OPEN-SOURCE SCRIPT
Mis à jour

Dynamic Regime Matrix [Adaptive 5-Layer System]

387
Title: Dynamic Regime Matrix [Adaptive 5-Layer System]

Overview:
The Dynamic Regime Matrix (DRM) is a professional-grade, non-repainting indicator designed to systematically eliminate market noise, avoid false breakouts, and capture high-probability trends. By filtering the market through 5 distinct logical layers, DRM ensures you only enter the market when conditions are heavily in your favor.

The 5-Layer Architecture:

HTF Regime Filter (Chikou & ADX): Analyzes the Higher Timeframe (HTF) momentum using Chikou Span and ADX. It classifies the market into Trend, Range, or "Storm" (extreme overextended volatility) to establish a strict directional bias.

Volatility Gate: Uses an ATR/SMA cross. The gate only opens when the market is "alive." It completely shuts down trading during dead hours, holidays, or low-liquidity chop.

Trend Confirmation: Requires a perfect EMA ribbon alignment (Short > Mid > Long) and current timeframe Chikou confirmation.

Entry Trigger: A hybrid momentum trigger using CCI zero-line/100 breaks combined with RSI hidden divergence for pinpoint entries.

Risk Management Output: Automatically calculates and plots ATR-based Stop Loss (SL) and two Take Profit (TP) levels the moment a signal fires.

Key Features:

Auto (Dynamic) Mode: Automatically adapts to market momentum. When ADX shows a strong trend (>40), the system dynamically widens TP targets, shortens the CCI trigger for faster entries, and relaxes the Volatility Gate to prevent missing massive moves.

Diagnostic Dashboard: A clean, unobtrusive UI panel shows exactly which filters are passing ("OK") or failing ("NG"), helping you understand the market context at a glance.

Alerts Ready: Get instant notifications with entry price, SL, and TP targets when all 5 layers align.

Note: This indicator strictly calculates on bar_close and does NOT repaint.
Notes de version
⚙️ Manual Parameter Tuning Guide

Manual Mode Tuning Guide (Optimized for 3m/5m Index Futures):

For highly volatile assets like Index Futures (e.g., Nikkei 225, NQ, ES) on a 3-minute or 5-minute chart, consider the following manual adjustments:

HTF Timeframe: Set to 15 or 30 minutes. A 5x to 10x multiplier of your current chart is the sweet spot for accurate regime detection without lagging too far behind the daily trend.

Volatility Gate (ATR SMA Length): Default is 20. If you find you are missing the very beginning of explosive moves, increase this to 30 or 40. A longer SMA lowers the hurdle for the current ATR to cross above it, opening the gate slightly earlier.

Storm Mode Threshold (ADX): In extremely strong bull/bear markets, an ADX of 50 is easily surpassed. If the system is blocking trades by misclassifying a mega-trend as a "Storm," increase the ADX Threshold to 60 or 65.

Risk Multipliers:

Standard Volatility: SL 1.5x / TP1 2.0x / TP2 3.5x

High Volatility (Strong Trend): Expand your targets. SL 1.5x / TP1 2.5x / TP2 4.5x or even 5.0x to maximize the runner.
Notes de version
Trigger adjustment
Notes de version
Trigger adjustment

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.