AUTAS Two-MA Regime Filter

The same distance from a moving average means opposite things depending on the market's regime. This indicator reads the regime first, then signals accordingly.
REGIME (fast SMA 5, slow SMA 20)
- Trend up: slow MA rising, price and fast MA above it (green)
- Trend down: the mirror image (red)
- Range: everything else (grey)
SIGNALS
- T (trend): joins the trend only on a pullback to the slow MA (within 0.3σ) or a fresh fast/slow cross, never while price is stretched.
- R (range): fades moves stretched beyond 2σ from the slow MA.
- A cooldown spaces signals out.
The box at top-right shows the current regime and distance from the slow MA in σ. Alerts are included; set them to "Once per bar close."
SETTINGS
- Fast / Slow MA: 5 and 20 by default.
- Slow MA slope lookback: how many bars back the slope is measured (5).
- Trend pullback band: how close to the slow MA a pullback must come (0.3σ).
- Range stretch: how far price must stretch before a fade (2σ).
- Minimum bars between signals: the cooldown (3).
Known limits: the trend filter waits for the slow MA to turn, so it enters new trends late, and range fades can trigger at the very start of a new trend. Built for US30 on M5, adjustable for any symbol or timeframe.
Not financial advice.
REGIME (fast SMA 5, slow SMA 20)
- Trend up: slow MA rising, price and fast MA above it (green)
- Trend down: the mirror image (red)
- Range: everything else (grey)
SIGNALS
- T (trend): joins the trend only on a pullback to the slow MA (within 0.3σ) or a fresh fast/slow cross, never while price is stretched.
- R (range): fades moves stretched beyond 2σ from the slow MA.
- A cooldown spaces signals out.
The box at top-right shows the current regime and distance from the slow MA in σ. Alerts are included; set them to "Once per bar close."
SETTINGS
- Fast / Slow MA: 5 and 20 by default.
- Slow MA slope lookback: how many bars back the slope is measured (5).
- Trend pullback band: how close to the slow MA a pullback must come (0.3σ).
- Range stretch: how far price must stretch before a fade (2σ).
- Minimum bars between signals: the cooldown (3).
Known limits: the trend filter waits for the slow MA to turn, so it enters new trends late, and range fades can trigger at the very start of a new trend. Built for US30 on M5, adjustable for any symbol or timeframe.
Not financial advice.
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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。