RMAが下降していない。
• 弱気： EMAがRMAの下、終値がRMAの下、EMAが下降中、RMAが上昇していない。
• 中立： 上記以外のすべての組み合わせ。スプレッドが小さい、傾きがフラット、価格の位置が混在する場合など。
EMA−RMAスプレッド（ATR単位）の最小値を上げれば、もみ合い相場での偽シグナルをフィルタリングできます。傾きフィルタを使えば、EMAがトレンド方向に明確に動いていることを条件として設定できます。
注意事項
MCMAはトレンド方向を示す指標です。反転の予測、エントリーシグナルの生成、ボラティリティの測定を行いません。トレンド分類は2本の移動平均の関係をフィルタリングして解釈したものであり、価格行動の確認ではありません。両方の平均が同じ名目の期間を使用しているため、EMA−RMAスプレッドはサイクル全体のデータよりも直近のモメンタムを反映します。より効果的に使うには、MCMA単体ではなく他のツールと併用して背景情報として活用してください。
Indikator
Moving Average IndexMoving Average Index is an overlay indicator that manages up to ten moving averages at once and highlights their relationship to each other, rather than just displaying them side by side. It's built for anyone who wants to track several moving averages at the same time without the chart turning into a tangle of lines — for example to compare short- and long-term trends, or to keep multiple timeframes in view at once, and see at a glance how these averages relate to one another.
Each moving average can independently be calculated as SMA, EMA, WMA, VWMA, HMA, or RMA — standard formulas from TradingView's own library, with no custom modification.
**Moving Average** (present ten times, MA 1–MA 10, each instance identically structured)
- Length: number of bars the average is calculated over.
- Type: calculation method: SMA, EMA, WMA, VWMA, HMA, or RMA.
- Source: the price or value the calculation is based on (e.g. close).
- Timeframe: a separate timeframe for this average; left empty, it uses the chart's timeframe. On a higher timeframe, the value updates within that timeframe's still-forming bar and can shift slightly until that bar closes.
- Line style: Line, Stepline, or Circles.
- Line width: thickness of the plotted line.
- Color: color of the line.
**Fill** (present three times, Fill 1–Fill 3, each instance identically structured)
- Connect: the two moving averages the area is drawn between.
- Bull / Bear: two colors: one for when the first selected average is above the second, the other for the opposite case.
Each enabled moving average is plotted as its own line, in the chosen style, width, and color. Up to three areas can also be shown between any two of these averages: their color switches automatically whenever the order of the two connected averages changes — one color while the first one is above, the other once it drops below. Once such an area is active, the indicator hides the two lines it connects; only the colored area remains visible, making trend changes stand out more clearly than with two crossing lines.
This indicator is intended solely for market analysis and does not constitute investment advice or a guarantee of success. Use it at your own discretion and risk; past results are not indicative of future performance. Indikator
OBV Acceleration / DecelerationDescription:
Introduction
Classic On-Balance Volume (OBV) is a powerful tool for tracking smart money and volume flow. However, standard OBV relies on raw closing prices to determine whether volume was "bullish" or "bearish" for the day. This makes it highly susceptible to market noise, wicks, and fake-outs.
This open-source script, OBV Acceleration / Deceleration, rebuilds the OBV formula from the ground up. It filters price noise using a Fibonacci-weighted Master Average and introduces a Volume Kinetics engine to detect exactly when volume is accelerating (spiking) or decelerating (drying up)
How It Works: Core Logic & Features
This indicator is built on three core mechanical features. Here is the exact logic behind how they work:
1. The Fibonacci Master Average (Noise Filtering)
Instead of looking at the raw close price to decide if volume should be added or subtracted, this script calculates six separate Simple Moving Averages (SMAs) based on the first six numbers of the Fibonacci sequence (1, 1, 2, 3, 5, 8).
*The Logic: The script averages these six SMAs together to create a "Master Average."
*The Result: If the Master Average is pointing up, the volume is added to the OBV. If it points down, it is subtracted. This ensures that a single erratic price wick does not falsely flip the volume flow.
2. Volume Kinetics (Acceleration & Deceleration)
Standard OBV only tells you direction, not intensity. This script measures the "velocity" of the volume by tracking the absolute change in the OBV step bar-by-bar, and compares it to a 40-period historical average.
*Acceleration (Volume Spikes): If the current volume is greater than our customizable Expansion Factor (default 2.0x the average), it flags an Acceleration state. This indicates high momentum, institutional participation, or a heavy breakout.
*Deceleration (Volume Dry-Up): If the current volume drops below our Compression Factor (default 0.5x the average), it flags a Deceleration state. This mathematically highlights market exhaustion, tight consolidation, or a lack of interest.
3. OBV Moving Average & Cloud Fill
To help determine the broader momentum context, a 20-period SMA is applied directly to the custom OBV line.
*The Logic: A dynamic cloud fills the space between the OBV line and its SMA.
*The Result: When OBV is above its SMA, the cloud is Teal (Bullish momentum). When OBV is below its SMA, the cloud is Maroon (Bearish momentum).
Visual Guide (Reading the Dots)
The indicator plots color-coded dots directly on the OBV line to give you instant visual feedback on volume kinetics:
🟢 Bright Green Dot: Bullish Acceleration (High-volume buying spike).
🔴 Bright Red Dot: Bearish Acceleration (High-volume selling spike).
🟡 Yellow Dot: Deceleration / Exhaustion (Volume has severely dried up).
🔵 Teal Dot: Standard bullish volume flow.
🟤 Maroon Dot: Standard bearish volume flow.
Practical Trading Applications
Confirming Breakouts: If price breaks through a key resistance level and the indicator prints a Bright Green Dot, it confirms the breakout is supported by anomalous volume and is more likely to succeed.
Spotting Reversals (Exhaustion): When price approaches a major support or resistance level and prints a cluster of Yellow Dots, it means the volume pushing the trend has dried up. This often precedes a reversal or a deep pullback.
Trend Riding: Stay in trades as long as the OBV line remains on the correct side of its SMA (represented by the Teal or Maroon cloud fill), ignoring minor price pullbacks.
Indikator
5-Day Rolling SMA 1m + Trend Alignment Band5-Day Rolling SMA 1m + Trend Alignment Band
This indicator displays a rolling multi-day Simple Moving Average calculated from 1-minute closing prices, together with a three-state Trend Alignment Band.
It is designed to provide a continuous view of short-term market direction across intraday chart timeframes.
Concept
A conventional 5-day SMA calculated on a daily chart averages only five daily closing prices.
This indicator uses a different approach. It calculates the average from all 1-minute closing prices contained in approximately five regular trading sessions.
For a U.S. stock or ETF with a 390-minute regular trading session:
390 minutes x 5 trading days = 1,950 one-minute bars
The default 5-day calculation is therefore approximately equivalent to:
SMA = Sum of the last 1,950 one-minute closes / 1,950
However, the script does not assume that every market has exactly 390 one-minute bars per trading day.
Instead, it measures the actual number of 1-minute bars in recent completed trading sessions. It then uses the median session length to estimate the typical number of bars per day.
The rolling window is calculated as:
Rolling Window = Typical 1-minute bars per session x Rolling Days
Using the median helps reduce the influence of shortened or unusual trading sessions.
Why use 1-minute data?
Using 1-minute data allows the multi-day average to move continuously instead of behaving like a daily moving average projected onto an intraday chart.
On a 1-minute chart, the rolling SMA can update every minute as:
one new 1-minute close enters the calculation;
the oldest observation leaves the rolling window.
On higher chart timeframes, the same internally calculated 1-minute rolling SMA is sampled onto the selected chart timeframe.
The purpose is not to reproduce a conventional 5-period daily SMA. It is to represent the average location of intraday prices over approximately the most recent five trading sessions.
Trend Alignment Band
The area between price and the rolling SMA is colored according to the relationship between price and the direction of the SMA.
Green - Bullish Alignment
Green appears when:
Price is above the rolling SMA.
The rolling SMA is rising.
Condition:
Price > SMA AND SMA(t) > SMA(t-1)
This indicates that price location and short-term trend direction are aligned upward.
Red - Bearish Alignment
Red appears when:
Price is below the rolling SMA.
The rolling SMA is falling.
Condition:
Price < SMA AND SMA(t) < SMA(t-1)
This indicates that price location and short-term trend direction are aligned downward.
Yellow - Transition / Conflict
Yellow appears when the two conditions are not aligned.
Examples include:
Price moves above the SMA while the SMA is still falling.
Price moves below the SMA while the SMA is still rising.
The SMA is flat.
Yellow should therefore not automatically be interpreted as a ranging market. It represents disagreement between current price location and the direction of the rolling average, which can occur during transitions, pullbacks, reversals, or consolidation.
Intended Use
The indicator is intended primarily as a short-term market-regime and directional context tool rather than as a standalone entry signal.
Possible uses include:
Identifying short-term directional bias.
Distinguishing aligned trends from transition phases.
Providing context for pullbacks and rallies.
Comparing current price with the average intraday price location of recent trading sessions.
Maintaining a consistent short-term reference when moving between intraday chart timeframes.
The three band states can be interpreted as:
Green = bullish alignment
Red = bearish alignment
Yellow = transition or directional conflict
These states are descriptive, not predictive, and should not be treated as automatic buy or sell signals.
Original Features
The script differs from a standard daily SMA or a fixed-length intraday SMA in several ways:
The moving average is calculated internally from 1-minute closing prices.
The script automatically measures the typical number of 1-minute bars in recent completed sessions.
The median session length is used to reduce sensitivity to shortened or irregular trading days.
The rolling period is automatically constructed from the detected session length and selected number of trading days.
The Trend Alignment Band combines both price position and SMA direction instead of using a simple price/SMA crossover alone.
This allows the indicator to adapt its multi-day rolling window to different symbols and trading-session structures without relying on a permanently fixed 1,950-bar setting.
Settings
Show 5-Day Rolling SMA
Shows or hides the rolling SMA line.
Show Trend Alignment Band
Shows or hides the colored area between price and the rolling SMA. Enabled by default.
SMA Line Width
Adjusts the thickness of the SMA.
SMA Color
Default: orange.
Band Transparency
Controls the transparency of the colored trend band.
Bullish Band / Bearish Band / Transition Band
Allows customization of the green, red, and yellow states.
Rolling Days
Default: 5 trading days.
Session Detection Days
Controls how many completed sessions are used when estimating the typical number of 1-minute bars per trading day.
Session
Regular: Uses the symbol's regular trading session.
All: Uses the available session data for the symbol.
For U.S. stocks and ETFs, Regular is the intended default.
Limitations
This is not the same calculation as a conventional 5-period SMA on a daily chart.
The indicator averages 1-minute closing-price observations, so it is better interpreted as a rolling intraday time-sampled price average over approximately the selected number of trading days.
Results can vary depending on:
the symbol's trading-session structure;
Regular versus All session selection;
holidays and shortened trading sessions;
the amount of 1-minute historical data available from the data provider;
the chart timeframe on which the internally calculated series is sampled.
A sufficient amount of historical intraday data is required before the script can determine the normal session length and calculate the full rolling window.
This indicator does not predict future prices and does not generate guaranteed trading signals. It should be used together with price structure, support/resistance, volume analysis, risk management, or other independent forms of analysis.
日本語説明
このインジケーターは、**直近の複数営業日相当の1分足終値から計算するローリングSMA（単純移動平均線）**と、価格とSMAの状態を3色で表すTrend Alignment Bandを表示します。
一般的な日足5SMAとは計算方法が異なります。
通常の日足5SMAは、
直近5本の日足終値の平均
ですが、本インジケーターは直近約5営業日に含まれる1分足終値を連続的に平均します。
米国株・ETFの通常取引時間が1日390分の場合、
390分 × 5営業日 = 1,950本
となるため、デフォルト設定では概ね1分足1950期間SMAに相当します。
1日のバー数を自動判定
このインジケーターでは、1日のバー数を390本と固定していません。
過去の完了した取引日について実際の1分足本数を計測し、その中央値から通常の1営業日あたりのバー数を推定します。
計算期間は、
ローリング本数 = 1営業日の代表的な1分足本数 × ローリング日数
として自動的に決定されます。
中央値を使用することで、短縮取引日などの特殊なセッションの影響を受けにくくしています。
1分足を使用する理由
日足5SMAをそのままイントラデイチャートへ表示すると、日ごとに値が切り替わるため階段状になります。
本インジケーターでは内部計算を1分足で行うため、1分足チャートでは新しい1分足が形成されるごとにローリング平均が更新されます。
したがって、通常の日足5SMAよりも連続的に、直近数営業日における価格の平均的な位置を表現できます。
上位時間足では、この1分足で計算されたRolling SMAを各チャート時間足へサンプリングして表示します。
Trend Alignment Band
価格とRolling SMAとの間を、価格の位置とSMAの方向に応じて3色に分類します。
緑 - Bullish Alignment
以下の2条件が同時に成立した状態です。
価格がSMAより上
SMAが上向き
Price > SMA かつ SMA(t) > SMA(t-1)
価格と短期トレンドの方向が上方向に一致している状態を示します。
赤 - Bearish Alignment
以下の2条件が同時に成立した状態です。
価格がSMAより下
SMAが下向き
Price < SMA かつ SMA(t) < SMA(t-1)
価格と短期トレンドの方向が下方向に一致している状態を示します。
黄 - Transition / Conflict
価格とSMAの方向が一致していない状態です。
代表例：
価格はSMAを上回ったが、SMAはまだ下降している
価格はSMAを下回ったが、SMAはまだ上昇している
SMAが横ばい
したがって黄色は単純な「レンジ」を意味するものではありません。
価格の位置と短期平均の方向に不一致が生じている状態であり、転換、押し・戻し、反転、持ち合いなどで発生します。
基本的な使い方
本インジケーターは直接的な売買シグナルではなく、短期的な相場環境と方向性を把握するためのツールとして設計しています。
基本的には、
緑 = 上昇方向への整合
赤 = 下降方向への整合
黄 = 移行状態または方向の不一致
として使用します。
価格が単にSMAの上か下かだけではなく、SMA自体の方向も同時に判定することが特徴です。
本インジケーター独自の特徴
一般的な日足SMAや固定期間のイントラデイSMAと比較して、以下の特徴があります。
1分足終値を内部計算に使用
1営業日の実際の1分足本数を自動計測
過去セッションの中央値によって通常のセッション長を推定
セッション長 × 日数からローリング期間を自動設定
価格のSMAに対する位置とSMAの方向を組み合わせて3色の状態を表示
これにより、1950本などの固定値をすべての銘柄に適用するのではなく、銘柄ごとの取引セッションに応じた複数日Rolling SMAを構成します。
設定
Show 5-Day Rolling SMA
Rolling SMAの表示・非表示。
Show Trend Alignment Band
Trend Bandの表示・非表示。デフォルトはON。
SMA Line Width
SMAの太さ。
SMA Color
デフォルトはオレンジ。
Band Transparency
帯の透明度。
Bullish / Bearish / Transition Band
緑・赤・黄色を個別に変更できます。
Rolling Days
デフォルト5営業日。
Session Detection Days
通常の1営業日の1分足本数を判定するために使用する過去セッション数。
Session
Regular：通常取引時間のみ
All：取得可能なセッションデータを使用
米国株・ETFではRegularを基本設定として想定しています。
通常の日足5SMAとの違い
通常の日足5SMAは、5本の日足終値を平均します。
本インジケーターは、直近約5営業日に含まれる大量の1分足終値を平均します。
したがって、両者は「5日」という時間範囲を扱っていても同じ指標ではありません。
本インジケーターは、直近数営業日において価格が平均的にどの水準に滞在していたかを連続的に表現することを目的としています。
制約・注意事項
計算結果は以下の要因によって変化する場合があります。
銘柄ごとの取引時間
Regular / All の選択
祝日や短縮取引
TradingView側で利用可能な1分足履歴
表示しているチャート時間足
十分な1分足履歴が存在しない場合、通常のセッション長および完全なローリング期間を計算できるまでSMAが表示されない場合があります。
また、本インジケーターは将来の価格を予測するものではなく、売買結果を保証するものでもありません。価格構造、支持抵抗、出来高、リスク管理など、他の分析と組み合わせて使用してください。 Indikator
SHM - Dual-WMA Momentum OscillatorSHM - Dual-WMA Momentum Oscillator
Overview-
The SHM Dual-WMA Momentum Oscillator (DWO) is an institutional-grade momentum indicator engineered to isolate structural trend direction, momentum acceleration, and high-probability market cycles across custom timeframes.
By calculating the percentage distance between a Fast WMA and a Slow WMA, the DWO filters out transient market noise and locks calculation logic to a customizable higher timeframe wave—allowing you to project and track macro momentum seamlessly across every chart resolution.
Key Features & Architecture-
* Flexible Multi-Timeframe (MTF) Engine: Complete control over your anchor timeframe (Anchor Momentum Timeframe). Choose your preferred momentum wave (e.g., 4H, Daily/24H, 3D, Weekly) and lock it to display consistently across all timeframes without repainting or distortion.
* Universal Timeframe Visibility: Lock your preferred anchor to the 4-Hour wave, and that 4H momentum wave stays strictly visible whether you zoom down to a 15-minute execution chart or step up to inspect the Daily or Weekly macro chart.
* Structural Trend Isolation: Eliminates short-term volatility, revealing where higher-timeframe capital flow is actually moving.
* Triple Equilibrium Baselines: Features customizable numeric anchor points (+33, 0, -33) paired with dynamic 4-color momentum acceleration histograms to easily spot expansion, exhaustion, and mean-reversion zones.
* Signal Tracking Line: Integrates an EMA-smoothed signal tracking line to highlight momentum crossovers and zero-line baseline retests cleanly.
How to Use for Analysis-
1. Selecting Your Anchor Timeframe:
* Set the Anchor Momentum Timeframe in the settings input to your preferred cycle (e.g., 240 for 4H execution, 1440 for Daily macro, or 1W for high-timeframe positioning).
2. Determining Trend Bias:
* DWO Line Above Zero Baseline: The selected anchor wave is structurally bullish. Intraday pullbacks act as buying liquidity within the broader trend.
* DWO Line Below Zero Baseline: The selected anchor wave is structurally bearish. Intraday bounces act as counter-trend rallies.
3. Equilibrium Acceleration Histograms:
* Green / Teal Histograms: Positive momentum acceleration relative to your selected anchor timeframe.
* Red / Dark Red Histograms: Negative momentum acceleration relative to your selected anchor timeframe.
Inputs & Settings-
* Anchor Momentum Timeframe (Default: 24H / 1440): Selects the timeframe wave to project across all charts (supports 1m up to 1W).
* Fast WMA Lookback (Default: 65): Controls the sensitivity of the primary signal curve.
* Slow WMA Lookback (Default: 480): Establishes the baseline filter for long-term trend isolation.
* Signal Smoothing Line (Default: 63): Adjusts the sensitivity of the EMA signal tracking curve.
* Triple Baseline Configuration: Sets the Y-axis levels for upper (+33), zero (0), and lower (-33) histograms.
Disclaimer
This script is designed for educational, informational, and analytical charting purposes only. It does not constitute financial or trading advice. Always perform independent analysis and practice strict risk management.
Indikator
Dual Shock SPMA | NAL1. Overview
Dual Shock SPMA | NAL is a dual-memory trend indicator designed to separately track how significant bullish and bearish price shocks are developing through time.
Unlike the standard Shock Percentile Moving Average, the Dual Shock SPMA maintains two independent adaptive baselines. Positive shocks update the Bull Shock SPMA, while negative shocks update the Bear Shock SPMA.
This creates two separate memories of where statistically stronger directional moves have occurred, allowing the indicator to evaluate the relationship between bullish and bearish shock structure rather than treating all large movements as one stream.
2. Calculation
The indicator begins by calculating the percentage return of the selected source and ranking the absolute magnitude of that return against recent history.
Ret = not na(source ) ? (source - source ) / math.max(math.abs(source ), syminfo.mintick) : 0.0
ShockRank = ta.percentrank(math.abs(Ret), percentrank_lookback)
Because the percentile calculation uses the absolute return, bullish and bearish shocks are ranked against the same magnitude distribution.
The direction of the return then determines which baseline is allowed to update.
BullGate = Ret > 0.0 and not na(ShockRank) and ShockRank > percentile_gate
BearGate = Ret < 0.0 and not na(ShockRank) and ShockRank > percentile_gate
A qualifying positive shock updates only the Bull Shock SPMA. A qualifying negative shock updates only the Bear Shock SPMA. Otherwise, each baseline retains its previous value.
BullMA := na(BullMA ) ? emaValue : BullGate ? emaValue : BullMA
BearMA := na(BearMA ) ? emaValue : BearGate ? emaValue : BearMA
Each shock stream then maintains its own directional memory.
A rising Bull SPMA means significant positive shocks are occurring at progressively higher price levels. A rising Bear SPMA means significant negative shocks are also occurring at progressively higher levels. The inverse applies when either baseline is declining.
BullTrend := BullSPMA > BullSPMA ? 1 : BullSPMA < BullSPMA ? -1 : nz(BullTrend , 0)
BearTrend := BearSPMA > BearSPMA ? 1 : BearSPMA < BearSPMA ? -1 : nz(BearTrend , 0)
The final state requires agreement between both shock memories.
For a bullish regime, both baselines must be trending upward and the Bull SPMA must remain above the Bear SPMA. For a bearish regime, both must be trending downward and their ordering must reverse.
An optional midpoint gate can additionally require price to remain aligned with the center of the dual-shock structure.
ShockMid = math.avg(BullSPMA, BearSPMA)
Long = BullTrend == 1 and BearTrend == 1 and (not UseMidGate or close > ShockMid) and BullSPMA > BearSPMA
Short = BearTrend == -1 and BullTrend == -1 and (not UseMidGate or close < ShockMid) and BullSPMA < BearSPMA
3. Key Features
Separate bullish and bearish shock-memory baselines.
Absolute-return percentile ranking for directly comparable shock magnitude.
Event-driven updates restricted to statistically stronger price movements.
Independent directional memory for positive and negative shocks.
Dual-baseline agreement and relative-position logic.
Optional price midpoint confirmation.
Optional neutral state during unresolved shock structure.
Shock-memory spread visualization and state-based candle coloring.
4. Use
Dual Shock SPMA is designed to analyze how significant positive and negative price events are evolving relative to one another.
Rather than treating volatility as a single undifferentiated stream, the indicator preserves separate memories for each side of the market. This makes the relationship between bullish and bearish shock structure itself part of the signal.
The spread between the two baselines visually represents this evolving relationship, while the midpoint provides a central reference for the combined shock structure.
Dual Shock SPMA is designed as a specialized structural component within a complete strategy framework. Its role is to identify when independently maintained bullish and bearish shock memories begin establishing directional agreement, providing a distinct layer of information about the underlying development of larger price movements.
Indikator
Indikator
StormCore Engine: OTE, Alligator & Volume ProfileThe StormCore Engine is a modular, all-in-one technical analysis tool designed to consolidate three powerful trading methodologies into a single, highly optimized script. By combining Optimal Trade Entry (OTE) zones, a modernized Williams Alligator, and a dynamic Volume Profile with node detection, this engine helps traders identify liquidity zones, trend alignments, and key volume clusters without exhausting indicator limits on the chart.
This script is built with a modular architecture, meaning every core component can be toggled on or off via a "Master Toggle" in the settings, keeping your workspace clean and reducing CPU load when specific tools are not in use.
### Core Modules
1. Optimal Trade Entry (OTE)
This module automatically plots Fibonacci retracement levels (including the 62% and 79% "sweet spot" boxes) anchored either to the visible chart area, custom date ranges, or higher timeframe swings.
- Features fractal detection to identify potential market structure shifts.
- Customizable Fibonacci extensions for dynamic profit-taking targets.
2. Super Alligator
A modernized take on the classic Bill Williams Alligator indicator. It utilizes SMMA-based Jaw, Teeth, and Lips to gauge trend direction and momentum.
- Signal Generation: Prints explicit Buy/Sell markers only when the "mouth" is fully open and the gap between the close price and the Lips exceeds a user-defined percentage.
- Trend Filters: Includes optional SMA 200 and VWAP filters to ensure signals only fire in the direction of the macro trend or intraday fair value.
3. Volume Profile & Node Detection
Calculates the trading volume at specific price levels over a user-defined lookback period.
- Displays the Point of Control (POC) and Value Area High/Low (VAH/VAL).
- Node Detection Algorithm: Highlights high-volume Peaks and low-volume Troughs within the profile, which often act as significant support and resistance barriers.
### Practical Application (How to Use)
A high-probability setup occurs when multiple modules align:
- Wait for the price to retrace into the OTE 70% box.
- Check if this zone coincides with a Volume Profile Peak (indicating strong historical liquidity).
- Await a confirming signal from the Super Alligator (e.g., a Buy triangle firing above the VWAP filter) to execute the trade.
All modules are calculated independently but rendered cleanly to avoid chart clutter. Adjust the settings for your specific asset and timeframe.
Developed by Andy Storm | AI-StormCore. Indikator
Indikator
DNSE VN301!, SMA ADX/DI Trend Following Strategy"SMA ADX DI Trend Following" is a trend-following strategy designed to identify and capture directional price movements by combining SMA slope analysis with ADX trend-strength confirmation and DI directional signals. The strategy uses SMA(89) to determine the primary trend direction, while ADX(14) confirms that the market has sufficient trend strength and DI identifies whether bullish or bearish pressure is dominant.
By requiring agreement between trend direction, trend strength, and directional momentum, the strategy seeks to filter out weak or unclear market conditions while participating in stronger intraday trends. An optional SMA(200) trend filter provides additional broader-trend confirmation. The strategy also includes configurable stop loss, take profit, trading session filters, signal confirmation settings, and automatic end-of-session position closure for disciplined risk management.
Strategy settings and configuration:
Chart timeframe: recommended 15-minute chart
Position size: 3 contracts
Signal SMA length: 89
SMA slope lookback: 5
ADX length: 14
ADX threshold: 20
DI filter: On / Off
New signal only: On / Off
SMA trend filter: disabled by default
Trend filter SMA length: 200
Stop loss: 10 points
Take profit: 20 points
Take profit: On / Off
Time filter: On / Off
Trading session: 09:00 – 14:30
Trade direction: Long / Short / Both
Signal arrows: disabled by default
Default script settings:
The strategy uses a signal SMA with a length of 89 to identify the main market direction. Instead of comparing the current SMA with only the previous candle, the bot uses a slope lookback of 5.
This means the bot compares the current SMA with the SMA value from 5 candles ago. If the current SMA is higher than the SMA from 5 candles ago, the SMA is considered rising. If the current SMA is lower than the SMA from 5 candles ago, the SMA is considered falling.
This method helps reduce noise on the 1-minute timeframe. The bot does not enter a trade just because the SMA moves slightly within one candle.
ADX(14) is used to confirm trend strength. When ADX is above 20, the market is considered to have enough trend strength for trading signals to be considered.
DI is used to confirm trend direction. When +DI is above -DI, buying pressure is dominant. When -DI is above +DI, selling pressure is dominant.
When the DI filter is enabled, the bot only allows Long trades when +DI > -DI. It only allows Short trades when -DI > +DI.
The “New signal only” option helps reduce repeated entries in the same signal state. When this option is enabled, the bot only enters when a new Long or Short state appears.
The SMA(200) trend filter is disabled by default. Users can enable this filter if they want stricter alignment with the larger trend.
When the SMA(200) trend filter is enabled, the script only allows Long trades when SMA(200) is rising and only allows Short trades when SMA(200) is falling.
Entry and exit rules:
Long entry:
Signal SMA is rising based on the 5-candle lookback
AND ADX(14) > 20
AND +DI > -DI, if the DI filter is enabled
AND SMA(200) is rising, if the SMA trend filter is enabled
AND a new Long state has just appeared, if new signal only mode is enabled
AND the signal appears during the trading session
AND trade direction allows Long entries
Long exit:
Stop loss: 10 points from entry price
Take profit: 20 points from entry price, if enabled
Signal SMA turns downward
Reversal when a valid Short signal appears
Automatic position close at the end of the trading session
Short entry:
Signal SMA is falling based on the 5-candle lookback
AND ADX(14) > 20
AND -DI > +DI, if the DI filter is enabled
AND SMA(200) is falling, if the SMA trend filter is enabled
AND a new Short state has just appeared, if new signal only mode is enabled
AND the signal appears during the trading session
AND trade direction allows Short entries
Short exit:
Stop loss: 10 points from entry price
Take profit: 20 points from entry price, if enabled
Signal SMA turns upward
Reversal when a valid Long signal appears
Automatic position close at the end of the trading session
Strategy logic:
CNPS 05 is suitable for market phases with clear trend direction. The signal SMA identifies the main direction. ADX filters for markets with enough trend strength. DI confirms whether buying or selling pressure is dominant.
This structure helps reduce noise in sideways conditions. The bot does not rely only on SMA slope. It also requires enough trend strength and directional confirmation from DI.
Time filter:
The default trading session is 09:00 – 14:30, designed to avoid two abnormal volatility periods.
ATO 08:45 – 09:00 is the opening auction period. Price can gap strongly and technical signals may be noisy.
ATC and negotiated trading 14:30 – 15:00 is the closing auction period. Price can move sharply or reverse quickly.
Users can adjust the start time and end time in the bot settings.
Risk disclaimer:
Futures trading involves a high level of risk and prices can move sharply. This script is provided for reference, research, and backtesting purposes only. Users should fully understand derivatives trading, their own risk tolerance, and the strategy logic before applying it to live trading.
All investment decisions are the responsibility of the user. phaisinh.online is not responsible for any losses arising from the use of this strategy in real trading. Past performance does not guarantee future results.
______________________________________________________________
"SMA ADX DI Trend Following" là một chiến lược giao dịch theo xu hướng, được thiết kế nhằm xác định và nắm bắt các chuyển động giá theo xu hướng bằng cách kết hợp phân tích độ dốc SMA với xác nhận sức mạnh xu hướng từ ADX và tín hiệu định hướng từ DI. Chiến lược sử dụng SMA(89) để xác định hướng xu hướng chính, trong khi ADX(14) xác nhận thị trường đang có đủ sức mạnh xu hướng và DI xác định bên mua hay bên bán đang chiếm ưu thế.
Bằng cách yêu cầu sự đồng thuận giữa hướng xu hướng, sức mạnh xu hướng và động lượng định hướng, chiến lược hướng tới việc lọc các điều kiện thị trường yếu hoặc không rõ xu hướng, đồng thời tham gia vào các xu hướng intraday mạnh hơn. Bộ lọc xu hướng SMA(200) tùy chọn cung cấp thêm xác nhận về xu hướng tổng thể. Chiến lược cũng bao gồm các tùy chọn Stop Loss, Take Profit, bộ lọc khung thời gian giao dịch, cài đặt xác nhận tín hiệu và cơ chế tự động đóng vị thế khi kết thúc phiên, nhằm đảm bảo quản trị rủi ro một cách chặt chẽ và có kỷ luật.
Cài đặt & cấu hình chiến lược:
Biểu đồ: khuyến nghị khung 15 phút
Khối lượng giao dịch: 3 hợp đồng
Chu kỳ SMA tín hiệu: 89
SMA slope lookback: 5
Chu kỳ ADX: 14
Ngưỡng ADX: 20
Bộ lọc DI: Bật / Tắt
Chỉ vào khi tín hiệu mới: Bật / Tắt
Bộ lọc xu hướng SMA: Tắt mặc định
Chu kỳ SMA bộ lọc: 200
Cắt lỗ: 10 điểm
Chốt lời: 20 điểm
Dùng chốt lời: Bật / Tắt
Bộ lọc giờ: Bật / Tắt
Khung giờ giao dịch: 09:00 – 14:30
Chiều giao dịch: Mua / Bán / Cả hai
Hiện mũi tên tín hiệu: Tắt mặc định
Cài đặt mặc định của script:
Chiến lược sử dụng SMA tín hiệu chu kỳ 89 để xác định hướng chính của thị trường. Thay vì so sánh SMA hiện tại với đúng một nến trước, bot sử dụng SMA slope lookback 5.
Điều này có nghĩa là bot so sánh SMA hiện tại với SMA của 5 nến trước. Nếu SMA hiện tại cao hơn SMA của 5 nến trước, SMA được xem là đang dốc lên. Nếu SMA hiện tại thấp hơn SMA của 5 nến trước, SMA được xem là đang dốc xuống.
Cách tính này giúp giảm nhiễu trên khung 1 phút. Bot không vào lệnh chỉ vì SMA nhích nhẹ trong một nến ngắn.
ADX(14) được dùng để xác nhận sức mạnh xu hướng. Khi ADX lớn hơn 20, thị trường được xem là có đủ lực xu hướng để xét tín hiệu giao dịch.
DI được dùng để xác nhận hướng xu hướng. Khi +DI lớn hơn -DI, lực tăng đang chiếm ưu thế. Khi -DI lớn hơn +DI, lực giảm đang chiếm ưu thế.
Khi bật bộ lọc DI, bot chỉ cho phép lệnh Mua khi +DI > -DI. Bot chỉ cho phép lệnh Bán khi -DI > +DI.
Tùy chọn “Chỉ vào khi tín hiệu mới” giúp hạn chế vào lại liên tục trong cùng một trạng thái. Khi bật tùy chọn này, bot chỉ vào lệnh khi trạng thái Long hoặc Short vừa mới xuất hiện.
Bộ lọc SMA(200) được để tắt mặc định. Người dùng có thể bật bộ lọc này nếu muốn giao dịch chặt hơn theo xu hướng lớn.
Khi bật bộ lọc SMA(200), script chỉ cho phép lệnh Mua khi SMA(200) dốc lên và chỉ cho phép lệnh Bán khi SMA(200) dốc xuống.
Điều kiện vào và thoát lệnh:
Vào lệnh Mua:
SMA tín hiệu dốc lên theo lookback 5
VÀ ADX(14) > 20
VÀ +DI > -DI, nếu bật bộ lọc DI
VÀ SMA(200) dốc lên, nếu bật bộ lọc xu hướng SMA
VÀ trạng thái Mua vừa mới xuất hiện, nếu bật chế độ chỉ vào tín hiệu mới
VÀ tín hiệu xuất hiện trong khung giờ giao dịch
VÀ chiều giao dịch cho phép lệnh Mua
Thoát lệnh Mua:
Cắt lỗ: 10 điểm từ giá vào lệnh
Chốt lời: 20 điểm từ giá vào lệnh, nếu bật
SMA tín hiệu đảo chiều xuống
Đảo chiều khi xuất hiện tín hiệu Bán hợp lệ
Tự động đóng lệnh khi hết khung giờ giao dịch
Vào lệnh Bán:
SMA tín hiệu dốc xuống theo lookback 5
VÀ ADX(14) > 20
VÀ -DI > +DI, nếu bật bộ lọc DI
VÀ SMA(200) dốc xuống, nếu bật bộ lọc xu hướng SMA
VÀ trạng thái Bán vừa mới xuất hiện, nếu bật chế độ chỉ vào tín hiệu mới
VÀ tín hiệu xuất hiện trong khung giờ giao dịch
VÀ chiều giao dịch cho phép lệnh Bán
Thoát lệnh Bán:
Cắt lỗ: 10 điểm từ giá vào lệnh
Chốt lời: 20 điểm từ giá vào lệnh, nếu bật
SMA tín hiệu đảo chiều lên
Đảo chiều khi xuất hiện tín hiệu Mua hợp lệ
Tự động đóng lệnh khi hết khung giờ giao dịch
Logic chiến lược:
CNPS 05 phù hợp với các giai đoạn thị trường có xu hướng rõ ràng. SMA tín hiệu giúp xác định hướng di chuyển chính. ADX giúp lọc những giai đoạn thị trường có lực. DI giúp xác nhận lực đang nghiêng về bên Mua hay bên Bán.
Cấu trúc này giúp bot hạn chế tín hiệu nhiễu trong vùng sideway. Bot không chỉ nhìn độ dốc SMA, mà còn yêu cầu thị trường có đủ sức mạnh xu hướng và có xác nhận hướng từ DI.
Bộ lọc giờ:
Mặc định 09:00 – 14:30, nhằm tránh hai vùng biến động bất thường.
ATO 08:45 – 09:00 là giai đoạn khớp lệnh mở cửa. Giá thường có thể gap mạnh và tín hiệu kỹ thuật dễ bị nhiễu.
ATC và giao dịch thỏa thuận 14:30 – 15:00 là giai đoạn khớp lệnh đóng cửa. Giá có thể biến động mạnh hoặc đảo chiều nhanh.
Người dùng có thể điều chỉnh giờ bắt đầu và giờ kết thúc trong phần cài đặt bot.
Tuyên bố rủi ro:
Giao dịch hợp đồng tương lai có mức độ rủi ro cao và giá có thể biến động mạnh. Script này chỉ phục vụ mục đích tham khảo, nghiên cứu và kiểm thử. Người dùng cần hiểu rõ giao dịch phái sinh, khẩu vị rủi ro cá nhân và logic của chiến lược trước khi áp dụng vào giao dịch thực tế.
Mọi quyết định đầu tư thuộc trách nhiệm của người dùng. phaisinh.online không chịu trách nhiệm cho bất kỳ khoản lỗ nào phát sinh từ việc sử dụng chiến lược này trong giao dịch thực tế. Hiệu quả trong quá khứ không đảm bảo kết quả trong tương lai.
Strategie
Multi EMA SMA Pro - 5/13/20/50/100/200 - MTFMULTI EMA/SMA PRO — 5/13/20/50/100/200 + MTF
Nine independent moving averages in one indicator, each with its own length,
type, timeframe, color and width. Defaults give you the classic 20 / 50 / 100 /
200 on your chart timeframe, with 5 and 13 a click away.
EVERY LINE IS LABELLED
No more guessing which line is which. Each average is tagged at the right edge
with its length — and optionally its type, its timeframe, its current value, and
how far price sits from it in percent. You read "200 D +18.06%" straight off the
chart instead of hovering over lines to find out.
DAILY / WEEKLY / MONTHLY AVERAGES ON ANY CHART
Every slot has a Chart / Daily / Weekly / Monthly / Custom selector, so you can
sit on a 5-minute chart and still see exactly where the daily 200 and the weekly
200 are — the levels that actually decide intraday reversals. Slots 7, 8 and 9
come pre-set to 200 D, 30 W and 200 W. Each higher-timeframe line is tagged with
D, W or M so there is never any ambiguity about what you are looking at. Ask for
a timeframe below your chart and the slot quietly falls back to chart data rather
than returning misleading values.
INFO TABLE
An on-chart panel lists every enabled average, its current value, and how far
price is above or below it in percent, color-coded green and red. It is the
fastest way to tell whether price is extended and due a snap back, or resting on
support. Decimal precision is adjustable.
GOLDEN CROSS / DEATH CROSS, DONE PROPERLY
GC/DC detection is on by default and measured on the DAILY 50 vs 200 no matter
what timeframe you are viewing — so an intraday chart shows the real cross, not a
5-minute imitation of one. Markers carry their own context: "GC 50/200 D".
Lengths, timeframe and MA type are all configurable, or you can point the cross
logic at any two of your plotted lines instead.
EVERYTHING ELSE
- EMA / SMA / WMA / HMA / RMA / VWMA globally, or overridden per line
- Custom source, plot offset, transparency, per-line width and color
- Line / step-line / circles / cross plot styles
- Slope-based coloring (green rising, red falling)
- Ribbon fill between any two averages
- Alerts for price crossing each average, plus golden and death cross
- Palette chosen to stay readable on both light and dark chart backgrounds
A NOTE ON HIGHER-TIMEFRAME DATA
Leave "wait for bar close" off and the daily and weekly lines update live inside
the forming candle, which is usually what you want when trading. The trade-off is
that an intraday cross can appear and then disappear before the session closes.
Turn it on for confirmed, non-repainting values that step one bar late.
If you find this useful, a boost is appreciated. Suggestions and feedback welcome in the comments.
Open-source — feel free to study, fork, and adapt. Indikator
GBPJPY 200EMA Pullback [FibonacciFlux]A with-trend 200EMA filter around a counter-trend RSI entry, built for one pair, published with the arithmetic that says confirming it would take about four years, and with the first month of that data saying no.
WHAT IT DOES
On a 1-minute GBPJPY chart:
Long : close above EMA(200) and RSI(14) at or below 30
Short : close below EMA(200) and RSI(14) at or above 70
Hold : 500 bars, then exit. No overlapping positions - while one is open, no new entry is taken.
Triangles mark entries, a cross marks the exit, and two Data Window series report the position (+1 / -1 / 0) and the bars remaining, so another script can read them with input.source. That is the whole indicator. It places no orders and computes no equity curve.
WHERE IT CAME FROM
It is the one configuration that survived a holdout in a search run on 2026-07-27, on GBPJPY 1-minute data from histdata, 2002-2026, scored in basis points against the population of all 500-minute moves:
dev 2002-2013 : diff +3.566bp t = +3.56 n = 2,949 MDE 2.805 powered
holdout 2014-2026 : diff +2.186bp t = +2.94 n = 3,179 MDE 2.086 powered
after cost : 1 pip +1.579bp / 2 pip +0.972bp
Selection was made on dev only: of 59 cells, 2 had power, and the larger diff of those 2 was taken. The holdout was scored once.
The pair-specific argument is that on 12 untouched pairs, spanning 17.5 to 20.9 years each, the plain RSI counter-trend leg is positive on every one (+0.122 to +1.600bp) and adding the 200EMA filter drags the average down to +0.097bp - so on those pairs the filter is redundant. GBPJPY is the only one that is negative unfiltered (-0.755bp) and only turns positive once the filter is applied.
NONE OF THAT IS RE-VERIFIED HERE, AND THE ORIGINAL AUTHOR'S OWN RESERVATIONS ARE PART OF THE CLAIM
Those figures come from histdata M1 that is not obtainable from TradingView, so this publication does not reproduce them and does not ask you to take them on faith. They are stated as the provenance of the rule, not as evidence for it. The reservations recorded with the research are reproduced in the source header verbatim in substance, and they are unusually damaging:
The holdout was used twice. The first use was invalid, because the selection rule ranked cells by diff without checking power and picked a cell with n = 109 and no power. As trials, that is a multiplicity of 2.
The time split was chosen after looking at the pooled 24-year aggregate, so it is partially contaminated, and the year-by-year distribution has never been looked at.
The 500-minute hold is a time-based exit. Take-profit and stop-loss were never tested; adding either makes this a different system.
By the research's own account, the only fully uncontaminated evidence is forward data from the research date onward.
SO HERE IS THE FIRST 28 DAYS OF EXACTLY THAT
28,378 one-minute GBPJPY bars from Yahoo Finance, 2026-07-29 to 2026-08-26, entirely after the research date, run through this exact rule:
22 completed round trips
mean +4.118bp, t = +0.46, median -4.17bp, 8 wins of 22
Read no further into that mean than the next paragraph allows, because three of those twenty-two are not what this rule says it does.
THE HOLD IS 500 BARS, NOT 500 MINUTES, AND OVER A WEEKEND THOSE ARE NOT THE SAME THING
The exit fires 500 BARS after entry. On a 1-minute chart that is 500 minutes - except across the weekend close, where the next bar is Monday. In this 28-day window the forward series has four gaps of 49.5 hours, and three positions were opened close enough to Friday's close that their 500-bar hold ran 3,480 minutes of wall clock, or 58 hours, instead of 500 minutes.
Those three trades are the entire positive result. They returned +160.2bp, -12.4bp and -9.5bp, contributing +138.4bp of the +90.6bp total. On the nineteen trades that really are 500-minute holds:
mean -2.514bp, t = -0.44, median -3.96bp, 7 wins of 19
Negative. So the sentence that would have been written here - "the sign agrees with the research" - is false on the trades the rule actually describes. It agrees only if three weekend-spanning holds are counted as if they were 500-minute ones, and one of those is a +160bp outlier.
This is a property of the script and not only of my data. The hold is implemented as a bar counter, so anyone running it live will get 58-hour holds across weekends too, with no marker or setting to tell them apart. It is worth knowing before the exit cross is read as a 500-minute result.
Against a null that circularly shifts the forward-return series while keeping the entry times where they are, over 2,000 draws, the all-22 mean sits at upper-tail p = 0.261 - unremarkable. The two statistics that come closest to significance both point against the rule: the win rate of 36.4% against a null median of 50.0% at lower-tail p = 0.114, and the median trade of -4.17bp against a null median of +0.50bp at lower-tail p = 0.079.
One thing does line up. The rule fires 0.786 times a day here, against 0.725 in the research's holdout and 0.673 in its dev period - so the event definition being tested is the same one, which is the least this check could establish and it did establish it.
One more sizing note. The 22 trades occupy 11,000 of the 28,378 bars, and the 105 raw signals are only 46 contiguous episodes averaging 2.3 bars each. The count of independent observations here is 22 - not 105, and certainly not 28,378.
Two numbers in this write-up are worth labelling before they get quoted back as evidence. The entry count of 22, and the 79% of raw signals the no-overlap gate suppresses, are both EXACTLY invariant when the forward returns are circularly shifted - p = 1.000 and p = 0.926. They describe how often the rule fires and how clustered its signals are, which is a property of the rule and of the autocorrelation of price. Neither can ever be evidence that it predicts anything. They are here for sizing expectations, and for nothing else.
THE NUMBER THAT MATTERS MOST
On the nineteen clean trades, with a 24.9bp spread, the smallest effect this window could resolve at 80% power is 16bp. That is seven times the effect being claimed. (Counting all twenty-two, the spread is 41.9bp and the floor is 25bp, eleven times.)
Detecting +2.186bp at 80% power needs roughly 1,000 trades. At 0.68 clean trades a day, that is about four years of forward data - and that is the optimistic figure, taken on the tighter of the two spreads.
That is not a criticism of the research; it is the size of the thing being looked for. A 2bp edge over a 500-minute hold is small against 42bp of noise per trade, and no amount of care in the backtest changes how long the clean test takes. Until then the claim is neither confirmed nor refuted, and this indicator is a way to watch it rather than evidence for it.
THE PUBLISHED SETTINGS ARE THE WEAKEST OF THEIR OWN NEIGHBOURHOOD
Running the same shift null on nearby parameter cells, upper-tail p for the mean: 0.282 at the published 30/70 with EMA200 and a 500-bar hold, against 0.020 at RSI 40/60, 0.036 at 25/75, 0.055 at a 100-bar hold, 0.060 at EMA150 and 0.075 at a 250-bar hold. Five of the seven neighbours tried beat the published cell.
That is not an argument for moving the settings, and it should not be read as one. Eight cells were looked at; one below 0.05 is what chance produces. A wider 100-cell sweep scored with a family-wise max-t null clears nothing at all - the best cell reaches t = 2.43 against a null whose own maximum averages 2.18, at p = 0.374. What it is an argument for is distrusting the precision of any single cell, including the one shipped here, which was itself chosen as the best of 59 on dev data.
THE CROSS-PAIR CLAIM DOES NOT SHOW UP IN ONE MONTH EITHER
Over the identical 28-day window, restricted to clean 500-minute holds, the same rule returns -3.45bp on EURJPY (n=14), +12.16bp on USDJPY (n=15), +20.11bp on AUDJPY (n=13), -2.30bp on GBPUSD (n=20) and -1.32bp on EURUSD (n=28), against -2.51bp on GBPJPY (n=19). None is significant, and GBPJPY is fourth of six.
Worse for the pair-specific argument, USDJPY reproduces its exact signature and does it harder. The argument is that GBPJPY alone is negative on the raw RSI leg and only turns positive once the EMA filter is applied. On this window USDJPY goes from -3.89bp unfiltered to +8.66bp filtered, a swing of +12.54bp, against GBPJPY's -7.13bp to +4.12bp, a swing of +11.25bp. Neither swing is resolvable - Welch gives p = 0.304 and p = 0.430, and all six pairs' intervals straddle zero - but the thing the argument is named after shows up on a second pair, larger.
The more specific version of the claim fares slightly better. Stripping the EMA200 filter and taking the RSI leg alone, GBPJPY is the most negative of the six at -7.13bp over 50 trades - which is the direction the research predicts - but USDJPY at -3.89bp and EURUSD at -3.64bp are negative too, so "GBPJPY is the only negative one" is not what this month shows. At about 50 trades per pair and a 40bp spread, the standard error is around 6bp, so none of this column separates from zero.
THE FILTER ITSELF DOES NOT CLEAR ON FORWARD DATA, AND THE NULL DECIDES IT
The EMA200 filter is the whole argument for this being a GBPJPY rule. Isolating it - shifting only the close-above-EMA200 condition, which preserves that state's very high persistence - it reaches p = 0.094 and does not clear. Against a null that instead selects bars by an independent coin flip it reaches p = 0.025 and appears to clear. The difference is entirely the null: a per-bar coin flip destroys the clustering that makes the filter's state meaningful, so it is the easier and the wrong comparison. On this month of data the filter is not established.
The filter also behaves like a switch rather than a knob. Between EMA lengths of 9 and 70 it emits zero entries at all, because over that band a close above a fast EMA and RSI at or below 30 almost never coincide. That dead zone reproduces identically on EURJPY, USDJPY and AUDJPY, so it is pair-independent mechanics rather than anything about GBPJPY - which is worth knowing, because the pair-specific story is the reason the filter is there.
WHAT CHANGED IN THIS VERSION
The exit marker was drawn with location.absolute against a boolean, which plots it at price 0. On any instrument that does not trade near zero that both hides the marker and drags the price axis down to zero: loaded on BTCUSDT it compressed every candle into a hairline at the top of the pane and filled the bottom with a grey smear. It now takes the close, so the cross appears where the exit actually happens. It was also a size.tiny grey cross sitting exactly on the close, which is close to invisible against a candle; it is now small and silver. This is the one change that alters what you see.
The entire file was in Japanese - header, input labels, plot titles and alert names - and is now in English. The title was "GBPJPY Pullback", which named a pair and a concept but not a mechanism; it now names the mechanism too. An MPL header was added.
The source noted that it had never been compiled, because it was written without a Pine environment. It compiles.
The measurements above are now in the header and in three input tooltips. No computation changed.
HOW THE NUMBERS WERE CHECKED
The logic was reimplemented outside Pine and cross-checked against this chart's Data Window on BINANCE:BTCUSDT 1-minute - not GBPJPY, deliberately, because Binance klines can be fetched bit-identical to what TradingView charts while a forex feed cannot. Eleven quantities on ten bars: the EMA, the RSI, both raw conditions, both entry flags, the exit flag, the position and the bars remaining. All 110 values round to the decimals TradingView prints, worst raw difference 4.6e-3. The state machine matched exactly on every bar, including one carrying an exit and one where a raw signal was correctly suppressed because a position was already open - so the no-overlap gate and the exit path were exercised rather than assumed.
That gate is not decoration. Over the forward window it suppresses 83 of 105 raw signals, 79% of them. The research notes that a run without it collapsed an apparent n of 1.35 million to an effective 2 and produced a fake t of +66.84.
WHAT THE MEASUREMENTS COVER
The forward test is 28 days, one pair, one data vendor, in a window where GBPJPY fell 81bp. The cross-pair table is the same 28 days. The implementation check is on a crypto pair on a different exchange. Nothing here covers the 2002-2026 research period, transaction costs beyond the figures quoted from the research, or any exit other than the 500-bar timer.
WHAT YOU NEED ON THE CHART BEFORE ANY OF THIS APPEARS
Nothing is discarded manually; Pine's na-propagation does it, so the first entry cannot occur before bar 200. Two consequences on a short chart. The EMA200 seed stays visible well past its first plotted value - recomputing from a start 6,000 bars later, the series disagrees with the settled one for another 432 bars. And with a 500-bar hold, a position opened in the last 500 bars can never show its exit cross. On a 1,500-bar chart that is 13% lost to the seed and 33% to the unclosable tail, leaving about half the chart able to host a complete round trip.
REPAINTING
None by construction. Every value is a confirmed same-bar value and there is no request.security anywhere, so there is no higher-timeframe path by which a value could change after its bar closed. On the still-forming bar the entry flag can appear and disappear as price moves, which is ordinary intrabar behaviour and settles when the bar closes.
Open source under MPL 2.0. Nothing here is a forecast, a signal service, or a claim of profitability. Indikator
KERNEL BANDS [vault]KERNEL BANDS
A non-parametric kernel regression centreline wrapped in adaptive residual sigma bands, with a full trade management layer on top: filtered entries, an exit engine that reports results in pips, a reversal radar, a dead-zone shield, session and momentum context, and a multi-timeframe screener. Everything is confirmed on bar close and nothing repaints.
A moving average assumes price came from a fixed-form equation (linear in lag, weighted in lag, and so on). Kernel regression makes no such assumption. It lets the local density of the data decide where the centreline sits, which gives a smoother and more honest picture of where price actually is, without the corner cutting EMAs and HMAs do around pivots. The bands around it are not arbitrary ATR multiples but a statistical measure of how far price normally strays from the kernel before reverting.
1. The kernel
Every moving average is a kernel, just a rectangular one (or, for HMA, a chained weighted one). Kernel regression generalises the idea: you pick the shape of the weight curve based on how much you want each historical bar to matter. Three kernels ship:
- Gaussian: the textbook bell curve, K(u) = exp(-u² / 2h²). Heavy tails, smooth everywhere. The most stable default.
- Epanechnikov: compact-support parabola, K(u) = max(0, 1 - u²/h²). Mathematically optimal in the mean-squared-error sense, lightest tails, slightly more responsive at the leading edge.
- Tricube: LOWESS-style, K(u) = max(0, (1 - |u/h|³)³). Very smooth shoulders, great on noisy intraday data where you want a confident centreline rather than a chasing one.
All three feed the same Nadaraya-Watson estimator, ŷ = Σ K(i) · close / Σ K(i), computed one-sided over the lookback window so it never looks into the future. The kernel choice sets the personality of the line, the bandwidth h sets its memory.
2. Adaptive bandwidth (ATR-scaled)
A static bandwidth breaks in changing regimes. When realised volatility expands a fixed h lags badly, when it contracts the same h starts amplifying noise. Here h is scaled live by normalised ATR:
h_eff = h_base × (1 + ATR / close × factor)
so the kernel widens when the market is loud and tightens when it is quiet, and the line behaves the same across gold, indices, crypto and FX without per-symbol tuning.
A Bandwidth Regime Shift alert fires when h moves by more than a user-set fraction in a single bar. It is your early warning that the volatility surface just changed: it typically fires before either directional signal and tells you whatever play you had on a minute ago may need to be re-evaluated. The dashboard shows the % jump that triggered it.
3. Residual sigma bands
The bands are the rolling standard deviation of the residual (close - kernel MA), EMA-smoothed, then scaled by the sigma multiplier. This answers a real question: how much do we usually deviate from the kernel before reverting? When the answer is small, the bands hug the line and a breakout is statistically meaningful. When it is large, band breaks are normal and should be downweighted.
Band Floor is an addition to the original concept. The half-width can never be thinner than a chosen fraction of ATR (0.6 by default). Without it, volatility compressions produced razor-thin bands and hair-trigger state flips on every wick. With it, a quiet market still needs a real move to change state.
4. State engine
A confirmed close above the upper band latches the state to Bullish, a confirmed close below the lower band latches it to Bearish. State only flips on the opposite band, there is no neutral repainting in between. Confirmation Closes sets how many consecutive closes beyond the band are required (default 2), which is the single biggest difference between a clean chart and a noisy one.
The band colour, the fill, the dashboard Signal row and the MTF screener all read from this one state.
5. Signal engine (what changed versus a plain band cross)
A state flip is not an entry any more. A flip arms the signal, and the entry prints only once every condition lines up within the entry wait window (default 6 bars). If the state reverts before that happens, the armed signal is dropped silently and nothing is printed. The dashboard shows the armed side in gold so you always know a setup is pending.
Conditions an entry must pass:
- Kernel slope must agree: buy only while the kernel is rising, sell only while it is falling. This kills counter-trend spikes, the classic "one violent wick through the lower band in an uptrend" trap.
- Entry candle must agree: a buy needs a green close, a sell needs a red close.
- Max extension beyond band: if the flip candle closed too far past the band (default 1.5× the band half-width) the engine waits for a calmer candle instead of chasing the blow-off.
- Skip blow-off candles: no entry on a bar (or the bar before it) whose range exceeds a multiple of ATR.
- Min bars between entries: a cooldown so two entries cannot stack on top of each other.
- Dead-zone shield: no entries while the market is flagged as chop (section 7).
- Session filter (optional, off by default): restrict entries to London / New York windows if you want it.
Re-entries: after an exit, if the state is unchanged and price crosses back through the kernel MA in the direction of momentum, a fresh entry arms. Trends are ridden in segments, each one banked.
Entry labels carry the side and the exact close price so you can enter at the same level.
6. Exit engine
Every entry is closed by the indicator with an Exit label in the colour of the side it closes (cyan closes a long, magenta closes a short). The label shows the exit price and the result in pips. Pip size is auto-detected (mintick × 10, so 0.1 on gold) and can be overridden.
An exit fires on whichever comes first:
- Flip: the state confirms the opposite way.
- Reversal: a reversal candle prints at a band extension while the trade is in profit.
- Giveback: after the trade has reached a minimum peak, it has given back a set percentage of that peak (default 50%).
- Structure: close breaks the lowest low (long) or highest high (short) of the last N bars while in profit.
The dashboard shows live Position, Open P&L and peak P&L, and the exit alert reports entry, exit, result, peak, trigger and bars held. Your journal writes itself.
7. Dead-zone shield
Flat, low-volume chop is where band systems buy the top and sell the bottom of the range. The shield scores four conditions every bar: flat kernel slope, clustered state flips (weighted double, because a burst of flips is the strongest chop tell there is), tight range and weak volume. Above the trigger score the chart is tinted, entries are suppressed and the dashboard reads DEAD ZONE with the bar count. The first genuine breakout escaping the zone still arms an entry.
Two alerts, deliberately not session-filtered: Dead Zone Entered (with the score and which conditions tripped it) and Dead Zone Cleared (with how long it lasted). The second one is the one to set: it tells you when to be back at the screen.
8. Reversal radar
Reversal candles (doji, pin bar, engulfing) that print at a band extension are marked with a ⚠ Rev label: red at the upper band, cyan at the lower. The dashboard tracks the most recent one as TOP FORMING / BOTTOM FORMING with its age. Kernel momentum is read live as Rising, Rising & Fading, Falling or Falling & Fading, with directional alerts when it turns. Together they are your early tell that a move is exhausting, and the Reversal exit uses the same signal.
9. Divergence engine
A pure slope-comparison divergence runs in parallel: the kernel slope over a window against the price slope over the same window. Bullish divergence is registered when price is falling while the kernel turns up, bearish is the mirror. Both slopes have separate minimum thresholds (as a fraction of ATR × window) so flat regions never trigger noise divergences, and a cooldown spaces them out. Labels print ▲ Div / ▼ Div at the wick they fire from, and the dashboard shows the active divergence with its bar age.
10. MTF screener
A compact board that shows the kernel state on 5m / 15m / 1h / 4h. The top row is pinned to whatever symbol your chart is on and follows you when you switch, so your active trade is always on the board. Up to five more symbols can be added in settings. Each cell is an arrow in the state colour, brighter when the flip is fresh (within a user-set number of bars) so you can tell at a glance whether a setup is new or already ran. The Σ column counts aligned timeframes and prints A+▲ or A+▼ when all four agree.
The screener requests nothing on your behalf: only symbols you type in are ever requested, so alerts save on every data plan.
11. Three visual modes
The same kernel and sigma feed every mode:
- Bands: classic upper / lower envelope with toggleable fill. Best for mean-reversion and band-touch analysis.
- Single Line: kernel centreline with a gradient fill between the line and price. Best for pure trend-following.
- Trail: only the trailing band is drawn, in the active state colour, with an optional sin-modulated pulse alpha that gives a subtle breathing effect. Best for visual conviction in directional moves.
State candles and bar colouring are independent toggles, and the kernel line can be drawn on top of Bands or Trail if you want it visible everywhere. A full Colors group covers bull, bear, neutral, text, accent and dashboard background / frame.
12. Dashboard
A monospaced table, positionable to any of nine anchors, with a subtle vertical gradient. Rows: Signal, Kernel MA, Upper Band, Lower Band, Band Width σ, Bandwidth h (with adaptive tag), Kernel, Divergence, Regime, Session, Position (including armed setups), Open P&L with peak, Market (Trending / Dead Zone), Momentum and Reversal.
13. Alerts
Seventeen named alert conditions, every one evaluated on bar close: BUY, SELL, EXIT LONG, EXIT SHORT, Bullish Breakout, Bearish Breakdown, Bullish Divergence, Bearish Divergence, Bandwidth Regime Shift, Reversal at Top, Reversal at Bottom, Dead Zone Entered, Dead Zone Cleared, Momentum Shift Bullish, Momentum Shift Bearish, Momentum Shift (any), Kernel State Flip.
On top of that the script sends dynamic messages through alert(): entries carry entry price, TP / SL geometry, live momentum and session, exits carry entry, exit, result in pips, peak, trigger and bars held, dead-zone events carry the score and the reason. Attach a webhook to "Any alert() function call" and a bot reading the payload has the same confluence a human reads on the dashboard.
Each named condition has to be selected individually in the alert dialog. "Any alert() function call" delivers the dynamic messages, not the named conditions. That is a TradingView rule, not a setting in this indicator.
How to use it
Trend-following: Single Line or Trail mode, Tricube kernel, adaptive bandwidth on, Confirmation Closes 2, kernel slope confirmation on. Take entries in the direction of the higher-timeframe rows on the screener and let the exit engine manage the trade.
Mean-reversion: Bands mode, Gaussian or Epanechnikov, fade band touches that coincide with a ⚠ Rev label, a divergence label and a low Band Width σ reading. Use the Regime Shift alert as a heads-up that a reversion play just got riskier.
Scalping 1m-5m: keep Band Floor at 0.6 or above and Confirmation Closes at 2, otherwise the band flips on every wick. If you get too few entries, loosen Entry Candle Must Agree first, then Max Extension to 2.0.
Suggested settings
Defaults are tuned for 5m-1H on liquid futures, gold and crypto: Lookback 30, Base Bandwidth 8, Sigma Multiplier 1.0, Band Floor 0.6, Confirmation Closes 2. For 1m-3m drop Lookback to ~20 and Bandwidth to ~6. For daily and above raise Lookback to 50 and Bandwidth to 12. The kernel and bandwidth jointly control how much the line trusts the recent past, the sigma multiplier and band floor separately control how much movement you are willing to call normal.
Limitations
The kernel is recomputed each bar over the lookback window, so very long lookbacks on very low timeframes can feel heavy. State transitions, entries, exits and reversal labels are all confirmed on bar close, so a band touch that gets reabsorbed within the bar will not fire. This is deliberate and is what prevents intra-bar repainting. The MTF screener reads higher-timeframe values that in real time come from the still-open bar, so a cell can flicker until that bar closes. Divergence is non-repainting but carries the natural lag of comparing slopes over a window.
What was improved over the original concept and why
- Band floor: the original residual sigma alone produced paper-thin bands in compressions and a flip on every wick. A floor tied to ATR fixed that without touching the statistical meaning of the band in normal conditions.
- Confirmation closes: one close beyond the band is a wick, two is a decision.
- Arm-then-fire entries: entries were firing on the flip bar no matter what that bar looked like. Now the flip arms the setup and the entry waits (up to a few bars) for kernel slope, candle colour and extension to agree, and is dropped if the state reverts.
- Kernel slope agreement: the single biggest source of bad trades was a sell printed during a spike down while the kernel was still rising. Requiring slope agreement removes the whole class.
- Blow-off check on two bars: a spike often spans the flip bar and the one before it.
- Dead-zone weighting: a cluster of flips is the strongest chop signal there is, so it counts double and the shield activates on a burst of flips alone instead of needing a second condition.
- Session filter off by default: gold and indices produce clean moves outside London / NY too, and the filter was skipping them. It is still there if you want it.
- Kernel MA plotted in every mode and alertable via the standard Crossing / Greater Than rules, plus a toggle to draw it on top of Bands or Trail.
- Screener requests only what you type in, so alerts save on any data plan.
Indikator
Oliver Kell - Master SystemWhen tracking thematic sector performance and hunting for the next big cycle, keeping your charts clean is critical. Price action translates the language of stocks into clear market principles, and the goal is to read it without unnecessary clutter. Influenced by the approach of Oliver Kell, this indicator is built to visualize the core structural elements of the Cycle of Price Action.
This script handles the main price chart and adapts automatically based on the timeframe you are viewing to help identify bases, flat bases, and structural breakouts.
Key Features
Macro Trend Tracking (Daily / Weekly / Monthly): Plots the core group of moving averages (5, 10, 20 EMA, and 20, 50, 200 SMA) to help gauge the health of a trend and identify phases like Reversal Extensions, Wedge Pops, and Wedge Drops.
Intraday Execution (65m / 30m / 5m): Automatically pulls in the true daily moving averages via background requests, alongside the local timeframe's 20 EMA, VWAP, and standard daily Pivot Points (P, R1, S1, R2, S2) for tactical precision.
Aesthetic Toggle: Features a built-in theme toggle to match the light layout of Victory in Stock Trading or the dark layout of The Swing Report.
Whether you are positioning for a long-term swing or looking for an intraday Technical Buy Area, this tool provides the structural framework. Remember, only price pays. Let the price action dictate your decisions. Indikator
Indikator
Global Macro RegimeThe Global Macro Regime is a top-down macro nowcasting and portfolio allocation tool that provides a consolidated view of the market-implied macro regime. It independently evaluates 30 key global markets across equities, fixed income, commodities, and currencies to determine the prevailing macro regime, which informs the model’s portfolio preferences and regime-specific exposures. It also features built-in alerts and an integrated backtester that enable investors to monitor regime changes and evaluate asset performance across different macro environments.
At its core, the model aggregates 30 independent cross-asset market signals to identify shifts in the market’s growth and inflation outlook. Rather than relying on backward-looking economic data, the model derives these signals in real time from evolving trends across global markets. By focusing on growth and inflation, the model captures two of the primary macroeconomic forces driving asset prices. The four possible combinations of growth and inflation define four distinct macro regimes, each of which tends to favor different portfolio preferences and exposures:
Goldilocks (Growth ↑, Inflation ↓): Improving growth with low/declining inflation.
Reflation (Growth ↑, Inflation ↑): Improving growth with high/rising inflation.
Inflation (Growth ↓, Inflation ↑): Deteriorating growth with high/rising inflation.
Deflation (Growth ↓, Inflation ↓): Deteriorating growth with low/declining inflation.
Goldilocks and Reflation represent Risk-On regimes, while Inflation and Deflation represent Risk-Off regimes. Each of the 30 selected markets is evaluated independently as either a growth or inflation signal. Markets signaling improving growth contribute to both Goldilocks and Reflation, while markets signaling deteriorating growth contribute to both Inflation and Deflation. Markets signaling high/rising inflation contribute to both Reflation and Inflation, while markets signaling low/declining inflation contribute to both Goldilocks and Deflation. The selected markets are grouped into equities (10), fixed income (10), commodities (6), and currencies (4):
Equities = S&P 500 Index (SPX), Russell 2000 Index (RUT), STOXX Europe 600 Index (SXXP), Nikkei 225 Index (NI225), Hang Seng Index (HSI), MSCI Emerging Markets Index Futures (MME), High Beta / Low Volatility Ratio (SPHB/SPLV), Cyclicals / Defensives Ratio (XLY/XLP), S&P 500 Volatility Index (VIX), and 3M Implied Correlation Index (COR3M).
Fixed Income = US 2Y Treasury Yield, US 10Y Treasury Yield, German 10Y Bund Yield, UK 10Y Gilt Yield, Japan 10Y JGB Yield, US 10Y Breakeven Inflation Rate, US CCC Distressed Index Option-Adjusted Spread, US High Yield Index Option-Adjusted Spread, US Investment Grade Corporate Index Option-Adjusted Spread, and US Bond Volatility Index (MOVE).
Commodities = Brent Crude Oil Futures (BRN), Agricultural Commodities (DBA), Industrial Metals (DBB), Copper Futures (HG), Silver / Gold Ratio (SI/GC), and CME Bitcoin Futures.
Currencies = US Dollar Index (DXY), Australian Dollar / US Dollar (AUDUSD), British Pound / US Dollar (GBPUSD), and Euro / US Dollar (EURUSD).
Each market signal is derived independently using either a volatility-adjusted moving-average crossover, a volatility-based adaptive trailing stop, or a combination of both. The signals are then aggregated and normalized into percentage scores representing each regime’s share of total signals, with optional smoothing over the specified signal length to reduce noise. The regime receiving the greatest confirmation across global markets is identified as the dominant macro regime and translated into portfolio preferences displayed in the regime preference table:
Goldilocks Preferences = Risk-On > Risk-Off, High Beta > Low Beta, Cyclicals > Defensives, International < US Equities, SMID Caps < Large Caps, Short Rates > Long Rates, Spreads > Treasuries, High Yield > Low Yield, Beta FX > US Dollar, Metals > Energy, and Bitcoin > Gold.
Reflation Preferences = Risk-On > Risk-Off, High Beta > Low Beta, Cyclicals > Defensives, International > US Equities, SMID Caps > Large Caps, Short Rates > Long Rates, Spreads > Treasuries, High Yield > Low Yield, Beta FX > US Dollar, Metals > Energy, and Bitcoin > Gold.
Inflation Preferences = Risk-On < Risk-Off, High Beta < Low Beta, Cyclicals < Defensives, International < US Equities, SMID Caps < Large Caps, Short Rates > Long Rates, Spreads < Treasuries, High Yield < Low Yield, Beta FX < US Dollar, Metals < Energy, and Bitcoin < Gold.
Deflation Preferences = Risk-On < Risk-Off, High Beta < Low Beta, Cyclicals < Defensives, International < US Equities, SMID Caps < Large Caps, Short Rates < Long Rates, Spreads < Treasuries, High Yield < Low Yield, Beta FX < US Dollar, Metals > Energy, and Bitcoin < Gold.
The model further translates these portfolio preferences into specific exposures across equities, fixed income, commodities, and currencies. The selected exposures have been systematically backtested across the four macro regimes, dating back as far as January 1996, to identify those exhibiting the strongest risk-adjusted performance and most consistent directionally aligned trending behavior within each asset class. The resulting exposure lists provide a more granular view of the model’s broader portfolio preferences based on historically observed relationships:
Goldilocks Exposures = Equity sectors include Communication Services (XLC), Technology (XLK), Financials (XLF), Industrials (XLI), Consumer Discretionary (XLY), Materials (XLB), and Real Estate (VNQ). Equity factors include S&P 500 (SPY), Nasdaq 100 (QQQ), High Beta (SPHB), Momentum (MTUM), Quality (QUAL), Growth (IWF), and Value (IWD). Fixed income includes High Yield Bonds (HYG), Investment Grade Bonds (LQD), and Convertible Bonds (CWB). Commodities include Bitcoin (BTC), Industrial Metals (DBB), Metal Producers (PICK), Gold (GLD), Gold Miners (GDX), Silver (SLV), Silver Miners (SIL), Copper (CPER), Copper Miners (COPX), Uranium (SRUUF), and Uranium Miners (URNM). Currencies include Australian Dollar (FXA), British Pound (FXB), and Euro (FXE).
Reflation Exposures = Equity sectors include Energy (XLE), Communication Services (XLC), Technology (XLK), Financials (XLF), Industrials (XLI), Consumer Discretionary (XLY), Materials (XLB), and Real Estate (VNQ). Equity factors include Global Equities (ACWI), International Equities (ACWX), S&P 500 (SPY), Nasdaq 100 (QQQ), Emerging Markets (EEM), High Beta (SPHB), Mid Caps (IWR), Small Caps (IWM), Momentum (MTUM), Quality (QUAL), Growth (IWF), Value (IWD), Equal Weight (RSP), Global Infrastructure (IGF), and International Real Estate (IFGL). Fixed income includes High Yield Bonds (HYG), Convertible Bonds (CWB), Private Credit (BIZD), and Emerging Market Bonds (EMB). Commodities include Bitcoin (BTC), Commodities (DBC), Industrial Metals (DBB), Metal Producers (PICK), Crude Oil (USO), Agriculture (DBA), Agriculture Producers (VEGI), Gold (GLD), Gold Miners (GDX), Silver (SLV), Silver Miners (SIL), Copper (CPER), Copper Miners (COPX), Uranium (SRUUF), and Uranium Miners (URNM). Currencies include Australian Dollar (FXA), Canadian Dollar (FXC), British Pound (FXB), and Euro (FXE).
Inflation Exposures = Equity sectors include Energy (XLE), Consumer Staples (XLP), Utilities (XLU), and Health Care (XLV). Equity factors include Low Volatility (SPLV). Fixed income includes 1-3 Month Treasury Bills (BIL). Commodities include Commodities (DBC), Crude Oil (USO), Agriculture (DBA), and Gold (GLD). Currencies include US Dollar (UUP).
Deflation Exposures = Equity sectors include Consumer Staples (XLP), Utilities (XLU), and Health Care (XLV). Equity factors include Low Volatility (SPLV) and High Dividend (SPHD). Fixed income includes 1-3 Year Treasuries (SHY), 7-10 Year Treasuries (IEF), 20+ Year Treasuries (TLT), US Aggregate Bonds (AGG), Mortgage-Backed Securities (MBB), and International Aggregate Bonds (BNDX). Commodities include Gold (GLD). Currencies include US Dollar (UUP) and Japanese Yen (FXY).
The model includes a built-in alert system that notifies investors in real time when the dominant macro regime changes and provides the corresponding exposures for the new regime. It also features an integrated backtesting engine that can be enabled in the menu to evaluate asset performance across the macro regimes. Users can assign an asset to each regime, with the backtest automatically rotating into the corresponding asset whenever that regime becomes dominant. If one or more assets are assigned, any unassigned regimes are treated as cash. If no assets are assigned, the chart ticker is assigned to Goldilocks and Reflation, while Inflation and Deflation are treated as cash. The backtest reports the following performance metrics:
CAGR = Compounded Annual Growth Rate.
Excess = CAGR in excess of buy-and-hold.
Sharpe = CAGR per unit of standard deviation.
Sortino = CAGR per unit of downside deviation.
Calmar = CAGR relative to maximum drawdown.
Max DD = Largest peak-to-trough decline in value.
Alpha (α) = Excess annualized risk-adjusted returns.
Win Rate = Ratio of profitable trades to total trades.
Profit Factor = Total gross profit per unit of losses.
Expectancy = Average expected return per trade.
Turnover = Average annualized change in exposure.
The indicator is designed with flexibility in mind, allowing users to select the backtest period, signal methodology, preferred trend type, volatility type, and the individual markets included in the regime calculation. Supported moving-average types include the Exponential Moving Average (EMA), Simple Moving Average (SMA), Wilder’s Moving Average (RMA), and Weighted Moving Average (WMA). Supported volatility types include the Average True Range (ATR), Standard Deviation (SD), and Mean Absolute Deviation (MAD). The table follows an intuitive color-coded logic that allows for quick performance comparison against buy-and-hold (B&H):
CAGR = Green indicates above 0%, while red indicates below 0%.
Excess = Green indicates above 0%, while red indicates below 0%.
Sharpe = Green indicates better than B&H, while red indicates worse.
Sortino = Green indicates better than B&H, while red indicates worse.
Calmar = Green indicates better than B&H, while red indicates worse.
Max DD = Green indicates better than B&H, while red indicates worse.
Alpha (α) = Green indicates above 0%, while red indicates below 0%.
Win Rate = Green indicates above 50%, while red indicates below 50%.
Profit Factor = Green indicates above 2, while red indicates below 1.
Expectancy = Green indicates above 0%, while red indicates below 0%.
In summary, the Global Macro Regime is a comprehensive market-based macro framework designed to identify the prevailing macro regime. By combining 30 independent cross-asset market signals, the model translates the dominant macro regime into portfolio preferences and regime-specific exposures based on historical relationships that may not persist under future market conditions as market dynamics and asset-specific characteristics evolve over time. Historical coverage also varies across the 30 selected markets, with regime signals prior to 2006 based on progressively fewer markets and therefore requiring more cautious interpretation. Indikator
Weighted Adaptive Moving Average [Achira Meegasthanne]Weighted Adaptive Moving Average
Weighted Adaptive Moving Average is an adaptive trend-following indicator designed to adjust its responsiveness according to market movement and price efficiency.
The indicator combines an Efficiency Ratio, adaptive moving average calculation, dynamic price deviation, ATR-based trend analysis, and bullish/bearish flow detection to create a responsive trend line and visual market direction.
🔹 KEY FEATURES
📈 ADAPTIVE MOVING AVERAGE
The indicator uses an adaptive moving average that dynamically changes its behavior according to the relationship between price movement and total price movement over the selected length.
When price movement is more directional, the moving average can respond more efficiently to changes in price.
⚙️ CUSTOMIZABLE SETTINGS
The indicator provides the following settings:
• Sensitivity
• Length
• Source
The default Length is 14 , while the default Sensitivity is 2.5 .
📊 EFFICIENCY RATIO
The adaptive calculation uses an Efficiency Ratio based on:
• Net price change over the selected length
• Sum of absolute price changes over the same period
This allows the moving average to adapt according to the efficiency of current price movement.
🎯 DYNAMIC PRICE ADJUSTMENT
The indicator calculates a dynamic deviation using cumulative price movement and the selected Sensitivity.
This adjustment allows the adaptive moving average to respond to significant price movement while filtering smaller price fluctuations.
📈 ADAPTIVE TREND LINE
The main moving average is displayed as a step-style trend line.
Its color changes according to the detected trend condition:
• Bullish
• Bearish
• Flat
This provides a simple visual representation of the current adaptive trend.
🟢 BULLISH FLOW
Bullish Flow becomes active when the adaptive moving average is rising.
When Bullish Flow is active:
• The trend area uses the bullish color
• Price bars are colored bullish
• The indicator can generate a bullish transition label
🔴 BEARISH FLOW
Bullish Flow becomes inactive when the adaptive moving average is falling.
When Bearish Flow is active:
• The trend area uses the bearish color
• Price bars are colored bearish
• The indicator can generate a bearish transition label
📐 ATR-BASED TREND ANALYSIS
The indicator uses a 14-period ATR to measure price movement and normalize the slope of the adaptive moving average.
The relationship between the moving average slope and ATR is used to determine whether the market is showing stronger directional movement or a flatter condition.
📊 TREND CONDITIONS
The indicator classifies the adaptive moving average into three conditions:
UP
The adaptive moving average is moving strongly in the upward direction according to the configured trend threshold.
DOWN
The adaptive moving average is moving strongly in the downward direction according to the configured trend threshold.
FLAT
The adaptive moving average does not meet the required upward or downward threshold.
🎨 DYNAMIC TREND AREA
The indicator creates an upper and lower adaptive band around the main moving average.
The area between these bands is filled according to the current Bullish Flow:
• Bullish Flow = Bullish shaded area
• Bearish Flow = Bearish shaded area
This provides a visual representation of the current market flow.
🕯️ BAR COLORING
Chart candles are automatically colored according to the current Bullish Flow.
• Bullish Flow = Bullish candle color
• Bearish Flow = Bearish candle color
This makes the prevailing market direction easy to identify at a glance.
🎯 TREND TRANSITION LABELS
The indicator creates labels when Bullish Flow changes direction.
BUY TRANSITION
A bullish transition occurs when Bullish Flow changes from bearish to bullish.
The indicator displays a label below the candle containing the current low value.
SELL TRANSITION
A bearish transition occurs when Bullish Flow changes from bullish to bearish.
The indicator displays a label above the candle containing the current high value.
🧠 HOW IT WORKS
1. Calculate Price Efficiency
The indicator measures net price movement relative to total absolute price movement.
2. Calculate Adaptive Average
The Efficiency Ratio is used to create an adaptive moving average.
3. Apply Dynamic Deviation
A sensitivity-based deviation is calculated from cumulative price movement.
4. Adjust the Moving Average
The adaptive calculation incorporates the dynamic deviation to make the moving average responsive to significant price movement.
5. Analyze Moving Average Slope
The indicator compares the current adaptive moving average with its previous value.
6. Apply ATR Normalization
The moving average movement is evaluated relative to ATR to determine the current trend condition.
7. Determine Bullish or Bearish Flow
The direction of the adaptive moving average determines the current Bullish Flow state.
8. Display the Trend
The indicator visualizes the trend using the adaptive line, shaded area, bar colors, and transition labels.
📌 CORE CONCEPT
Price Efficiency → Adaptive Moving Average → Dynamic Deviation → ATR Trend Analysis → Bullish/Bearish Flow → Visual Trend Confirmation
⚠️ IMPORTANT DISCLAIMER
This indicator is designed for market analysis and educational purposes .
The adaptive moving average, trend conditions, Bullish Flow, Bearish Flow, and transition labels should not be considered guaranteed buy or sell signals.
Moving averages are reactive tools and market conditions can change quickly.
Always perform your own analysis, use proper risk management, and thoroughly test the indicator before using it with real capital.
Adapt to the market. Follow the flow. Understand the trend.
Indikator
TF: Price-MA Deviation (PMAD)TradingFlow: Price-MA Deviation (PMAD)
TradingFlow: Price-MA Deviation (PMAD) is a mean-reversion indicator that measures how far price has deviated from its moving average, normalized to a 0–100 scale based on recent historical range. Raw percentage deviation varies widely across assets and timeframes, so PMAD takes a different approach. It answers a simple question: where does the current deviation sit relative to recent history? This makes PMAD comparable across different symbols, timeframes, and market conditions. A reading of 85 on Bitcoin means the same thing as a reading of 85 on a stock. Price is stretched to the upper end of its recent deviation range.
Key Features:
Normalized Deviation (0–100)
The core line oscillates between 0 and 100. At 50, price is at its moving average. Above 50, price is above the MA. Below 50, price is below. The value shows where the current deviation falls within the highest and lowest deviations over the normalization lookback period.
Adaptive Timeframe Scaling
PMAD automatically adjusts its MA and normalization periods based on the chart timeframe. On intraday charts, shorter periods keep the indicator responsive. On daily and higher timeframes, the full user-specified periods produce a smoother macro view. Intraday scaling can be fine-tuned with exposed base period and normalization multiplier inputs.
Auto Market-Hour Detection
PMAD detects the asset type and sets trading hours automatically. Crypto and forex get 24 hours, futures get 23 hours, and equities get 6.5 hours. A manual override is available for non-standard sessions.
Overbought and Oversold Zones
Dotted reference lines at 85 and 15 mark potential overbought and oversold conditions. The area above 85 is shaded red; the area below 15 is shaded green. These levels are configurable.
Signal Line
An optional smoothed line (SMA or EMA) of the deviation can be displayed. Crossovers between the deviation line and the signal line can help identify shifts in momentum. The signal line period is set in bars and works across all timeframes.
Alerts
Six built-in alert conditions are available: overbought cross, oversold cross, signal bullish cross, signal bearish cross, bullish regime (above 50), and bearish regime (below 50).
How to Read the Chart
A reading above 50 means price is trading above its moving average. A reading below 50 means price is below. The further from 50, the more extended the deviation.
Overbought (above 85) means price has deviated to the upper end of its recent range. Oversold (below 15) means price has deviated to the lower end. These zones suggest potential mean-reversion conditions, but should not be treated as automatic entry or exit signals.
When the deviation line crosses above the signal line, short-term momentum is increasing. When it crosses below, momentum is decreasing.
Flexible Configuration
PMAD supports SMA and EMA moving-average types, adjustable MA and normalization periods, configurable thresholds, and per-asset trading hour settings. Intraday base period and normalization multiplier can be fine-tuned for different markets or trading styles.
Practical Use
PMAD can identify extended price conditions, monitor mean-reversion opportunities, filter entries against the broader deviation context, and compare relative strength across multiple symbols. It works best alongside price action, support and resistance, volume, volatility analysis, and disciplined risk management.
PMAD does not predict future price movement and should not be used as a standalone entry or exit system.
---
TradingFlow: Price-MA Deviation (PMAD)
TradingFlow: Price-MA Deviation (PMAD) 是一個均值回歸指標，衡量價格偏離移動平均線的程度，並根據近期歷史範圍歸一化至 0–100 的刻度。不同商品和時間週期之間的百分比偏離差異很大，PMAD 不顯示原始偏離值，而是回答一個簡單的問題：目前的偏離程度，在近期歷史中處於什麼位置？這讓 PMAD 可以在不同標的、時間週期和市場條件之間進行比較。Bitcoin 上的 85 讀數與股票上的 85 讀數含義相同。價格已偏離至其近期偏離範圍的上端。
核心功能：
歸一化偏離值（0–100）
核心線在 0 到 100 之間震盪。位於 50 時，價格正好在移動平均線上。高於50，價格在均線上方；低於50，價格在均線下方。該數值代表目前偏離值在歸一化回看期內最高和最低偏離值之間的位置。
自適應時間週期縮放
PMAD 會根據圖表時間週期自動調整 MA 和歸一化的期間。在日內圖表上使用較短的週期以保持靈敏度；在日線及以上圖表上使用完整的使用者設定週期，以獲得更平滑的宏觀視角。日內縮放可透過基礎期間和歸一化倍數進行微調。
自動市場時數偵測
PMAD 會偵測資產類型並自動設定交易時數。加密貨幣和外匯為24小時，期貨為23小時，股票為6.5小時。也提供手動覆蓋選項，適用於非標準交易時段。
超買和超賣區域
85 和15 的虛線參考標記潛在的超買和超賣狀態。85 以上區域以紅色陰影標示；15 以下區域以綠色陰影標示。這些水平可自行調整。
訊號線
可選擇顯示偏離值的平滑線（SMA 或 EMA）。偏離線與訊號線之間的交叉，有助於識別動能的轉變。訊號線期間以 K 棒數設定，適用於所有時間週期。
警報
內建六種警報條件：超買突破、超賣跌破、訊號線多頭交叉、訊號線空頭交叉、多頭狀態（50 以上）及空頭狀態（50 以下）。
如何閱讀圖表
當偏離線高於50時，價格交易在移動平均線上方；低於50時，價格在均線下方。距離50越遠，偏離越極端。
當線條進入超買區域（高於85），價格已偏離至近期範圍的上端；進入超賣區域（低於15），價格已偏離至下端。這些區域暗示可能的均值回歸條件，但不應視為自動的進場或出場訊號。
當偏離線向上穿越訊號線，短期動能正在增強；向下穿越則代表動能減弱。
彈性設定
PMAD 支援 SMA 和 EMA 移動平均類型、可調整的 MA 和歸一化期間、可設定的閾值，以及每種資產的交易時數設定。日內基礎期間和歸一化倍數可針對不同市場或交易風格進行微調。
實際使用方式
PMAD 可用於辨識極端價格條件、觀察均值回歸機會、根據偏離背景過濾交易，以及比較多個標的的相對強弱。它適合搭配價格行為、支撐阻力、成交量、波動率分析與風險管理一起使用。
PMAD 無法預測未來價格走勢，也不應單獨用作進場或出場系統。
---
TradingFlow: Price-MA Deviation (PMAD)
TradingFlow: Price-MA Deviation (PMAD) は、価格が移動平均線からどれだけ乖離しているかを測定し、直近の歴史的なレンジに基づいて 0〜100 に正規化する平均回帰型インジケーターです。生の乖離率は銘柄や時間足によって大きく異なるため、PMAD は異なるアプローチを採用しています。シンプルな問いかけに答えます。現在の乖離は、直近の歴史の中でどの位置にあるか。これにより、異なる銘柄、時間足、市場条件間で比較が可能になります。Bitcoin で 85 という読み値は、株式で 85 と同じ意味を持ちます。価格が直近の乖離レンジの上限にまで引き伸ばされている状態です。
主な機能:
正規化乖離値（0〜100）
コアとなるラインは 0 から 100 の間で推移します。50 は価格が移動平均線上にある状態を示します。50 以上なら価格は MA を上回り、50 以下なら下回ります。この値は、正規化のルックバック期間における最高乖離値と最低乖離値のレンジの中で、現在の乖離がどの位置にあるかを示しています。
アダプティブタイムフレームスケーリング
PMAD はチャートの時間足に応じて、MA と正規化の期間を自動調整します。日中足では短い期間を採用し、インジケーターの応答性を維持します。日足以上の時間足では、ユーザーが指定した期間をそのまま使用し、より滑らかなマクロ視点を実現します。日中のスケーリングは、ベース期間と正規化倍数の入力パラメーターで微調整可能です。
マーケット時間の自動検出
PMAD はアセットの種類を検出し、取引時間を自動設定します。暗号通貨と FX は 24 時間、先物は 23 時間、株式は 6.5 時間が適用されます。非標準の取引セッションにも対応できる手動設定が用意されています。
買われすぎ・売られすぎゾーン
85 と 15 の破線は、買われすぎ・売られすぎの目安を示します。85 以上の領域は赤で塗りつぶされ、15 以下の領域は緑で塗りつぶされます。これらの水準は変更可能です。
シグナルライン
乖離値を平滑化した線（SMA または EMA）をオプションで表示できます。乖離線とシグナルラインのクロスは、勢いの変化を捉えるのに役立ちます。シグナルラインの期間はバー数で指定し、すべての時間足で動作します。
アラート
6 種類のアラート条件を標準装備しています。買われすぎ突破、売られすぎ下抜け、シグナルラインの買いクロス、シグナルラインの売りクロス、強気レジーム（50 以上のクロス）、弱気レジーム（50 以下のクロス）です。
チャートの読み方
乖離値が 50 を上回れば、価格は移動平均線の上で推移しています。50 を下回れば、下で推移しています。50 から離れるほど、乖離は極端になります。
買われすぎ（85 以上）は、価格が直近レンジの上限に達していることを示します。売られすぎ（15 以下）は、下限に達していることを示します。これらのゾーンは平均回帰の可能性を示唆しますが、自動的な売買シグナルとして扱うべきではありません。
乖離線がシグナルラインを上抜けた場合は短期の勢いが増し、下抜けた場合は勢いが衰減しています。
柔軟な設定
PMAD は SMA と EMA の移動平均タイプ、MA と正規化の期間調整、閾値の設定、アセット別の取引時間設定に対応しています。日中のベース期間と正規化倍数は、市場やトレードスタイルに合わせて微調整可能です。
実際の使い方
PMAD は、価格の過熱状態の把握、平均回帰の機会の監視、乖離のコンテキストに基づくエントリーのフィルタリング、複数銘柄間の相対ストレングスの比較に活用できます。価格アクション、サポート・レジスタンス、出来高、ボラティリティ分析、そして規律あるリスク管理と組み合わせて使用することが推奨されます。
PMAD は将来の価格動向を予測するものではなく、単独での売買システムとして使用すべきではありません。
Indikator
