OPEN-SOURCE SCRIPT
Bayesian Trend Posterior [forexobroker]
Bayesian Trend Posterior treats each bar as a Bernoulli observation (up vs not-up) and runs a Beta-Bernoulli sequential update over a sliding window. The posterior probability P(next bar up) = (alpha + u) / (alpha + beta + N), where u is the count of up-bars in the window. Schmitt hysteresis on the posterior locks bull or bear regimes, preventing chatter near 0.5.
🔶 ALGORITHM
1. Count up-bars u in the last N closes (close > close[1]).
2. Posterior mean = (alpha + u) / (alpha + beta + N) using Beta(alpha, beta) prior.
3. Hysteresis: regime locks to +1 when posterior >= upper threshold, locks to -1 when posterior <= lower threshold, holds otherwise.
4. Within a locked regime, an EMA cross provides the entry trigger so the indicator can fire multiple times during sustained trends.
🔶 SIGNAL LOGIC
- Buy: bull regime locked AND close crosses pullback EMA up AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: bear regime locked AND close crosses pullback EMA down.
- Position-lock state machine.
🔶 INPUTS
- Posterior Window N (default 30)
- Prior alpha (default 2.0)
- Prior beta (default 2.0)
- Upper Hysteresis (default 0.55)
- Lower Hysteresis (default 0.45)
- Pullback EMA Length (default 8)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, EMA toggle, buy / sell colors
🔶 ALERTS
BTP Buy, BTP Sell, BTP Any Signal, BTP Bull Lock, BTP Bear Lock, BTP High Posterior, BTP Low Posterior, BTP Cross 0.5, BTP Webhook JSON.
🔶 LIMITATIONS
- Bernoulli simplification ignores bar size; a tiny up-bar contributes the same as a strong one. Pair with an ATR-aware filter for size-weighted posteriors.
- Window N is the dominant tuning knob: smaller N reacts faster but flips more; larger N is steadier.
- Prior alpha = beta = 2 is uninformative; users with strong directional bias can adjust.
- Hysteresis prevents chatter but slightly delays regime detection vs threshold-only logic.
🔶 ALGORITHM
1. Count up-bars u in the last N closes (close > close[1]).
2. Posterior mean = (alpha + u) / (alpha + beta + N) using Beta(alpha, beta) prior.
3. Hysteresis: regime locks to +1 when posterior >= upper threshold, locks to -1 when posterior <= lower threshold, holds otherwise.
4. Within a locked regime, an EMA cross provides the entry trigger so the indicator can fire multiple times during sustained trends.
🔶 SIGNAL LOGIC
- Buy: bull regime locked AND close crosses pullback EMA up AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: bear regime locked AND close crosses pullback EMA down.
- Position-lock state machine.
🔶 INPUTS
- Posterior Window N (default 30)
- Prior alpha (default 2.0)
- Prior beta (default 2.0)
- Upper Hysteresis (default 0.55)
- Lower Hysteresis (default 0.45)
- Pullback EMA Length (default 8)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, EMA toggle, buy / sell colors
🔶 ALERTS
BTP Buy, BTP Sell, BTP Any Signal, BTP Bull Lock, BTP Bear Lock, BTP High Posterior, BTP Low Posterior, BTP Cross 0.5, BTP Webhook JSON.
🔶 LIMITATIONS
- Bernoulli simplification ignores bar size; a tiny up-bar contributes the same as a strong one. Pair with an ATR-aware filter for size-weighted posteriors.
- Window N is the dominant tuning knob: smaller N reacts faster but flips more; larger N is steadier.
- Prior alpha = beta = 2 is uninformative; users with strong directional bias can adjust.
- Hysteresis prevents chatter but slightly delays regime detection vs threshold-only logic.
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.
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All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
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.
🔵Gain access to our powerful tools : kestutisbalciunas.com/tradingview/
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
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.