OPEN-SOURCE SCRIPT
更新済 Market Acceleration Model
• MARKET ACCELERATION MODEL
The Market Acceleration Model (MAM) is designed to identify changes in the rate at which price is moving through the market.
Rather than measuring momentum candle-by-candle, MAM samples price across a defined number of candles, calculates a structural average, and compares the displacement between consecutive structural samples.
The objective is simple:
Is price movement accelerating upward, accelerating downward, or losing acceleration?
• WHAT DOES "ACCELERATION" MEAN?
MAM measures the change in structural displacement.
When consecutive structural samples begin separating by increasingly larger distances, the market is displaying expanding movement.
• Green = Upward Acceleration
Price is moving upward and the magnitude of that structural movement is increasing.
• Red = Downward Acceleration
Price is moving downward and the magnitude of that structural movement is increasing.
• Neutral = No Significant Acceleration
The change in structural displacement is not large enough to exceed the selected acceleration threshold.
This makes MAM different from a traditional momentum oscillator. It is not primarily asking whether price is moving up or down. It is asking whether the rate of structural price expansion is increasing or decreasing.
• HOW THE MODEL WORKS
MAM divides the chart into structural sampling intervals using the Loopback setting.
For example, with Loopback = 20:
• The first 20 candles are sampled.
• A structural average is calculated.
• The next 20 candles are sampled.
• A new structural average is calculated.
• The displacement between those structural averages is measured.
• That displacement is compared with the previous structural displacement.
The process then repeats across the chart.
This creates a structural sequence rather than reacting to every individual candle.
• CALIBRATING LOOPBACK
The most important setting is Loopback.
Loopback determines how many candles are grouped together before MAM creates a structural observation.
Lower Loopback = More Responsive
Lower values allow the model to react to shorter-term changes in price movement.
This is generally more appropriate for:
• Lower timeframes
• Intraday trading
• Short-term market structure
• Faster acceleration/deceleration changes
The tradeoff is increased sensitivity to market noise.
Higher Loopback = More Structural
Higher values require price movement to persist across a larger number of candles before the model recognizes a structural change.
This is generally more appropriate for:
• Higher timeframes
• Larger market swings
• Broader trend analysis
• Filtering short-term fluctuations
The tradeoff is that acceleration transitions will be recognized later.
• LTF vs MTF vs HTF CALIBRATION
There is no universal "correct" Loopback value.
The appropriate setting depends on the relationship between your chart timeframe and the structural movement you are attempting to measure.
For LTF analysis, use a relatively smaller Loopback if you want MAM to respond to internal market movement.
For MTF analysis, increase the Loopback so the model represents a larger intermediate structure rather than individual candle fluctuations.
For HTF analysis, larger aggregation intervals are generally preferable when the goal is to identify major expansion and contraction in the market.
A useful way to think about calibration is:
LTF → Internal Movement
MTF → Intermediate Structure
HTF → External / Major Structure
The exact values should be calibrated to the instrument and trading style rather than treated as universal defaults.
• TIMEFRAME-SPECIFIC CALIBRATION
When moving between timeframes, remember that Loopback is measured in candles, not minutes or hours.
For example, Loopback = 20 means:
• 20 candles on a 1-minute chart = approximately 20 minutes
• 20 candles on a 5-minute chart = approximately 100 minutes
• 20 candles on a 1-hour chart = approximately 20 hours
• 20 candles on a 4-hour chart = approximately 80 hours
Therefore, the same Loopback setting can represent dramatically different structural horizons depending on the chart timeframe.
If you change timeframe, reassess Loopback rather than assuming the same value will produce the same market structure.
• AVERAGE METHOD
The Average Method determines which price representation is used when calculating each structural sample.
Available methods:
• Close
• HL2
• HLC3
• OHLC4
Close places the greatest emphasis on where the market finished each candle.
HL2 uses the midpoint of the candle's high and low and provides a more range-oriented representation.
HLC3 incorporates the high, low, and close.
OHLC4 incorporates the complete OHLC structure.
For a cleaner structural representation, HL2 or HLC3 can be useful. For a close-oriented interpretation, Close may be preferable.
• ACCELERATION THRESHOLD
The Acceleration Threshold % controls how much the structural displacement must change before MAM recognizes meaningful acceleration.
Lower threshold:
• More signals
• More sensitivity
• Earlier recognition
• Greater exposure to noise
Higher threshold:
• Fewer signals
• Stronger confirmation
• Less sensitivity to minor changes
• Greater emphasis on meaningful expansion
If MAM appears too reactive, increase the threshold.
If MAM appears too slow or is ignoring useful acceleration phases, decrease the threshold.
• HOW TO THINK ABOUT THE COLORS
The colors should be interpreted as direction + acceleration, not simply bullish/bearish trend signals.
Green means upward price displacement is expanding.
Red means downward price displacement is expanding.
A market can therefore be moving upward while not displaying green acceleration if its upward displacement is contracting.
Likewise, a market can remain below a prior structural level while no longer displaying red acceleration if downward displacement is losing momentum.
This distinction is important.
MAM is designed to identify changes in the intensity of movement, not simply market direction.
• PRACTICAL CALIBRATION APPROACH
Rather than searching for a "perfect" setting, calibrate MAM according to the market behavior you want to observe.
Start with:
1. Choose the structural horizon.
Decide whether you want to measure internal LTF movement, intermediate MTF movement, or larger HTF movement.
2. Adjust Loopback.
Increase Loopback until the structural path represents the type of movement you actually care about.
3. Adjust the Acceleration Threshold.
Increase the threshold if there are too many insignificant color changes.
Decrease it if meaningful acceleration is being filtered out.
4. Test different Average Methods.
Compare Close, HL2, HLC3, and OHLC4 to determine which price representation best reflects the structure you are attempting to measure.
5. Calibrate per instrument.
Different markets have different volatility characteristics. A setting that works well on one instrument may be too sensitive or too slow on another.
• THE BIGGER IDEA
Think of MAM as a way of observing how the market is changing its rate of movement.
Consolidation can produce relatively small structural displacement.
Expansion produces larger structural displacement.
When expansion itself begins increasing, the market is accelerating.
When expansion begins weakening, the market is decelerating.
This makes the model useful as a contextual tool for studying:
• Expansion vs. contraction
• Trend development
• Momentum transitions
• Structural movement
• Breakout behavior
• Increasing or decreasing directional pressure
MAM IS NOT INTENDED TO BE A STANDALONE BUY/SELL SYSTEM.
It is best used as a market-condition and movement-intensity model, providing structural context that can be combined with price action, market structure, liquidity, supply/demand, or other forms of analysis.
• DISCLAIMER
MAM is an analytical tool and should not be interpreted as a guarantee of future price movement. No setting is universally optimal. Always calibrate the model to the instrument, timeframe, volatility environment, and type of market structure you are attempting to analyze.
The Market Acceleration Model (MAM) is designed to identify changes in the rate at which price is moving through the market.
Rather than measuring momentum candle-by-candle, MAM samples price across a defined number of candles, calculates a structural average, and compares the displacement between consecutive structural samples.
The objective is simple:
Is price movement accelerating upward, accelerating downward, or losing acceleration?
• WHAT DOES "ACCELERATION" MEAN?
MAM measures the change in structural displacement.
When consecutive structural samples begin separating by increasingly larger distances, the market is displaying expanding movement.
• Green = Upward Acceleration
Price is moving upward and the magnitude of that structural movement is increasing.
• Red = Downward Acceleration
Price is moving downward and the magnitude of that structural movement is increasing.
• Neutral = No Significant Acceleration
The change in structural displacement is not large enough to exceed the selected acceleration threshold.
This makes MAM different from a traditional momentum oscillator. It is not primarily asking whether price is moving up or down. It is asking whether the rate of structural price expansion is increasing or decreasing.
• HOW THE MODEL WORKS
MAM divides the chart into structural sampling intervals using the Loopback setting.
For example, with Loopback = 20:
• The first 20 candles are sampled.
• A structural average is calculated.
• The next 20 candles are sampled.
• A new structural average is calculated.
• The displacement between those structural averages is measured.
• That displacement is compared with the previous structural displacement.
The process then repeats across the chart.
This creates a structural sequence rather than reacting to every individual candle.
• CALIBRATING LOOPBACK
The most important setting is Loopback.
Loopback determines how many candles are grouped together before MAM creates a structural observation.
Lower Loopback = More Responsive
Lower values allow the model to react to shorter-term changes in price movement.
This is generally more appropriate for:
• Lower timeframes
• Intraday trading
• Short-term market structure
• Faster acceleration/deceleration changes
The tradeoff is increased sensitivity to market noise.
Higher Loopback = More Structural
Higher values require price movement to persist across a larger number of candles before the model recognizes a structural change.
This is generally more appropriate for:
• Higher timeframes
• Larger market swings
• Broader trend analysis
• Filtering short-term fluctuations
The tradeoff is that acceleration transitions will be recognized later.
• LTF vs MTF vs HTF CALIBRATION
There is no universal "correct" Loopback value.
The appropriate setting depends on the relationship between your chart timeframe and the structural movement you are attempting to measure.
For LTF analysis, use a relatively smaller Loopback if you want MAM to respond to internal market movement.
For MTF analysis, increase the Loopback so the model represents a larger intermediate structure rather than individual candle fluctuations.
For HTF analysis, larger aggregation intervals are generally preferable when the goal is to identify major expansion and contraction in the market.
A useful way to think about calibration is:
LTF → Internal Movement
MTF → Intermediate Structure
HTF → External / Major Structure
The exact values should be calibrated to the instrument and trading style rather than treated as universal defaults.
• TIMEFRAME-SPECIFIC CALIBRATION
When moving between timeframes, remember that Loopback is measured in candles, not minutes or hours.
For example, Loopback = 20 means:
• 20 candles on a 1-minute chart = approximately 20 minutes
• 20 candles on a 5-minute chart = approximately 100 minutes
• 20 candles on a 1-hour chart = approximately 20 hours
• 20 candles on a 4-hour chart = approximately 80 hours
Therefore, the same Loopback setting can represent dramatically different structural horizons depending on the chart timeframe.
If you change timeframe, reassess Loopback rather than assuming the same value will produce the same market structure.
• AVERAGE METHOD
The Average Method determines which price representation is used when calculating each structural sample.
Available methods:
• Close
• HL2
• HLC3
• OHLC4
Close places the greatest emphasis on where the market finished each candle.
HL2 uses the midpoint of the candle's high and low and provides a more range-oriented representation.
HLC3 incorporates the high, low, and close.
OHLC4 incorporates the complete OHLC structure.
For a cleaner structural representation, HL2 or HLC3 can be useful. For a close-oriented interpretation, Close may be preferable.
• ACCELERATION THRESHOLD
The Acceleration Threshold % controls how much the structural displacement must change before MAM recognizes meaningful acceleration.
Lower threshold:
• More signals
• More sensitivity
• Earlier recognition
• Greater exposure to noise
Higher threshold:
• Fewer signals
• Stronger confirmation
• Less sensitivity to minor changes
• Greater emphasis on meaningful expansion
If MAM appears too reactive, increase the threshold.
If MAM appears too slow or is ignoring useful acceleration phases, decrease the threshold.
• HOW TO THINK ABOUT THE COLORS
The colors should be interpreted as direction + acceleration, not simply bullish/bearish trend signals.
Green means upward price displacement is expanding.
Red means downward price displacement is expanding.
A market can therefore be moving upward while not displaying green acceleration if its upward displacement is contracting.
Likewise, a market can remain below a prior structural level while no longer displaying red acceleration if downward displacement is losing momentum.
This distinction is important.
MAM is designed to identify changes in the intensity of movement, not simply market direction.
• PRACTICAL CALIBRATION APPROACH
Rather than searching for a "perfect" setting, calibrate MAM according to the market behavior you want to observe.
Start with:
1. Choose the structural horizon.
Decide whether you want to measure internal LTF movement, intermediate MTF movement, or larger HTF movement.
2. Adjust Loopback.
Increase Loopback until the structural path represents the type of movement you actually care about.
3. Adjust the Acceleration Threshold.
Increase the threshold if there are too many insignificant color changes.
Decrease it if meaningful acceleration is being filtered out.
4. Test different Average Methods.
Compare Close, HL2, HLC3, and OHLC4 to determine which price representation best reflects the structure you are attempting to measure.
5. Calibrate per instrument.
Different markets have different volatility characteristics. A setting that works well on one instrument may be too sensitive or too slow on another.
• THE BIGGER IDEA
Think of MAM as a way of observing how the market is changing its rate of movement.
Consolidation can produce relatively small structural displacement.
Expansion produces larger structural displacement.
When expansion itself begins increasing, the market is accelerating.
When expansion begins weakening, the market is decelerating.
This makes the model useful as a contextual tool for studying:
• Expansion vs. contraction
• Trend development
• Momentum transitions
• Structural movement
• Breakout behavior
• Increasing or decreasing directional pressure
MAM IS NOT INTENDED TO BE A STANDALONE BUY/SELL SYSTEM.
It is best used as a market-condition and movement-intensity model, providing structural context that can be combined with price action, market structure, liquidity, supply/demand, or other forms of analysis.
• DISCLAIMER
MAM is an analytical tool and should not be interpreted as a guarantee of future price movement. No setting is universally optimal. Always calibrate the model to the instrument, timeframe, volatility environment, and type of market structure you are attempting to analyze.
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オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。