OPEN-SOURCE SCRIPT
업데이트됨 Ehlers Adaptive Trend Filter + Consensus Engine v13
Ehlers Adaptive Trend Filter + Consensus Engine
WHAT IT DOES
This screener reads a universe of up to 40 tickers through three independent Ehlers filter pairs running in parallel on every name, then groups the names by how many of the three filters agree the trend is up. The grouping is the "phase"; the intensity and direction of each name's move is the "temperature". It describes the structural state of each name. It does not tell you what to trade.
Because the three filters react at different speeds, the number that agree is a measure of how broadly a trend is confirmed across timescales: a move that only the fastest filter sees is early or fragile; a move all three see is broadly confirmed.
THE THREE FILTERS
Fast (2-pole SuperSmoother): the most reactive. It turns first and catches short-cycle moves, at the cost of more false turns.
Core (3-pole + 2-pole): the balanced middle. Slower to turn, steadier once it does. In most conditions it is the strongest single read.
Adaptive (MAMA/FAMA): retunes itself to the dominant detected cycle rather than using a fixed period. It often turns before the other two at a genuine cycle change, which is why an Adaptive-only signal is treated as an early, unconfirmed one.
THE FOUR PHASES
Heated: all three filters agree the trend is up. The fullest agreement the engine measures.
Liquid: two of three agree; one dissents. The dissenter is where the interest lies.
Thawing: one of three agrees. The earliest single-timescale turn, not yet confirmed.
Frozen: none agree. No bullish consensus.
Within each phase a per-row temperature word (Boiling, Hot, Simmering, Warming, Cooling, Cold, Freezing) describes how far the name sits from its own normal range and whether that separation is rising or falling. Direction is shown by an arrow, so "Boiling" means an extreme move regardless of sign.
READING A ROW
A Heated-phase row might read:
NVDA (up) 14b C:1.8 F(up)+12.4 Co(up)+9.1 A(up)+15.2 [+6.3%] -> Heated . Boiling (up)
That is: NVDA, 63-bar direction up, 14 bars in its current phase, Calmar 1.8; all three filters bullish with their separations from baseline in percent (Fast +12.4, Core +9.1, Adaptive +15.2); stop distance to the Core baseline +6.3 percent; and the state tag, Heated . Boiling (up) - all three aligned, an extreme-magnitude move, rising.
The engine also flags "clusters": several names dissenting the same way at once (Adaptive turning bearish under apparent strength, or bullish under apparent weakness), which is structural pressure forming across the universe rather than in a single name.
HOW TO READ IT, NOT WHAT TO DO
This tool is descriptive. It reports what the filters show: which names are in which phase, how hot or cold each move is, and where broad pressure is building. It does not generate buy or sell instructions, position sizes, or price targets, and nothing in it should be read as financial advice. What you do with the information is your own decision.
CREDITS
Method: the MAMA/FAMA (MESA Adaptive Moving Average) algorithm and the SuperSmoother filters are John Ehlers' work (MAMA paper: mesasoftware.com/papers/MAMA.pdf).
Implementation: the MAMA/FAMA Pine derives from Ehlers MESA Adaptive Moving Average by LazyBear, an open-source script, refactored here from series form into a per-ticker state architecture. Credit and thanks to LazyBear for the original.
Original in this script: the multi-ticker consensus engine, the phase and temperature classification, and the cluster detection are my own work. Released open-source under MPL-2.0.
WHAT IT DOES
This screener reads a universe of up to 40 tickers through three independent Ehlers filter pairs running in parallel on every name, then groups the names by how many of the three filters agree the trend is up. The grouping is the "phase"; the intensity and direction of each name's move is the "temperature". It describes the structural state of each name. It does not tell you what to trade.
Because the three filters react at different speeds, the number that agree is a measure of how broadly a trend is confirmed across timescales: a move that only the fastest filter sees is early or fragile; a move all three see is broadly confirmed.
THE THREE FILTERS
Fast (2-pole SuperSmoother): the most reactive. It turns first and catches short-cycle moves, at the cost of more false turns.
Core (3-pole + 2-pole): the balanced middle. Slower to turn, steadier once it does. In most conditions it is the strongest single read.
Adaptive (MAMA/FAMA): retunes itself to the dominant detected cycle rather than using a fixed period. It often turns before the other two at a genuine cycle change, which is why an Adaptive-only signal is treated as an early, unconfirmed one.
THE FOUR PHASES
Heated: all three filters agree the trend is up. The fullest agreement the engine measures.
Liquid: two of three agree; one dissents. The dissenter is where the interest lies.
Thawing: one of three agrees. The earliest single-timescale turn, not yet confirmed.
Frozen: none agree. No bullish consensus.
Within each phase a per-row temperature word (Boiling, Hot, Simmering, Warming, Cooling, Cold, Freezing) describes how far the name sits from its own normal range and whether that separation is rising or falling. Direction is shown by an arrow, so "Boiling" means an extreme move regardless of sign.
READING A ROW
A Heated-phase row might read:
NVDA (up) 14b C:1.8 F(up)+12.4 Co(up)+9.1 A(up)+15.2 [+6.3%] -> Heated . Boiling (up)
That is: NVDA, 63-bar direction up, 14 bars in its current phase, Calmar 1.8; all three filters bullish with their separations from baseline in percent (Fast +12.4, Core +9.1, Adaptive +15.2); stop distance to the Core baseline +6.3 percent; and the state tag, Heated . Boiling (up) - all three aligned, an extreme-magnitude move, rising.
The engine also flags "clusters": several names dissenting the same way at once (Adaptive turning bearish under apparent strength, or bullish under apparent weakness), which is structural pressure forming across the universe rather than in a single name.
HOW TO READ IT, NOT WHAT TO DO
This tool is descriptive. It reports what the filters show: which names are in which phase, how hot or cold each move is, and where broad pressure is building. It does not generate buy or sell instructions, position sizes, or price targets, and nothing in it should be read as financial advice. What you do with the information is your own decision.
CREDITS
Method: the MAMA/FAMA (MESA Adaptive Moving Average) algorithm and the SuperSmoother filters are John Ehlers' work (MAMA paper: mesasoftware.com/papers/MAMA.pdf).
Implementation: the MAMA/FAMA Pine derives from Ehlers MESA Adaptive Moving Average by LazyBear, an open-source script, refactored here from series form into a per-ticker state architecture. Credit and thanks to LazyBear for the original.
Original in this script: the multi-ticker consensus engine, the phase and temperature classification, and the cluster detection are my own work. Released open-source under MPL-2.0.
릴리즈 노트
Changed some of the terminology words.릴리즈 노트
Two changes in this update.THEME. Refreshed the colour palette to a cooler, higher-contrast scheme (deep dark base with emerald, rose, cyan and amber accents). Colour continues to encode direction and phase; the per-row temperature word still carries intensity. No behaviour change - the same states render in clearer colours.
REMOVED THE CHART-TICKER REVERSAL OVERLAY. Took out the separate 0-100 reversal-score background and its top-panel row. It duplicated what the phase, temperature and cluster readings already describe, and a single directional score sat awkwardly against the rest of the panel, which describes structural state rather than scoring a call. The screener, the consensus engine, and all phase/temperature/cluster logic are unchanged.
This tool describes structural state. It does not issue buy or sell instructions, position sizes, or price targets, and nothing in it is financial advice.
릴리즈 노트
What's new in this update?This update makes the fast frame (4H) and the daily read check each other on their own. You no longer need to open two charts at once. It also makes the top read lines plainer.
The Resolved Read — new line at the top of the screener.
A new line compares this chart's fast read against the daily read for you, and states the result as one plain fact:
CONFIRMED UP — fast frame turning up and the daily is above its baseline. Aligned.
TURNING, NOT CONFIRMED — fast frame turning up, but the daily is still below its baseline. The structure has not turned yet.
PULLBACK — fast frame dipping, but the daily is still above baseline. A dip within the trend, not the end of it.
CONFIRMED DOWN — fast frame falling and the daily is below baseline. Aligned to the downside.
The daily is always the fixed reference. The result is always "this frame against the daily," so it does not change depending on where you start. On a daily chart it uses the daily's own values. On a 4H chart it fetches the true daily. It costs one security call.
Clearer wording across the read lines.
The old "verify on 4H" and "unverified" wording is gone. The cluster, transition, and top read lines now state the relationship directly — for example, "fast frame only; daily structure has not confirmed" — instead of asking you to check another chart yourself.
Unchanged
Filters, phases, temperature scale, cluster detection, and the four universes all work as before. The tool describes structural state. It does not give trade instructions.
Method credit and the MPL-2.0 licence stay the same.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.