EMA Slope Angle V2 Auto Threshold

12시간 전

# EMA Slope Angle Indicator

## Overview
The EMA Slope Angle Indicator visualizes the Exponential Moving Average (EMA) slope as an angle in degrees, providing traders with a clear, quantitative measure of trend strength and direction. The indicator features **automatic threshold calculation based on Gaussian distribution**, making it adaptive to any market and timeframe.

## Key Features

### 🎯 **Automatic Threshold Calculation (NEW!)**
- **Gaussian Distribution-Based**: Automatically calculates optimal thresholds from the 50% interquartile range (IQR) of historical angle data
- **Asset-Adaptive**: Thresholds adjust to each instrument's unique volatility and price characteristics
- **No Manual Tuning Required**: Simply enable "Use Auto Thresholds" and let the indicator optimize itself

### 📊 **Dynamic EMA Coloring**
- **Color Intensity**: EMA line color intensity reflects slope strength
- **Visual Feedback**:
- Green shades for uptrends (darker = stronger)
- Red shades for downtrends (darker = stronger)
- Gray for flat/neutral conditions

### 📈 **Regime Detection**
- **Three Regimes**: RISING, FALLING, and FLAT
- **Smart Classification**: Based on statistical distribution of angles
- **Non-Repainting**: All calculations use confirmed bars only

### 🔔 **Trend-Shift Signals**
- **Visual Arrows**: Automatic signals when transitioning from FLAT to RISING/FALLING
- **Configurable**: Enable/disable signals as needed
- **Reliable**: Only triggers on significant regime changes

### 📋 **KPI Dashboard**
- **Real-Time Metrics**: Current angle, regime, and last signal
- **Auto-Threshold Display**: Shows calculated thresholds when auto-mode is active
- **Statistics**: Optional angle distribution statistics
- **Clean Layout**: Top-right corner, non-intrusive

### 📊 **Angle Statistics (Optional)**
- **Distribution Analysis**: Histogram of angle ranges
- **Dynamic Buckets**: Automatically adjusts to data distribution when auto-mode is enabled
- **Percentage Breakdown**: See how often each angle range occurs

## Settings

### Main Settings
- **EMA Length**: Period for the Exponential Moving Average (default: 50)
- **Slope Lookback Bars**: Number of bars to calculate slope over (default: 5)

### Angle Settings
- **Use Auto Thresholds**: Enable automatic threshold calculation (recommended!)
- **Analysis Period**: Number of bars to analyze for distribution (default: 500)
- **Manual Thresholds**: Flat, Rising, and Falling triggers (used when auto-mode is off)
- **Max Angle for Color Saturation**: Maximum angle for color intensity scaling

### Display Options
- **Colors**: Customize uptrend, downtrend, and flat colors
- **Show Signals**: Enable/disable trend-shift arrows
- **Show Statistics**: Display angle distribution table
- **Show Dashboard**: Toggle KPI dashboard visibility

## How It Works

### Angle Calculation
The indicator calculates the angle between the current EMA value and the EMA value N bars ago:
```
Angle = arctan((EMA_now - EMA_then) / lookback) × 180° / π
```

### Auto-Threshold Calculation
When enabled, the indicator:
1. Analyzes historical angle data over the specified period
2. Calculates mean and standard deviation
3. Determines thresholds based on the 50% interquartile range (IQR):
- **Flat Threshold**: ±0.674σ (middle 50% of data)
- **Rising Trigger**: 75th percentile (mean + 0.674σ)
- **Falling Trigger**: 25th percentile (mean - 0.674σ)

### Regime Classification
- **FLAT**: Angle within ±Flat Threshold
- **RISING**: Angle ≥ Rising Trigger
- **FALLING**: Angle ≤ Falling Trigger

## Use Cases

### Trend Following
- Identify strong trends (high angle values)
- Spot trend reversals (regime changes)
- Filter trades based on trend strength

### Range Trading
- Detect flat/consolidation periods
- Avoid trading during choppy markets
- Enter when regime shifts from FLAT to RISING/FALLING

### Multi-Timeframe Analysis
- Apply to different timeframes for confirmation
- Use higher timeframe for trend direction
- Use lower timeframe for entry timing

## Tips for Best Results

1. **Enable Auto-Thresholds**: Let the indicator adapt to your instrument
2. **Adjust Analysis Period**: Use more bars for stable markets, fewer for volatile ones
3. **Combine with Price Action**: Use regime changes as confirmation, not standalone signals
4. **Multi-Timeframe**: Check higher timeframes for trend context
5. **Backtest First**: Test settings on historical data before live trading

## Technical Details

- **Non-Repainting**: All calculations use `barstate.isconfirmed`
- **Pine Script v6**: Latest version for optimal performance
- **Efficient**: Minimal computational overhead
- **Customizable**: Extensive settings for fine-tuning

## Version History

**v2.0** (Current)
- Added automatic threshold calculation based on Gaussian distribution
- Dynamic bucket adjustment for statistics
- Enhanced dashboard with auto-threshold display
- Improved regime detection using IQR method

**v1.0**
- Initial release with manual thresholds
- Basic EMA coloring
- Trend-shift signals
- KPI dashboard

## Support

For questions, suggestions, or bug reports, please leave a comment or contact the author.

---

**Disclaimer**: This indicator is for educational purposes only. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose.

**Keywords**: EMA, slope, angle, trend, automatic thresholds, Gaussian distribution, regime detection, non-repainting, adaptive

11시간 전

릴리즈 노트

# EMA Slope Angle Indicator

## Overview
The EMA Slope Angle Indicator visualizes the Exponential Moving Average (EMA) slope as an angle in degrees, providing traders with a clear, quantitative measure of trend strength and direction. The indicator features **automatic threshold calculation based on Gaussian distribution**, making it adaptive to any market and timeframe.

## Key Features

### 🎯 **Automatic Threshold Calculation (NEW!)**
- **Gaussian Distribution-Based**: Automatically calculates optimal thresholds from the 50% interquartile range (IQR) of historical angle data
- **Asset-Adaptive**: Thresholds adjust to each instrument's unique volatility and price characteristics
- **No Manual Tuning Required**: Simply enable "Use Auto Thresholds" and let the indicator optimize itself

### 📊 **Dynamic EMA Coloring**
- **Color Intensity**: EMA line color intensity reflects slope strength
- **Visual Feedback**:
- Green shades for uptrends (darker = stronger)
- Red shades for downtrends (darker = stronger)
- Gray for flat/neutral conditions

### 📈 **Regime Detection**
- **Three Regimes**: RISING, FALLING, and FLAT
- **Smart Classification**: Based on statistical distribution of angles
- **Non-Repainting**: All calculations use confirmed bars only

### 🔔 **Trend-Shift Signals**
- **Visual Arrows**: Automatic signals when transitioning from FLAT to RISING/FALLING
- **Configurable**: Enable/disable signals as needed
- **Reliable**: Only triggers on significant regime changes

### 📋 **KPI Dashboard**
- **Real-Time Metrics**: Current angle, regime, and last signal
- **Auto-Threshold Display**: Shows calculated thresholds when auto-mode is active
- **Statistics**: Optional angle distribution statistics
- **Adjustable Size**: Choose from Tiny, Small, Normal, Large, or Huge
- **Clean Layout**: Top-right corner, non-intrusive

### 📊 **Angle Statistics (Optional)**
- **Distribution Analysis**: Histogram of angle ranges
- **Dynamic Buckets**: Automatically adjusts to data distribution when auto-mode is enabled
- **Percentage Breakdown**: See how often each angle range occurs

## Settings

### Main Settings
- **EMA Length**: Period for the Exponential Moving Average (default: 50)
- **Slope Lookback Bars**: Number of bars to calculate slope over (default: 5)

### Angle Settings
- **Use Auto Thresholds**: Enable automatic threshold calculation (recommended!)
- **Analysis Period**: Number of bars to analyze for distribution (default: 500)
- **Manual Thresholds**: Flat, Rising, and Falling triggers (used when auto-mode is off)
- **Max Angle for Color Saturation**: Maximum angle for color intensity scaling

### Display Options
- **Colors**: Customize uptrend, downtrend, and flat colors
- **Show Signals**: Enable/disable trend-shift arrows
- **Show Statistics**: Display angle distribution table
- **Show Dashboard**: Toggle KPI dashboard visibility
- **Dashboard Size**: Adjust dashboard size (Tiny, Small, Normal, Large, Huge)

## How It Works

### Angle Calculation
The indicator calculates the angle between the current EMA value and the EMA value N bars ago:
```
Angle = arctan((EMA_now - EMA_then) / lookback) × 180° / π
```

### Auto-Threshold Calculation
When enabled, the indicator:
1. Analyzes historical angle data over the specified period
2. Calculates mean and standard deviation
3. Determines thresholds based on the 50% interquartile range (IQR):
- **Flat Threshold**: ±0.674σ (middle 50% of data)
- **Rising Trigger**: 75th percentile (mean + 0.674σ)
- **Falling Trigger**: 25th percentile (mean - 0.674σ)

### Regime Classification
- **FLAT**: Angle within ±Flat Threshold
- **RISING**: Angle ≥ Rising Trigger
- **FALLING**: Angle ≤ Falling Trigger

## Use Cases

### Trend Following
- Identify strong trends (high angle values)
- Spot trend reversals (regime changes)
- Filter trades based on trend strength

### Range Trading
- Detect flat/consolidation periods
- Avoid trading during choppy markets
- Enter when regime shifts from FLAT to RISING/FALLING

### Multi-Timeframe Analysis
- Apply to different timeframes for confirmation
- Use higher timeframe for trend direction
- Use lower timeframe for entry timing

## Tips for Best Results

1. **Enable Auto-Thresholds**: Let the indicator adapt to your instrument
2. **Adjust Analysis Period**: Use more bars for stable markets, fewer for volatile ones
3. **Combine with Price Action**: Use regime changes as confirmation, not standalone signals
4. **Multi-Timeframe**: Check higher timeframes for trend context
5. **Backtest First**: Test settings on historical data before live trading

## Technical Details

- **Non-Repainting**: All calculations use `barstate.isconfirmed`
- **Pine Script v6**: Latest version for optimal performance
- **Efficient**: Minimal computational overhead
- **Customizable**: Extensive settings for fine-tuning

## Version History

**v2.1** (Current)
- Added adjustable dashboard size (Tiny, Small, Normal, Large, Huge)
- Enhanced user customization options

**v2.0**
- Added automatic threshold calculation based on Gaussian distribution
- Dynamic bucket adjustment for statistics
- Enhanced dashboard with auto-threshold display
- Improved regime detection using IQR method

**v1.0**
- Initial release with manual thresholds
- Basic EMA coloring
- Trend-shift signals
- KPI dashboard

## Support

For questions, suggestions, or bug reports, please leave a comment or contact the author.

---

**Disclaimer**: This indicator is for educational purposes only. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose.

**Keywords**: EMA, slope, angle, trend, automatic thresholds, Gaussian distribution, regime detection, non-repainting, adaptive