Momentum Adaptive EMA | RakoQuant

3시간 전

Momentum Adaptive EMA is a trend-following moving average system designed to dynamically adjust its responsiveness based on market momentum.
Instead of using a fixed smoothing speed like a normal EMA, this indicator becomes fast in strong moves and slow in choppy conditions, producing a cleaner adaptive trend structure.

This version also introduces a secondary POT Moving Average for smooth regime confirmation.

Core Idea

This indicator answers one key question:

Is momentum accelerating enough to justify a faster trend response?

By adapting the EMA’s smoothing factor in real time, the indicator avoids the two classic problems of moving averages:

Lag in strong trends

Whipsaws in sideways markets

How It Works
1. Momentum-Based Adaptivity Engine

The indicator measures momentum using a Rate-of-Change style move:

ROC = current price − price N bars ago

That momentum is normalized by volatility:

Momentum Strength = |ROC| ÷ stdev(ROC)

This produces a clean, scale-independent momentum score.

2. Adaptive EMA (Dynamic Alpha)

Instead of a constant EMA alpha, smoothing is adjusted between:

Alpha Min → slow mode (stable markets)

Alpha Max → fast mode (strong trend markets)

Adaptivity is controlled by:

k (Strength Parameter)

High momentum → EMA reacts faster
Low momentum → EMA smooths more

3. POT Moving Average (Weighted Trend Anchor)

A second moving average is calculated using a Power-Weighted POT MA, where the most recent values receive heavier weight:

Stronger emphasis on recent trend shifts

Smooth confirmation without volatility bands

This creates a clean dual-average regime filter:

Adaptive EMA = fast regime line

POT MA = slower structure anchor

Regime Signals

Trend regime is defined by crossovers:

Bullish regime: Adaptive EMA crosses above POT MA

Bearish regime: Adaptive EMA crosses below POT MA

Optional persistence keeps regimes stable instead of flipping constantly.

Visual System

Bull regime → Ice Blue trend state

Bear regime → Navy trend state

Candle painting optionally matches the active regime

The result is a clean institutional trend overlay with adaptive behavior.

Alerts Included

Bull Break Alert → Adaptive EMA crosses ABOVE POT MA

Bear Break Alert → Adaptive EMA crosses BELOW POT MA

Useful for automation or confirmation systems.

How to Use

✅ Trend filter for directional trading
✅ Adaptive MA replacement for classic EMA systems
✅ Works well on higher timeframes (4H / 1D)
✅ Combine with breakouts, momentum triggers, or volume tools for entries

Inputs Summary

Momentum Length → speed of momentum detection

Normalization Length → volatility scaling window

Alpha Min / Alpha Max → slow vs fast response bounds

Adaptivity Strength (k) → aggressiveness of adaptation

POT Length + Power → smoothing of the confirmation MA

Persistent Regime Toggle → stability vs live switching

Candle Paint Toggle → visual regime clarity

Screenshot Placement

📸 Example chart / screenshot: (insert image here)

Tip: show a strong bull trend + one bearish flip so users understand the adaptive behavior.

2시간 전

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