OPEN-SOURCE SCRIPT
HMA + Kalman + LinReg Channel [Pointalgo]
HMA + Kalman + Linear Regression Channel
HMA + Kalman + LinReg Channel is a volatility-adaptive price channel that blends three smoothing techniques into a single dynamic midline and adjusts its band width based on market conditions (trending vs. sideways).
This script is designed for traders who want:
A smoother central bias line
Volatility-based dynamic bands
Context-aware channel width
Simple breakout visual signals
Core Components
This indicator combines three different smoothing methods:
The three values are averaged to form a composite midline, providing balanced responsiveness and stability.
Adaptive Channel Logic
The channel width is based on ATR (Average True Range).
Channel behavior:
This creates a dynamic structure that adapts to market conditions automatically.
Visual Features:
Breakout Signals:
Inputs:
All parameters are user-adjustable.
Disclaimer
This script is provided for educational and research purposes only. It does not provide financial advice. Users are responsible for their own trading decisions.
HMA + Kalman + LinReg Channel is a volatility-adaptive price channel that blends three smoothing techniques into a single dynamic midline and adjusts its band width based on market conditions (trending vs. sideways).
This script is designed for traders who want:
A smoother central bias line
Volatility-based dynamic bands
Context-aware channel width
Simple breakout visual signals
Core Components
This indicator combines three different smoothing methods:
- Hull Moving Average (HMA) – Reduces lag while maintaining smoothness
- Kalman Filter – Adaptive filtering to reduce noise
- Linear Regression (LinReg) – Captures short-term trend direction
The three values are averaged to form a composite midline, providing balanced responsiveness and stability.
Adaptive Channel Logic
The channel width is based on ATR (Average True Range).
- When the midline moves significantly over a lookback period (relative to ATR), the market is considered Trending
- When movement remains within a defined ATR zone, the market is considered Sideways
Channel behavior:
- Trending → Multiplier is reduced (tighter bands)
- Sideways → Full multiplier (wider bands)
This creates a dynamic structure that adapts to market conditions automatically.
Visual Features:
- Midline changes color depending on market state
- Upper and lower bands plotted around the midline
- Optional shaded channel for better visibility
- Breakout markers when price crosses outside the channel
Breakout Signals:
- Bullish signal: Close crosses above upper band
- Bearish signal: Close crosses below lower band
Inputs:
- Length
- Source
- Standard Multiplier
- Trend Lookback
- Trend Threshold (ATR multiple)
- Kalman R and Q parameters
All parameters are user-adjustable.
Disclaimer
This script is provided for educational and research purposes only. It does not provide financial advice. Users are responsible for their own trading decisions.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Unlock powerful tools & indicators → pointalgo.com
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Unlock powerful tools & indicators → pointalgo.com
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.