OPEN-SOURCE SCRIPT
Probabilistic Regime Tensor [JOAT]
Probabilistic Regime Tensor [JOAT]
Introduction
Probabilistic Regime Tensor classifies market state into Trend, Mean Reversion, or Shock using logistic transforms of statistical inputs.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. Trend Probability
Regression slope, variance ratio, and normalized return behavior feed the trend model.
2. Mean-Reversion Probability
Contracting variance ratio, weak slope, and autocorrelation behavior feed the reversion model.
3. Shock Probability
Volatility rank and fast/slow return divergence feed the shock model.
4. Probability Entropy
The three probabilities are normalized and entropy shows whether the classifier is decisive or uncertain.
Pine Script®
Features
Input Parameters
How to Use This Script
Use PRT to decide which style of analysis is more appropriate: continuation, mean reversion, or volatility caution.
Limitations
Originality Statement
PRT is original in using normalized logistic probabilities and entropy to classify market regime.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades
Introduction
Probabilistic Regime Tensor classifies market state into Trend, Mean Reversion, or Shock using logistic transforms of statistical inputs.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. Trend Probability
Regression slope, variance ratio, and normalized return behavior feed the trend model.
2. Mean-Reversion Probability
Contracting variance ratio, weak slope, and autocorrelation behavior feed the reversion model.
3. Shock Probability
Volatility rank and fast/slow return divergence feed the shock model.
4. Probability Entropy
The three probabilities are normalized and entropy shows whether the classifier is decisive or uncertain.
Features
- Three-state probability model
- Trend, mean, and shock probabilities
- Dominant confidence and entropy
- Sparse regime labels
- Movable quant HUD
Input Parameters
- Statistical and fast windows
- Dominant probability gate
- Cooldown
- Candle and HUD toggles
- HUD position selector
How to Use This Script
Use PRT to decide which style of analysis is more appropriate: continuation, mean reversion, or volatility caution.
Limitations
- The script uses historical OHLCV data and cannot know future prices.
- Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting.
- Model outputs should be interpreted with market context, risk controls, and independent analysis.
- No visual state should be treated as a certain trade outcome.
Originality Statement
PRT is original in using normalized logistic probabilities and entropy to classify market regime.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades
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.
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t.me/jackofalltradesvip 🃏
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jackofalltrades.vip 🌐
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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.
The AI Trading Ecosystem, Built to win trades 📈
Get Full Access 👇
jackofalltrades.vip 🌐
t.me/jackofalltradesvip 🃏
Get Full Access 👇
jackofalltrades.vip 🌐
t.me/jackofalltradesvip 🃏
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.