TRADLEWARE-Gaussian Channel + StochRSI ETH
Gaussian Channel + Stochastic RSI ETH
This strategy combines a fast Gaussian Channel with a Stochastic RSI filter and a 200-day SMA bull-market gate, aimed at catching trend continuation while sitting out confirmed downtrends.
How it works
The Gaussian Channel is a smoothed price envelope built with an IIR (infinite impulse response) filter — a mathematically elegant alternative to a simple moving average. It applies a bell-curve weighting across recent bars, producing smooth, low-lag output. The channel is formed by adding and subtracting a filtered measure of true range (volatility) around the central filter line.
The channel turns green when the filter is rising (uptrend) and red when it is falling (downtrend). A separate 200-day simple moving average acts as a bull/bear regime switch: the strategy only trades when price is above it.
Entry
A long position is opened when all five conditions are true simultaneously:
The channel is green (filter rising — uptrend confirmed)
Price closes above the upper band (breakout above the channel; an optional buffer above the band can require more room, but testing found this counterproductive — see Parameters)
Stochastic RSI %K is either above 80 (strong momentum confirming the breakout) or below 25 (oversold dip within the uptrend)
Price is above the 200-day SMA (bull regime — can be disabled)
The signal bar itself closes above its own open — a bullish candle (can be disabled)
The bullish-candle check filters out breakout bars that clear the upper band intrabar but still close weak — a common precursor to an immediate whipsaw exit on the next bar.
The 200-day SMA gate exists specifically to block breakout entries that fire during bear-market bounces — dead-cat rallies that look like trend resumption on the channel and oscillator alone but occur underneath a still-falling long-term average.
Exit
The position is closed when either:
Price closes back below the upper band (breakout has failed or the trend is cooling), or
The channel reverses from green to red (trend direction has flipped)
An optional stop-loss (on by default) is placed at the lower band and trails as the channel moves, providing a floor on losses if price drops sharply through both the upper and lower bands in the same move. The regime gate only blocks new entries — it does not force an exit on its own if price falls back below the 200-SMA mid-trade.
Parameters
Poles: 4 (filter smoothness — higher = smoother but more lag)
Sampling Period: 89 (faster channel than the baseline version, reacts sooner to trend changes)
True Range Multiplier: 1.5 (controls channel width)
Stochastic RSI overbought threshold: 80
Stochastic RSI oversold threshold: 25 (a parameter sweep found a stable plateau from 22-28; 25 sits at its center rather than its single best value)
200-SMA regime gate: on by default, can be disabled; length is adjustable
Bullish entry candle requirement: on by default, can be disabled
Entry breakout buffer: 0% (off) by default; tested at multiple levels above 0% and found to reduce returns at every level, so left disabled
Stop-loss at lower band: on by default, can be disabled
Start/End date range inputs let you restrict the backtest window without editing code
Costs modelled
0.1% commission per side, 3 ticks slippage, fills at next bar's open.
Intended assets and timeframe
Daily bars. Designed and validated on ETH/USDT. Likely applicable to other trending crypto assets; not validated on equities .
Known limitations
Underperforms in choppy or ranging markets — the upper band breakout condition generates whipsaws when price oscillates without directional conviction. The regime gate is a trade-off: it blocks bear-bounce false starts, but it also means the strategy can miss the first leg of a genuine new uptrend until price reclaims the 200-day SMA. The filter requires several hundred bars of history to fully converge; results on very short histories may differ from the validated backtest. The strategy trades infrequently (around 28 trades on the validated window), so treat any single backtest run as a small sample rather than a statistically strong result.
Credit
The Gaussian Channel filter is from the open-source "Gaussian Channel (DW)" indicator by DonovanWall. This script reuses that filter and adds the Stochastic RSI entry filter, the 200-day SMA regime gate, exit rules, stop-loss, and full strategy order management on top of it.
Strategy
Confluence Context - Regime Filter + Market Structure🎯 CONFLUENCE CONTEXT — REGIME FILTER + MARKET STRUCTURE
Your signal tool tells you WHEN. This tells you WHETHER.
Confluence Context — Regime Filter + Market Structure is the companion layer that sits on top of whatever you already trade and answers the one question that wrecks most setups: does the context actually agree? It draws no zones and fires no entries — it reads the environment, scores it, and hands you a single glance-readable verdict. 📊
🔥 WHY IT EXISTS
Most signal tools fire identically in every environment — trending, ranging, dead, or violent. The killer is the clean-looking signal taken in the wrong context: a breakout in a dead session, a continuation against structure, a trend entry while volatility is flatlined. Confluence Context — Regime Filter + Market Structure gates your entry with the four things signal tools love to ignore.
🧩 THE FOUR LAYERS
📐 Market Structure — Swing pivots labeled BOS (Break of Structure, with the trend) and CHoCH (Change of Character, against it), with a running bias: Bullish, Bearish, or Neutral. Confirmed-bar only, capped label history so the chart doesn't clutter.
🌊 Volatility Regime — ATR vs its own moving average, sorting the tape into Low, Normal, or Extreme. This is the regime filter — it tells you whether you're in the environment your strategy was actually built for. Flip on H1 mode to inherit a higher-timeframe regime read from the prior closed 60-min bar, no repaint.
🕐 Session Filter — London / New York / Asia with pair presets (JPY, USD majors, AUD/NZD) or fully custom windows + timezone. Reads the live wall clock, so it flips to "Closed" the moment the market closes instead of freezing on the last in-session bar.
📈 Trend — Price vs a configurable EMA. Simple, and it earns its weight.
These four checks are fused into two weighted tallies instead of shipped as four separate indicators because context only breaks down as a whole — a bullish structure read means nothing if the session is dead and volatility is flat. Splitting them apart would just recreate the blind spot this indicator exists to close.
⚡ HOW THEY STACK (the scoring engine)
Every layer casts a weighted vote into TWO independent tallies — a bull score and a bear score, scored separately so you can actually see when context is fighting itself instead of just being quiet. A fifth slot — External Zone Hit — is a manual toggle (bull and bear separately) you flip the moment YOUR zone or level tool confirms a touch. That's what makes this a companion, not a standalone: it lets your existing setup feed the one input it can't infer.
🎯 THE HIGHLIGHTER
Clear your threshold on the dominant side and the Highlighter collapses both scores into one verdict — Stacked Long, Leaning Long, Balanced, Leaning Short, or Stacked Short. Paint it on the candles, the background, or both. Two candle modes: Verdict Tint paints every bar by net confluence, or BOS/CHoCH Candle paints only the single bar where a structure break confirms, in that event's own label color — a quieter option if you just want structure flips to pop. It confirms context, it doesn't call trades, so it speaks BULLISH / BEARISH, never BUY / SELL.
📋 THE LIVE TABLE
A full breakdown, not just a verdict — all six weighted conditions get their own row with a pass/fail check for both bull and bear, plus ATR, active session, and bias/regime context underneath. An optional oversized headline row sits on top: CONTEXT: BULLISH · Stacked Long · 9 / 2. Six position options, so it never collides with your other panels.
🔔 ALERTS
Structure breaks, all four regime transitions, session opens and full-close, and confluence threshold crosses — all confirmed-bar only. The threshold alerts carry a full payload (symbol, timeframe, direction, score, bias, ATR, session, regime, timestamp) so your webhook or notification has enough context to act on without opening the chart. An optional toggle also alerts when a score drops back below threshold.
🛠️ HOW TO USE IT
Slap it on top of whatever you trade. Tune the EMA, regime multipliers, and session windows to your instrument. Read the verdict off the table or the candle tint — filter your primary signal so you only pull the trigger when context agrees, or let the confluence alert ping you when the dominant side clears threshold.
⏱️ BEST TIMEFRAMES
Built to shine on M15 through H4 — enough structure to mean something, fast enough to act on.
♾️ The whole idea: it stays useful after it's been on your chart for a while.
Repaint policy: structure, regime, and score history evaluate on confirmed bars; the HTF regime read uses a closed-bar offset and doesn't repaint; the session display is live by design and doesn't touch history. Settings are starting points, not advice — tune them to your market and validate before risking capital. Indicator
Session Runway & Volatility Expansion Matrix🛫 Session Runway & Volatility Expansion Matrix — runway isn't one number. It's two, and they fail for different reasons.
Most session/exhaustion tools give you a single verdict: room left, or not. But a trade can run out of space (price already covered its expected range) or run out of time (the session's ending) — and those call for opposite responses. One says wait, the other says stand down. This tool splits them so you know which one you're looking at.
WHAT'S UNDER THE HOOD
📏 Average Session Range engine — one continuous London-open→NY-close envelope per day (single anchor, DST-safe via timezone-aware session windows). Realized range from the last N valid sessions feeds a rolling average; a completeness gate throws out holiday/half-day pollution before it can skew the number.
📐 Space axis — Ceiling = sessionLow + m·ASR, Floor = sessionHigh − m·ASR. Each edge freezes the instant a confirmed close breaks it, so "+N beyond" measures real travel past the edge, not drift from the opposite extreme still extending.
⏳ Time axis — not a straight-line clock. Session range accrues early (London/NY opens), so achievable distance = 1 − elapsed^p: late-session minutes buy less runway than their share of the clock implies. A structural gate also suppresses false time-outs in the two windows where a fresh range burst is still ahead of price (pre-NY, and NY's own fill-window) — this is about where orders fill, not a forecast.
📊 The 2×2 verdict
🟩 CLEAR — SPACE ok + TIME ok → room in both; green light to look for an entry on your system
🟨 TIME LOW — SPACE ok + TIME running out
🟨 EXHAUSTED — range spent + TIME still ok
🟥 NO RUNWAY — both gone; a fresh trade likely can't reach target
🔁 Regime split — directional efficiency (net session displacement ÷ realized range, signed) separates ROTATION days, where the ASR-exhaustion read holds, from EXPANSION (trend) days, where a broken edge stops being a danger zone and flips into a trend-continuation reference instead. The 2×2 stands down on expansion days and a separate flag takes over, so the tool never fights a trend day with a rotation-day read.
🧭 H4 direction gate (optional, non-repainting) — decides which side of the matrix is live.
WHY THIS IS ONE TOOL, NOT FOUR
Space, time, direction and regime aren't independent in practice — a space-based verdict on a trend day is backwards, and a time-axis read that ignores which side is live tells you nothing. Fusing them is the point: the matrix exists to resolve how these four interact into a single session-native verdict, which is exactly the reconciliation you'd otherwise have to do by hand, every session, on every chart.
🔔 Alerts — Runway Clear and Low Runway (rotation-gated, so they never fire against a trend day), plus a separate Expansion Day flag for the regime flip. All confirmed-bar. Payload carries runway in pips, % ASR consumed, and % session elapsed.
📐 Built for FX majors and crosses that trade the London and New York sessions — EURUSD, GBPUSD, USDJPY, AUDUSD, NZDUSD, USDCAD, USDCHF, EURGBP, EURJPY, GBPJPY and similar. JPY pip sizing is automatic. It also runs on metals (e.g. XAUUSD) and indices/futures, which read in ticks — set the Pip size override to your instrument's real pip/tick for correct numbers, and note that in Fixed-pips target mode this override sets the actual target distance, not just the displayed numbers, so metals/index users on Fixed mode should set it. Designed for the M5 to H1 timeframes.
Indicators that pass the "still useful after it's been on your chart a while" test — every read maps to a decision, no decoration.
— SlatinaTrades Indicator
ATR Trend Rail🚦 ATR Trend Rail — a trend rail that knows when to shut up.
Most ATR / SuperTrend clones flip you into every chop-fest, then repaint the "perfect" entry after the candle closes. This one doesn't. It runs on a single idea: a trailing ATR band is only worth trading when the market regime agrees with it. 🎯
WHAT'S UNDER THE HOOD
📐 The rail — a trailing ATR band that latches trend state and rides price until volatility says the move is done. Adaptive, clean, no lag-heavy MA soup.
🧭 Regime filter (the whole point) — every flip is gated against a regime SMA. Leave it on your chart timeframe, or point it at an HTF for a top-down bias. Wrong side of regime? The signal never fires. This is the piece most trend tools skip entirely.
🚫 Non-repainting, for real — flips confirm on closed bars only, the regime pull runs lookahead-off with a realtime offset, and each leg's regime status locks the moment the flip bar closes. What you see in replay is what you'd have traded live. No hindsight magic.
🌫️ Faded legs — trends that fire against regime don't disappear, they dim. You still see the move; you just know it didn't earn a signal. Context, not censorship.
🔔 Alerts that behave — Bull, Bear, and Flip, confirmed-bar only. Set them once and trust them.
READ IT IN ONE GLANCE
🟢 Bright rail under price → confirmed uptrend, regime agrees
🔴 Bright rail over price → confirmed downtrend, regime agrees
⚪ Faded rail → the move exists, regime says wait
🔺 Triangle + Bull / Bear tag → a flip that passed the gate
Still useful after it's been on your chart a while. 🚦
— SlatinaTrades Indicator
Market Regime Engine [NQ Labs] WHAT THIS ANSWERS
Almost every indicator tells you WHAT the market is doing. Very few tell you
whether the current market has enough exploitable structure to be worth
risking money on at all. The Market Regime Engine is built for that second
question: should I be trading this right now, and if so, what style of
approach do current conditions actually favour?
It is not a signal generator. It produces no entries. It is a filter you run
underneath whatever you already trade.
WHY IT IS BUILT THIS WAY
Two design decisions separate this from a conventional regime or trend filter.
1. EVERY AXIS IS PERCENTILE-RANKED AGAINST ITS OWN HISTORY.
Most regime tools use fixed thresholds - an ADX of 25, an ATR multiplier of 3.
Those numbers are calibrated to whatever the author tested on. They are the
reason a tool behaves sensibly on one instrument and nonsensically on the
next. Here, each axis is ranked against its own recent distribution on the
current symbol and timeframe, so a 65th-percentile reading carries the same
meaning on a crypto pair as it does on an FX major. Nothing needs retuning
per market.
2. THE THREE AXES ARE ORTHOGONAL BY DESIGN.
Many "confluence" tools stack three views of momentum and present the
agreement as confirmation. Correlated inputs agreeing is not evidence. These
three measure genuinely different properties:
DIRECTIONAL EFFICIENCY - net distance travelled divided by the total path
walked to get there. A value near 1 is a straight line. A value near 0 means
price ended where it started after a great deal of work. This is the most
direct available answer to "is there a trend here", and it is independent of
direction.
VOLATILITY STATE - ATR ranked against its own history. Not "is volatility
high" in absolute terms, but "is volatility high for this instrument".
RETURN PERSISTENCE - lag-1 autocorrelation of log returns. Positive means an
up bar tends to be followed by an up bar, so momentum approaches have
something to work with. Negative means the market reverts. Near zero means
returns carry no usable memory.
THE SCORING LOGIC
The Tradeability Score (0-100) rests on one idea:
Efficiency is the signal. Volatility is the cost of being wrong.
Volatility only hurts you when there is no direction to exploit.
So the noise penalty is the product of how little direction exists and how
violent the market is. It approaches zero inside a strong trend no matter how
wild conditions get - because volatility inside a trend is opportunity, not
noise - and it peaks precisely where traders are most reliably ground down:
low efficiency combined with high volatility. That specific combination is
what the engine exists to flag.
THE FIVE REGIMES
TREND Efficiency high. Directional. Follow it.
VOLATILE CHOP Efficiency low, volatility high. No direction, maximum cost
of being wrong. The state that does the damage.
COIL Efficiency low, volatility low. Compression. Wait.
RANGE Efficiency low, volatility middling. Edges are tradeable.
TRANSITION Efficiency mid-range. No clean read. Reduce size.
A raw regime read must hold for a configurable number of consecutive bars
before it is confirmed. Without that filter, readings that straddle a
threshold flip back and forth for single bars.
REGIME MATURITY - THE PART I HAVE NOT SEEN ELSEWHERE
The engine records the length of every completed regime run on the current
chart and reports the current run against that learned baseline, together with
the sample size behind it.
A trend at 0.3x its typical duration and a trend at 2.4x are not the same
trade, even though every conventional indicator prints the identical reading
for both. A compression that has lasted three times longer than compressions
normally last on this instrument is a different proposition to one that
started six bars ago.
The sample size (n=) is shown deliberately. Below the configured threshold the
cell dims, because a baseline built from two observations is not evidence and
should not be dressed up as though it were.
HOW TO USE IT
The engine is a gate, not a trigger. The intended workflow:
1. Read the Verdict first. STAND DOWN means your edge, whatever it is, is
probably not present. The most valuable output of this tool is the trades
it talks you out of.
2. Read the Regime and Favoured Style. Trend-following systems belong in
TREND. Mean-reversion belongs in RANGE, and only when Persistence confirms
the market is actually reverting rather than merely quiet. COIL means the
setup has not arrived yet. VOLATILE CHOP means nothing you own works here.
3. Read Persistence before choosing an approach. If it reads Random, the
market has no memory to exploit in either direction, and both momentum and
mean-reversion are coin flips.
4. Use vs Typical for position management, not entry. An extended regime is
not a reversal signal. It is a reason to stop adding and to tighten what
you already hold.
5. Let the ribbon and score do the work on the price chart. The dashboard can
be forced onto the main pane so the engine occupies a pane without costing
you chart real estate.
SETTINGS THAT ACTUALLY MATTER
RANKING LOOKBACK is the important one. It must span several complete regime
cycles on your timeframe or every axis will rank near the middle and
everything will read TRANSITION. 250 bars on a daily chart is roughly a year -
a real baseline. 250 bars on a 5-minute chart is under a day, and is not.
On intraday timeframes, raise it substantially.
MINIMUM REGIME RUN trades responsiveness for stability. Higher values give a
calmer read and a cleaner duration baseline at the cost of confirming changes
later. Set it to 1 to see the unfiltered classification.
CHOP PENALTY controls how hard low-efficiency volatility is punished. Set it
to 0 and the score becomes pure efficiency rank.
EFFICIENCY and VOLATILITY thresholds are percentiles, not raw values. They do
not need adjusting per instrument. That is the point.
LIMITATIONS - STATED PLAINLY
- This is a lagging, descriptive tool. It classifies conditions that have
already formed. It does not forecast, and it cannot tell you a regime is
about to end.
- Confirmation costs lag. A genuine regime change registers a few bars late by
design. That is the price of not flickering.
- The maturity baseline is learned from visible chart history and rebuilds
whenever settings, symbol, or timeframe change. It is not persistent memory.
Early in a chart, or for a rarely-occurring regime, the sample is thin. The
n= value tells you when to discount it.
- On intraday equity charts, overnight gaps inflate ATR and distort the
persistence reading. Daily and above, or extended hours, handle this better.
- Autocorrelation is a weak statistic on short samples. Persistence readings
close to zero should be read as "no information", not as a subtle signal.
- Efficiency is directionless. TREND tells you a trend exists, not which way
it points. Pair it with something that reads direction.
- No regime classification is correct at the moment it matters most, which is
the turn. Nothing here changes that.
This script is open-source. Read the code, disagree with it, improve it.
This is an analytical tool for studying market conditions. It is not financial
advice, and it does not generate trade recommendations. Trading involves risk
of loss. Indicator
Tectonic Regime Protocol [JOAT]Tectonic Regime Protocol
Introduction
Tectonic Regime Protocol is an open-source Pine Script v6 strategy that combines four analytical modules into a single rule-based trading system: a four-state regime classifier, a three-layer trend filter, a six-pillar confluence entry engine, and an adaptive exit module using ATR-based partial take-profit and a regime-adaptive trailing stop.
The strategy is designed for traders who want a fully automated systematic framework to study how regime-gating affects signal quality. Its primary hypothesis is that directional entries made when (1) the market is classified as a trending regime, (2) trend filters across multiple timeframes align, and (3) multiple structural, volume, and momentum inputs agree, produce statistically better outcomes than entries based on any single condition alone.
Strategy Default Properties
Initial capital: $100,000
Order size: 2% of equity per trade
Commission: 0.04% per side
Slippage: 2 ticks
Maximum open positions: 1
These settings represent realistic conditions for a funded discretionary trader using a liquid futures or equity instrument. The 2% equity sizing limits maximum theoretical drawdown from any single trade while providing meaningful position exposure. Commission and slippage values reflect typical institutional-grade execution costs for electronically traded instruments.
Core Concepts
1. Four-State Regime Classifier
The regime module classifies each bar into one of four states using ADX relative to a threshold and the ATR-to-SMA(ATR) ratio: Trend Bull, Trend Bear, Range High-Vol, Range Low-Vol. Only Trend states are eligible for entry. Range classifications suppress all entries regardless of how strong the confluence score is. This is the primary market context filter.
2. Three-Layer Trend Filter
Three independently computed trend conditions must all agree before a long or short entry is considered: close versus VWMA(200) determines whether price is above or below long-term value; the relationship between fast and slow HMA lines determines medium-term momentum direction; and the close versus a 50-period EMA on a higher timeframe provides multi-timeframe context.
3. Six-Pillar Confluence Score
The entry engine scores six market dimensions and requires the composite bull or bear score to exceed 50 of 100 (default, configurable) with a directional lead of at least 8 points above the opposing score. The six pillars are: market structure, OBV slope direction, KAMA position + RSI + WPR composite, swing-low liquidity sweep detection, ATR ratio in productive range, and Fractal Efficiency Ratio above 0.30.
bool longSetup = validRegime and regime == 1 and trendBull
and bull >= confThreshold and (bull - bear) >= confGap
and barstate.isconfirmed
4. Adaptive Exit Module
The exit logic uses partial exits at two take-profit levels. TP1 closes 50% of the position at 1.0× risk distance. TP2 closes the remaining position at 2.0× risk distance. After TP1 is reached, the stop is moved to the entry price (breakeven). The stop before TP1 uses a regime-adaptive ATR trail — the stop multiplier is lower in low-volatility regimes (tighter) and higher in high-volatility regimes (looser). A 30-bar time-based exit closes any remaining position if neither TP nor stop is reached.
5. Non-Repainting Architecture
All entry conditions are evaluated only when barstate.isconfirmed is true. The HTF EMA is requested with lookahead=barmerge.lookahead_off. Pivot-based conditions use confirmed pivot detection with symmetric lookback. No future bar references are used.
Default Settings and Performance Notes
The strategy is published with the default Properties values listed above. Results shown on the publication chart are generated using these exact settings. Commission of 0.04% per side is representative of typical electronic execution on liquid instruments.
Win rate alone does not characterize strategy performance. The strategy is designed around a two-tier partial exit structure targeting positive expectancy (wins × average win greater than losses × average loss) rather than high win rate. The profit factor and average R-multiple are the more relevant metrics for this type of system.
Input Parameters
Regime Module:
ADX Trend Threshold (default: 20)
ATR Ratio High-Vol Threshold (default: 1.2)
Trend Filter:
VWMA Length (default: 200)
Ribbon Fast HMA and Slow HMA lengths
HTF Timeframe for EMA(50) filter (default: 240)
Enable HTF Filter toggle
Confluence Engine:
Min Score (default: 50, range 50–95)
Min Direction Lead (default: 8)
Min FER (default: 0.30)
FER Lookback (default: 14)
Individual pillar weights (Structure, Volume, Momentum, Liquidity, Volatility, FER)
Exit Module:
TP1 RR Multiple (default: 1.0)
TP2 RR Multiple (default: 2.0)
Stop Multiplier for Low / Med / High Volatility Regimes
Max Bars Hold (default: 30)
How to Evaluate This Strategy
Apply it to a liquid instrument with sufficient historical data to generate more than 100 trades. Compare profit factor, Sharpe ratio, average R-multiple, and maximum drawdown — not win rate in isolation. Test it across at least two different instruments or timeframes to assess whether the results reflect genuine structural edge or data-fitting to one specific market.
The strategy is not optimized for any single market. Default parameters are deliberately conservative to avoid overfitting. Users who adjust parameters to improve backtested results should recognize that improvement on historical data does not guarantee improvement on future data.
Strategy Limitations
On lower-timeframe charts with short histories, fewer than 100 trades may result, reducing the statistical reliability of the backtest
The HTF filter uses request.security() with a higher timeframe EMA. In live trading, the HTF value updates when the higher timeframe bar closes, which may differ slightly from live server-side execution
ATR-based stops and targets mean position sizes and outcomes scale with volatility. In abnormally low-volatility environments, commission costs represent a larger proportion of expected gain
The time-based exit at 30 bars may close profitable positions before TP2 is reached in slow-moving markets
Backtested performance on any instrument does not predict future performance. Markets change, and parameters that produced edge historically may not do so in future regimes
Originality Statement
Combining a four-state regime classifier, a three-layer multi-timeframe trend filter, a six-pillar confluence score including Fractal Efficiency Ratio, and a partial-exit adaptive trailing stop system in a single non-repainting open-source strategy is an original integration of methods
The Fractal Efficiency Ratio as a pillar in a multi-factor entry score, and as a required gate condition for entry, is not present in existing open-source Pine Script v6 strategy publications as of this writing
The regime-adaptive stop multiplier — loosening in high-volatility regimes and tightening in low-volatility regimes — is an original stop calibration approach within this strategic framework
The dual entry mode (edge transition OR re-entry when flat with elevated score) increases signal frequency without compromising the fundamental regime and trend filter requirements
Disclaimer
This strategy is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Backtested results are simulated and do not represent real trading. Simulated results have inherent limitations and may not reflect actual trading outcomes due to market impact, execution differences, and changing market conditions. Past backtested performance does not guarantee future results. Trading involves substantial risk of loss. Always conduct independent due diligence and apply proper risk management before using any strategy with real capital. The author accepts no responsibility for trading losses resulting from use of this strategy.
Made with passion by jackofalltrades
Strategy
Squeeze Vector [Gabremoku]Squeeze Vector is a squeeze-based volatility breakout tool that combines Bollinger/Keltner compression detection, directional pressure flow, and a first-expansion state machine to help traders identify high-probability post-squeeze breakout setups.
The core idea is simple: compression precedes expansion. When Bollinger Bands shrink inside Keltner Channels, the market is coiling — and when that squeeze releases, the first directional signal can carry strong momentum. This script gives that process a structured visual and logical framework.
Core Concept — Squeeze → Release → Direction
A BB/KC squeeze occurs when Bollinger Bands, which reflect price volatility through standard deviation, contract inside Keltner Channels, which reflect typical range through ATR. This gap between the two envelopes is used as a proxy for volatility compression.
When BB width becomes smaller than KC width, the script identifies a Squeeze state. When it releases, the script enters an Armed state and opens a short post-squeeze window during which it looks for the first valid directional expansion.
Importantly, the squeeze release alone does not confirm direction. That is why the script adds multiple expansion confirmation filters before triggering a signal.
What it shows
Squeeze Vector Oscillator — a single line that rises as BB/KC compression increases. When it crosses above 50, the squeeze is active. The oscillator turns purple during squeeze states for fast visual identification.
Pressure Flow Histogram — a volume-weighted directional pressure value that reads where price closed within the candle range and weights it by volume relative to its moving average. Positive values indicate bullish pressure, negative values indicate bearish pressure.
Bollinger Overlay on Price — during squeeze states, the script renders Bollinger Bands directly on the main chart with gradient fills, making it easy to see where price is relative to the compressed structure.
LONG / SHORT signals — primary directional signals are placed on the main chart after a post-squeeze expansion bar meets all required conditions. Optional lighter repeat markers can be shown for follow-through confirmation.
Dashboard with live checklist — the on-chart dashboard shows the current state, regime, pressure, vector value, and a 6-point checklist for both long and short setups, with filled/empty circles to show how many conditions are currently met.
Signal Logic
The signal engine works as a state machine with three phases:
Squeeze — BB/KC compression is active. No signal is generated. The dashboard shows SQUEEZE.
Armed — the squeeze just released. The script opens a short expansion window and waits for directional confirmation. The dashboard shows ARMED.
Expansion signal — within the expansion window, if a valid directional bar forms with sufficient pressure, body size, and break condition, a LONG or SHORT label is placed on the main chart.
Signal direction is confirmed by checking:
Basis side: price above or below the BB basis
Pressure: smoothed directional pressure above threshold
Strong pressure: optional stronger filter
Body quality: minimum body-to-candle-range ratio
Break condition: higher high or lower low
Regime: optional EMA 200 trend filter
When both long and short conditions are simultaneously valid, the stronger pressure side wins. If pressure is equal, raw pressure bias decides.
States and Dashboard
The dashboard tracks the full machine at a glance:
Row Content
SQZ Squeeze ON / OFF
SEQ ARMED or READY
REG Trend regime (BULL / BEAR / OFF)
BIAS Current directional pressure bias
P Pressure Flow value
V Vector Oscillator value
Checklist 6-point LONG and SHORT condition matrix
The checklist can be set to appear only during Squeeze or Armed states to reduce visual noise when no setup is forming.
Features
✅ Bollinger/Keltner squeeze detection via ratio oscillator
✅ Volume-weighted directional pressure flow
✅ Post-squeeze first expansion state machine
✅ Armed → signal transition logic
✅ 6-point entry checklist for both long and short
✅ EMA 200 regime filter
✅ Bollinger overlay with gradient fill during squeeze
✅ LONG / SHORT signal labels on main chart
✅ Optional follow-through repeat markers
✅ Repeat window filter to suppress signal clustering
✅ Strategy mode: Long, Short, or Both
✅ Fully configurable dashboard with size and offset settings
✅ Alert conditions for BUY, SELL, and squeeze activation
How to use
A practical workflow:
Watch for the Vector Oscillator to cross above 50 and turn purple — that is the squeeze state.
When it releases below 50, the dashboard switches to ARMED.
In the expansion window, check the checklist: more filled circles on one side indicate stronger directional alignment.
A LONG or SHORT label confirms a valid first expansion signal.
Use the Pressure Flow histogram to gauge how strong and consistent the directional push is.
The squeeze release alone is not a signal. Direction is only confirmed when the expansion bar quality, pressure, and structure checks all align.
Notes
Like all squeeze-based tools, Squeeze Vector is most effective when used alongside price structure context. Squeezes release into strong moves, but not every release produces a sustained trend — volume, higher timeframe context, and support/resistance levels can all affect follow-through quality.
Author: Gabremoku
Pine Script v6 Indicator
Market Regime LT Direction (Long-Term Objective Filter)Overview
The Market Regime LT Direction indicator is a heavy-duty, multi-factor scoring engine designed to identify the macro market regime. Unlike conventional indicators that rely on a single moving average, this script utilizes a sophisticated matrix of several distinct technical factors across different lookback periods to classify the long-term market environment.
To ensure absolute objectivity and eliminate the pitfalls of over-optimization, this indicator features a zero-input design — there are no parameters to tweak, giving you a robust, curve-fitting-immune view of institutional trend direction.
Why You Should Use This Indicator (The Value Proposition)
Traders often fail because they misjudge the macro environment. A system designed for a secular bull market will fail miserably when the macro regime shifts to a structural bear market or an extended sideways distribution.
Immunity to Curve-Fitting: By fixing the core mathematical constants, this indicator provides an unbiased, baseline truth of the market structure across any asset class (Equities, Crypto, Forex, or Commodities).
Multi-Factor Confluence: Instead of guessing based on a single line, it dynamically calculates a mathematical "Total Score" using trend persistence, moving average geometry, linear regression slope, and momentum.
Macro Filter for Portfolio Allocation: It is an excellent tool for swing traders and long-term investors to manage risk, determine position sizing, or implement an overall portfolio "Risk-On / Risk-Off" switch.
How It Works & Underlying Logic
The indicator separates its engine into two primary layers: a Visual Layer and a Scoring Layer .
1. The Visual Layer
The underlying histogram is a slow-moving, high-period MACD calculated on the typical price (hlc3). This smooths out micro-volatility and visualizes structural macro-momentum.
2. The Scoring Layer (Weighted Confluence Matrix)
The color of the histogram bars is dictated by a strict mathematical matrix. Factors are split into two categories and weighted based on macro relevance:
Low Relevance Score (Short-Term Confluence) like 20 EMA slope direction, fast MACD momentum slope changes and price location relative to the 50 EMA.
High Relevance Score (Long-Term Structure) like price location relative to the 200 SMA, 50 EMA location relative to the 200 SMA, recent swing high/low persistence over a 30-bar window and 100-candle Linear Regression slope.
The script combines these metrics into a standardized Total Score ranging between -3.0 and +3.0 .
How to Interpret It for Your Trading
🟩 Lime (Macro Bullish Regime — Score > 1): Complete structural alignment to the upside. Long-term institutional buying is in control. Aggressive Long bias / Risk-On.
🟥 Red (Macro Bearish Regime — Score < -1): Complete structural alignment to the downside. Macro distribution or a structural markdown is underway. Aggressive Short bias / Defensive capital preservation.
🟨 Yellow (Transitional / Sideways Regime): The factors are in conflict, or the macro trend is losing momentum. The market is consolidating or preparing for a regime shift. Neutral stance / Reduce position sizes / Expect choppy price action.
Pro-Tip: Pair this with the Market Regime ST Direction indicator. When the Short-Term indicator aligns with this Long-Term macro engine (e.g., both turning Green), you have a mathematically high-probability environment for trend-following expansions. Indicator
Market Regime ST Direction (Short-Term Filter)Overview
The Market Regime ST Direction indicator is a streamlined tool designed to identify the short-term market environment, specifically optimized for the Daily Chart . It serves as an über-clean trend and phase filter built to protect your trading strategy from taking unnecessary losses during difficult, choppy market conditions.
The indicator focuses exclusively on market direction , intentionally filtering out volatility noise and secondary market factors.
Why You Should Use This Indicator (The Value Proposition)
It is a fundamental truth in trading: no single strategy works in all market environments . Trend-following systems bleed capital in sideways ranges, while mean-reversion setups get destroyed in strong, runaway trends.
Smart Loss Filtering : This indicator helps you decide when not to trade. It identifies unprofitable market phases before your account takes a hit.
The Market Traffic Light : Use it as a higher-timeframe filter. Only allow long trades in the bullish (green) regime, short trades in the bearish (red) regime, and pause your strategy during the choppy (gray) regime.
Clarity Over Overtrading : With its clear, color-coded separation, you can instantly see whether the market has a clean directional bias or is caught in the "chop."
How It Works & Underlying Logic
The script intelligently decouples visual momentum from the actual trend regime logic:
The Visual Foundation (MACD Histogram) : The baseline visual consists of a classic MACD histogram calculated on the typical price (hlc3). This displays the current momentum of the market.
The Regime Filter (EMA Slope) : Crucially, the color of the bars is not determined by the MACD. Instead, it is driven entirely by the slope (steepness) of the fast 20 EMA.
The Noise Filter (Threshold) : To prevent the indicator from constantly flickering back and forth with minor price ticks, a percentage-based threshold (Sideways Threshold, default: 0.15%) is implemented. The market is only classified as trending when the EMA slope cleanly exceeds this threshold.
How to Interpret It for Your Trading
🟩 Lime (Bullish Regime) : The 20 EMA slope is strongly positive. The short-term trend is firmly up. Focus on Long setups.
🟥 Red (Bearish Regime) : The 20 EMA slope is strongly negative. The short-term trend is firmly down. Focus on Short setups.
⬜ Gray (Sideways/Chop) : The slope is too flat and remains within the threshold boundaries. Caution: This is where trend strategies usually experience their heaviest drawdowns. This is an excellent time to sit on your hands and wait on the sidelines.
Pro-Tip : Apply this indicator to the Daily chart of your favorite asset. If you trade a trend-following strategy on lower timeframes (e.g., 1H or 15M), strictly filter your entries based on the color of the Daily regime. Indicator
Hurst Fractal Regime Atlas [JOAT]Hurst Fractal Regime Atlas
Introduction
Hurst Fractal Regime Atlas estimates persistence and mean-reversion regimes using Hurst approximation, fractal dimension, variance ratio, phase coherence, and tension.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. Hurst Approximation
Rescaled-range behavior estimates whether price is persistent, random-like, or mean-reverting.
2. Fractal Dimension
The Hurst estimate is converted into a roughness measure using dimension logic.
3. Multi-Horizon Coherence
Micro, meso, and macro Hurst readings are compared for agreement.
4. Adaptive Rails
ATR, volatility cluster, and Hurst distance expand or contract the fractal field.
fractalDimension = 2.0 - hurstBlend
Features
Hurst and fractal dimension estimates
Persistence, reversion, and mixed regimes
Coherence and tension scoring
Adaptive fractal rails
Breakout, mean, fade, and unstable events
Input Parameters
Fractal and short horizon windows
ATR length
Persistence and mean-reversion gates
Cooldown
Rails, candles, and HUD toggles
How to Use This Script
Use the HUD regime first. Persistence supports continuation interpretation; reversion supports fading extremes; high tension warns of disagreement.
Limitations
The script uses historical OHLCV data and cannot know future prices.
Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting.
Model outputs should be interpreted with market context, risk controls, and independent analysis.
No visual state should be treated as a certain trade outcome.
Originality Statement
HFA is original in combining Hurst approximation, variance ratio, coherence, tension, and adaptive rails.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades Indicator
Crownmark Allocation Engine [JOAT]Crownmark Allocation Engine
Introduction
Crownmark Allocation Engine is an open-source PulseWire strategy that integrates regime classification, adaptive trend corridors, auction-value context, pressure confirmation, divergence suppression, and ATR-based trade management into one non-repainting framework. Its purpose is not to maximize signal count. Its purpose is to require multiple independent layers to agree before risk is deployed.
The problem this strategy solves is overcommitting to one analytical dimension. Trend alone can be late. Pressure alone can be noisy. Divergence alone can fire too early. Auction context alone does not create an entry. Crownmark combines those ideas so that entries occur only when broader regime, local structure, value position, and internal participation are aligned.
Core Concepts
1. Regime Filter First
The strategy begins with a composite regime score built from fast/slow EMA displacement, ADX strength via `ta.dmi()`, efficiency, volatility expansion, and trend slope. If the regime is not sufficiently directional, the strategy does not permit an entry.
2. Adaptive Corridor Pullback Entry
Once regime bias is directional, price must also align with an adaptive KAMA-based corridor. Longs require bullish corridor structure and a pullback that remains constructive relative to the baseline and inner band. Shorts require the mirror condition on the downside.
3. Auction and VWAP Context
Price must be positioned acceptably relative to a rolling value area and rolling VWAP. This is intended to keep entries from triggering in structurally poor locations when the rest of the model is favorable.
4. Pressure Confirmation and Divergence Guard
The strategy uses an effort-versus-result style pressure model to require directional initiative at the moment of entry. It also suppresses entries when recent confirmed divergence argues against the trade direction.
5. Managed Exits
Open positions use ATR-based stop loss and take profit levels, plus a trailing logic anchored to the adaptive baseline. Positions can also be closed by context failure, by opposite signal, or by maximum bar duration in trade.
Features
Composite regime filter: Trend, ADX, volatility, slope, and efficiency must support the direction
Adaptive corridor entries: Uses a KAMA baseline with hybrid ATR/stdev width
Auction location filter: Requires acceptable relation to rolling value area and VWAP
Pressure confirmation: Requires directional effort-versus-result support
Divergence suppression: Recent opposing divergence can block new entries
ATR-based risk management: Stop, target, and trailing logic
Context exits: Positions can flatten when regime or pressure collapses
Dashboard summary: Regime, corridor, auction, pressure, divergence, exposure, and regime score
Default Strategy Properties
Initial Capital: 100000
Order Size: 10% of equity
Pyramiding: 0
Commission: 0.01%
Order Processing: on close
calc_on_every_tick: false
Input Parameters
Regime Engine:
Fast/Slow regime lengths
ADX length
Volatility length
Efficiency length
Bull and bear regime thresholds
Trend Corridor:
Baseline length
KAMA fast and slow parameters
Width length
Width multiplier
Pullback tolerance
Auction Context:
Auction lookback
Value area width
Auction acceptance toggle
VWAP alignment toggle
Risk Management:
ATR length
Stop ATR multiple
Target ATR multiple
Trail ATR multiple
Maximum bars in trade
Flatten on opposite signal toggle
How to Use This Strategy
Step 1: Verify the Market Type
If the regime score is near balance, the strategy is intentionally selective. Crownmark is designed for directional conditions more than rotational ones.
Step 2: Let the Entry Layers Stack
An entry requires regime, corridor, auction, pressure, and divergence conditions to agree. If one layer is missing, the strategy waits.
Step 3: Respect the Exit Logic
The strategy uses both price-based and context-based exits. A position can close because the stop or target was reached, but it can also close because the original trade thesis has weakened.
Step 4: Review Results in Context
Do not evaluate the strategy by win rate alone. Regime selectivity, trade duration, average excursion, commission sensitivity, and the instrument being tested all matter.
Strategy Limitations
This strategy uses bar-close logic and does not replicate intrabar execution behavior
The rolling auction model is a simplified proxy and not a full market profile engine
Divergence suppression can skip trades that later work, by design
Different assets and timeframes may require threshold tuning to remain realistic
Originality Statement
Crownmark Allocation Engine is original in how it combines regime scoring, corridor structure, auction-value location, pressure confirmation, and divergence suppression into one coordinated execution model. The strategy is not a basic trend-following template with cosmetic additions. Each layer has a distinct analytical role, and entries are only allowed when those layers support one another.
Disclaimer
This strategy is provided for educational and informational purposes only. It is not financial advice and does not imply future performance. Backtest results depend heavily on instrument, timeframe, execution assumptions, and historical conditions. Use realistic expectations, confirm settings carefully, and apply sound risk management.
Strategy
JOAT Institutional Convergence [JOAT]JOAT Institutional Convergence
Introduction
The JOAT Institutional Convergence strategy is a systematic, rules-based trading framework that unifies the logic from all five JOAT indicators into a single coherent entry and exit engine. Each indicator contributes a specific filter layer: the Volumetric Structure Engine provides directional market structure bias, the Adaptive Spectral Bands Hann ribbon provides the primary entry trigger, the Institutional Session Profiler contributes optional session timing, the Imbalance Zone Classifier contributes optional FVG proximity filtering, and the Fractal Liquidity Map contributes fractal-anchored stop placement. No layer is redundant — each addresses a different dimension of trade selection.
The core problem this solves: most PulseWire strategies use a single indicator as both entry and exit signal, producing over-fitting to one methodology. This strategy uses five independent measurement systems simultaneously. An entry only fires when multiple independent conditions converge — structure, momentum, regime, and optionally session and imbalance context. The result is a strategy that takes trades for quantifiable, multi-factor reasons, not because a single line crossed.
Core Concepts
1. Entry Logic — Hann Ribbon Crossover Primary
The primary entry trigger is the Hann FIR ribbon crossover — when the fastest layer (h0) crosses above the second layer (h1), a potential long entry is flagged. This is the earliest mathematically-grounded signal that momentum is shifting:
bool cross_bull = ta.crossover(h0, h1)
bool cross_bear = ta.crossunder(h0, h1)
bool long_sig = (cross_bull or (bos_bull_sig and h0 > h2)) and
struct_trend >= 0 and
adx >= i_adx_min and adx <= i_adx_max and
sess_ok and fvg_ok
The crossover fires on the bar where momentum begins to shift — not after full ribbon alignment is confirmed. This is intentional: waiting for full alignment reduces trade count significantly and enters late. The structural trend filter (struct_trend >= 0) ensures the crossover is not taken against a confirmed downtrend.
2. Structure Filter — VSE Swing Classification
Market structure is classified using the same non-repainting swing detection as the Volumetric Structure Engine. Higher highs and higher lows (struct_trend = 1) are bullish; lower highs and lower lows (struct_trend = -1) are bearish; a mixed state (struct_trend = 0) is neutral. The strategy allows longs in bullish or neutral structure (>= 0) and shorts in bearish or neutral structure (<= 0):
bool new_sh = high == ta.highest(high, i_sw_len) and high < ta.highest(high, i_sw_len)
bool new_sl = low == ta.lowest (low, i_sw_len) and low > ta.lowest (low, i_sw_len)
This prevents the ribbon crossover from triggering entries during confirmed counter-trend structure without requiring perfect alignment.
3. Regime Filter — ADX Gating
ADX gates entries in both directions. Below the minimum ADX, the market has no directional momentum — ribbon crossovers in flat, dead markets produce noise. Above the maximum ADX, the market is over-extended and new entries chase moves that are already mature:
float adx_val = ta.rma(math.abs(dmi_p - dmi_m) / (dmi_p + dmi_m + 0.001) * 100, i_adx_len)
bool adx_ok = adx_val >= i_adx_min and adx_val <= i_adx_max
Default range: 8–60. This wide range accommodates crypto and forex markets that trend aggressively for extended periods (ADX 40–60) as well as early-stage trends (ADX 8–15).
4. Position Sizing — Percentage Risk per Trade
Position sizing is calculated dynamically based on the user's equity risk percentage and the distance to the stop-loss level:
float sl_dist = math.abs(close - sl_price)
float qty = sl_dist > 0 ? (strategy.equity * i_risk_pct / 100.0) / sl_dist : 1.0
strategy.entry("Long", strategy.long, qty = qty)
This ensures every trade risks the same percentage of equity regardless of market volatility — a wider stop reduces size, a tighter stop increases size. The default is 1% risk per trade.
5. Stop-Loss Placement — Fractal Extreme + ATR Buffer
The stop-loss is placed beyond the most recent 20-bar fractal extreme in the direction of the trade, plus one ATR buffer. This anchors the stop to genuine structural pivots rather than arbitrary fixed-pip distances:
float sl_long = ta.lowest(low, 20) - atr_14 * i_sl_atr_buf
float sl_short = ta.highest(high, 20) + atr_14 * i_sl_atr_buf
Features
Five-Layer Entry Filter: Structure + Ribbon + Regime + Session (optional) + FVG proximity (optional)
Hann FIR Ribbon Crossover: Primary entry trigger — earliest mathematically-valid momentum signal
BOS-Armed Entries: Break of Structure signals additionally arm entries for up to 30 bars
Percentage Risk Sizing: Dynamic position size calculated from equity risk % and SL distance
Fractal-Anchored Stop Loss: Stop at 20-bar fractal extreme + ATR buffer
Fixed R:R Take Profit: Configurable reward-to-risk ratio for TP placement
Trailing Stop: Built-in trail_offset activates immediately from entry, protecting profits
Session Filter (optional): Trade only during Asia, London, and/or New York sessions. Off by default for 24h markets.
FVG Proximity Filter (optional): Require entry to be near an active imbalance zone. Off by default for maximum trade count.
Performance Dashboard: Displays trade count, win rate, average R, last trade result, and active filter states
Realistic Simulation: 2-tick slippage + 0.05% commission built into all backtests
Input Parameters
Structure (VSE):
Swing Length: Lookback for swing high/low detection (default: 20)
Ribbon Filter (ASB):
Hann Base Length: Core FIR filter period (default: 20)
Ribbon Spacing: Gap between ribbon layers (default: 3)
Regime Filter:
ADX Length: Period for ADX calculation (default: 14)
Min ADX for Entry: Minimum ADX to allow entries (default: 8). Lower = more trades. Raise to filter ranging markets.
Max ADX for Entry: Maximum ADX to allow entries (default: 60). Lower = skip over-extended moves.
Session Filter (ISP):
Enable Session Filter: Gate entries by session time (default: off — recommended for crypto and indices)
Trade Asia / London / NY: Toggle per-session entry permission
Imbalance Filter (IZC):
Require Near FVG Zone: Entry must be within ATR proximity of an active imbalance (default: off)
FVG Proximity (x ATR): Distance threshold for FVG proximity check (default: 1.5)
Risk Management:
Risk Per Trade (%): Equity percentage risked per trade (default: 1.0)
Reward:Risk Ratio: Take profit as a multiple of the SL distance (default: 2.0)
SL ATR Buffer: ATR multiple added beyond fractal extreme for stop (default: 0.5)
Trail Offset (ATR): Trail stop distance from price (default: 1.5)
BOS Armed Bars: How many bars a BOS signal remains active for entry (default: 30)
How to Use This Strategy
Step 1: Select Your Market and Timeframe
Start on the 1-hour chart. The strategy is calibrated for 1H on crypto, forex majors, and equity indices with default settings. Shorter timeframes (15m) can increase trade count further but require tighter ADX filtering to avoid noise.
Step 2: Run the Backtest with Defaults
With all optional filters off (session and FVG disabled), the strategy trades every valid ribbon crossover that passes structure and regime. This produces the highest trade count. Review the equity curve for smoothness — you want consistent growth, not reliance on a few large winners.
Step 3: Add Filters Progressively
Enable the session filter to restrict to London and NY on forex pairs. Enable the FVG proximity filter to require imbalance context on entries. Each filter reduces trade count but should improve win rate if the underlying edge is present on your instrument.
Step 4: Interpret the Dashboard
The dashboard shows the current state of every filter layer — which ones are active and whether each condition is currently met. This is the diagnostic view: if no trades are firing, the dashboard tells you exactly which filter is blocking entries.
Originality Statement
This strategy is original as a unified multi-indicator convergence framework where each component is an independently published, standalone indicator. Its publication is justified because:
The five-layer filter architecture uses genuinely independent measurement dimensions — market structure (price action), momentum (FIR frequency domain), trend strength (ADX), session timing, and price inefficiency (FVG) — reducing the risk of correlated signals that appear to confirm each other but measure the same thing
Hann FIR crossover as the primary trigger provides a mathematically grounded entry timing signal with lower lag than EMA crossovers of equivalent period — a meaningful improvement to the timing of systematic entries
Dynamic position sizing calculated from SL distance anchored to fractal extremes creates risk-normalized sizing that adapts to each trade's structural context rather than using fixed lot sizes
The modular filter design allows each filter to be toggled independently, making the strategy adaptable to different asset classes (crypto, forex, equities) without code changes — session filter off for 24h markets, FVG filter off for maximum trade generation
Limitations
Backtesting results depend critically on the instrument, timeframe, and parameter settings. Past performance in strategy tester does not guarantee future live trading results.
The 2-tick slippage and 0.05% commission defaults are approximations. Actual execution costs vary by broker, instrument, and session liquidity. High-slippage instruments (illiquid crypto, micro-cap) will perform worse than the backtest indicates.
The FVG proximity filter references FVG logic computed internally. It does not import live data from the separately published Imbalance Zone Classifier indicator — it recomputes the same logic in isolation.
The strategy does not incorporate news filters or earnings event exclusions. Entering positions around major economic releases (FOMC, NFP) during high-volatility events will produce results inconsistent with normal market behavior.
Trailing stop and take profit interact. If price reaches the TP level before the trail stop triggers, the TP closes the trade. Users should verify via strategy properties which exit is dominant in their use case.
Disclaimer
This strategy is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Backtested strategy results are hypothetical and do not account for the psychological challenges of live trading. Past results do not guarantee future performance. Always use proper risk management and never risk more than you can afford to lose.
-Made with passion by jackofalltrades
Strategy
Adaptive Regime Filter + Divergence (AER-VN) [KEYALGOS]Adaptive Regime Filter + Divergence (AER-VN)
Professional Grade Market Regime Classification with Advanced Divergence Detection
Precision trend identification using Adaptive Efficiency Ratio methodology
Volatility-normalized thresholds that adjust to real-time market conditions
Automatic divergence detection (Regular and Hidden) with visual confirmation lines
Four distinct market regimes with color-coded clarity
Zero-lag signal generation with confirmation logic
OVERVIEW
The Adaptive Regime Filter with Volatility Normalization (AER-VN) represents a sophisticated evolution of traditional trend filtering methodologies. This proprietary indicator combines Kaufman's Efficiency Ratio principles with dynamic volatility adaptation to classify market conditions into four actionable regimes: Uptrend, Downtrend, Choppiness, and Consolidation.
The integrated Divergence Detection System operates as a secondary analytical layer, identifying momentum exhaustion and trend continuation patterns through comparative analysis of price action versus efficiency metrics. Unlike standard oscillators that measure raw momentum, this system evaluates the quality of price movement, providing earlier and more reliable reversal signals.
METHODOLOGY AND TECHNIQUE
1. Adaptive Efficiency Ratio (AER) Core
Traditional efficiency ratios utilize static thresholds that fail across varying volatility environments. The AER-VN methodology introduces dynamic threshold calculation that self-adjusts based on current volatility relative to historical norms.
Displacement Measurement: Calculates net price movement over the lookback period
Path Distance Analysis: Sums absolute bar-to-bar movements to determine movement quality
Efficiency Calculation: Ratio of displacement to path distance (0.0 to 1.0 scale)
Threshold Adaptation: Baseline efficiency requirements scale proportionally with the ATR ratio
When volatility expands (ATR above mean), the system automatically raises the efficiency threshold required to qualify as "trending." This prevents false trend signals during volatile chop. Conversely, during low volatility periods, the threshold contracts to capture subtle trending behavior.
2. Volatility Normalization Engine
The Volatility Normalization component creates a relative volatility index by comparing current ATR readings against a rolling historical average. This produces an ATR Ratio that serves as the scaling factor for dynamic threshold calculation.
Current ATR: Short-term volatility measurement (default 14 periods)
Mean ATR: Long-term volatility baseline (default 50 periods)
Adaptive Scaling: Raw threshold = Base Threshold x ATR Ratio
Ceiling Protection: Maximum threshold cap prevents mathematically impossible requirements during extreme volatility events
3. Four Regime Classification System
Uptrend (Teal): Efficiency exceeds dynamic threshold with positive price displacement. Indicates high-quality upward movement with minimal retracement.
Downtrend (Maroon): Efficiency exceeds dynamic threshold with negative price displacement. Indicates sustained selling pressure with directional clarity.
Choppiness (Orange): Efficiency below threshold during above-average volatility. Characterized by noisy, directionless movement with large wicks and whipsaws.
Consolidation (Gray): Efficiency below threshold during below-average volatility. Represents quiet, range-bound markets with compressed price action.
4. Zero-Lag Divergence Detection
The divergence system employs confirmed swing detection to identify pivotal highs and lows without repainting. Once a swing point is confirmed (price violates the extreme), the system evaluates four divergence classifications:
Regular Bearish Divergence: Price records higher highs while Efficiency Ratio records lower highs. Indicates trend exhaustion and potential reversal to the downside.
Regular Bullish Divergence: Price records lower lows while Efficiency Ratio records higher lows. Indicates selling exhaustion and potential reversal to the upside.
Hidden Bearish Divergence: Price records lower highs while Efficiency Ratio records higher highs. Suggests continuation of the current downtrend after a pullback.
Hidden Bullish Divergence: Price records higher lows while Efficiency Ratio records lower lows. Suggests continuation of the current uptrend after a retracement.
Visual confirmation lines connect the relevant swing points on the indicator panel, allowing traders to verify divergence validity visually.
INPUT PARAMETERS AND CONFIGURATION
Efficiency Ratio Settings
ER Lookback (N)
Default: 10 | Range: 2+
The calculation period for efficiency measurement. Shorter values increase sensitivity to recent price action, suitable for scalping lower timeframes. Longer values smooth the oscillator, better for swing trading higher timeframes.
Base ER Threshold
Default: 0.25 | Range: 0.05 to 0.80 | Step: 0.05
The foundational efficiency level required in normalized volatility conditions. Higher values demand cleaner, more directional movement to trigger trending regime classification. Lower values allow noisier price action to qualify as trending.
Max Threshold Cap
Default: 0.65 | Range: 0.10 to 0.99 | Step: 0.05
The absolute ceiling for the dynamic threshold. This safety mechanism prevents the threshold from rising to levels mathematically impossible to achieve during extreme volatility expansion.
Volatility Normalization Settings
ATR Length
Default: 14 | Range: 1+
The lookback period for Average True Range calculation. Determines how quickly the system responds to changing volatility conditions.
ATR Mean Lookback
Default: 50 | Range: 5+
The historical window for establishing the volatility baseline. Longer periods create a smoother volatility reference, while shorter periods adapt more quickly to regime changes in volatility.
Divergence Detection Settings
Swing Definition Length
Default: 10 | Range: 3+
The lookback window for identifying swing highs and lows. Determines the minimum number of bars required to establish a pivot point. Lower values detect micro-swings (more signals, more noise). Higher values detect major swings (fewer signals, higher quality).
Visual Display Toggles
Show Regular Div Markers: Display circle markers for Regular Bearish and Regular Bullish divergences
Show Hidden Div Markers: Display circle markers for Hidden Bearish and Hidden Bullish divergences
Line: Regular Bearish: Draw connecting lines between swing highs for Regular Bearish divergences (Red)
Line: Regular Bullish: Draw connecting lines between swing lows for Regular Bullish divergences (Lime)
Line: Hidden Bearish: Draw connecting lines for Hidden Bearish divergences (Orange)
Line: Hidden Bullish: Draw connecting lines for Hidden Bullish divergences (Aqua)
Visual Settings
Color Price Bars
Toggle to apply regime colors directly to price candles/bars on the main chart. Uptrend (Teal), Downtrend (Maroon), Choppiness (Orange), Consolidation (Gray).
INTERPRETATION GUIDE
Reading the Oscillator
The main panel displays three critical elements:
Efficiency Ratio Line: The primary oscillator colored by current regime. Values near 1.0 indicate perfect efficiency (strong trend). Values near 0.0 indicate complete inefficiency (chop).
Dynamic Threshold: The white crossed line representing the current volatility-adjusted efficiency requirement. When the ER line crosses above this threshold, the regime shifts to trending.
Base Threshold Reference: The gray dotted line showing the static baseline (0.25 default) for reference.
Divergence Signal Interpretation
Red Circle (Regular Bearish): Momentum divergence at highs. Consider reducing long exposure or preparing short entries. Highest probability when appearing near resistance or after extended uptrends.
Lime Circle (Regular Bullish): Momentum divergence at lows. Consider reducing short exposure or preparing long entries. Highest probability when appearing near support or after extended downtrends.
Orange Circle (Hidden Bearish): Trend continuation signal in downtrends. Pullback likely ending, downtrend resumption probable.
Aqua Circle (Hidden Bullish): Trend continuation signal in uptrends. Retracement likely ending, uptrend resumption probable.
TRADING APPLICATIONS
Strategy 1: Regime-Based Trend Following
Enter long positions only when the indicator displays Teal coloring (Uptrend regime) and short positions only during Maroon coloring (Downtrend regime). Exit positions when the regime shifts to Orange or Gray, indicating the trending condition has ended.
Best for: Directional traders and trend followers
Timeframe: M15 and higher recommended for stability
Confluence: Combine with moving average alignment or breakout patterns
Strategy 2: Divergence Reversal Trading
Monitor for Regular Divergences (Red or Lime circles) as early warning systems. Wait for price confirmation (engulfing candles, pin bars) at the divergence point before entering. Use the connecting lines to visualize the divergence strength.
Best for: Counter-trend scalpers and swing traders
Timeframe: M5 to H1 depending on swing length settings
Confluence: Combine with support/resistance levels and volume analysis
Strategy 3: Chop Avoidance and Consolidation Breakout
Use the Orange (Choppiness) and Gray (Consolidation) regimes as "No Trade" zones or reduction zones. Wait for a divergence to form within these regimes, then enter when the regime shifts back to trending (Teal or Maroon), capturing the breakout momentum.
Best for: Patience-based traders seeking high-probability setups
Timeframe: Effective across all timeframes
Confluence: Combine with volume expansion on regime change
Strategy 4: Hidden Divergence Continuation
In established trends (Teal lasting 5+ bars), look for Hidden Bullish Divergences (Aqua) on pullbacks to enter additional long positions. In established downtrends (Maroon), look for Hidden Bearish Divergences (Orange) on rallies to add to shorts.
Best for: Position traders adding to winners
Timeframe: H1 to Daily for best results
Confluence: Combine with Fibonacci retracement levels
OPTIMIZATION GUIDELINES
For Lower Timeframes (M1 to M5)
Reduce ER Lookback to 6-8 for faster response
Lower Base ER Threshold to 0.15-0.20 to account for noise
Reduce Max Threshold Cap to 0.50-0.55
Shorten ATR Mean Lookback to 20-30
Reduce Swing Definition Length to 6-8 for micro-structure
For Higher Timeframes (H1 to Daily)
Increase ER Lookback to 14-21 for smoother readings
Maintain or increase Base ER Threshold to 0.30+ for quality control
Increase ATR Mean Lookback to 50-100 for stable volatility baselines
Increase Swing Definition Length to 10-20 for major pivots only
ALERTS AND NOTIFICATIONS
The indicator includes built-in alert conditions for:
Regular Bearish Divergence Detection
Regular Bullish Divergence Detection
Configure PulseWire alerts to trigger on these conditions to monitor markets without constant chart watching.
BEST PRACTICES AND RISK MANAGEMENT
Always confirm divergence signals with price action patterns (engulfing candles, pin bars, break of structure) rather than entering immediately on marker appearance.
Avoid trading divergence signals that occur deep within the Choppiness (Orange) regime without waiting for a regime shift confirmation.
Use the regime colors as a position sizing guide: Full size in Teal/Maroon, half size in Gray, flat or minimal in Orange.
The indicator excels when combined with support/resistance analysis. Divergences forming at key S/R levels carry significantly higher probability.
In ranging markets, decrease the Base ER Threshold to reduce whipsaws. In strongly trending markets, consider increasing it to filter out minor retracements.
TECHNICAL NOTES
The indicator does not repaint. Swing points require confirmation on the subsequent bar to print, ensuring signals remain fixed after formation.
All calculations utilize Pine Script v6 native functions for optimal performance and minimal resource usage.
The Volatility Normalization component prevents the common failure mode of static efficiency indicators during periods of expanding volatility.
Connecting lines for divergences are managed with automatic cleanup protocols to prevent chart clutter on extended runs.
SUPPORT AND UPDATES
This indicator is maintained by KeyAlgos. All users receive automatic updates as methodology improvements are implemented. For questions regarding parameter optimization or implementation strategies, utilize the PulseWire comments section on this publication.
Disclaimer: This indicator is a technical analysis tool designed to assist with market analysis, not a guaranteed profit system. Always practice proper risk management and use stop losses. Past performance of indicator signals does not guarantee future results. Indicator
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Trend Strength [OmegaTools]Trend Strength is a quantitative regime oscillator designed to measure directional pressure and trend quality by blending price structure, return-dependence, realized intrabar expansion, and volume participation into a single normalized signal. The goal is not to predict, but to classify market state: when price action is in an expansionary/distributionary phase versus when it is in a contractionary/accumulation phase, so you can align execution and risk with the prevailing environment.
Core concept and methodology
The indicator aggregates four components computed on stable rolling windows and mapped into comparable ranges:
1. Price location / structural positioning (100-bar range)
A normalized price-location metric (position of close within the rolling high–low range) is transformed into a non-linear “strength” profile. This emphasizes meaningful departures from the middle of the range and penalizes indecision, producing a structure-aware contribution rather than a raw oscillator.
2. Return-dependence / directional persistence (100 bars)
A correlation term measures the relationship between the current return (close − close ) and the prior price level (close ). This helps detect environments where movement is more persistent or more mean-reverting, providing a statistical component that complements pure price-location signals.
3. Realized expansion / volatility proxy (50-bar accumulation, 300-bar normalization)
Intrabar expansion is approximated via the absolute candle body relative to the full range, aggregated over a short window to represent realized “effort” and then normalized over a longer window. This captures whether price is moving with meaningful body expansion versus compressing and stalling.
4. Volume participation (11-bar accumulation, 300-bar normalization)
A rolling volume sum is normalized over a longer window to quantify participation. This helps separate “thin” moves from moves supported by broader activity, without relying on exchange-specific volume assumptions.
The final oscillator is a weighted blend of these four normalized components, scaled for readability. The output is intentionally centered around two actionable regimes rather than a symmetric overbought/oversold framework.
How to read the oscillator
Trend Strength is designed around two main thresholds:
- Distribution / Expansion regime (oscillator above 0)
When the oscillator is above 0, the market is classified as being in a higher-pressure expansion regime. This often corresponds to directional continuation potential, stronger impulse behavior, and reduced suitability for tight mean-reversion tactics.
- Accumulation / Contraction regime (oscillator below −1.3)
When the oscillator is below −1.3, the market is classified as being in a contraction/accumulation regime. This frequently corresponds to compression, rotation, and lower directional efficiency, where breakouts may be more fragile and mean-reversion tactics may be more appropriate (depending on instrument and session conditions).
Values between 0 and −1.3 are treated as transitional/neutral, where the market is not clearly committing to either regime.
Continuous Mode vs Standard Mode
Trend Strength includes an optional Continuous Mode to improve interpretability during regime transitions:
- Standard Mode colors only when the oscillator is firmly in one of the two regimes (above 0 or below −1.3). Neutral zones remain uncolored, keeping the display conservative.
- Continuous Mode adds persistence logic: once a regime is confirmed, intermediate values are rendered with a lighter shade of the last confirmed regime until the opposite regime is confirmed. This reduces visual noise, helps maintain a consistent directional bias framework, and is particularly useful for intraday execution and session trend management.
Visual design and bar coloring
The oscillator line is color-coded:
- Purple: distribution / expansion regime
- Orange: accumulation / contraction regime
Neutral/transitional values are displayed in grey (or lightly shaded in Continuous Mode based on last confirmed regime).
Optionally, the indicator can color price bars using the same regime logic, allowing rapid at-a-glance regime recognition directly on the chart.
Practical use cases
- Regime filter for strategies: enable trend-following logic only in expansion regimes; enable mean-reversion or range logic in contraction regimes.
- Risk adjustment: increase/decrease position sizing or tighten/widen stops based on regime classification.
- Confirmation layer: combine with structure tools (market structure, VWAP, key levels) to validate whether conditions support continuation or imply compression.
- Session management: identify when a session is behaving as a trend day versus a rotational day, improving trade selection and reducing overtrading.
Notes
Trend Strength is a regime classifier and contextual tool. It does not guarantee future direction and should be integrated into a complete decision process (risk management, market structure, session context, and instrument-specific behavior).
© OmegaTools Indicator
Regime Classifier Oscillator (AiBitcoinTrend)The Regime Classifier Oscillator (AiBitcoinTrend) is an advanced tool for understanding market structure and detecting dynamic price regimes. By combining filtered price trends, clustering algorithms, and an adaptive oscillator, it provides traders with detailed insights into market phases, including accumulation, distribution, advancement, and decline.
This innovative tool simplifies market regime classification, enabling traders to align their strategies with evolving market conditions effectively.
👽 What is a Regime Classifier, and Why is it Useful?
A Regime Classifier is a concept in financial analysis that identifies distinct market conditions or "regimes" based on price behavior and volatility. These regimes often correspond to specific phases of the market, such as trends, consolidations, or periods of high or low volatility. By classifying these regimes, traders and analysts can better understand the underlying market dynamics, allowing them to adapt their strategies to suit prevailing conditions.
👽 Common Uses in Finance
Risk Management: Identifying high-volatility regimes helps traders adjust position sizes or hedge risks.
Strategy Optimization: Traders tailor their approaches—trend-following strategies in trending regimes, mean-reversion strategies in consolidations.
Forecasting: Understanding the current regime aids in predicting potential transitions, such as a shift from accumulation to an upward breakout.
Portfolio Allocation: Investors allocate assets differently based on market regimes, such as increasing cash positions in high-volatility environments.
👽 Why It’s Important
Markets behave differently under varying conditions. A regime classifier provides a structured way to analyze these changes, offering a systematic approach to decision-making. This improves both accuracy and confidence in navigating diverse market scenarios.
👽 How We Implemented the Regime Classifier in This Indicator
The Regime Classifier Oscillator takes the foundational concept of market regime classification and enhances it with advanced computational techniques, making it highly adaptive.
👾 Median Filtering: We smooth price data using a custom median filter to identify significant trends while eliminating noise. This establishes a baseline for price movement analysis.
👾 Clustering Model: Using clustering techniques, the indicator classifies volatility and price trends into distinct regimes:
Advance: Strong upward trends with low volatility.
Decline: Downward trends marked by high volatility.
Accumulation: Consolidation phases with subdued volatility.
Distribution: Topping or bottoming patterns with elevated volatility.
This classification leverages historical price data to refine cluster boundaries dynamically, ensuring adaptive and accurate detection of market states.
Volatility Classification: Price volatility is analyzed through rolling windows, separating data into high and low volatility clusters using distance-based assignments.
Price Trends: The interaction of price levels with the filtered trendline and volatility clusters determines whether the market is advancing, declining, accumulating, or distributing.
👽 Dynamic Cycle Oscillator (DCO):
Captures cyclic behavior and overlays it with smoothed oscillations, providing real-time feedback on price momentum and potential reversals.
Regime Visualization:
Regimes are displayed with intuitive labels and background colors, offering clear, actionable insights directly on the chart.
👽 Why This Implementation Stands Out
Dynamic and Adaptive: The clustering and refit mechanisms adapt to changing market conditions, ensuring relevance across different asset classes and timeframes.
Comprehensive Insights: By combining price trends, volatility, and cyclic behaviors, the indicator provides a holistic view of the market.
This implementation bridges the gap between theoretical regime classification and practical trading needs, making it a powerful tool for both novice and experienced traders.
👽 Applications
👾 Regime-Based Trading Strategies
Traders can use the regime classifications to adapt their strategies effectively:
Advance & Accumulation: Favorable for entering or holding long positions.
Decline & Distribution: Opportunities for short positions or risk management.
👾 Oscillator Insights for Trend Analysis
Overbought/oversold conditions: Early warning of potential reversals.
Dynamic trends: Highlights the strength of price momentum.
👽 Indicator Settings
👾 Filter and Classification Settings
Filter Window Size: Controls trend detection sensitivity.
ATR Lookback: Adjusts the threshold for regime classification.
Clustering Window & Refit Interval: Fine-tunes regime accuracy.
👾 Oscillator Settings
Dynamic Cycle Oscillator Lookback: Defines the sensitivity of cycle detection.
Smoothing Factor: Balances responsiveness and stability.
Disclaimer: This information is for entertainment purposes only and does not constitute financial advice. Please consult with a qualified financial advisor before making any investment decisions.
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