Hawkes Flow Ignite [forexobroker]
Hawkes Flow Ignite models order-flow clustering with a self-exciting Poisson (Hawkes) process. Each volume burst raises the intensity lambda(t), which then decays exponentially with user-set half-life. Sustained activity = sustained intensity. Signals fire on strong directional bars within a cluster regime.
🔶 ALGORITHM
1. Burst event: volume > sma(volume, N) + k * stdev(volume, N).
2. Intensity update: lambda[t] = decay * lambda[t-1] + (burst ? 1 : 0), where decay = exp(-ln(2) / halflife).
3. Cluster regime active when lambda > sma(lambda, 100) + k * stdev(lambda, 100).
4. Strong bar detection: |close - open| > k * ATR, with sign giving direction.
🔶 SIGNAL LOGIC
- Buy: cluster active AND (close - open) > k * ATR AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: cluster active AND (close - open) < -k * ATR.
- Position-lock state machine.
🔶 INPUTS
- Volume Window (default 20)
- Burst k (default 1.5 sigma)
- Decay Half-Life (default 15 bars)
- Intensity Threshold k (default 1.0)
- Bar Strength x ATR (default 0.30)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, buy / sell colors
🔶 ALERTS
HFI Buy, HFI Sell, HFI Any Signal, HFI Cluster Start, HFI Cluster End, HFI Burst, HFI Strong Up Bar, HFI Strong Dn Bar, HFI Webhook JSON.
🔶 LIMITATIONS
- Forex tick volume is broker-aggregated and noisy; performance is best on instruments with reliable volume (futures, crypto, equities).
- Half-life is a fixed parameter; real Hawkes processes use a learned kernel that varies by event type.
- Cluster gate plus strong-bar gate is conservative; for higher cadence reduce bar-strength k.
- Burst threshold uses fixed sigma; some sessions naturally have higher z-scores than others.
🔶 ALGORITHM
1. Burst event: volume > sma(volume, N) + k * stdev(volume, N).
2. Intensity update: lambda[t] = decay * lambda[t-1] + (burst ? 1 : 0), where decay = exp(-ln(2) / halflife).
3. Cluster regime active when lambda > sma(lambda, 100) + k * stdev(lambda, 100).
4. Strong bar detection: |close - open| > k * ATR, with sign giving direction.
🔶 SIGNAL LOGIC
- Buy: cluster active AND (close - open) > k * ATR AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: cluster active AND (close - open) < -k * ATR.
- Position-lock state machine.
🔶 INPUTS
- Volume Window (default 20)
- Burst k (default 1.5 sigma)
- Decay Half-Life (default 15 bars)
- Intensity Threshold k (default 1.0)
- Bar Strength x ATR (default 0.30)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, buy / sell colors
🔶 ALERTS
HFI Buy, HFI Sell, HFI Any Signal, HFI Cluster Start, HFI Cluster End, HFI Burst, HFI Strong Up Bar, HFI Strong Dn Bar, HFI Webhook JSON.
🔶 LIMITATIONS
- Forex tick volume is broker-aggregated and noisy; performance is best on instruments with reliable volume (futures, crypto, equities).
- Half-life is a fixed parameter; real Hawkes processes use a learned kernel that varies by event type.
- Cluster gate plus strong-bar gate is conservative; for higher cadence reduce bar-strength k.
- Burst threshold uses fixed sigma; some sessions naturally have higher z-scores than others.
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🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.
🔵Gain access to our powerful tools : kestutisbalciunas.com/tradingview/
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.