NeuroPolynomial Channel

10시간 전

🧠 NeuroPolynomial Channel – AI-Inspired Market Structure Engine

In modern market microstructure analysis, price is no longer treated as a simple line — it is viewed as a continuously evolving signal governed by nonlinear dynamics, volatility deformation, and behavioral state shifts.

The NeuroPolynomial Channel (NPC) is a mathematically structured, AI-inspired indicator designed to approximate this dynamic behavior using a hybrid of:

• Polynomial regression smoothing
• Neural blending functions
• Volatility-adaptive envelopes
• Distribution-based bias levels

While full deep-learning models cannot be directly implemented in Pine Script due to computational and architectural limitations, the NeuroPolynomial Channel brings core AI concepts into TradingView through mathematically constrained approximations, creating an efficient, real-time neural structure model suitable for intraday and swing analysis.

📐 Mathematical Foundation

NPC is not a standard moving average or simple channel system.
It applies a multi-layer non-linear approximation built on four core mathematical components.

1️⃣ NeuroPolynomial Core Line

At the heart of the system lies a recursive polynomial smoothing kernel inspired by neural weighted blending:
K[t] = α · K[t - n]
+ (1 - α) · P[t]
+ Δx · ( K[t - 2n] - K[t - n] ) / F
Where:

• K[t] = Neuro core estimate
• P[t] = Current price input
• α = Neural morph factor
• F = Flattening constant
• Δx = Position delta (horizontal deformation component)

The recursive references introduce memory similar to RNN-style feedback behavior.
This produces a structurally smooth, non-linear trajectory that adapts to both local and historical price deformation.
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2️⃣ Neural Volatility Envelope

Instead of classical standard deviation, NPC uses a cumulative error field:
E[t] = ( Σ | P[t] - K[t] | ) / N
Using this error field, the dynamic envelope bands are constructed as:
Inner Band = K[t] ± E[t] · m1
Mid Band = K[t] ± E[t] · m2
Outer Band = K[t] ± E[t] · m3

Where:

• m1, m2, m3 are probabilistic band multipliers
• E[t] represents actual observed deviation, not synthetic volatility

This creates a probabilistic price container that deforms with real market behavior rather than static statistical assumptions.

The channel automatically adapts its curvature based on current price regime:
trending, compressing, or expanding.

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3️⃣ Neural Regression Spine

Alongside the polynomial core, NPC calculates a ridge-regularized regression spine:
y = β · x + α (with L2 regularization)
This acts as a structural bias vector or "neural backbone".

It prevents overfitting and provides directional stabilization during extended trend phases.
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4️⃣ Neuro Bias Zones (Daily Reset)

NPC also introduces daily volatility-anchored regime thresholds:
Z_levels = Open ± ATR_daily × {0.1, 0.382, 0.618}
These act as:

• Neuro Mid Zones – equilibrium bands
• Neuro Strong Zones – trend activation boundaries

Unlike classical pivot systems, these levels reset daily and expand dynamically based on real volatility.

They approximate probability field boundaries similar to those used in institutional volatility modeling.
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🤖 AI Philosophy

While Pine Script cannot host full neural networks, GPU models or multi-layer AI pipelines, NeuroPolynomial Channel introduces AI concepts through mathematical abstraction, including:

• Neural blending mechanics
• Memory-based recursion
• Volatility adaptation
• Bias field modeling
• Structured envelope projection

This creates an AI-style behavior using real-time deterministic mathematics — allowing performance on TradingView while preserving interpretability and stability.

🛠 How To Use

NPC is designed for structure-based interpretation, not random signal chasing.

① Trend Structure

Use the Neural Core Line and channel slope to establish trend direction and regime.

② Compression & Expansion

Observe band width.
Contracting channels signal volatility compression.
Expanding channels signal range expansion.

③ Bias Zones

Neuro Mid and Strong levels act as macro intraday bias framework — especially powerful for session trading and index futures.

⚙️ Settings Overview

• Morph Factor – Controls neural blending strength (higher = smoother, lower = reactive)
• Flatten – Reduces polynomial curvature noise
• Band Multipliers – Adjust envelope thickness
• Neural Bias Levels – ATR-anchored regime zones resetting daily
• Theme & Visual Controls – Dark/Light with pro-grade visibility
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Companion AI:
I also built a free Trading AI on ChatGPT that reads chart screenshots and enforces a rule-based intraday checklist.

Use with this indicator: chatgpt.com/g/g-6923ba2512b081918b86ed36b6bbf982-nifty-banknifty-trading-ai-nse-stocks
For educational & decision-support only. Not financial advice.
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⚠️ Disclaimer

The information contained in my Scripts / Indicators / Ideas / Systems does not constitute financial advice or a solicitation to buy or sell any securities.

All markets carry risk. This tool is for educational and analytical purposes only.
I do not accept liability for any financial loss or damage resulting from direct or indirect use of this script.

Trading decisions must be made independently based on your own risk profile and financial assessment.

6시간 전

릴리즈 노트

Updated Candle colors

6시간 전

릴리즈 노트

Minor bug fix

4시간 전

릴리즈 노트

Removed Levels. Use my other indicator for levels - AI Projection Levels

4시간 전

릴리즈 노트

Removed redundant barcolor call