OPEN-SOURCE SCRIPT
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.
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
🔵Gain access to our powerful tools : forexobroker.com/tv
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
🔵Gain access to our powerful tools : forexobroker.com/tv
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.