OPEN-SOURCE SCRIPT
已更新

SBP Trend & Momentum System

449

SBP Trend & Momentum System is an educational trend and momentum analysis tool designed to study directional market phases while reducing repeated and conflicting setup markers.

The script combines structured trend analysis, Hull-style adaptive smoothing, EMA directional consensus, ATR-normalized trend strength, momentum analysis, recent price-structure events, candle characteristics, volatility conditions, and optional relative-volume information.

### Why these components are combined

A single trend or momentum calculation may react differently during compression, directional expansion, and temporary counter-moves. This script combines several analytical components so that each performs a separate role within the setup process.

The trend filter and adaptive average evaluate directional slope. EMA alignment measures directional consensus and trend separation. ATR normalization adjusts momentum, structure penetration, and signal distance relative to current market movement. Candle and optional volume calculations provide additional setup context.

These components are combined through a normalized quality and factor-consensus framework rather than requiring every analytical event to occur on the same candle.

### Trend Phase Lock

The Trend Phase Lock maintains an established bullish or bearish directional phase.

Temporary neutral conditions do not automatically reset the active phase. A new opposite phase requires persistent opposite directional conditions before the phase state changes.

The primary setup engine permits one BUY or SELL marker per established directional phase. This is intended to reduce repeated same-direction labels during an ongoing move.

### Dominant Trend Guard

The Dominant Trend Guard distinguishes stronger directional conditions from ordinary short-term movement.

During a major bullish phase, the script evaluates whether bullish trend slope, adaptive direction, EMA alignment, and ATR-normalized trend strength remain aligned. The same process is applied inversely during a major bearish phase.

A temporary counter-move alone does not immediately change the active directional phase. Opposite phase processing uses reversal persistence, adaptive and EMA agreement, and ATR-normalized displacement before the phase can change.

This mechanism is a directional-state filter. It does not predict future price direction.

### Big Trend Continuation Rescue

Strong directional expansion can sometimes move beyond the normal signal-distance range or continue after the standard phase signal window.

The Big Trend Continuation Rescue evaluates dominant trend state, directional momentum, factor alignment, normalized quality, volatility, and candle-range conditions.

Its purpose is to allow the setup engine to continue evaluating a strong directional phase without requiring the ordinary setup conditions to occur within a narrow group of bars.

The one-primary-marker-per-phase rule remains applicable.

### Quality and Factor Consensus

The script calculates a normalized quality score from:

• Trend strength
• Directional alignment strength
• ATR-normalized momentum quality
• Candle characteristics
• Recent structure quality
• Optional relative-volume information

Momentum, structure, and candle conditions contribute to setup quality and factor consensus. They are not all required to occur on the same candle.

The available scoring denominator automatically adjusts when optional analytical components are disabled.

### Structure Memory

The structure engine evaluates closes relative to previous price structure and measures penetration in ATR terms.

A controlled fresh structure event receives greater analytical weight. A recent structure event can remain relevant for a limited number of bars.

This allows the setup engine to evaluate continuation conditions after a structure event rather than requiring the signal candle itself to be the structure-break candle.

### Trading Modes

The indicator includes three analytical modes:

**SCALPING** — shorter calculation lengths for faster chart conditions.

**INTRADAY** — balanced calculation lengths for intraday market analysis.

**SWING** — longer calculation lengths for broader directional analysis.

These modes adjust internal trend, adaptive smoothing, momentum, structure, and candle-range parameters.

### Signal Quality and Frequency

Users can select **Aggressive, Balanced, or Conservative** signal-quality settings.

The **Selective, Balanced, and Frequent** frequency settings adjust phase confirmation and setup evaluation parameters.

These controls change the script's rule-based analytical sensitivity. They do not represent expected performance levels.

### BUY and SELL Labels

BUY and SELL labels identify rule-based analytical setups generated when the script's directional phase, trend state, factor consensus, quality, volatility, and other enabled conditions meet the defined criteria.

The labels are analytical markers only. They are not automated orders, trade execution instructions, financial advice, or guarantees of future market movement.

### Early Transition Markers

Optional early transition markers evaluate directional crosses together with trend slope, adaptive direction, EMA alignment, momentum, and candle characteristics.

These markers are separate from the primary BUY and SELL setup engine. They do not reset the Trend Phase Lock or unlock another primary setup marker.

### ATR Risk Guide

The optional ATR Risk Guide plots a volatility-based visual reference around the adaptive average.

It is provided for chart analysis only and is not a broker order, strategy exit, or guaranteed stop-loss level.

### Bar-Close Processing

When **Signals On Bar Close** is enabled, phase processing, primary setup markers, early transition markers, and related alerts are evaluated after the chart bar closes.

The script does not use `request.security()` or future-data lookup.

### Important Information

This indicator is provided for educational and informational purposes only.

It is an analytical decision-support tool and does not execute trades or provide automated investment advice. BUY and SELL labels identify conditions defined by the script's calculations and should not be interpreted as guarantees of profitable outcomes or future price direction.

Users should independently evaluate market conditions and apply their own execution, position-sizing, and risk-management methods.

Past performance does not guarantee future results.
發行說明
SBP Trend & Momentum System is a rule-based technical analysis indicator designed to help traders identify potential changes in market direction by combining trend analysis, price behaviour, and momentum confirmation within a single analytical framework. Rather than relying on one traditional moving average crossover or a simple combination of unrelated indicators, the script follows one integrated workflow where each calculation contributes to the final assessment of market conditions.

The indicator begins by evaluating how efficiently price is moving over a configurable lookback period. Directional price movement that progresses consistently with limited back-and-forth fluctuation is treated differently from movement characterised by overlapping candles and frequent reversals. This allows the indicator to adapt its response according to changing market behaviour instead of applying a fixed sensitivity under all conditions.

Using this information, the script builds an adaptive trend reference that responds more quickly during organised directional movement while becoming smoother during periods of increased market noise. Around this adaptive reference, a dynamic volatility channel is created using Average True Range (ATR). The width of the channel automatically expands when price action becomes less efficient and contracts when directional movement becomes more consistent. This adaptive behaviour is intended to reflect changing market conditions without requiring manual adjustment of settings for different instruments or volatility environments.

The indicator then evaluates the position of price within the adaptive channel to measure directional pressure. Trend quality is assessed by combining directional efficiency, channel position, and the slope of the adaptive trend reference. Only when these analytical components align does the indicator consider a potential bullish or bearish market state.

To reduce repeated signals during sideways markets, ordinary trend transitions require confirmation before a new market state is established. In addition, the script includes a separate displacement detection process that identifies unusually strong directional candles. When predefined analytical conditions are satisfied, these significant price movements may establish a new directional state immediately without waiting for the standard confirmation process. This allows the indicator to respond more efficiently to meaningful changes in market behaviour while maintaining a structured approach during normal trading conditions.

BUY and SALE labels are generated only when the confirmed market state changes. Once a bullish state has been established, additional BUY labels are not produced until the indicator subsequently confirms a bearish state, and vice versa. This state-based signalling approach is intended to reduce repetitive signals during sustained trends and provide a clearer visual representation of directional transitions.

The indicator also includes configurable visual elements that allow users to display the adaptive trend reference, upper and lower behaviour channels, and channel shading independently according to personal chart preferences. All calculations remain internally consistent regardless of which visual components are enabled or disabled.

SBP Trend & Momentum System is an analytical indicator only. It does not predict future prices, guarantee profitable trades, generate investment advice, execute orders, manage positions, calculate position sizing, or replace independent market analysis. Market conditions can change rapidly, and no analytical method is effective under all circumstances.

The indicator is designed to be used alongside the trader's own market analysis, risk management plan, and trading methodology. Users should evaluate the behaviour of the indicator across different markets and timeframes before incorporating it into live trading decisions. Past performance or historical observations should not be interpreted as evidence of future results.

This script is intended for educational and analytical purposes and provides traders with a structured framework for evaluating trend development, directional momentum, and evolving market behaviour using a unified analytical methodology.

免責聲明

這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。