KST Cross SwitchThe Know Sure Thing (KST) oscillator is a powerful momentum indicator, but its constantly fluctuating lines can sometimes make it difficult to determine the definitive market state at a glance.
This script transforms the traditional KST indicator into a clean, 3-stage State Machine tracker. Instead of staring at curved lines, this indicator locks the current market condition into three absolute levels: 100 for Bullish, 0 for Bearish, and 50 for Neutral.
When a strong bullish crossover occurs, the indicator locks to 100 with a lime green background. When a bearish crossunder happens, it locks to 0 with a maroon red background.
The core feature of this script is the Neutral Zone Threshold. In choppy or consolidating markets, KST lines often cross back and forth repeatedly, causing false signals. To solve this, the script checks the absolute distance between the KST line and the Signal line. If they are too close and moving sideways within your defined threshold, the indicator automatically resets to 50 with a neutral yellow/grey background. This helps you avoid overtrading during low-volatility squeeze periods.
You can fully customize the four different Rate of Change (ROC) lengths and their moving averages, as well as the signal line length. The Neutral Zone Threshold can also be finely tuned depending on the asset and timeframe you are trading. Indicator
Multi Cycle KST OscillatorMulti-Cycle KST Oscillator — Publication Description
What it does
The Multi-Cycle KST Oscillator is a momentum oscillator built on the Know Sure Thing (KST) — a summed, weighted blend of four smoothed Rate-of-Change series. The standard KST plots one line. This script computes three KSTs at short, intermediate and long cycle lengths, reads their alignment, and wraps the plotted short-term KST in five decision-support modules so the momentum reading is filtered, contextualized and scored rather than read at face value. A single 0–100 Confidence value summarizes everything, and the oscillator line is colored by it.
Why these components are combined (the reason for the mashup)
KST on its own is a momentum (rate-of-change) factor, and it lags by construction. Adding more momentum tools such as RSI, MACD or Stochastic would only restate the same information. So every module added here is deliberately orthogonal to momentum — each answers a question the KST cannot answer by itself:
Long-term KST direction — the regime gate. A slower KST decides which side to trade. Short-term buy crosses are only trusted when the long-term cycle is rising, short crosses only when it is falling. This is the core of the multi-cycle idea: trade the shorter cycle in the direction of the longer one.
ADX/DMI regime filter — trade only in a real trend. Momentum crosses whipsaw in sideways markets, so signals are suppressed and the background is shaded while ADX is below threshold.
Higher-timeframe filter — alignment with the bigger picture. The same momentum direction is read from a higher, confirmed (non-repainting) timeframe to drop counter-trend crosses.
Price/KST divergence — early warning. Because the oscillator measures momentum, a price high against a lower oscillator high (or the inverse) flags fading momentum before the signal-line cross. Regular and hidden divergences are detected from confirmed pivots.
Efficiency-Ratio conviction scaler — how much to trust it now. A Kaufman Efficiency Ratio scales the Confidence up in clean trends and down in chop. It is a magnitude scaler, never a direction vote, so it cannot double-count momentum.
How the parts work together
Each module feeds one combined output. The plotted oscillator is the short-term KST (optionally standardized). A Buy or Sell is raised only when the short-term KST crosses its signal line AND the long-term cycle agrees AND the regime and higher-timeframe filters agree AND Confidence clears its threshold. Confidence itself is a weighted vote across the four orthogonal inputs (KST-vs-signal, long-term direction, price location, divergence), scaled by the Efficiency Ratio and clamped to 0–100. Divergence labels and the ATR stop/target are context around that one decision.
What makes it original
It is not a KST with other indicators drawn beside it. It turns a single KST line into a three-cycle alignment model with a long-term regime gate, then standardizes the result so its bands carry a consistent statistical meaning across instruments, and fuses five orthogonal checks into one bounded Confidence reading with explicit buy/sell gating. The combined output — "is momentum turning, in a real trend, in line with the larger cycle, and how much should I trust it" — does not exist in the source indicator.
How to use it
Pick an Oscillator mode: Raw (native KST), Z-Score, or Robust Z (median/MAD, least sensitive to spikes).
Green = up-cycle momentum, red = down-cycle; further from zero and brighter = stronger and higher conviction. Warn / Extreme bands mark stretched readings.
Buy / Sell triangles fire only when the cross, the long-term gate, the regime and higher-timeframe filters, and the Confidence threshold all agree. Treat them as points to investigate, not automatic entries.
Use divergences as early warning of fading momentum, and the two dashboards for the full read: right panel = Bias, Confidence, Signal, Cycle alignment, Oscillator; left panel = Long-term KST, Regime, Divergence, ATR Stop and Target.
The dashboards adapt to your chart's background brightness so both stay legible on dark or light themes.
Settings and defaults
Inputs are grouped and numbered: Data Source, the three KST cycles, Normalization & Display, Threshold Bands, Confirmation Filters, Divergence, Confidence Engine, Risk Targets, Signals & Alerts, and Visuals & Dashboard. Defaults follow the classic KST values and are tuned for NSE NIFTY on intraday charts. Because the Price / High / Low sources are user-selectable, the engine works on any instrument or even another indicator's output — for other assets, adjust the ROC/SMA lengths, the higher timeframe and the ATR period to suit.
Concept credit
The Know Sure Thing (KST) oscillator was created by Martin J. Pring. This script is an original multi-cycle implementation built around that public concept and is not affiliated with, nor endorsed by, its originator.
Honest limitations
KST is lagging by construction; this confirms moves, it does not predict them. Confidence (0–100) is an ordinal heuristic for how aligned the components are — it is not a probability or a win rate. Divergence is computed on confirmed pivots and therefore prints a few bars after the pivot forms; that latency is inherent to honest pivot detection. Signals confirm on bar close (non-repainting) by default, and the higher-timeframe filter uses the previous confirmed higher-timeframe bar. Backtest any settings on your own market before relying on them.
Disclaimer
For research and educational purposes only. This is not financial advice, not an investment recommendation, and not a solicitation to trade. Indicators describe past price behavior; they do not predict the future. Trading involves substantial risk of loss. Test on out-of-sample data and make your own decisions. The author accepts no liability for any use of this script. Indicator
KST Strategy [Skyrexio]Overview
KST Strategy leverages Know Sure Thing (KST) indicator in conjunction with the Williams Alligator and Moving average to obtain the high probability setups. KST is used for for having the high probability to enter in the direction of a current trend when momentum is rising, Alligator is used as a short term trend filter, while Moving average approximates the long term trend and allows trades only in its direction. Also strategy has the additional optional filter on Choppiness Index which does not allow trades if market is choppy, above the user-specified threshold. Strategy has the user specified take profit and stop-loss numbers, but multiplied by Average True Range (ATR) value on the moment when trade is open. The strategy opens only long trades.
Unique Features
ATR based stop-loss and take profit. Instead of fixed take profit and stop-loss percentage strategy utilizes user chosen numbers multiplied by ATR for its calculation.
Configurable Trading Periods. Users can tailor the strategy to specific market windows, adapting to different market conditions.
Optional Choppiness Index filter. Strategy allows to choose if it will use the filter trades with Choppiness Index and set up its threshold.
Methodology
The strategy opens long trade when the following price met the conditions:
Close price is above the Alligator's jaw line
Close price is above the filtering Moving average
KST line of Know Sure Thing indicator shall cross over its signal line (details in justification of methodology)
If the Choppiness Index filter is enabled its value shall be less than user defined threshold
When the long trade is executed algorithm defines the stop-loss level as the low minus user defined number, multiplied by ATR at the trade open candle. Also it defines take profit with close price plus user defined number, multiplied by ATR at the trade open candle. While trade is in progress, if high price on any candle above the calculated take profit level or low price is below the calculated stop loss level, trade is closed.
Strategy settings
In the inputs window user can setup the following strategy settings:
ATR Stop Loss (by default = 1.5, number of ATRs to calculate stop-loss level)
ATR Take Profit (by default = 3.5, number of ATRs to calculate take profit level)
Filter MA Type (by default = Least Squares MA, type of moving average which is used for filter MA)
Filter MA Length (by default = 200, length for filter MA calculation)
Enable Choppiness Index Filter (by default = true, setting to choose the optional filtering using Choppiness index)
Choppiness Index Threshold (by default = 50, Choppiness Index threshold, its value shall be below it to allow trades execution)
Choppiness Index Length (by default = 14, length used in Choppiness index calculation)
KST ROC Length #1 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology)
KST ROC Length #2 (by default = 15, value used in KST indicator calculation, more information in Justification of Methodology)
KST ROC Length #3 (by default = 20, value used in KST indicator calculation, more information in Justification of Methodology)
KST ROC Length #4 (by default = 30, value used in KST indicator calculation, more information in Justification of Methodology)
KST SMA Length #1 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology)
KST SMA Length #2 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology)
KST SMA Length #3 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology)
KST SMA Length #4 (by default = 15, value used in KST indicator calculation, more information in Justification of Methodology)
KST Signal Line Length (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology)
User can choose the optimal parameters during backtesting on certain price chart.
Justification of Methodology
Before understanding why this particular combination of indicator has been chosen let's briefly explain what is KST, Williams Alligator, Moving Average, ATR and Choppiness Index.
The KST (Know Sure Thing) is a momentum oscillator developed by Martin Pring. It combines multiple Rate of Change (ROC) values, smoothed over different timeframes, to identify trend direction and momentum strength. First of all, what is ROC? ROC (Rate of Change) is a momentum indicator that measures the percentage change in price between the current price and the price a set number of periods ago.
ROC = 100 * (Current Price - Price N Periods Ago) / Price N Periods Ago
In our case N is the KST ROC Length inputs from settings, here we will calculate 4 different ROCs to obtain KST value:
KST = ROC1_smooth × 1 + ROC2_smooth × 2 + ROC3_smooth × 3 + ROC4_smooth × 4
ROC1 = ROC(close, KST ROC Length #1), smoothed by KST SMA Length #1,
ROC2 = ROC(close, KST ROC Length #2), smoothed by KST SMA Length #2,
ROC3 = ROC(close, KST ROC Length #3), smoothed by KST SMA Length #3,
ROC4 = ROC(close, KST ROC Length #4), smoothed by KST SMA Length #4
Also for this indicator the signal line is calculated:
Signal = SMA(KST, KST Signal Line Length)
When the KST line rises, it indicates increasing momentum and suggests that an upward trend may be developing. Conversely, when the KST line declines, it reflects weakening momentum and a potential downward trend. A crossover of the KST line above its signal line is considered a buy signal, while a crossover below the signal line is viewed as a sell signal. If the KST stays above zero, it indicates overall bullish momentum; if it remains below zero, it points to bearish momentum. The KST indicator smooths momentum across multiple timeframes, helping to reduce noise and provide clearer signals for medium- to long-term trends.
Next, let’s discuss the short-term trend filter, which combines the Williams Alligator and Williams Fractals. Williams Alligator
Developed by Bill Williams, the Alligator is a technical indicator that identifies trends and potential market reversals. It consists of three smoothed moving averages:
Jaw (Blue Line): The slowest of the three, based on a 13-period smoothed moving average shifted 8 bars ahead.
Teeth (Red Line): The medium-speed line, derived from an 8-period smoothed moving average shifted 5 bars forward.
Lips (Green Line): The fastest line, calculated using a 5-period smoothed moving average shifted 3 bars forward.
When the lines diverge and align in order, the "Alligator" is "awake," signaling a strong trend. When the lines overlap or intertwine, the "Alligator" is "asleep," indicating a range-bound or sideways market. This indicator helps traders determine when to enter or avoid trades.
The next indicator is Moving Average. It has a lot of different types which can be chosen to filter trades and the Least Squares MA is used by default settings. Let's briefly explain what is it.
The Least Squares Moving Average (LSMA) — also known as Linear Regression Moving Average — is a trend-following indicator that uses the least squares method to fit a straight line to the price data over a given period, then plots the value of that line at the most recent point. It draws the best-fitting straight line through the past N prices (using linear regression), and then takes the endpoint of that line as the value of the moving average for that bar. The LSMA aims to reduce lag and highlight the current trend more accurately than traditional moving averages like SMA or EMA.
Key Features:
It reacts faster to price changes than most moving averages.
It is smoother and less noisy than short-term EMAs.
It can be used to identify trend direction, momentum, and potential reversal points.
ATR (Average True Range) is a volatility indicator that measures how much an asset typically moves during a given period. It was introduced by J. Welles Wilder and is widely used to assess market volatility, not direction.
To calculate it first of all we need to get True Range (TR), this is the greatest value among:
High - Low
abs(High - Previous Close)
abs(Low - Previous Close)
ATR = MA(TR, n) , where n is number of periods for moving average, in our case equals 14.
ATR shows how much an asset moves on average per candle/bar. A higher ATR means more volatility; a lower ATR means a calmer market.
The Choppiness Index is a technical indicator that quantifies whether the market is trending or choppy (sideways). It doesn't indicate trend direction — only the strength or weakness of a trend. Higher Choppiness Index usually approximates the sideways market, while its low value tells us that there is a high probability of a trend.
Choppiness Index = 100 × log10(ΣATR(n) / (MaxHigh(n) - MinLow(n))) / log10(n)
where:
ΣATR(n) = sum of the Average True Range over n periods
MaxHigh(n) = highest high over n periods
MinLow(n) = lowest low over n periods
log10 = base-10 logarithm
Now let's understand how these indicators work in conjunction and why they were chosen for this strategy. KST indicator approximates current momentum, when it is rising and KST line crosses over the signal line there is high probability that short term trend is reversing to the upside and strategy allows to take part in this potential move. Alligator's jaw (blue) line is used as an approximation of a short term trend, taking trades only above it we want to avoid trading against trend to increase probability that long trade is going to be winning.
Almost the same for Moving Average, but it approximates the long term trend, this is just the additional filter. If we trade in the direction of the long term trend we increase probability that higher risk to reward trade will hit the take profit. Choppiness index is the optional filter, but if it turned on it is used for approximating if now market is in sideways or in trend. On the range bounded market the potential moves are restricted. We want to decrease probability opening trades in such condition avoiding trades if this index is above threshold value.
When trade is open script sets the stop loss and take profit targets. ATR approximates the current volatility, so we can make a decision when to exit a trade based on current market condition, it can increase the probability that strategy will avoid the excessive stop loss hits, but anyway user can setup how many ATRs to use as a stop loss and take profit target. As was said in the Methodology stop loss level is obtained by subtracting number of ATRs from trade opening candle low, while take profit by adding to this candle's close.
Backtest Results
Operating window: Date range of backtests is 2023.01.01 - 2025.05.01. It is chosen to let the strategy to close all opened positions.
Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks.
Initial capital: 10000 USDT
Percent of capital used in every trade: 60%
Maximum Single Position Loss: -5.53%
Maximum Single Profit: +8.35%
Net Profit: +5175.20 USDT (+51.75%)
Total Trades: 120 (56.67% win rate)
Profit Factor: 1.747
Maximum Accumulated Loss: 1039.89 USDT (-9.1%)
Average Profit per Trade: 43.13 USDT (+0.6%)
Average Trade Duration: 27 hours
These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters.
How to Use
Add the script to favorites for easy access.
Apply to the desired timeframe and chart (optimal performance observed on 1h BTC/USDT).
Configure settings using the dropdown choice list in the built-in menu.
Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}}
Disclaimer:
Educational and informational tool reflecting Skyrexio commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation. Strategy
Indicator
KST con HMA---------- ENGLISH DESCRIPTION ----------
The indicator created is called "KST with HMA" and is used to measure the impulse of an asset's price.
The code begins by defining four variables representing ROC (Rate of Change) period lengths for calculating the KST (Know Sure Thing) and a variable for the length of the HMA (Hull Moving Average).
Next, an HMA function is defined to calculate the Hull Moving Average, a type of weighted moving average that adjusts for price volatility.
ROC values are then calculated for the four periods defined above and KST values are calculated as a weighted sum of the ROC values. These values are then normalized with the HMA and the standard deviation of the HMA is calculated. The normalized value is finally plotted with three different color lines: black for values greater than 1, red for values less than -1, and green for values between -1 and 1.
Finally, a black dashed line is plotted to represent the zero line. The green line indicates a phase of market uncertainty or lateralization, while the indicator can be used to identify buy points above zero and sell points below zero.
---------- ITALIAN DESCRIPTION ----------
L'indicatore creato è chiamato "KST con HMA" e viene utilizzato per misurare l'impulso del prezzo di un asset.
Il codice inizia definendo quattro variabili che rappresentano le lunghezze dei periodi di ROC (Rate of Change) per il calcolo del KST (Know Sure Thing) e una variabile per la lunghezza dell'HMA (Hull Moving Average).
Successivamente viene definita una funzione HMA per il calcolo della Hull Moving Average, un tipo di media mobile ponderata che si adatta alla volatilità del prezzo.
Vengono poi calcolati i valori ROC per i quattro periodi definiti in precedenza e calcolati i valori KST come somma ponderata dei valori ROC. Questi valori vengono poi normalizzati con l'HMA e viene calcolata la deviazione standard dell'HMA. Il valore normalizzato viene infine plottato con tre diverse linee di colore: nero per valori superiori a 1, rosso per valori inferiori a -1 e verde per valori tra -1 e 1.
Infine, viene plottata una linea tratteggiata nera per rappresentare la linea zero. La linea verde indica una fase di incertezza o lateralizzazione del mercato, mentre l'indicatore può essere utilizzato per individuare punti di acquisto sopra lo zero e di vendita al di sotto dello zero. Indicator
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Function : Know Sure Thing ! (KST)Firstly : Know Sure Thing, or KST , is a momentum oscillator developed by Martin Pring to make rate-of-change readings easier for traders to interpret. In a 1992 Stocks and Commodities article, Mr. Pring referred to the indicator as "Summed Rate of Change ( KST )," but the KST term stuck with technical analysts. The indicator is relatively common among technical analysts preferring momentum oscillators to make decisions.
References : Investopedia (www.investopedia.com )
Let's start :
Simply :
KST : Above point 0 means long position (positive zone), below point 0 (negative zone) means short position.
I liked this indicator more than RSI because we can evaluate the breaking points of the channels we draw on the indicator according to the regions.
Plus area (positive area), breaking the channel upwards may indicate a very strong rise, and minus area (negative area) the channel downwards may indicate a very strong fall.
As a person who is very keen to identify major trends in advance, I like the KST indicator to approach the target quickly and simply. I also find it very successful in terms of divergences.
CAUTION : This indicator has been written before many times on TV. I have no effort on it. I saved loads only for variable periods. But I have enough experience to say that you are successful in trends with KST . Nevertheless, do not use it alone, as other promoters may benefit.
For example , I divided the standard periods into 4 as in the script. With a correct adaptive period, it has the potential to contribute greatly to accurate moves! You can use with mutable variable periods. Abundant trend lines can be drawn on the indicator and divergences between price and indicator can be sought. Best regards! Indicator
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