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CFI Momentum Suite What Makes This Different Standard percentage-based oscillators measure the spread between two averages and compare it to a fixed zero line. Whether momentum is above or below zero is treated the same regardless of whether the market is in a high-volatility surge or a compressed, low-activity grind. The CFI Momentum Spread Suite replaces the fixed zero reference with a dynamic CFI Spread Threshold — an adaptive confirmation zone that expands in elevated-activity markets and tightens in compressed ones. Momentum is only confirmed when the CFI Momentum Spread crosses outside this threshold. Inside the band, momentum is classified as a CFI Transition Zone — not yet confirmed in either direction. __________________________________________________________________________________ The CFI Pulse Calibration Engine The adaptive threshold is produced by a four-step CFI Pulse Calibration engine running on every bar: Step 1 — CFI Volatility Pulse Measures current market range activity over a user-defined period (default: 14 bars), capturing how much the market is expanding or contracting bar by bar. Step 2 — CFI Pulse Calibration The raw CFI Volatility Pulse is calibrated to a 0–1 intensity scale by comparing it to its highest and lowest readings over a second window (default: 50 bars). An intensity of 1.0 means activity is at its highest point in that window. An intensity of 0.0 means it is at its lowest. Step 3 — CFI Spread Threshold calculation The calibrated intensity is multiplied by a user-defined maximum threshold value (default: 0.3%) to produce the current CFI Spread Threshold. At peak activity, the threshold expands to 0.3% above and below zero — requiring a larger spread to confirm momentum. At minimum activity, the threshold compresses toward zero — making the indicator more sensitive to smaller moves. Step 4 — CFI Activity State classification The calibrated intensity is classified into three CFI Activity States: Elevated (top third), Steady (middle third), and Compressed (bottom third). A live label displays the current state and exact threshold value on the pane. CFI Activity State | |Intensity Range Threshold Behaviour Elevated Activity Top third (≥ 0.66) Threshold expands, larger spread required to confirm Steady Activity Middle third| Threshold at mid-range Compressed Activity| Bottom third (≤ 0.33) Threshold tightens — smaller spread is sufficient ______________________________________________________________________ The CFI Momentum Phase Engine The CFI Momentum Phase classifies market momentum into five states using two inputs simultaneously — the position of the CFI Momentum Spread relative to the adaptive CFI Spread Threshold, AND the direction of the CFI Spread Bars. This produces phase signals that are dynamically calibrated to current market conditions rather than relying on a fixed zero-cross. CFI Momentum Phase |Condition CFI Expansion Phase Spread confirmed above threshold AND Spread Bars widening CFI Fading Phase Spread above threshold BUT Spread Bars narrowing CFI Recovery Phase Spread below threshold BUT Spread Bars widening CFI Contraction Phase Spread confirmed below threshold AND Spread Bars narrowing CFI Transition Zone Spread within threshold — momentum not yet confirmed The CFI Transition Zone is a unique feature — it identifies bars where the CFI Momentum Spread has not yet cleared the adaptive threshold in either direction, preventing false phase signals during low-conviction moves. ________________________________________________________________________________ Visual Layer CFI Momentum Spread — the core line, coloured by current CFI Momentum Phase. Full opacity in Expansion and Contraction. Reduced opacity in Fading and Recovery. Grey in Transition Zone. CFI Spread Bars — histogram showing the spread between the CFI Momentum Spread and CFI Trigger Line. Blue when positive and widening. Faded blue when positive and narrowing. Red when negative and widening downward. Faded red when narrowing. CFI Trigger Line — CFI Reactive Average applied to the CFI Momentum Spread itself, producing a signal confirmation layer. Displayed in CFI Gold for instant visual separation. CFI Spread Threshold Bands — shaded grey zone around CFI Equilibrium showing the current adaptive confirmation threshold. Expands and compresses with market activity in real time. CFI Momentum Phase Label — live on-chart display of current phase, activity state, and exact threshold value in percentage points. __________________________________________________________________________________ Optional Features CFI Trigger Line — on by default. Toggle off for a cleaner view of the CFI Momentum Spread and Spread Bars alone. CFI Spread Bars — on by default. Toggle off to focus on the CFI Momentum Spread line and CFI Trigger Line crossovers. CFI Spread Threshold Bands — on by default. Toggle off if you prefer a clean zero reference without the adaptive zone visualisation. CFI Pulse Calibration — on by default. Toggle off to revert to a fixed zero threshold (standard mode). Useful for direct comparison. ________________________________________________________________________________ CFI Alert Conditions CFI Momentum Spread crossed above / below CFI Trigger Line CFI Momentum Spread confirmed above CFI Spread Threshold (adaptive — not fixed zero) CFI Momentum Spread confirmed below CFI Spread Threshold (adaptive — not fixed zero) CFI Momentum Spread crossed above / below CFI Equilibrium (zero) CFI Momentum Phase entered: Expansion / Fading / Recovery / Contraction / Transition CFI Activity State shifted to Elevated — threshold expanding CFI Activity State shifted to Compressed — threshold tightening ________________________________________________________________________________ CFI Settings Reference Setting| Default | Description CFI Spread Source Close Price input to both CFI Averages CFI Average Type CFI Reactive CFI Reactive or CFI Steady Average CFI Fast Average — Period 12 Period of the CFI Fast Average CFI Slow Average — Period 26 Period of the CFI Slow Average Show CFI Trigger Line On Toggle CFI Trigger Line overlay CFI Trigger Line — Period 9 CFI Reactive Average period applied to the Spread Show CFI Spread Bars On Toggle CFI Spread Bars histogram Enable CFI Pulse Calibration On Toggles the adaptive CFI Spread Threshold engine CFI Volatility Pulse — Period 14 Market range activity measurement period CFI Pulse Calibration — Window 50 Window for highest/lowest Pulse comparison CFI Spread Threshold — Max 0.3% Maximum threshold expansion at peak activity Show CFI Spread Threshold Bands On Shaded adaptive confirmation zone around CFI Equilibrium Show CFI Momentum Phase Label On Live phase, activity state, and threshold label

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CFI: Dynamic Volatility-Adaptive Zones CFI — Dynamic Volatility-Adaptive Zones What Makes This Different Standard momentum indicators — including multi-level implementations — apply fixed reference thresholds. Whether two levels or seven, those numbers are constants. They do not respond to whether the market is trending violently or grinding sideways. The CFI RSI Suite v2 replaces fixed zone levels with a volatility-adaptive zone engine built around the CFI Momentum Index. Every bar, each of the seven CFI Zone Levels is recalculated based on the current CFI Volatility Pulse reading. The zones are not decorative — they are computed values that reprice continuously. _______________________________________________________________________________ The CFI Adaptive Zone Engine The zone calculation works in five steps: Step 1 — CFI Volatility Pulse The CFI Volatility Pulse measures current market range activity over a user-defined period (default: 14 bars), capturing how much the market is expanding or contracting bar by bar. Step 2 — CFI Pulse Calibration The raw CFI Volatility Pulse is calibrated to a 0–1 intensity scale by comparing it to its own highest and lowest readings over a second window (default: 50 bars). An intensity of 1.0 means activity is at its highest point in that window. An intensity of 0.0 means it is at its lowest. Step 3 — CFI Zone Expansion calculation The calibrated CFI Volatility Pulse is multiplied by a user-defined maximum expansion value (default: 8 points) to produce the current CFI Zone Expansion. At peak activity, each zone expands up to 8 points from its base level. At minimum activity, zones sit at their base levels. Step 4 — Per-zone expansion offsets Each CFI Zone Level expands by a proportion of the full CFI Zone Expansion value, scaled to its distance from the CFI Equilibrium Line. Zones furthest from centre expand by the full coefficient. Zones closest to centre expand by a reduced coefficient. The CFI Equilibrium Line is anchored and never shifts. CFI Zone Base Level Expansion Coefficient Elevated Activity Example (+8 pts) _________________________________________________________________________________ CFI Elevated Zone 80 ×0.8 86.4 CFI Strength Zone 66 ×0.6 70.8 CFI Transition Upper 60 ×0.4 63.2 CFI Equilibrium Line 50 ×0.0 50.0 (anchored) CFI Transition Lower 40 ×0.4 36.8 CFI Weakness Zone 33 ×0.6 29.2 CFI Depressed Zone 20 ×0.8 13.6 _________________________________________________________________________________ Step 5 — CFI Market State classification The calibrated CFI Volatility Pulse is classified into three CFI Market States: Elevated Activity (top third), Steady Activity (middle third), and Compressed Activity (bottom third). A live label on the pane displays the current CFI Market State and exact CFI Zone Expansion in points. Visual Layer Each CFI Zone Level plots as a line at its current computed position. A shaded CFI Zone Expansion Band behind each line shows how far it has expanded from its static base — giving immediate visual feedback on how much the zones have moved. The bands widen in Elevated Activity conditions and narrow in Compressed Activity conditions. Optional Overlays CFI Momentum Smoother — Applied directly to the CFI Momentum Index values, not to price. Choose between the CFI Reactive Smoother (weights recent values more heavily — faster response) or the CFI Steady Smoother (weights all bars equally — cleaner, slower signal). When the CFI Momentum Index crosses above its CFI Momentum Smoother, momentum is accelerating. When it crosses below, momentum is fading. Default: CFI Reactive Smoother, period 9. CFI Momentum Envelope — Computed on the CFI Momentum Index itself, not price. Measures whether momentum is statistically stretched or compressed relative to its own recent range. The CFI Envelope Upper and Lower Rails define the boundary of normal momentum behaviour. A squeeze on the CFI Momentum Envelope frequently precedes a sharp directional move. Default: 20 period, 2.0 width multiplier. __________________________________________________________________________________CFI Alert Conditions CFI Momentum Index entered/exited CFI Elevated Zone (above/below 80 + CFI Zone Expansion) CFI Momentum Index entered/exited CFI Depressed Zone (below/above 20 − CFI Zone Expansion) CFI Momentum Index crossed above/below CFI Equilibrium Line (50) — bullish/bearish bias CFI Momentum Index entered CFI Strength Zone (above 66 + CFI Zone Expansion) CFI Momentum Index entered CFI Weakness Zone (below 33 − CFI Zone Expansion) CFI Market State shifted to Elevated Activity — zones expanding CFI Market State shifted to Compressed Activity — zones compressing _____________________________________________________________________________ CFI Settings Reference Setting Default Description CFI Momentum Index — Period 14 Bars used in CFI Momentum Index calculation CFI Momentum Index — Source Close Price input to CFI Momentum Index Enable CFI Adaptive Zones On Toggles the CFI Adaptive Zone Engine CFI Volatility Pulse — Period 14 Market range activity measurement period CFI Pulse Calibration — Window 50 Window for highest/lowest CFI Volatility Pulse comparison CFI Zone Expansion — Max Points 8.0 pts Maximum points each CFI Zone Level can expand Show CFI Zone Expansion Bands On Shaded fill showing current expansion magnitude Show CFI Momentum Smoother Off Toggle CFI Momentum Smoother overlay CFI Smoother Type CFI Reactive CFI Reactive Smoother or CFI Steady Smoother CFI Smoother — Period 9 CFI Momentum Smoother period Show CFI Momentum Envelope Off Toggle CFI Momentum Envelope overlay CFI Momentum Envelope — Period 20 CFI Envelope centreline period CFI Envelope Width — Multiplier 2.0 CFI Envelope band width in standard deviations Show CFI Market State Label On Live CFI Market State and zone expansion label on pane _________________________________________________________________________________

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