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369 Vector Equilibrium [DAFE]369 Vector Equilibrium
Overview
369 Vector Equilibrium (369‑VE) is a geometric probability framework that evaluates market state through angular vector dynamics, pitchfork equilibrium structure, resonance clustering, and memory‑weighted outcome statistics.
It combines four orthogonal structural factors:
• 369 Angular Resonance
• Gann Angle Alignment
• Harmonic Pitchfork Proximity
• Bubble Pressure Dynamics
These factors are blended using Bayesian weighting and optionally refined by a memory‑based K‑Nearest‑Neighbor engine.
The model does not predict price levels. It estimates structural alignment probability under current geometric conditions.
1. Vector Geometry Core
The engine computes a directional vector from:
• EMA‑based displacement
• ATR‑normalized momentum
• Rotational offset (Base Angle)
Vector angle is normalized to 0–360° and compared against:
• 369 angular divisions
• User‑defined Gann spokes
369 resonance checks whether the current angle falls within harmonic bins spaced across the circle.
Gann alignment measures angular proximity to evenly spaced spokes.
Both are continuous confidence measures, not binary triggers.
2. Equilibrium Bubble Model
The equilibrium midline is defined via EMA smoothing.
Bubble width expands and contracts based on entropy and ATR:
• Low entropy → compressed field
• High entropy → expanded field
Bubble pressure is calculated as normalized displacement relative to bubble width.
This captures expansion and compression dynamics.
3. Harmonic Pitchfork Engine
Three Fibonacci‑length sine‑weighted moving averages (A, B, C) construct dynamic pitchfork structures.
Each pitchfork includes:
• Median line
• Upper / lower deviation bands
Distance from price to the nearest fork line (ATR‑scaled) generates pitchfork proximity confidence.
Pitchfork scoring reflects structural mean‑reversion or breakout context.
4. WPK Regime Engine (Hurst Modulation)
A Hurst exponent (Rescaled Range method) classifies regime:
• H > Trend Threshold → Persistent (Trending)
• H < Mean‑Revert Threshold → Anti‑Persistent (Reverting)
• Otherwise → Neutral
Regime shifts dynamically adjust the blend between:
• Real‑time probability
• Memory‑based probability
This prevents overfitting to historical memory during strong trends and prevents overreaction during range compression.
5. Footprint Delta Integration (Optional)
When enabled:
• request.footprint() delta
• Value Area %
• Tick aggregation
are incorporated as a sixth dimension in the memory vector.
If footprint data is unavailable, a Wick‑Pressure Kernel (WPK) approximation substitutes delta behavior.
The engine automatically detects availability and degrades gracefully.
6. Bayesian Confluence Model
Final composite confidence is:
confRT = w₁·369 + w₂·Gann + w₃·Pitch + w₄·Pressure
User‑defined weights control each factor’s influence.
Signal gating requires:
• Minimum composite confidence
• Minimum dominant probability
• Minimum number of active factors
Dynamic penalties apply in unstable regimes (angle thrashing + low Hurst).
7. Memory KNN Engine
The memory system stores past feature vectors:
• 369 factor
• Gann factor
• Pitchfork factor
• Pressure factor
• Directional bias
• Footprint delta
Each stored state includes its forward outcome over a defined horizon.
At runtime:
• Lorentzian similarity measures current state vs historical states
• Top‑K neighbors vote
• Age‑fade weighting prevents stale bias
Final probability is a blend between real‑time geometric alignment and memory‑weighted outcome probability.
8. Heatmap Engine
A sparse 2D grid (Angle × Pressure bins) tracks historical confluence density.
Each cell accumulates decayed weight and directional bias.
The grid provides:
• Localized structural probability bias
• Strength of prior similar conditions
Heatmap is optional for performance considerations.
Signal Logic
A signal requires:
• Sufficient composite confluence
• Probability dominance
• Active factor count
• Cooldown clearance
Signal tiers are defined:
• Tier 1 – Base
• Tier 2 – Strong
• Tier 3 – Elite
Tier thresholds are adjustable.
Important Behavior Notes
Some parameters do not produce immediate visual changes because they affect:
• Memory accumulation (requires horizon completion)
• Heatmap decay (gradual state change)
• Hurst regime estimation (requires full lookback window)
• KNN similarity weighting (requires sufficient stored states)
These are stateful systems and require time to adapt.
All parameters are active — some influence probability blending rather than immediate drawing logic.
Visual Components
• Multi‑ring equilibrium bubble
• Gann angular rays (optional)
• Fibonacci pitchforks
• Probability ribbons
• Heatmap grid (optional)
• Professional dashboard with regime, memory, and confluence diagnostics
Important Notes
• Footprint features require supported exchange data.
• KNN memory requires sufficient historical bars to stabilize.
• No slippage or execution modeling is included.
• This script does not guarantee future performance.
Past performance does not guarantee future results.
— Dskyz, Trade with insight. Trade with anticipation. (Keep Trying) Indicator

Regime-Adaptive kNN Breakouts + Kalman Predictor [TechnicalZen]Regime-Adaptive kNN Breakout Classifier + Kalman Price Predictor
Why This Indicator Exists
Most breakout indicators treat every compression pattern equally. In reality, a volatility contraction forming during a high-ADX trending environment with surging volume behaves very differently from the same pattern in a choppy, low-volume consolidation.
This indicator addresses that gap by combining three distinct analytical engines:
Multi-Period Compression Detection — Scans across multiple bar periods to find the tightest range relative to recent history, identifying genuine volatility contraction zones where expansion is statistically likely.
Regime-Adaptive kNN Classification — A machine learning gate that evaluates the market regime surrounding each compression zone using Kalman-filtered features. Only setups with sufficient similarity to historically successful breakouts are allowed through.
Kalman Price Predictor — A state-space estimator tracking price position and velocity, enabling forward projection with a widening uncertainty cone.
The result is an indicator that learns which market conditions produce successful breakouts and provides a probabilistic price forecast — not just pattern detection.
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HOW IT WORKS
1. Multi-Period Compression Detection
The engine evaluates bar ranges across 2 to 20 periods, computing each period's range (highest high minus lowest low) and comparing it against the minimum range observed within an adaptive lookback window. When the current range is tighter than any historical range in the window, a compression zone is identified. The smallest qualifying period is selected — representing the most extreme volatility contraction.
An optional Inside Bar filter adds a complementary signal when the current bar's range is entirely contained within the prior bar.
2. ADX-Adaptive Lookback Window
The comparison window dynamically adjusts based on trend strength:
High ADX (strong trend) — shorter lookback, more responsive to compression during momentum phases
Low ADX (ranging market) — longer lookback, requiring more extreme contraction before triggering
This prevents the indicator from being too sensitive in trending markets or too sluggish in ranging conditions.
3. Kalman-Filtered Feature Space
Four market regime features are computed on every bar and smoothed through independent Kalman filters using a position + velocity state-space model. The Kalman filter reduces noise while tracking each feature's rate of change — achieving smoothing without the lag penalty of traditional moving averages.
The kNN classifier operates entirely on these Kalman-filtered features:
Relative Volume — Volume / SMA(Volume, 100) — captures participation surge or drought, Kalman-smoothed to filter out single-bar volume spikes
Relative ATR — ATR(14) / SMA(ATR, 100) — captures volatility expansion vs contraction regime, Kalman-smoothed for stable regime identification
ADX Normalized — ADX / 50 — measures trend strength (direction-agnostic), Kalman-smoothed to track trend momentum
Distance from MA — (Close - Trend MA) / ATR — price position relative to trend, Kalman-smoothed to reduce whipsaw noise
By filtering the feature space through the Kalman estimator before classification, the kNN operates on cleaner, denoised regime signals rather than raw noisy measurements. This is the critical link between the Kalman filter and the kNN — the classifier's accuracy depends on the quality of its input features.
4. kNN Breakout Classification
When a compression zone triggers a breakout, the classifier:
Constructs a feature vector from the four Kalman-filtered regime features
Scans the history buffer using Manhattan distance to find similar past regime conditions
Selects the k-nearest resolved neighbors — only TP (take-profit) and SL (stop-loss) outcomes vote; pending and time exits are excluded entirely
Computes a distance-weighted classification score where closer neighbors have proportionally more influence
Compares the score against the user-defined confidence threshold
If the score falls below the threshold, the setup is silently skipped. The classifier has learned which combinations of volume regime, volatility regime, trend strength, and price position tend to produce winning breakouts.
Key design choices:
Adaptive k — k = floor(sqrt(resolved outcomes)), clamped between user-defined min/max. The number of neighbors consulted grows naturally as the classifier accumulates experience, preventing overfitting to sparse early data.
Warmup phase — During the first N resolved outcomes, all setups pass through to build the training set. The classifier only begins filtering after accumulating sufficient data.
Feedback loop — Every exit writes its outcome back to the history buffer. TP exits score 1.0, SL exits score 0.0. The classifier genuinely learns from the specific chart and timeframe it is applied to.
Distance-weighted voting — Prevents outlier neighbors from distorting the classification. A very close TP neighbor outweighs several distant SL neighbors, producing more nuanced probability estimates.
5. Kalman Price Predictor
A fifth Kalman filter runs on price itself, maintaining three estimates simultaneously:
Filtered position — optimal smoothed price estimate
Velocity — estimated rate of price change per bar
Covariance matrix — estimation uncertainty and cross-correlations
The velocity component enables forward projection: Predicted Price = Filtered Position + Velocity x Projection Bars . The uncertainty cone is scaled by ATR and widens proportionally to the square root of the projection horizon — reflecting the theoretical uncertainty growth of price over time.
Projection trail: The last 5 projections are displayed with graduated transparency (50% to 90%), creating a visual history of how the forecast has evolved. A consistent, parallel trail suggests strong directional conviction; a diverging or oscillating trail signals uncertainty.
6. Trend-Aware Exit System
The exit system uses four complementary mechanisms, each feeding outcomes back to the kNN:
Take Profit — R-multiple target (default 2R, where R = compression zone range). Scored as 1.0 in kNN feedback.
Stop Loss — Opposite side of compression zone, optionally requiring price to also be wrong-side of the Trend MA. This trend-aware condition reduces whipsaw stops in strong trends. Scored as 0.0 in kNN feedback.
Trailing Stop — Activates after 1R profit, trails by ATR x multiplier. Dynamic protection that locks in gains.
Time Exit — Maximum bars in trade before forced exit. Scored as 0.5 (neutral) — neither rewarding nor penalizing the kNN for inconclusive setups.
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VISUAL GUIDE
Chart Elements
Compression boxes — Colored zones marking detected volatility contraction (green = bullish breakout, red = bearish)
Extended levels — Dotted lines projecting the high and low of each compression zone forward
Entry labels — Direction and kNN confidence percentage (e.g., "Long 72.5%")
Exit labels — TP / SL / T markers with R-multiple detail in tooltip
Projection line — Dashed line extending forward from Kalman-filtered price
Uncertainty cone — ATR-scaled filled area widening into the future
Projection trail — 5 fading historical projections showing forecast evolution
Kalman price line — Optional smoothed price curve (off by default)
Dashboard (bottom-right)
Win Rate — Percentage of resolved trades hitting TP (tinted green or red)
Trades — Win / Loss count
Mode — Distance-weighted classification
Phase — Warmup (building data) or Active (filtering enabled)
k — Current adaptive k value
Score — Latest kNN confidence score
History — Buffer fill level (e.g., 45/60)
Projection — Predicted price with directional arrow
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SETTINGS GUIDE
Detection
Enable Inside Bar (default: On) — Include Inside Bar patterns alongside compression detection
Adaptive kNN
Enable kNN Filter (default: On) — Toggle the ML classification gate
k Min / k Max (default: 2 / 10) — Bounds for adaptive k. Auto-scales with sqrt of resolved outcomes
Confidence Threshold (default: 0.25) — Minimum kNN score to accept a setup. Lower values are more permissive; higher values are more selective
Min Resolved to Activate (default: 15) — TP/SL outcomes needed before the classifier begins filtering
History Buffer Size (default: 60) — Maximum stored breakout patterns for comparison
Kalman Filter
Process Noise Q (default: 0.01) — Controls how much the filter expects the underlying signal to change between bars. Higher values make the filter more responsive but noisier
Measurement Noise R (default: 0.10) — Controls how much the filter distrusts each new measurement. Higher values produce smoother output with more lag
Show Price Projection (default: On) — Display the forward projection line and uncertainty cone
Projection Bars (default: 10) — How far forward to project price
Projection Color (default: Aqua) — Color for all projection elements
Show Uncertainty Cone (default: On) — Display the ATR-scaled confidence band
Cone Width (default: 1.0 ATR) — Width multiplier for the uncertainty cone. Adjustable per instrument
Show Kalman Price Line (default: Off) — Display the smoothed Kalman price estimate on chart
Trend Filter
Enable Trend Filter (default: On) — Restrict breakouts to trend-aligned direction only
Trend MA Mode (default: Adaptive) — Static = fixed MA length; Adaptive = MA length scales dynamically with the compression lookback
MA Type (default: EMA) — Exponential or Wilder's (RMA) moving average
Adaptive Multiplier (default: 2.0) — Lookback x Multiplier = MA length in adaptive mode
Static MA Length (default: 200) — Fixed MA length when in static mode
Adaptive Look Back
Look Back Mode (default: ADX Adaptive) — Static = fixed comparison window; ADX Adaptive = window scales with trend strength
ADX Length (default: 14) — Period for ADX calculation
ADX Low / High (default: 10 / 35) — ADX range mapped to lookback bounds. Higher ADX compresses the lookback
LB Min / LB Max (default: 20 / 120) — Minimum and maximum lookback window size
Exits
TP (R-multiple target) (default: On) — Take-profit at R-multiple of compression zone range
SL (opposite side) (default: On) — Stop-loss at opposite boundary of compression zone
Target R (default: 2.0) — Take-profit distance as multiple of range
Trend-Aware SL (default: On) — SL only triggers when price is also wrong-side of Trend MA
Trailing Stop (default: On) — Trails by ATR x multiplier after 1R profit
Trail ATR Multiplier (default: 1.5) — Trail distance = ATR(14) x this value
Time Exit (default: On, 50 bars) — Force exit after maximum bars in trade
Visual Settings
Bull / Bear / Time colors — Customizable directional colors
Box Fill / Border Transparency — Compression zone box appearance
Extend Levels (default: 50 bars) — Forward projection distance for compression zone levels
Level Width / Style — Line appearance for projected levels
Max Patterns Kept (default: 120) — Maximum drawing objects maintained on chart
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THE KALMAN-kNN PIPELINE
The two ML components are not independent — they form a pipeline:
Kalman filters denoise the four regime features on every bar, producing clean estimates of volume regime, volatility regime, trend strength, and price position
kNN classifier operates on these Kalman-filtered features, comparing the current denoised regime against historically successful and unsuccessful breakout conditions
Kalman price filter independently tracks price dynamics, projecting the estimated trajectory forward with quantified uncertainty
The classifier's accuracy fundamentally depends on the quality of its input features. By feeding Kalman-filtered signals rather than raw measurements, the kNN compares regime states rather than noisy observations — producing more stable and meaningful similarity assessments.
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CREDITS AND ACKNOWLEDGMENTS
This indicator builds upon concepts from two published works:
Smart NR2–NR20 and Inside Bar by Zeiierman — multi-period compression detection, adaptive lookback via ADX, and breakout trigger architecture
kNN Market Architecture by LuxAlgo — application of k-nearest neighbors classification to filter market signals using relative volatility and volume features
Original contributions in this indicator:
Kalman filter state-space estimation for feature smoothing (position + velocity model with full covariance tracking)
Kalman-to-kNN pipeline — classifier operates on denoised regime features, not raw measurements
Regime-adaptive kNN classification with distance-weighted voting on resolved outcomes only
Real-time feedback loop where exit outcomes update the kNN training data
Adaptive k scaling based on accumulated classifier experience
Kalman price predictor with forward projection and ATR-scaled uncertainty cone
Graduated projection trail showing forecast evolution
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This indicator is for educational and informational purposes only. It does not constitute financial advice. All investments involve risk, and past performance does not guarantee future results. The kNN classifier learns from historical patterns on the specific chart and timeframe it is applied to — its effectiveness may vary across different instruments and market conditions. Always conduct your own analysis and risk management.
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Absorption Structure Detector v2.3Absorption Structure Detector v2.3
A price-action based tool designed to identify absorption candles at key structural levels, helping traders spot potential reversals and continuation points with clarity and discipline.
Overview
The Absorption Structure Detector highlights candles where strong opposing pressure is absorbed by market participants, often signalling a shift in control between buyers and sellers.
Rather than relying on lagging indicators, this tool focuses on pure price behaviour, combining wick structure, candle positioning, and contextual filters to identify high-probability zones.
Core Logic
The indicator detects absorption based on:
Dominant wick structure (rejection of price)
Controlled candle body size (inefficiency / absorption)
Strong closing position (shift in control)
Optional liquidity sweep detection (false breakouts)
Optional trend filter (EMA)
Optional pivot proximity filter (structure alignment)
Optional RSI divergence filter (momentum confirmation)
A built-in quality scoring system (1–5) ensures that only higher-confluence setups are considered when desired.
How to Use
This indicator is designed for higher timeframe trading, particularly:
Daily (primary)
4H (secondary confirmation)
Bullish Setup
Price reaches a key support level
Bullish absorption candle forms
Enter on break of the candle high
Stop below the candle low
Target 2:1 or next structure level
Bearish Setup
Price reaches resistance
Bearish absorption candle forms
Enter on break of the candle low
Stop above the candle high
Target 2:1 or next structure level
Key Features
Clean visual identification of absorption candles
Built-in trend alignment filter (EMA)
Liquidity sweep detection for false breakout scenarios
Pivot-based structure filtering
Adjustable quality threshold to reduce noise
Optional entry, stop, and 2R target plotting
Alert conditions for bullish and bearish setups
Important Notes
This tool performs best when used at key structural levels
It is not designed for low timeframe scalping
Signals should be used with context and discipline, not in isolation
Fewer, higher-quality setups are preferred over frequent trading
Philosophy
The Absorption Structure Detector is built around a simple idea:
Markets turn when pressure is absorbed and control shifts.
This tool helps visualise those moments — the rest is execution and discipline.
Final Thought
This is not a “signal generator” to follow blindly.
It is a decision support tool designed to improve timing and clarity within a structured trading plan. Indicator

Esco Theory v4Esco Theory maps the hidden geometry of price action. It identifies swing structure, plots geometric rails between pivots, detects supply and demand zones, fair value gaps, liquidity pools, compression patterns, and confluence clusters.
All signals are synthesized into a real-time dashboard so traders can read market structure and volatility conditions at a glance.
Built for traders who study displacement, structure shifts, and the expansion–compression cycles that drive price.
Features
Market Structure (BOS / MSS)
Automatically detects Break of Structure (BOS) and Market Structure Shifts (MSS) using configurable swing lookback. Bullish and bearish shifts are labeled directly on the chart with color-coded markers.
Displacement candles (body greater than 1.5× ATR) are highlighted to confirm impulsive moves.
Geometric Rails
Trendlines (“rails”) are drawn between consecutive swing highs and swing lows and extended forward.
Two tiers are available:
Minor Rails
Short-term pivots for intraday and swing geometry.
Major Cycle Rails
Higher-timeframe pivots that reveal broader structural channels.
Cross-rails connect swing highs to swing lows using dotted diagonals, revealing convergence and divergence patterns.
Cycle Fan
A fan of rays projects from the deepest major swing low through each major swing high (and vice versa), mapping the angular geometry of the current market cycle.
These angles often highlight reaction zones where time and price intersect.
Supply & Demand Zones
Zones are created at pivot candles confirmed by displacement on the following bar.
Each zone tracks retests and gradually fades in transparency as it is touched.
Mitigated zones are automatically removed to keep charts clean.
Fair Value Gaps (FVG) & Inverted FVGs
Three-candle imbalance gaps are detected and drawn as shaded boxes.
When a gap fills to its midpoint it converts into an inverted FVG, which can act as a continuation or re-entry zone.
Both gap types have independent color settings and optional auto-expiration.
Premium / Discount Zones
Using the most recent major swing high and low, price is divided into:
Premium (upper 25%)
Discount (lower 25%)
Equilibrium (midpoint)
A dotted equilibrium line marks fair value and helps filter entries.
Support & Resistance Clustering
All pivot prices are grouped by proximity.
Levels with multiple touches are drawn as dashed horizontal lines labeled with touch count:
S (3)
R (4)
Stronger clusters appear as thicker lines.
Confluence Zones
When three or more levels from different sources cluster together (pivots, S/R levels, supply and demand), a shaded confluence zone is drawn.
These areas often produce the strongest market reactions.
Liquidity — Equal Highs / Equal Lows
Swing highs and lows within a defined tolerance are identified as EQH and EQL liquidity pools.
These levels extend forward and often attract price before reversals or breakouts.
Liquidity Sweeps
When price wicks through an equal high or low and closes back inside the level, a sweep marker (✕) appears.
Sweeps often signal liquidity grabs before reversals.
Compression & Squeeze Detection
Two compression signals identify volatility contraction.
ATR Compression
Occurs when fast ATR drops below 60% of slow ATR.
Bollinger / Keltner Squeeze
When Bollinger Bands contract inside Keltner Channels.
When the squeeze releases, a triangle marker signals expansion.
A wedge overlay connects compression pivots to visualize tightening ranges.
Real-Time Dashboard
A compact panel displays current market conditions.
Bias
Current structure trend (Bullish / Bearish / Neutral)
Zone
Premium, Discount, or Equilibrium
Volatility
Squeeze, Compression, or Expansion
ATR Ratio
Fast ATR vs Slow ATR
BBW
Bollinger Band Width percentage
Wedge
Active compression wedge detection
FVG
Active gap count
Sweeps
Recent liquidity sweep count
Inputs & Customization
Every module can be toggled independently.
Key settings include:
Swing Lookback (minor and major)
Rail Extension length
Max Cross-Rails
Supply / Demand Pivot Length
FVG Minimum Size and Max Age
Support / Resistance Tolerance and Minimum Touches
Confluence Width and Minimum Levels
Equal High / Low Tolerance
All colors are fully customizable.
How to Use
Identify bias
Check the dashboard for current structure direction and premium/discount location.
Find confluence
Look for areas where rails, zones, gaps, and support/resistance overlap.
Watch compression
Squeeze diamonds and wedges signal volatility building.
Trade displacement
Highlighted candles confirm impulsive moves through key levels.
Monitor liquidity sweeps
EQH/EQL sweeps often precede reversals or expansions.
Notes
Overlay indicator designed for use directly on price charts.
Compatible with all markets and timeframes.
Lower timeframes with large bar counts may increase drawing load. Adjust lookback settings if needed.
Best used alongside discretionary price action and market context. Indicator

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FED Liquidity DashboardA Macro Liquidity Dashboard of a comprehensive "Risk-On / Risk-Off" engine designed to provide a high-level view of the global financial system. Instead of focusing on lagging price action, this indicator tracks the "plumbing" of the economy—monitoring the Yield Curve, Bank Liquidity, Bond Market Volatility, and the Fed’s actual behavior in real-time.
This is an "SIMPLE" system for traders who want to know if the wind is at their back or if they are trading into a systemic storm.
Key Components
The Yield Curve (Visual): A real-time plot of the US Treasury Curve from 3-Month to 30-Year maturities. It automatically highlights whether the curve is Steepening (Teal) or Flattening (Red).
Economy (10Y-3M Spread): Monitors the "Gold Standard" recession indicator. It identifies the current state of the Treasury spread. An INVERTED reading warns of an upcoming recession, while a move back to STABLE (Positive) after a long inversion often signals that the economic "contraction" has officially begun.
Bank Plumbing (Repo Stress): Tracks the spread between SOFR and the Effective Federal Funds Rate. This tells you if the internal bank pipes are CLEAR or BLOCKED.
Bond Volatility (MOVE Index): Incorporates the "VIX for Bonds." It categorizes market fear as CALM, UNCERTAIN, ELEVATED, or CRISIS.
Corporate Stress (HY Spreads): Monitors High Yield credit spreads to see if "Real World" companies are struggling to pay their debts.
Fed Action Gauge: A proprietary logic row that determines if the Federal Reserve is currently VACUUMING (Removing cash), PATCHING (Emergency liquidity), or FLOODING (Printing money/Stimulus).
How to Read the Final Signal
The indicator produces a single Final Signal based on the confluence of all macro factors:
🚀 BUY: The "All-Clear." Triggered only when the Curve is Steepening, Plumbing is Clear, Bond Vol is stable, and Corporate Stress is low.
✋ WAIT: The "Safety First" signal. Triggered if any single part of the financial plumbing is blocked or showing signs of systemic stress.
Usage
This dashboard is best used on a Daily (D) timeframe for long-term bias. It is not a scalping tool, but a Liquidity Filter. Before entering a long position on S&P 500, Nasdaq, or Bitcoin, check the Dashboard. If the signal is WAIT, reduce your position size or stay in cash. If the signal is BUY, the macro "tide" is rising.
Indicator

Analogue Matcher | GainzAlgoAnalogue Matcher: Dual-Path Regression Projection
What It Is
The Analogue Matcher is a high-performance pattern recognition engine designed to find historical "price twins." Unlike standard fractals that look for raw shape similarity, this tool utilizes Linear Regression Analysis to identify periods in the past where market velocity (slope) and trend consistency ($R^2$) were near-identical to current conditions. It then projects those historical outcomes forward as "Ghost Candles," providing a probabilistic roadmap of where price might go.
How It Works
The indicator operates by scanning a user defined amount of lookback bars of history in real-time (Default 500).
• The Scan: It calculates the current regression slope over a user-defined window.
• The Match: It iterates through the lookback period to find the closest matches based on a strict Slope Tolerance .
• Dual-Path Intelligence: In "Dual Mode," the script identifies the single best Bullish outcome and the single best Bearish outcome simultaneously. This prevents "bias-blindness" by showing you the best-case scenarios for both directions.
Understanding Confidence & R2
The "Conf (R²)" column in your dashboard is the heart of the script's decision-making.
• Slope Similarity: Measures how closely the historical angle matches the current angle.
• R2 (Coefficient of Determination) : Measures the "cleanliness" of the trend. An R2 of 100.0 is a perfect straight line; 0.0 is pure noise.
• The Percentage: Our algorithm combines these two factors. A 90%+ Confidence rating means you have found a historical twin that moved at the same speed and with the same level of trend maturity as the current bar.
How to Use: A Risk Management Approach
This is not a "magic signal" generator—it is a Risk Management and Bias Tool .
• Identify Convergence: If both the Bullish and Bearish paths show high confidence (>80%) and both point in the same direction, you have high-probability confluence.
• Divergence Warning: If the Bullish path has 95% confidence but the Bearish path has only 10%, the historical precedent for a trend reversal is mathematically weak. Your bias in this case would lean bullish. Inverse if it’s flipped with a high bearish confidence and a low bullish confidence.
• Filtering Noise: Use the R2 percentage to ignore "messy" matches. If the confidence is below 50%, the analogue is likely too "noisy" to be used for a high-conviction trade entry.
• Single Mode for Speed: Switch to Single Mode on lower timeframes (1m, 5m) to find the absolute "Best Fit" twin for quick scalping targets.
Master the Engine: Key Inputs
To get the most out of the Analogue Matcher , it’s essential to understand the "knobs" you are turning. Tuning these correctly is the difference between finding a perfect twin and seeing random noise.
• Mode Selection (Single vs. Dual): Single Mode: Focuses the processing power on finding the absolute "Best Fit" regardless of direction. Ideal for high-speed scalping or very large lookbacks. Dual Mode: The full "Risk Management" suite. It forces the script to find both a Bullish and a Bearish path to show you the two most likely outcomes.
• Projection Window: This determines the size of the "Ghost." If set to 50, the script analyzes a 50-bar trend and projects a 50-bar future.
• Lookback Period: This is how far into the past the engine scans. While the script is optimized for performance, keeping this within a reasonable range (500–2000) ensures fast UI response.
• Slope Tolerance: This is your "Sensitivity" setting. Lower Values (0.001 - 0.004): Very strict. The script will only show matches that have a nearly identical angle of attack. Higher Values (>0.01): More lenient. Use this in highly volatile markets (like Crypto) where trends are aggressive and vary in steepness.
Examples
In this image, we can see BTCUSD on the daily. The confidence favours a bullish move, both Bearish and Bullish possible paths are plotted. Let’s see what happens.
The outcome was an initial bullish move though with a bit of a neutral tilt, as it ended relatively flat.
Now let us look at ES1!:
In this case, the indicator is showing 2 possible paths (Dual Mode), with a bullish tilt. Let’s see what happened next:
The move was indeed bullish, and volatility remained intact through the move.
Important Considerations
The indicators true strength stems from its ability to act as a risk management tool and compare the degree of “fit” of each respective path (i.e. bullish vs. bearish). If you are looking to take a bearish position on a ticker, but you see that the R2 skew slightly favours a move to the upside, you may want to hold off on pulling the short trigger until you have a skew that fits your bias.
While the paths are likely not going to be a perfect, identical match, the power comes from understanding the confidence skew of the bullish vs bearish path. This is your saving grace for managing risk in your positions.
Though the matches are not likely to be perfect, they are scaled to the ticker’s ATR and thus can be used to help you gauge potential entries, exits and positioning areas.
For example, if we look at SPY on the hourly timeframe:
We see we have a bearish skew. The bearish path has sizeable upside. We can use this forecasted range to identify potential entry/resistance areas like so:
Now let’s see how it plays out:
You can see that the key forecast areas provided actual levels for support and resistance!
Concluding Remarks
In a market driven by algorithmic repetition, the Analogue Matcher gives you the power to see the "scripts" the market has run before. By quantifying the similarity of price action through regression, traders can move away from "gut feelings" and toward data-driven forecasts.
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Business Cycle Composite [v6]The Business Cycle Composite is a macro oscillator that aggregates ten independently scored economic signals into a single weighted composite, designed to identify where the U.S. economy currently stands within the four classical cycle phases: Expansion, Late Cycle, Contraction, and Trough.
Each signal is normalized to a −1 to +1 scale before being weighted and combined. The yield curve (10Y−2Y spread) carries the highest weight at 18%, reflecting its historically reliable recession-forecasting track record. Credit market health is captured through the HYG/LQD ratio (15%), while Fed Funds trend, CPI momentum, consumer sentiment, risk appetite (XLY/XLP), and housing permits each contribute between 8–10%. The Copper/Gold ratio and the Sahm Rule unemployment trigger round out the composite at lower weights, serving as real-economy confirmation signals. The final score is smoothed with a configurable EMA and requires a minimum number of consecutive bars before a phase transition is confirmed, reducing noise-driven whipsaws.
The resulting oscillator crosses four threshold zones. A score above +0.35 signals Expansion — broad macro conditions are supportive of risk assets. Between zero and +0.35 the indicator reads Late Cycle, characterized by tightening conditions and fading momentum. Below zero but above −0.30 marks Contraction, where recessionary pressure is building. Below −0.30 the indicator enters the Trough phase, historically the zone where forward-looking assets begin to bottom ahead of the real economy.
The indicator plots both the smoothed composite and the underlying raw score, with color-coded phase backgrounds for instant visual context. A dashboard table in the top-right corner shows the current phase label, composite score, Sahm Rule status, and individual signal readings with a simple bar-style strength display. Five built-in alert conditions notify on every phase transition, including a dedicated Sahm Rule trigger alert.
All data is pulled automatically from FRED and standard U.S. equity ETFs. The indicator is best used on the weekly chart. All weights and thresholds are fully adjustable via the settings panel. For educational purposes only — not financial advice. Indicator

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