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AetherEdge - Transformer-Inspired Attention Bias

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🖊️ Overview
A Transformer-style attention mechanism rendered in Pine — an engine for the selective focus of memory. Just as a Transformer attends selectively to the most relevant elements of a sequence, this engine treats the current bar as a query and every recent bar as a key/value. It scores each past bar's relevance via scaled dot-product (Q·Kᵀ/√d), normalizes the scores with softmax, and forms a weighted blend of those bars' directional signals — automatically focusing on the past patterns that matter most right now to compute the current bias (bullish/bearish). Several heads run in parallel, each learning a different notion of relevance, then merge into one directional bias. Visualization: an Attention Heatbar across the top of the chart (a horizontal strip whose brightness shows how much attention each point in recent time receives) plus one main bias arrow — a Transformer-style "selective focus of memory" in Pine.
🔶 Key Features

Multi-head attention — scaled dot-product attention (Q·Kᵀ/√d → softmax → ·V) reproduced in Pine
Selective focus of memory — automatically focuses on important past bars while suppressing noisy ones
Multiple heads — heads learn different relevance notions in parallel, merging into one bias
Positional encoding — an optional recency signal so the model knows how far back each bar is
Attention Heatbar — visualizes time-axis importance as a horizontal strip above price (brighter = more attention, tinted by bias)
Main bias arrow — the post-attention directional bias shown as one arrow (with glow)
Temperature parameter — softmax temperature tunes between sharp focus on a single bar and diffuse attention
Intelligence panel — attention bias, focus sharpness and distance (how far back focus sits), head count, context length, and more

🧠 Technical Architecture
Each bar is encoded into a small feature "token": momentum, RSI deviation, one-bar return, and range width (all normalized). Each bar is also assigned a directional "value" value = tanh(...) capturing its bullish/bearish lean.
The core is multi-head attention. The current bar's token is projected by Wq into a d-dim query q; each of the past ctxLen bars' tokens is projected by Wk into kᵢ. Attention scores are the scaled dot-product score_i = (q·kᵢ)/√d / temperature, where √d scaling ensures gradient stability. With positional encoding enabled, a recency signal is added to the keys. The scores are normalized by softmax into weights wᵢ, and the past bars' values are blended as Σ wᵢ·valueᵢ — that head's bias. Since each head has distinct projection weights, each captures a different relevance, merged via head output weights Wo.
A key implementation detail: Pine's [] history operator cannot take a loop variable, so past tokens are accumulated into rolling arrays and accessed dynamically via array.get(idx). Attention weights are aggregated into time-axis buckets and shown, normalized, as the Attention Heatbar (a brighter cell = stronger attention to that bar). The final bias is EMA-smoothed, and the main arrow fires when it clears the gate.
⚙️ Recommended Settings & Tuning Guide

BTC (1H–4H): Context Window 40, Heads 3, Key Dim 4, Temperature 1.0. Standard settings fit well
ETH (1H–4H): As BTC, with Context Window 50 for slightly longer memory
SOL (15m–1H): High volatility favors Temperature ≈ 0.7 for sharp focus, Heads 4 to capture diverse relevance
XRP (1H–4H): Spike-prone; Context Window ≈ 30 to emphasize recency, Position Encoding ON
Context Window: longer references further back but is heavier; 30–60 is practical
Heads: more captures more relevance notions but adds compute; 2–4 is readable
Temperature: low (0.5–0.8) sharply focuses on the single most relevant bar; high (1.5–3) gives diffuse, smooth attention
Min |Bias| to Signal: higher makes arrows more selective — tune to your trade frequency

💡 How to Use in Practice

Reading the Heatbar: a bright cell means that bar strongly drives the current bias. Bright on the right (recent) = short-term pattern leads; bright on the left (older) = a past important moment is recurring
Reacting to the main arrow: the arrow is the verdict where multi-head attention's merged bias clears the gate — a core basis for trend-following entries
Using focus distance: small panel "Focus Distance" = recency-driven; large = attending to far-back patterns, suggesting recurrence of a past analog
Focus sharpness: high = attention concentrated on one point (clear pattern recognition); low = diffuse (ambiguous)
Pairing with temperature: if the heatbar is wide and faint, lower the temperature to sharpen focus and clarify what the engine attends to
Multi-timeframe usage: confirm the big-picture bias on the higher timeframe (4H), then refine timing on arrows on the lower one (15m–1H)

⚠️ Important Notes

Initial context period: attention is incomplete until the context window (ctxLen) fills; treat the bias as low-confidence until enough past bars accumulate
Effect of setting changes: changing parameters, switching symbol/timeframe, or recompiling reinitializes the projection weights and token history
On learning: the projection weights are seed-initialized fixed weights used to compute attention patterns; this tool does not update weights from reward — it focuses on visualizing the attention mechanism itself
Heatbar placement: the heatbar draws above price, so adjust Heatbar Height to avoid overlapping the candles
Adaptive-system nature: historical and live behavior can differ — always forward-test
Constraints: this is a lightweight implementation operating within Pine's compute budget; Context × Heads × Key Dim drives compute load, so extreme settings affect performance

🚨 Disclaimer
This indicator is an analytical and educational visualization tool. The attention mechanism, multi-head attention, positional encoding, bias computation, and Attention Heatbar are quantitative heuristics computed on-chart from price data — they are not financial advice, buy/sell signals, or any guarantee of future performance. Always combine any tool with your own analysis and disciplined risk management.

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