Adaptive SuperSmoother [SchizoQuant]

The first stage measures the standard deviation of price changes and compares current volatility with a dynamically calculated volatility range.

Higher volatility reduces the effective moving-average period toward the Minimum MA Period, increasing responsiveness. Lower volatility increases the effective period toward the Maximum MA Period, creating smoother tracking.

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The resulting smoothing factor is applied recursively to create the adaptive moving average rather than switching between several fixed averages.

The volatility-adaptive moving average is then passed through a two-pole SuperSmoother-style recursive filter.

This produces a more heavily filtered version of the adaptive trend component, allowing the indicator to combine responsiveness with additional smoothing rather than relying on either characteristic alone.

Directional efficiency compares the net distance traveled by the selected source with the total path traveled over the Efficiency Length.

A reading closer to 1 represents cleaner directional movement, while a reading closer to 0 represents a more irregular or noisy price path.

This measurement is used as a dynamic weighting mechanism rather than as a standalone signal.

Directional efficiency controls how much influence is assigned to the faster adaptive moving average versus the slower SuperSmoother.

As efficiency increases, the indicator favors the responsive adaptive component. As efficiency decreases, more weight shifts toward the smoother filtered component.

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Minimum Fast Weight establishes the minimum contribution of the responsive adaptive-average component. Higher values preserve more responsiveness during inefficient conditions, while lower values allow the SuperSmoother to exert greater influence.

The final blended trend is evaluated through its slope.

Instead of treating every small positive or negative slope change as meaningful, the indicator measures the recent average magnitude of slope movement and converts it into an adaptive threshold.

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A bullish condition requires the trend slope to exceed the positive threshold, while a bearish condition requires it to move below the negative threshold.

This helps suppress minor fluctuations that would otherwise cause unnecessary directional changes.

Bullish and bearish conditions are determined by comparing the final trend slope with its adaptive noise threshold.

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Once a directional condition becomes active, the indicator maintains that internal regime until the opposite condition is established.

LONG and SHORT markers are displayed only when the internal regime changes, rather than on every bar that remains bullish or bearish.

The Adaptive SuperSmoother Trend line changes between the selected bullish and bearish colors according to the active directional regime.

Optional LONG and SHORT markers identify changes between bullish and bearish states.

When Color Bars is enabled, price candles are also colored using the active regime color.

Disabling Show Signals or Color Bars only changes the chart presentation and does not alter the underlying calculations or signal logic.

Several internal components are available through TradingView's Data Window for additional analysis:

• Adaptive MA
• SuperSmoothed MA
• Efficiency Ratio
• Fast Filter Weight

These values allow users to inspect how volatility and directional efficiency are influencing the adaptive filtering process.

The indicator provides controls for:

• Source
• Minimum and Maximum MA Period
• Volatility Period
• SuperSmoother Length
• Efficiency Length
• Minimum Fast Weight
• Noise Length
• Noise Multiplier
• Signal visibility
• Candle coloring
• Bullish and bearish colors

Separate TradingView alert conditions are provided for bullish and bearish directional changes.

The LONG alert is triggered when the indicator enters its bullish regime, while the SHORT alert is triggered when it enters its bearish regime.

Adaptive SuperSmoother is designed for identifying directional market regimes while adapting both responsiveness and noise filtering to changing market conditions.

It can be used to:

• Identify bullish and bearish trend conditions
• Highlight directional regime changes
• Filter minor slope fluctuations
• Adjust moving-average responsiveness according to volatility
• Adapt smoothing according to directional efficiency
• Provide a trend overlay for discretionary or systematic analysis

Adaptive SuperSmoother is a trend-regime indicator and not a complete trading system. LONG and SHORT markers identify changes in the indicator's internal regime and do not imply guaranteed trading outcomes or future performance.

The adaptive moving-average response depends on the relationship between current and recent price-change volatility. Sudden changes in volatility can therefore alter the effective smoothing period.

Directional efficiency affects the weighting between the adaptive moving average and SuperSmoother, so irregular price movement can intentionally increase the influence of the slower filtered component.

Noise Length and Noise Multiplier directly affect how much slope movement is required before the regime can change. Higher filtering thresholds generally reduce sensitivity, while lower thresholds allow more frequent directional changes.

Minimum Fast Weight controls the lowest possible contribution of the responsive adaptive-average component. When set to zero, that component can receive zero weight when directional efficiency reaches zero.

The script does not request higher-timeframe data and does not use lookahead logic.