OPEN-SOURCE SCRIPT
Markov Regime Detector - CriptoMatiko
The **Markov Regime Detector** classifies each bar as Bull, Bear, or Lateral using rolling log-return, then builds a 3×3 Markov transition matrix from the chart's full visible history.
The matrix diagonal measures **persistence** — the probability of each regime continuing into the next bar. Alerts fire only when persistence exceeds a user-defined threshold, filtering out short-lived, low-confidence regime flips.
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**How it works**
1. Computes log-return over the last N bars (default: 20)
2. Labels each bar: Bull (log-ret > +5%), Bear (log-ret < −5%), Lateral (in between)
3. Counts all historical transitions and row-normalizes into probabilities
4. Diagonal of the matrix = persistence of the current regime
5. Alert fires when: regime changes AND persistence >= configured threshold
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**Visuals**
- Ribbon — real-time background tint: green (Bull) / rose (Bear) / grey (Lateral)
- Triangles ▲▼◆ — mark the start of each confirmed new regime
- Floating labels — regime name + persistence % at each transition point
- Table (bottom-right) — current regime, persistence, log-return and alert status
Note: The ribbon updates on the forming bar. Labels, shapes and alerts only fire on confirmed bar close (barstate.isconfirmed).
---
**Alerts**
Set up as "Any alert() call" + "Once per bar close". Dynamic message format:
REGIME: BEAR
Anterior: LATERAL
Persistencia: 85%
Preco: 2022.60
Indicador: Markov | CriptoMatiko
---
**Parameters**
Lookback window (default 20): bars used to compute log-return and classify the current state
Bull threshold (default 5%): log-ret above this value = Bull
Bear threshold (default 5%): log-ret below -5% = Bear
Min persistence to alert (default 55%): minimum persistence to trigger an alert
Min bars to hold (default 3): consecutive bars in same regime before label appears
---
The matrix diagonal measures **persistence** — the probability of each regime continuing into the next bar. Alerts fire only when persistence exceeds a user-defined threshold, filtering out short-lived, low-confidence regime flips.
---
**How it works**
1. Computes log-return over the last N bars (default: 20)
2. Labels each bar: Bull (log-ret > +5%), Bear (log-ret < −5%), Lateral (in between)
3. Counts all historical transitions and row-normalizes into probabilities
4. Diagonal of the matrix = persistence of the current regime
5. Alert fires when: regime changes AND persistence >= configured threshold
---
**Visuals**
- Ribbon — real-time background tint: green (Bull) / rose (Bear) / grey (Lateral)
- Triangles ▲▼◆ — mark the start of each confirmed new regime
- Floating labels — regime name + persistence % at each transition point
- Table (bottom-right) — current regime, persistence, log-return and alert status
Note: The ribbon updates on the forming bar. Labels, shapes and alerts only fire on confirmed bar close (barstate.isconfirmed).
---
**Alerts**
Set up as "Any alert() call" + "Once per bar close". Dynamic message format:
REGIME: BEAR
Anterior: LATERAL
Persistencia: 85%
Preco: 2022.60
Indicador: Markov | CriptoMatiko
---
**Parameters**
Lookback window (default 20): bars used to compute log-return and classify the current state
Bull threshold (default 5%): log-ret above this value = Bull
Bear threshold (default 5%): log-ret below -5% = Bear
Min persistence to alert (default 55%): minimum persistence to trigger an alert
Min bars to hold (default 3): consecutive bars in same regime before label appears
---
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La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.