Time-Weighted Fractality (TWF)

The Time-Weighted Fractality (TWF) indicator is your secret weapon to measure how stable or volatile a market truly is — by tracking how long trends persist, and weighting that against recent history.

Why you need TWF in your toolkit:
Markets aren’t always trending or choppy in a simple on/off way. TWF quantifies trend duration dynamics — revealing when the market is locked into a strong, stable trend or stuck in erratic, unpredictable moves.

How it works — sharp and simple:
Trend Duration Tracking:
Measures how many bars since the last highest high changed within a specified lookback. This tells you how long the current trend has been running.

Smoothed Average Duration:
Uses an EMA to smooth trend duration, providing a reliable baseline of recent trend behavior.

Ratio Calculation (TWF):
The core metric — current trend duration divided by average trend duration.

TWF > 1.2 means the current trend is stronger and more persistent than usual.

TWF < 0.8 signals a volatile, choppy market struggling to hold any trend.

What you see on the chart:
A clean TWF line plotted with clear zones:

Green zone = Strong, stable trend environment

Red zone = Choppy, volatile conditions to avoid or trade cautiously

Background shading highlights these zones for instant clarity

Markers appear at critical points for quick visual cues

Why traders swear by it:
✅ Reliable trend confirmation: Avoid false signals by only acting when TWF confirms sustained market momentum.
✅ Timing tool: Perfect for spotting when a trend is building strength or losing grip — invaluable for entries and exits.
✅ Versatile: Works on all timeframes and instruments, from forex to stocks to crypto.
✅ Simple but powerful: Combines fractal concept with time weighting and smoothing — giving you a next-level understanding of market rhythm.

Pro tip:
Use TWF alongside your favorite price or volume-based indicators for unmatched precision. For example, confirm breakouts only when TWF signals a stable trend zone to increase your win rate.

In a sea of noise, TWF cuts through to give you real, actionable insight. Trust it, build your strategy around it — it’s that good.