Trend Trigger | EMA Trend Filter + MTF Stochastic Entry with ATROverview
This strategy combines two proven, independent mechanisms rather than inventing a new indicator: a slow-moving EMA trend filter decides which direction is permitted, and a higher-timeframe-confirmed stochastic oscillator decides when to actually enter. Trend and timing are handled by separate logic layers so each does one job well, instead of stacking multiple overlapping conditions that rarely align.
How it works
Trend permission (EMA 38/62): Trades are only allowed in the direction the EMA fast/slow relationship currently supports — longs when fast > slow, shorts when fast < slow. This keeps the strategy from fighting the prevailing trend. This filter can be disabled for a pure counter-trend/mean-reversion test.
Entry timing (MTF Stochastic): The current-timeframe %K/%D stochastic must cross through the midline (50) with rising/falling momentum, and the same stochastic recalculated on the next higher timeframe (auto-stepped: 1m→5m, 1h→4h, 1D→1W, etc.) must agree in direction. This is the same core logic as classic MTF stochastic systems — entries are timed at momentum inflection points that are confirmed on a broader structural timeframe, not just the noisy current one.
Staged, ATR-based risk management: Every position opens with an ATR-scaled hard stop. Once the trade reaches a configurable R-multiple (default 1.0R), the stop moves to breakeven — locking in "no loss" without capping upside. Past a second, larger R-multiple (default 1.5R), the stop begins trailing using ATR (not fixed ticks), so the trailing distance scales with the instrument's actual volatility instead of an arbitrary number.
Secondary exits: A stochastic-fade exit (mirroring the entry logic in reverse) and an optional trend-flip exit close the trade early if the higher-timeframe signal reverses or the EMA trend turns against the position. A time-stop closes any trade that's gone nowhere after N bars.
Distinctive features
Trend and timing are decoupled — you can test pure momentum-timing (trend filter off) versus trend-confirmed pullback entries (trend filter on) with one toggle.
No fixed-tick trailing stop — every risk parameter (initial stop, breakeven trigger, trailing distance) is ATR-scaled, so the same settings behave sensibly across instruments with very different volatility (e.g., a $30 stock vs. a $60,000 crypto asset) without manual re-tuning.
Risk-based position sizing ties trade size directly to the ATR stop distance and a fixed % of equity risked per trade, rather than a flat share/contract count.
A compact confirmation meter (colored bar table) shows trend + stochastic alignment strength at a glance — no cluttered multi-line oscillator overlays on the chart.
Tips for use
Test with the trend filter both on and off separately — they represent genuinely different strategies (trend-following pullback entries vs. pure momentum reversal) and will perform differently depending on the instrument's regime.
Start testing on liquid instruments and a base timeframe of 1H or higher — the automatic higher-timeframe step needs enough bars underneath it to be meaningful; very low timeframes (1–5 min) compress the "higher timeframe" confirmation into something almost as noisy as the entry timeframe itself.
Check Average Win vs. Average Loss in the Strategy Tester, not just win rate — this strategy is built to keep those two numbers close together (via the breakeven/trailing stages), and that ratio is a better health check than win rate alone.
The breakEvenR and trailStartR inputs interact — a very tight breakeven trigger combined with a very close trail can choke off winners before they develop; a very loose one leaves more of the position exposed to giveback. Both are worth walking through several combinations on your specific instrument and timeframe rather than assuming one setting is universally correct.
This is a rules-based tool, not a guarantee — past backtest results don't ensure future performance, and all trading involves risk of loss.
전략
NRTR Adaptive Trailing Reverse [MarkitTick]💡 An adaptive trailing-stop and reversal system built around the Nick Rypock Trailing Reverse (NRTR) algorithm, extended with a configurable smoothing engine, ADX confluence filtering, automatic risk-based trade level projection, and a live position-sizing dashboard. Rather than applying NRTR to raw closing price, this tool lets the trailing calculation run on top of one of eight selectable smoothing methods, giving traders control over how reactive or how filtered the underlying trend estimate is before the trailing stop is derived from it.
✨ Originality and Utility
The classic NRTR trailing stop is normally computed directly from price. This script decouples the "source" the trailing calculation reacts to from raw price by routing it through a selectable adaptive filter stage first — SMA, EMA, RMA, Double WMA, Triple VWMA, HMA, a custom LLAMA slope-projection filter, or a Kalman filter. This means the trailing envelope itself can be smoothed, decoupled from tick-level noise, or shaped to lag less than a conventional moving average, without changing the core NRTR ratchet-and-flip mechanic.
Beyond the trailing engine, the script closes the loop between "signal" and "trade management," which most trailing-stop tools leave to the user. Once a trend flip is confirmed, it automatically derives a stop-loss from the NRTR level itself and projects three risk-multiple take-profit targets, tracks whether each has been hit, calculates a suggested position size from a risk percentage or fixed-dollar risk model, and optionally suppresses new signals for a cooldown period after a stop-out. An ADX confluence filter can additionally require a minimum trend strength reading before a flip is treated as valid. The combination is justified because each component consumes the output of the one before it: the adaptive filter conditions the source, the NRTR logic converts that source into a trailing stop and flip signal, the ADX filter validates the flip's context, and the risk/sizing engine turns the validated flip into an actionable, fully quantified trade plan — a single coherent pipeline rather than an arbitrary bundling of unrelated indicators.
🔬 Methodology and Concepts
• The Adaptive Source Filter
Before any trailing-stop math happens, closing price is optionally passed through one of these transformations, selected from the "Adapt Filter" input:
SMA / EMA / RMA — standard moving averages, included as familiar baselines.
Double WMA — a Weighted Moving Average applied twice in succession (a WMA of a WMA), which produces a lower-lag response than a single WMA of the same length.
Triple VWMA — a Volume Weighted Moving Average cascaded three times, folding volume-weighting into a lower-lag smoothing chain.
HMA — the Hull Moving Average, using weighted-moving-average differencing to reduce lag relative to standard smoothing.
LLAMA — a proprietary two-part filter that combines a simple moving average of the source with a linear slope term measured over the same lookback (the rate of change between the current source value and the value from `length` bars ago, divided by `length`). The slope is scaled by half the filter length and added to the SMA, producing a trend-projected estimate that leans ahead of a plain average in the direction of the recent slope.
Kalman Filter — a lightweight recursive estimator that updates a running estimate of the "true" price using a prediction/correction cycle. It maintains an internal error estimate and a gain term derived from the ratio of process noise (set by the inverse of the filter length) to measurement noise, blending each new price observation into the estimate proportionally to that gain.
None — the trailing logic operates directly on closing price.
When "None" is selected, the tool behaves as a standard price-based NRTR. Any other selection substitutes that smoothed series as the "source" for every downstream calculation.
• NRTR Trailing Calculation
The script offers two modes for sizing the trailing offset, chosen via "NRTR Mode":
Percent — the offset is a fixed percentage of the (lagged) adaptive source value.
ATR — the offset is a multiple of the Average True Range over a configurable lookback, scaling the trailing distance to current volatility rather than a fixed percentage.
In an uptrend, the script tracks the highest adaptive-source value reached since the last flip (the "extreme") and subtracts the offset from it to produce a trailing level that can only rise or stay flat — never fall — while the trend persists. In a downtrend, the mirror logic tracks the lowest extreme and adds the offset, producing a level that can only fall or stay flat. A trend flip occurs the moment the prior bar's adaptive source closes beyond the trailing level: closing below it in an uptrend flips the state to a downtrend (and vice versa), at which point the extreme and trailing level reset and begin tracking in the new direction. Because the ratchet only ever tightens toward price, this produces the classic NRTR "stair-step" trailing behavior rather than a smooth curve.
• Confirmation and Non-Repainting Behavior
The trend-state comparison that triggers a flip always references the previous bar's confirmed adaptive-source value, and every alert condition is additionally gated behind `barstate.isconfirmed`. This means a signal only fires once its triggering bar has fully closed — the trailing level and trend state do not repaint once a bar is confirmed, and alerts cannot fire prematurely intrabar.
• ADX Confluence Filter
When enabled, a flip is only accepted as a valid trading signal if the prior bar's ADX reading (calculated over the same configurable length for both DI and ADX smoothing) is at or above the threshold input. This is intended to suppress flips that occur while the market lacks directional strength, where trailing-stop whipsaws are most common.
• Cooldown Guard
When enabled, a stop-loss hit on one side of the market starts a bar-count cooldown during which a new signal in that same direction is suppressed, intended to reduce immediate re-entry into a level that has just failed.
• Trade Level Projection and Position Sizing
On a valid signal, the entry is taken at the current close, the stop-loss is set to the NRTR trailing level at that moment, and the initial risk distance (entry-to-stop) is multiplied by three independently configurable multiples to project TP1, TP2, and TP3. Each target and the stop are tracked bar-by-bar for whether price has traded through them, updating their on-chart labels accordingly. A suggested position size is calculated from either a percentage of a user-defined account size or a fixed dollar risk amount, divided by the entry-to-stop distance in price, giving a size that risks a consistent dollar or percentage amount regardless of current volatility.
🎨 Visual Guide
NRTR Line — a grey step-line plotting the current trailing-stop level.
Heatmap Candles — the chart's candles are recolored using the Bull/Bear color inputs (teal/red by default) to reflect the current trend state directly on price, rather than requiring a separate indicator pane.
Cooldown Background — a shaded background tint appears while a directional cooldown is active after a stop-out, using the Cooldown BG color.
Trade Level Lines and Labels (on signal) — a solid red Stop Loss line, a dashed blue Entry line, and three dashed green Take Profit lines (TP1 lightest, TP3 most opaque) extend from the signal bar. Each carries a right-aligned label showing its exact price; once a target or stop is touched, its label updates in place to show the hit and the resulting percentage gain or loss from entry.
Risk/Reward Shading — a light red fill shades the zone between Entry and Stop Loss (the risk side), and a light green fill shades the zone between Entry and TP3 (the full reward side), giving an immediate visual sense of the trade's risk-to-reward geometry.
Dashboard Table — a corner-anchored panel (position configurable) summarizing, in real time: current trend direction, Lock status, the live NRTR level, active entry/stop/TP1 prices, the current ADX reading (colored by pass/fail against the threshold), the active adaptive filter, cooldown status and remaining bars, the calculated risk amount, the suggested position size, and a filled bar-graph showing how close price currently sits to the trailing stop as a percentage of the total offset distance.
📖 How to Use
A flip from red to teal candles (and the NRTR line stepping below price) signals a potential long entry; the mirror flip signals a potential short.
Use the auto-drawn Entry, Stop Loss, and Take Profit lines as a starting risk/reward framework — the SL is anchored to the trailing level at the moment of the flip, not an arbitrary distance.
Enable the ADX Filter if you want flips confirmed only during periods of measurable trend strength, which reduces (but does not eliminate) signals generated in choppy, low-ADX conditions.
Enable Cooldown Guard if you want to avoid immediate re-entry into a direction that was just stopped out — useful in ranging conditions prone to repeated whipsaws.
Enable Lock Signal to freeze the currently displayed trade levels in place (rather than having them update to the latest signal), useful for reviewing a specific historical setup without it being overwritten by newer signals.
Watch the "Dist Trail" bar in the dashboard as a quick visual read of how far price currently sits from the trailing stop relative to the configured offset — a nearly full bar means price is close to triggering a flip.
The built-in alert payloads are formatted as JSON and include action, ticker, timeframe, direction, entry, stop, and target fields, making them usable directly as webhook bodies for external automation without additional parsing.
⚙️ Inputs and Settings
NRTR Mode — switches the trailing offset calculation between a fixed Percent of price and a volatility-adaptive ATR multiple.
NRTR % / ATR Len / ATR Mult — control the magnitude of the trailing offset in each respective mode; larger values produce a looser trail with fewer, later flips, smaller values produce a tighter trail with more frequent flips.
Use ADX Filter / ADX Len / ADX Thresh — toggle and configure the trend-strength confluence filter described above.
Adapt Filter / Adapt Len — select the smoothing method applied to price before the NRTR calculation, and its lookback length.
Cooldown Guard / Cooldown Bars — toggle and configure the post-stop-out re-entry suppression window.
Lock Signal — freezes the currently plotted trade levels rather than letting them advance to the newest signal.
Position Sizing / Sizing Mode / Risk % Trade / Fixed Risk $ / Account $ — configure whether suggested size is derived from a percentage of account equity or a fixed dollar risk figure, and the inputs feeding that calculation.
TP1/TP2/TP3 Mult — the risk multiples applied to the entry-to-stop distance to project each take-profit level.
Heatmap Candles / NRTR Line / Trade Levels — independently toggle each visual layer on or off.
Dash Pos / Show Dash — position and visibility of the dashboard table.
Alert Action fields (Long/Short/Close Long/Close Short) — customize the "action" string embedded in each webhook JSON payload, useful for matching the field names expected by a specific external automation system.
Color inputs — independently customize every plotted and dashboard color.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
The NRTR mechanic itself belongs to a family of stop-and-reverse trailing systems related conceptually to Wilder's Parabolic SAR and to chandelier-style trailing stops: all three share the property that the trailing level is a one-directional ratchet — it can only move in the direction that tightens toward price — which is what mechanically prevents the trailing stop from ever "giving back" more than the configured offset once a trend is underway. Where NRTR differs is in decoupling the ratchet from a fixed acceleration curve (as in Parabolic SAR) and instead deriving it directly from a percentage or volatility-scaled offset off a tracked local extreme, which is closer in spirit to a Donchian- or Chandelier-style trailing construction.
The ATR-based offset mode draws on Welles Wilder's concept of using recent true-range volatility, rather than a fixed percentage, to size a trailing distance — the rationale being that a constant percentage offset is too tight in high-volatility regimes (generating premature stop-outs) and too loose in low-volatility regimes (giving back excess profit), while an ATR-scaled offset expands and contracts with the instrument's own recent behavior.
The Double WMA and Triple VWMA filters are cascaded-smoothing constructions in the same family as Hull's differencing approach: repeatedly passing a series through a weighted average and recombining the outputs is a general technique for pushing a smoothing filter's group delay down without simply shortening its lookback (which would otherwise increase noise sensitivity). The Kalman filter option applies a simplified, single-state version of the classic recursive Bayesian estimator from control theory, where each new observation is blended into a running estimate according to a gain term balancing assumed process noise against assumed measurement noise — conceptually the same estimation framework used in tracking and signal-processing applications outside of finance. The custom LLAMA filter combines a central-tendency estimate (a simple moving average) with a first-order trend term (a discrete slope measured over the same window), an approach related in principle to linear trend-projection and regression-based smoothing techniques that attempt to reduce lag by explicitly modeling the direction a series is moving rather than only its recent average level.
The ADX component derives from Wilder's Directional Movement System, in which ADX quantifies the strength (not direction) of a trend by smoothing the divergence between positive and negative directional movement — using it as a confluence filter reflects the broader technical-analysis principle that trend-following and trailing-stop methods perform better in the specific market regime (trending, directional) they are designed for, and using a strength filter is one common approach to distinguishing that regime from a ranging one.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. 지표
Darvas Box Ladder [ITA]🟠 OVERVIEW
Darvas Box Ladder plots the rectangle Nicolas Darvas traded, and then keeps plotting the ones that follow it. Darvas did not buy a box and sell it - he rode a ladder of them, staying in as each breakout built a new box higher and lifting his stop to the floor of the newest one. He got out when a box finally broke down.
The script builds each box the way Darvas built it, as a sequence of confirmations rather than a rectangle fitted after the fact, and keeps the completed rungs on the chart so the whole run stays visible.
🟠 CONCEPTS
A Darvas box has an order to it. The ceiling comes first: price makes a new high, and that high has to survive a set number of bars unbeaten before it counts. Only then does the floor form, from the lowest low printed since the ceiling, and it has to survive the same test.
That order matters. A rectangle drawn around any quiet stretch of price is just a consolidation range. A Darvas box is a leader pausing after a run to new highs, and the ceiling-then-floor sequence is what separates the two.
Because both levels come from confirmed structure, they are fixed once drawn and do not move afterwards.
🟠 FEATURES
🔹 The full ladder, not one box - completed rungs stay on the chart so you can see the whole advance rather than the current pause in isolation
🔹 Stop line under the active box - a dashed line at the floor, which is where Darvas kept his
🔹 Measured-move target - one box height projected above the ceiling
🔹 Volume-confirmed breakouts - a close above the ceiling only counts when volume beats its 20-bar average by your chosen multiple
🔹 Box under construction - a dashed ceiling shows while the box is still forming, so you can see one coming before it completes
🔹 New-high filter - boxes may only start from a high that is the highest of the lookback window, keeping the script on leaders instead of drawing rectangles inside downtrends
🔹 Height limits - boxes outside your minimum and maximum are discarded
🔹 Alerts on both the breakout and the box breaking down
🟠 HOW TO USE
Add it to a daily chart of a stock that has been making new highs - that is the setup Darvas was looking for, and the new-high filter will keep the script quiet on anything else.
Watch for the dashed ceiling. That is a box forming. When the floor confirms, the box turns solid and the stop line appears underneath it.
A green box with a triangle below the bar is a confirmed breakout on volume, and the next box begins from there. Each new rung is a chance to lift the stop to the newer, higher floor.
A red box marks the end of the run - price closed below the floor.
Confirmation Bars is the main setting. Darvas used 3. Higher values give fewer, cleaner boxes; lower values react faster and produce more of them.
🟠 CONCLUSION
The box is the easy part. The ladder is what Darvas actually traded, and it is what tells you whether a breakout is the start of a run or the end of one. 지표
Trend Trail, Trailing Stop & Buy Sell Signals [LunqFX]An ATR trailing stop — the trend-following construction most traders know as SuperTrend — breaks in the same place every time. Price stops trending, the trailing stop gets clipped from both sides, and it prints a buy, a sell, a buy and a sell inside twenty bars. Every one of those is a false trend reversal, and the logic is not wrong: it is being asked a question the market is not answering.
This is an open-source modification of the classic ATR based SuperTrend, and it asks that question first. Before it will give you a buy or sell signal it measures whether there is a trend to trail at all. When there is not, the whole chart goes dark — the trailing stop disappears, the fill drops, the candles fall to grey, and no long entry or short entry prints.
And it does not ask you to take that on trust. A plain fixed-distance ATR trailing stop runs alongside it on the same data, and the panel shows both counts side by side with the difference worked out for you.
Included: an average true range trailing stop with adaptive distance, a self-calibrating trend regime filter, buy and sell signals with the stop level printed on every label, a dormant state that switches the chart off in ranges, a live dashboard, and alerts on every trend reversal.
❶ THE REGIME FILTER — what this adds to a SuperTrend
Trend strength is measured with the Kaufman Efficiency Ratio: the ground price actually covered, divided by the distance it travelled getting there. A clean leg scores near 1. The same distance walked back and forth scores near 0.
That raw ratio is useless as a threshold on its own, and this is where most attempts at this fail. Gold on a 30-minute chart runs an efficiency around 0.01 while the euro daily runs 0.40 — any fixed cutoff leaves the fast charts permanently asleep and the slow ones permanently awake. So the reading is scored as a PERCENTILE of the symbol's own recent history. The trail arms when efficiency reaches the top third of what this instrument normally manages, whatever that happens to be. One setting, no per-symbol tuning.
Two guards keep the state from flickering, because they catch different things. Hysteresis handles wobble around the threshold: once armed, the regime stays armed until efficiency drops clearly below the line. A minimum dwell time handles the other case — a clean spike that clears the threshold by a mile and drops straight back. Without both, a filter opens hundreds of regimes and ends up emitting more marks than the raw trail it was meant to quieten.
❷ DORMANCY — the trail does not exist in a range
This is stronger than dimming a colour. When no regime is live the trail is torn down completely, and it is rebuilt from the current price when one opens, taking its side from the move that woke it.
The reason is not cosmetic. A trail left running through a range turns over inside it, unseen, and the market then re-opens onto a direction that was decided while nobody was watching — a position with no entry behind it. Destroying and rebuilding means every segment on the chart begins with a real event, and every event gets a label.
What you see is a chart that is either lit or switched off. Grey candles, no line, no signal: there is nothing here to do, and you can read that from across the room.
❸ THE ATR TRAILING STOP AND ITS ADAPTIVE DISTANCE
The average true range sets the band width, and the trailing stop ratchets in the direction of the trend and never loosens — the same dynamic support and resistance line a SuperTrend gives you, flipping to a trend reversal when price closes through it. The stop level is printed on every buy and sell label, so the one number you need at the moment of a long entry or short entry is already on the chart.
The distance is not fixed. One multiple has to be either too tight for choppy conditions or too loose for a clean run — it cannot be right for both, so the distance widens as efficiency falls and tightens as it rises. Turn it off in the settings for a constant multiple.
❹ THE RECEIPT — a filter you can audit
A second trailing stop is computed on the same bars: fixed distance, no regime filter, nothing else — what an ordinary trailing stop would have done here. Its flip count sits in the panel next to this one's signal count, with the reduction calculated:
Signals here · plain trail 164 · 236 Noise removed −31%
Both numbers count the same thing — entries against entries. A state is not counted as a trade on either side. And when the result goes the wrong way the panel says "Noise ADDED" in red rather than quietly dropping the sign, because a panel that flatters its own script is worse than no panel.
Read it as what it is: a measure of how much less often this fires, not a claim about money. Fewer signals is not automatically better signals, and this number does not pretend otherwise.
❺ THE DASHBOARD
Direction and stop price in the header, trend strength as a 0–100 reading with a bar and the arming threshold beneath it, current stop distance in price and in ATR, and the two comparison rows. In the dormant state the header says so plainly and the stop row reads "no stop — dormant" rather than printing a number that does not exist.
HOW TO USE IT
1 — Trade the lit stretches, ignore the grey ones. That is the whole discipline the tool is built around, and it is the part most trend systems leave to you.
2 — Use the trail as the stop, not just as a signal line. The level on the label is where the stop goes; the panel keeps showing the distance in ATR as the trade runs, so you can see when the trail has tightened to the point of being one bar away.
3 — Set the arming threshold to your patience. At 65 you get the top third of this symbol's clean moves. Raise it to 75 and you will trade far less on far cleaner legs. This is the one setting worth changing.
4 — Read the comparison rows on your own instrument. If the reduction on your symbol and timeframe is small, the filter is not finding much to remove there — which is itself information about the instrument, not a reason to distrust the reading.
HOW IT WORKS
The average true range sets the band width; the mid price plus and minus that width form the raw bands, exactly as in a classic ATR trailing stop. Each band ratchets in the trend's favour and never against it, and price closing through the opposite band flips the direction — the trend reversal. Efficiency is the net move over the lookback divided by the summed absolute bar-to-bar movement, ranked as a percentile against its own history. The regime arms above the threshold with hysteresis and a minimum dwell, and outside a regime the trail is not computed at all.
Works on any symbol and any timeframe. The regime filter needs the self-calibration window to fill before it can arm, so the first stretch of a fresh chart stays dormant by design.
SETTINGS
▸ Trail — ATR length, base distance, adaptive distance and its strength. ▸ Regime Filter — on or off, efficiency lookback, self-calibration window, arming percentile, hysteresis, minimum bars per regime. ▸ Signals — buy and sell signals, labels or arrows, stop level on the label. ▸ Visuals — glow, fill, candle dimming, dashboard position.
ALERTS — buy, sell, any signal, regime opened and regime closed. All fire on closed bars.
NON-REPAINTING — the trail is built from closed-bar values and every signal fires on bar close. A printed signal never moves and never disappears.
WHY THESE PARTS ARE ONE SCRIPT
The trail alone is an ordinary trailing stop and will chop you up in a range. The regime filter alone has nothing to gate. The comparison exists only because a filter nobody can check is just a claim, and it needs both of the others to have something to measure. Take any one away and the other two stop making a point.
This indicator is an educational market-analysis tool, not financial advice. It does not predict price. The comparison figures describe how often each version of the trail changed direction on the loaded chart; they say nothing about profit or loss. Always confirm with your own analysis and manage your risk. 지표
Momentum Bands | BreakoutThis strategy hunts for N-bar breakouts confirmed by volume expansion — but instead of trading every breakout blindly (like a standard Opening Range or Donchian breakout), it runs price through a trend filter and an RSI momentum check first. Breakouts that align with the EMA trend and show accelerating RSI get traded as genuine continuation moves. Breakouts that fire against the prevailing trend, with RSI already rolling over, get treated as exhaustion — and faded instead of chased. Built-in ATR-based position sizing and a trailing stop round it out into a complete, risk-managed system rather than just a signal generator.
Key Features
Trend-gated entries — EMA fast/slow cross defines regime; longs only trade with the trend, fades only trade against it
Volume-confirmed breakouts — requires expansion above the rolling volume average, not just a price poke
RSI momentum-exhaustion filter — distinguishes accelerating momentum (real breakout) from divergence (fakeout)
ATR-based risk sizing — position size auto-scales to a fixed % of equity risked, using ATR-derived stop distance
ATR trailing stop — lets winners run instead of capping them at a fixed target
Glowing ATR bands — layered, fading visual bands around trend basis for at-a-glance regime read
Breakout candle highlighting — candles color-shift on signal and while a position is open
Live + archived trailing-stop path — see the stop while a trade is open, and its full trail once closed
How It Works
Price breaks above the highest high of the last N bars with volume above its rolling average — that's the breakout trigger.
EMA fast vs. slow defines trend direction.
RSI and its rate of change are checked at the breakout bar: still climbing and near its own recent peak = momentum confirms. Already fading or below its recent peak = momentum diverges.
Confirmed + with-trend → long. Diverging + against-trend → short (fade).
Every entry is sized off account risk %, not a fixed share count, and exits on an ATR stop plus ATR trailing stop.
Tips
Backtest across multiple symbols and volatility regimes before trusting the defaults — breakout/fade systems behave very differently in trending vs. choppy markets
Widen nLen (breakout lookback) on lower timeframes to reduce noise-driven false breakouts
If fades are underperforming, try disabling allowShorts and running long-only to isolate performance
Tighten rsiConfirmLvl for higher-conviction (fewer, cleaner) long signals
Use the glowing bands as a quick visual regime check even when not actively watching signals
전략
Uptrick: Adaptive Trend TrailIntroduction
Uptrick: Adaptive Trend Trail is a trend-following overlay indicator that holds one of three states, bullish, bearish or neutral, where neutral applies only before the first confirmed flip on the chart. That state is visualized through a layered ATR trail or volatility bands, colored candles, and reversal labels. Rather than deriving direction from a single crossover, the indicator builds a composite regime score from nine weighted measurements, requires agreement from three internally calculated adaptive Supertrends, and then applies confirmation, cooldown and hysteresis rules whose strictness changes with measured market conditions. It also includes a valuation meter and a set of internal simulation statistics displayed in the Data Window.
The design intent is to require more evidence before accepting a state change when measured directional efficiency is low, rather than to detect every turn as early as possible.
Originality
A trend state can be derived from a single measurement: a moving average cross, one Supertrend, or one oscillator threshold. Each responds to a different aspect of price and each has conditions where it carries less information. A long moving average responds slowly. A single volatility-stop line can change direction repeatedly when price oscillates within its band width. An oscillator carries no information about price structure or volatility state. This script combines measurements that are informative under different conditions, so that no single one can force a state change on its own, and it makes the strictness of the decision depend on measured market conditions rather than holding it fixed.
Why these specific components were chosen :
Directional efficiency (net movement over total path traveled over 10 bars) is used because it distinguishes directional movement from back-and-forth movement covering the same ground. Its inverse, chop, is the central control variable of the script. Chop is not only an input to the score; it directly changes how many Supertrends must agree, how many bars a signal must persist, how wide the hysteresis gate is, and how long the cooldown lasts. This is the mechanism that lets one configuration behave differently in high-efficiency and low-efficiency conditions without the user changing settings.
Three Supertrends at different ATR lengths (fast 9, medium 14, slow 21) are used instead of one because a single Supertrend returns a binary direction with no measure of agreement. Three produce a vote count, which serves both as a gate (how many must agree) and as a continuous input to the composite score (vote difference divided by three). Their ATR multipliers are not fixed: chop and volatility expansion are added on top of the user's base factor, so all three widen as efficiency falls or volatility expands.
Distance from the EMA baseline and momentum are both normalized by ATR rather than used raw. This expresses them relative to recent volatility and reduces their dependence on the instrument's absolute price scale, so the same threshold values remain meaningful on instruments with very different nominal prices.
Baseline slope and a slower HL2 baseline slope are included because distance alone does not distinguish a market moving away from its mean from one moving back toward it. Two slopes at different speeds mean a short-term push against a flat longer-term structure contributes less to the score than an aligned move.
RSI is included with a small weight (0.08) as a momentum cross-check rather than as a signal generator. At that weight it cannot on its own carry the score past the gate.
Candle pressure (body direction and close location within the bar) and structure breaks (close beyond the prior N-bar high or low) are included with small weights (0.05 each) because they respond on the current bar, adding a small amount of immediacy to a score otherwise built from lagging averages.
How they work together : the nine fields are blended into one regime value smoothed by a 3-period EMA. That value must exceed a dynamic gate whose size grows with selectivity, chop and volatility deviation. Price must also be displaced from the baseline. Momentum must have the correct sign. The Supertrend vote must be confirmed and persistent. Only then does a candidate exist, and the candidate must persist for one to three consecutive bars depending on chop, with a cooldown of six to ten bars since the last flip. A separate strong-move path can bypass the candidate persistence requirement and the cooldown when all three Supertrends agree unanimously, the score exceeds the gate by an additional margin, momentum is strong and efficiency is above 0.42. It does not bypass the underlying Supertrend persistence requirement. Finally, a takeover rule requires the fast Supertrend plus at least one slower one to agree with the new direction, so a flip cannot occur against the shorter-term Supertrend structure.
The valuation meter and the internal simulation exist to provide context on the same chart rather than requiring separate indicators: one shows where smoothed RSI currently sits on a segmented scale, the other reports how the script's own state changes would have resolved under a simple trailing-stop assumption.
Features
Single trend state driving all visuals, bullish or bearish once the first flip occurs, neutral before that point
Composite regime score built from nine weighted fields, blended and smoothed with a 3-period EMA
Weighting: baseline distance 0.22, Supertrend consensus 0.20, momentum 0.19, baseline slope 0.14, slow baseline slope 0.10, directional efficiency 0.09, RSI 0.08, candle pressure 0.05, structure break 0.05
Directional efficiency engine measuring net movement against total path over 10 bars, producing a chop value used throughout the script
Volatility regime measurement comparing current ATR to its 50-period EMA, producing expansion and deviation values
Three internally calculated Supertrends (fast, medium, slow) used for logic only and not plotted on the chart
Adaptive Supertrend factors, where chop and volatility expansion are added on top of each user-set base multiplier, with the slow Supertrend receiving the largest adjustment
Vote-based Supertrend consensus requiring two of three in normal conditions and three of three when chop exceeds 0.70
Supertrend persistence requirement of one confirmed bar normally and two when chop exceeds 0.72
Dynamic hysteresis gate that widens with the selectivity input, with chop, and with volatility deviation
Price displacement filter requiring close to be above or below the baseline by an ATR-scaled amount
Momentum sign filter requiring directional momentum beyond a small deadband
Adaptive confirmation requiring one, two or three consecutive candidate bars depending on measured chop
Strong-move path that can bypass the candidate confirmation requirement and the cooldown when all three Supertrends agree, the score clears the gate by an additional 0.26, momentum exceeds 0.16 and efficiency exceeds 0.42, while still requiring Supertrend persistence
Takeover rule requiring the fast Supertrend plus one slower Supertrend to align with the new direction before any flip
Adaptive cooldown of six to ten bars between state changes, scaled by chop
All state changes evaluated on confirmed bars only, so the state does not flip on an unclosed bar
Trail overlay mode with three layers constructed at 0.55, 1.15 and 1.60 ATR multiples from the smoothed baseline, placed below it in bullish states and above it in bearish states, scaled by the width input
Bands overlay mode with three levels on each side of the baseline at 1.30, 2.00 and 2.90 ATR multiples, scaled by the width input, using an additional smoothing stage applied to the already-smoothed baseline and ATR
Overlay None mode that hides the Trail and Bands while leaving the other independently controlled outputs available
Smoothness control applied to the baseline and ATR used for the overlay geometry
Trend candles that recolor the price bars to the active state
Reversal labels printed on the bar where the state changes, placed relative to the outer trail layer
Valuation meter drawn as a table with a segmented scale and a pointer showing where 3-period smoothed RSI(14) currently sits
Four meter sizes: Off, Compact (11 segments), Normal (17 segments) and Large (25 segments)
Six meter positions covering top and bottom, left, center and right
Internal historical trade simulation driven by the script's own state changes, reported in the Data Window
Simulation outputs: return percent, win rate percent, profit factor, maximum drawdown percent and closed trade count
Simulation uses a fixed 10000 starting equity and full-equity sizing, with a fee equal to 0.1 percent of entry equity deducted at entry and a further amount equal to 0.1 percent of that same entry equity applied at exit
Simulation stop is set from the outer trail on the entry bar, constrained to at least one minimum tick beyond the entry close, and thereafter can only move in the position's favorable direction using the previous bar's outer trail value
Simulation return figure includes unrealized profit or loss on any position still open, so it is not a closed-trade-only figure
Two alert conditions, one for the bullish flip and one for the bearish flip, each carrying the ticker in the message
Inputs
Group 01, Trend Engine
Trend Length, default 34, range 10 to 200. Sets the primary EMA baseline used for the overlay, the distance field and the baseline slope field. It also determines two internally derived lengths: the slower HL2 baseline is calculated at approximately 70 percent of this value with a floor of 10, and the structure-break lookback is approximately 12 percent of this value with a floor of 3.
Momentum Length, default 12, range 3 to 100. Lookback used to measure directional momentum before ATR normalization.
Signal Selectivity, default 0.35, range 0.10 to 1.25. Raises both the hysteresis gate and the required price displacement. Higher values produce fewer state changes.
Group 02, Supertrend Confirmation
Fast Length, default 9, range 2 to 100. ATR length of the fast internal Supertrend.
Fast Factor, default 1.45, range 0.25 to 10.0. Base ATR multiplier of the fast internal Supertrend before adaptive widening.
Medium Length, default 14, range 2 to 150. ATR length of the medium internal Supertrend.
Medium Factor, default 1.95, range 0.25 to 10.0. Base ATR multiplier of the medium internal Supertrend.
Slow Length, default 21, range 2 to 200. ATR length of the slow internal Supertrend, acting as the broader continuation confirmation.
Slow Factor, default 2.55, range 0.25 to 10.0. Base ATR multiplier of the slow internal Supertrend.
Group 03, Overlay
Overlay, default Trail, options Trail, Bands, None. Selects which overlay geometry is drawn, or hides both.
Width, default 1.00, range 0.40 to 2.50. Scales the distance of all trail layers and all band levels from the baseline. Because the internal simulation uses the outer trail layer as its stop, this input also changes the Data Window statistics. It does not affect the trend engine.
Smoothness, default 5, range 1 to 20. Smooths the baseline and ATR used to build the overlay geometry, and is applied a second time to those already-smoothed values when Bands mode is selected. Because the outer trail layer is built from these smoothed values, this input also changes the Data Window statistics. It does not affect the trend engine.
Group 04, Valuation
Meter Size, default Normal, options Off, Compact, Normal, Large. Controls whether the meter is shown and how many segments it uses.
Position, default Top Center, options Top Left, Top Center, Top Right, Bottom Left, Bottom Center, Bottom Right.
How It Works
The baseline is an EMA of close over the Trend Length. ATR(14) is the volatility unit and is floored at one tick to avoid division problems on illiquid data.
Directional efficiency is the absolute 10-bar net price change divided by the sum of the absolute bar-to-bar changes over the same window, clamped between 0 and 1. Chop is one minus that value. Efficiency is signed by the 10-bar direction to form the efficiency field.
Volatility regime compares current ATR to its 50-period EMA. Expansion is the amount above one, clamped to 1.25. Deviation is the absolute distance from one, clamped to 1.50.
The three Supertrend factors are the user's base values plus a chop term and a volatility expansion term. Their directions become bullish or bearish votes. The vote requirement is two of three normally and three of three when chop exceeds 0.70, and the confirmed vote must persist for one confirmed bar, or two when chop exceeds 0.72.
Nine fields are then blended. Distance from baseline and momentum are divided by ATR and clamped. Baseline slope and slow baseline slope are three-bar changes divided by ATR and clamped. RSI(14) is centered on 50 and clamped. The Supertrend field is the vote difference divided by three. Candle pressure combines body direction and close location within the bar. Structure is plus one when close breaks the prior N-bar high and minus one when it breaks the prior N-bar low. The weighted sum is smoothed with a 3-period EMA to produce the regime value.
The gate is 0.22 plus selectivity times 0.12, plus chop times 0.085, plus a volatility deviation term capped at 0.06. A bullish candidate exists when the regime exceeds the gate, close is above the baseline by the required ATR displacement, momentum is positive beyond its deadband, and the bullish Supertrend consensus is persistent. The bearish candidate is the mirror.
A candidate must persist for one bar in high-efficiency conditions, two when chop exceeds 0.40, and three when chop exceeds 0.72. The strong-move path can bypass that candidate persistence requirement and the cooldown, but only when all three Supertrends agree, the regime clears the gate by an additional 0.26, momentum exceeds 0.16 in absolute terms and efficiency is above 0.42. Because the strong-move path is itself built on the candidate condition, it does not bypass the Supertrend persistence requirement. It is intended to provide a faster response when directional evidence is unusually strong under the script's own measurements.
Before any flip is accepted, the takeover rule requires the fast Supertrend and at least one of the medium or slow Supertrends to be aligned with the new direction. A cooldown of six bars plus up to four additional bars scaled by chop must also have elapsed since the last flip, unless the strong-move path is active. All of this is evaluated on confirmed bars only.
When the state flips, the counters reset, the label prints, the candles recolor and the overlay switches sides. Before the first flip on a chart the state is neutral, candles are yellow, and the trail layers sit flat on the baseline.
The valuation meter takes RSI(14), smooths it with a 3-period EMA, and maps it onto the selected number of segments with a pointer. It is a positioning display for smoothed RSI and nothing more; it does not measure fair value and is not part of the trend decision.
The Data Window values come from a simplified internal historical trade simulation implemented inside the indicator. The script is an indicator, not a TradingView strategy, so these are not Strategy Tester results and no Strategy Tester properties apply. The simulation opens a position at the close of each flip bar and closes it on either an opposite flip or a stop. The stop is set on the entry bar from the outer trail, constrained to at least one minimum tick beyond the entry close, and thereafter can only move in the position's favorable direction using the previous bar's outer trail value. Starting equity is 10000, the full equity is used on every position, a fee equal to 0.1 percent of entry equity is deducted at entry, and a further amount equal to 0.1 percent of that same entry equity is applied at exit. Win rate and profit factor are classified on the fee-inclusive result of each position. The return figure is calculated from equity including unrealized profit or loss on any position still open, so it is not a closed-trade-only figure.
These assumptions are deliberately simplified. The purpose is to compare the effect of different settings against one another on the same symbol, not to model a tradable account. Full-equity sizing is used so the figures are not dependent on an arbitrary position size choice, and no sizing shown here is being recommended. No slippage, spread, funding cost or gap-through-stop execution is modelled, so the simulation does not reproduce actual execution conditions and may differ materially from live trading. There is no take profit and positions are never partially closed. These values describe the script's own historical state changes under those assumptions and are not evidence about future behavior.
How to Use
Add the indicator to a clean chart and read the current state from the candle color and the overlay side. In Trail mode the layers are constructed below the smoothed baseline while the state is bullish and above it while the state is bearish. In Bands mode the three levels on each side show how far price has extended from the baseline in ATR terms.
Increase Signal Selectivity if you are getting more state changes than you want, or increase Trend Length for a slower baseline. Increase the Supertrend factors to require larger moves before the internal confirmation layer will agree. Reduce the factors and lengths for faster and noisier behavior on lower timeframes.
Width and Smoothness do not affect the trend engine, so flips and alerts are identical regardless of their values. Both do change the Data Window statistics, because the stop used by the internal simulation is drawn from the outer trail layer.
The two alerts fire on confirmed bars when the state changes. Treat the Data Window values as a rough comparison tool between settings on the loaded symbol and history, subject to the assumptions listed above.
Limitations to be aware of: because confirmation, persistence, takeover and cooldown conditions must all be satisfied before a state change is accepted, a flip can occur after price has already moved some distance from where the previous state ended. During lower-efficiency conditions the script requires additional Supertrend agreement and additional confirmation bars, which increases that distance further. These mechanisms intentionally prioritize confirmation over earliest possible detection, and that trade-off cannot be removed by settings, only shifted. Values on the current unclosed bar can change until that bar closes, since state changes are only committed on confirmed bars. The chart begins in a neutral state until the first flip is accepted. Behavior varies substantially between symbols and timeframes, and the defaults are a starting point rather than an optimized configuration.
Conclusion
Uptrick: Adaptive Trend Trail derives a trend state from nine weighted measurements rather than a single crossing, and makes the strictness of that decision a function of measured directional efficiency and volatility through the chop and volatility terms. The overlay, the trend candles, the valuation meter and the internal simulation are there to make that state and its context readable on one chart. It is a decision-support tool for discretionary trend reading and is intended to be used alongside your own analysis and risk management rather than as a standalone system.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice and does not constitute a recommendation to buy or sell any instrument. All trading involves risk and can result in substantial losses. Leveraged products can involve additional risks that depend on the instrument, broker and account structure. Past behavior of this indicator, including any statistics it displays, does not predict or guarantee future results. Signals, statistics and visuals vary across symbols, timeframes and market conditions. You are solely responsible for your own trading decisions and should test any tool thoroughly and apply your own risk management before using it with real capital. 지표
Adaptive Trend Direction Indicator [ATR Trail + Regime]Adaptive Trend Direction
WHAT IT DOES
Adaptive Trend Direction is a trend-following state indicator. It answers three questions on every bar: which way is the trend pointing, is the market currently orderly enough for a trend signal to be worth taking, and where is the level that would invalidate that view.
The core is an ATR trailing stop that flips between a bullish and a bearish state. On its own a trailing stop flips constantly in choppy conditions, which is the well-known failure mode of every trend follower. This script's purpose is to gate those flips behind a two-factor regime test, so that the flips which occur inside directionless price action are marked as such instead of being presented as trend signals.
HOW IT WORKS
ATR trailing stop. A stop is placed one ATR-multiple away from the close (default ATR 23, multiplier 3.0). While the state is bullish the stop only ratchets upward; while bearish it only ratchets downward. A close beyond the stop flips the state and the stop jumps to the opposite side of price. The state flip is the raw directional signal.
Regime detection — ADX plus Efficiency Ratio. Two independent measures must agree before the market counts as trending. ADX (default period 10) must exceed its threshold (default 21), measuring directional strength. Kaufman's Efficiency Ratio must exceed its threshold (default 0.15), calculated as the absolute net move over N bars divided by the sum of the absolute bar-to-bar moves over the same window — a value near 1 means price travelled in a straight line, a value near 0 means it covered the same ground repeatedly. ADX can rise on volatile chop; the Efficiency Ratio cannot. Requiring both is what filters out that case.
Hysteresis. The regime does not flip the moment the two tests agree. It requires N consecutive confirming bars (default 3) before switching, in either direction. This stops the regime label from oscillating bar to bar around the thresholds, which would otherwise reintroduce the exact noise the filter is meant to remove.
RSI momentum filter. A directional flip is only accepted if RSI confirms it — above the long threshold for longs, below the short threshold for shorts. The defaults (48 long, 43 short) sit close to the midline, so this rejects flips that occur against prevailing momentum rather than demanding an extreme reading.
Signal end conditions. An open directional signal is marked as finished on whichever comes first: an opposing trailing-stop flip, an EMA slope reversal against the signal (optional, off by default), or a maximum bar count (default 140) that retires a signal which has gone nowhere.
Optional mean-reversion mode. When the regime is ranging, the default behaviour is to stand aside — no signals are generated. Setting "Ranging Mode" to 1 instead generates counter-trend signals from RSI extremes (default below 30 / above 70) with ATR-based take-profit and stop levels drawn on the chart. This is opt-in because it is a different premise from the rest of the script and should be evaluated separately.
WHAT YOU SEE ON THE CHART
Trailing stop line, green in the bullish state and red in the bearish state.
Background tint: green while the regime is trending, amber while ranging.
Triangles mark trend signals, circles mark mean-reversion signals, crosses mark where a signal ends.
Bars are tinted while a signal is active, so the held periods are visible at a glance.
A label at the end of each signal shows the percentage move over that leg, with a tooltip giving entry, exit, end reason and bars held. This is a measurement of the price move between two chart events. It is not a return, and it accounts for no costs.
A dashboard reports ATR, stop level, direction, RSI, EMA slope, regime with live ADX/ER values, current signal state, and which components are switched on.
SIZING READ-OUT
The dashboard also reports a volatility-normalised exposure figure: leverage that scales inversely with recent ATR so that a fixed percentage of a reference account is at risk regardless of how volatile the market currently is, clamped between a floor and a ceiling. Setting the vol target to 0 switches to a stop-distance-based calculation instead. This is informational only. It gates no signal, and the reference account size affects only the displayed units — the leverage figure itself is independent of it.
WHY THIS IS AN INDICATOR AND NOT A STRATEGY
The script tracks an internal long/short/flat state so the chart can colour bars and measure each leg, but it submits no orders and produces no Strategy Tester report. That is intentional. Fill assumptions, funding and leverage modelling on a leveraged instrument dominate any backtest of a system like this, and a tester report would imply a precision the model does not have. What is shown here is the signal logic and the price move between signals, which is what can be verified directly on the chart.
SETTINGS AND USAGE NOTES
The defaults were fitted by a parameter search on a single market and timeframe (BTC on a 6-hour chart). They are a starting point for that context, not universal values, and there is no reason to expect them to transfer unchanged to other symbols or timeframes — the ATR multiplier and the regime thresholds in particular are the ones to revisit first. The volatility estimate used by the sizing read-out assumes roughly a 6-hour bar; on other timeframes it should be recalibrated.
Every component has an independent toggle, so the contribution of each can be isolated: turn the regime filter off to see the raw trailing-stop flips, then turn it back on to see which ones it removed. Signals are evaluated on bar close.
Alerts are available for signal start and signal end, in plain text or as a JSON body for programmatic consumers.
LIMITATIONS
This is a trend-following model. It will give back open gains at every reversal, because the exit is a trailing stop rather than a target. It will produce clustered false flips at regime boundaries, since the confirmation delay lags a genuine turn by design. The mean-reversion mode takes positions against the prevailing move and behaves very differently from the trend mode. Signal-leg percentages shown on the chart exclude commission, slippage and funding.
Published open-source. Not financial advice, not a recommendation to trade any instrument, and nothing here is a forecast. Test it yourself before relying on it. 지표
Supertrend Twincore [MachineSuiteAI]Supertrend Twincore
🟦 OVERVIEW
A fast Supertrend flips too often; a slow one flips too late. This script runs both at once and only signals when they agree — and then shows you, with win rates and sample sizes, how that agreement has actually performed on the chart you have loaded.
A signal only appears where the fast core (timing) and the slow core (structure) first align, and only if it passes a gate: clustered whipsaw flips always suppress, and every other filter blocks signals only where measurement shows it helps on this chart. Passed signals are graded A/B/C and draw an Entry / SL / TP1-3 ladder whose outcomes are tracked per grade. Suppressed candidates stay as grey ghost chips with the reason, and a five-row multi-timeframe strip shows the consensus state across timeframes from completed bars.
The idea throughout: the chart never claims more than the data supports, and anything the script believes is checkable in the panel.
🟦 WHAT IS A SUPERTREND?
Supertrend is a public-domain trailing-stop indicator: it offsets price by a multiple of the Average True Range and trails that stop behind the trend. Price above the stop means uptrend, below means downtrend; a close across it flips the state. This script computes its cores with the built-in ta.supertrend() — fast 2.0 × ATR(10) and slow 4.0 × ATR(20) by default.
Its known weakness is structural: in ranging markets the stop is repeatedly crossed and the indicator whipsaws. Filters are the usual answer; this script measures whether each one actually helps on the loaded symbol and timeframe, and the marks and the gate act only on that evidence.
🟦 WHY THIS SCRIPT IS ORIGINAL
The base calculation is a built-in, and the ingredients — win-rate panels, ADX gates, higher-timeframe confirmation, multi-timeframe dashboards, take-profit ladders, signal grades — are established ideas. What's different is the standard everything must meet: beyond one fixed whipsaw rule, nothing gets drawn, nothing blocks a signal, and nothing drives the engine unless the measurements on the loaded chart back it up.
- Graded ladder odds with the cost attached. Grades are fixed and published — A means structural confirmation plus volume, B one of the two, C neither; no opaque score. Every passed signal's ladder is tracked to resolution; the panel shows per grade: TP1-before-SL and SL-first rates, the median furthest level, the median heat (largest adverse move, in ATR units) and the median bars to TP1, each with its own sample size.
- An adaptive engine that has to beat the fixed one first. Both fast cores — fixed and adaptive — are measured as separate signal streams on the loaded chart, and the adaptive core only drives signals while it beats the fixed core by a set margin with enough samples. The A/B row shows the running comparison; on defaults it reports the adaptive layer as inert.
- Gates held to the same standard. The ✓ volume mark and ⚠ counter-trend warning only print where their split beats the base win rate by a configurable margin here. The ADX gate only blocks candidates where high-ADX candidates have beaten low-ADX candidates by that margin on this chart.
- Per-condition win-rate splits. The base candidate win rate, then the same measurement split by signal class, higher-timeframe agreement, volume confirmation, multi-timeframe alignment and volatility regime — six statistics, each with its own sample size, greyed below a minimum sample.
- Two kinds of signals, measured separately. A candidate exists only on the first bar the cores align and is classified as a structural confirmation (the slow core just flipped in) or a pullback rejoin (the fast core returned to a standing slow trend); a double flip on one bar is labeled same-bar. They are different trades, measured separately.
- Suppression you can audit. A gated-out candidate still prints — a hollow grey ghost chip with the specific reason — and still counts in every statistic, so the base rate is never inflated by counting only the survivors.
- Visual discipline. The band claims a direction only while both cores agree; its saturation drains as price nears the structural stop, so the exit warning arrives before the flip; NEUTRAL keeps a directional tint, so the last trend stays readable while standing aside. The price scale is held to the same rule — it carries the structural stop and the ladder's Entry, SL and TP1-3, each in its own colour, and nothing else; the band and the fast core draw on the chart but claim no axis label. Every visual property maps to something measured.
🟦 HOW IT WORKS
- Cores: two standard Supertrends — the fast core times entries, the slow core defines structure and is the ladder's trailing stop. Presets: Scalp 1.5×ATR(7)/3.0×ATR(14), Intraday 2.0×ATR(10)/4.0×ATR(20), Swing 3.0×ATR(14)/5.0×ATR(28), or Custom.
- Gate and state model: flip-cluster suppression (2+ fast flips in 10 bars, on by default), the measured ADX gate (default "Where it helps (measured)"), and an optional strict higher-timeframe gate (off by default). The band turns grey NEUTRAL on low ADX (default ADX(14) < 20) or flip clustering.
- Higher-timeframe filter: a third Supertrend one regime up (auto-mapped ≤15m→4H, ≤1H→1D, ≤4H→3D, ≤1D→1W, else 1M; or manual), read from the last completed HTF bar.
- Statistics: on confirmed bars, every candidate — passed and suppressed — resolves N bars later (default 10); a win means the close moved in its direction. Splits grey below the minimum sample (default 20). Chip marks need their split to beat the base rate by ≥3 points (configurable); the ADX gate needs the high-ADX split to beat the low-ADX split by the same margin; volume confirmation is volume above 1.5× its 20-bar average.
- Ladder: at a passed signal's close, Entry is the close, SL is the slow-core stop (or the fast core, or a fixed k×ATR cap), TP1/2/3 default to 1/2/3 × ATR. It trails, marks TP touches ✓, freezes ✕ on an SL break, dims when resolved or consensus is lost, and feeds the per-grade LADDER ODDS rows. A live ladder tracks the right edge of the chart; once its stop is hit it stops there, so it stays a bounded record of that trade — targets it never reached are not credited later just because price eventually passed them, and the frozen right edge makes clear the trade was already over. The stop's ray spans only the stretch where that level was actually in force, because a trailing stop is a staircase rather than one line: on a long it starts below the entry and can ratchet above it, locking in profit, and the amber slow core shows the whole path. Each level prints its exact price on the price scale, so the figure for an order ticket reads straight off the axis while the chart labels stay short. The colours carry the geometry: entry green, the targets in the trade's own direction and the stop in the opposite hue, so the level that ends a trade never reads like the levels that pay it — and the slow core keeps its amber, so the stop stays distinguishable from the line it trails.
- Adaptive engine: a per-volatility-regime fast core A/B-measured against the fixed one, as described above; default factors are inert.
- MTF strip: five rows of full consensus state (UP / DOWN / SPLIT / NEUTRAL, with bars-in-state), each read from that timeframe's last completed bar. Auto mode starts at the chart's own timeframe and climbs — 4H gives 4H/D/W/M/3M. Lower timeframes are omitted by default: their consensus flips many times during a single trade taken here, so it says little about an outcome measured over days. Manual mode accepts any five, defaulting to the classic 15m/1H/4H/D/W.
🟦 HOW TO USE IT
- Read the panel first: consensus state, cores, regime, HTF agreement, then the measured rows. An ↑ means that condition has earned its margin on this chart; its absence means it hasn't.
- Chips carry their evidence: grade letter, live per-grade TP1 odds at sufficient sample, ✓ where volume has helped, ⚠ where fighting the higher timeframe has hurt. Ghost chips mean the script stood aside — the reason is on the chip.
- NEUTRAL and SPLIT mean stand aside. The coach line says this in plain language, and notes that a retouch of the entry after TP1 does not invalidate a live ladder — only the SL does.
- Reversal-only signal mode reserves the headline presentation for slow-core reversals; Discipline display mode strips the chart to the band alone (note: TP/SL alerts only fire while the ladder is drawn).
- Defaults are tuned on liquid crypto from 15-minute to weekly charts; the multipliers and ADX threshold are worth reviewing on other asset classes.
🟦 SETTINGS
Grouped as in the inputs dialog: consensus core (presets or custom multipliers) · higher-timeframe filter · state model & signal gate (ADX, flip-cluster, optional HTF gate, ghost chips) · trade ladder (SL geometry, TP multiples) · grade engine (certified or dynamic wiring) · adaptive engine · MTF strip · visuals and display modes · volume multiple (default 1.5×) · signal stats engine (horizon, minimum sample, gating margin) · JSON webhook alerts.
🟦 ALERTS
Consensus long / short · confirmed reversal long / short · Grade A long / short · TP1 / TP2 / TP3 touched · SL break · NEUTRAL started / ended · volatility regime changed · adaptive engagement changed. Create the classic alert conditions with "Once Per Bar Close" — they evaluate on live bars, and an intrabar state can revert before it counts. Optional JSON alert() events via a single "Any alert() function call" alert: signal events carry grade, entry and levels; TP/SL events identify the touched level; all carry symbol, timeframe, regime and state. The JSON events are close-gated and fire for every passed candidate, including rejoins the Reversal-only display mode demotes.
🟦 REPAINT & DATA NOTES
- All bookkeeping runs on confirmed bars; chips, ladders and statistics commit at bar close. Inside a forming bar the panel's consensus, cores, agreement, volume and coach line update live and are therefore PROVISIONAL — they can revert before the bar shuts. Price can also sit beyond a ladder's stop for the rest of a bar without resolving it: in the core SL modes the stop breaks when that core flips, which needs a confirmed close. The coach line says so when it happens.
- Higher-timeframe and strip values come from each timeframe's last completed bar — no repaint; intrabar changes up there show after that bar closes. The design assumes the HTF sits above the chart's timeframe — with Manual selection, keep it there.
- Ladder TP touches — and the Fixed mode's hard-stop touches — are detected from confirmed bars' highs/lows, starting the bar after entry; a bar touching several levels credits TPs before the stop. In the core SL modes the stop is not touch-based: it resolves only when its core flips, which needs a confirmed close — so a wick through the stop does not end a ladder, and the touch-credited TP rates are structurally friendlier than a hard-stop backtest of the same levels. The Fixed k×ATR mode is the geometry closest to a real hard stop.
- Statistics cover the loaded history and reset when the chart reloads with different history; lower timeframes load fewer bars. Greyed rows just mean the sample is too small to trust.
- Only the most recent 250 chips and ghost chips stay on the chart, so a live ladder's own labels can never be pushed off by TradingView's drawing limit; deep history keeps its band and cores but not its markers. Ladder odds count each ladder when it resolves, and in the rare case that more than 30 are open at once the oldest is counted at its current state rather than discarded — the sample is never silently trimmed.
- On a live bar the volume ratio is partial; judge it near the close. Volume features require a feed that supplies volume.
🟦 CREDITS
The Supertrend concept is public domain (popularized by Olivier Seban); ATR, ADX and the DMI are J. Welles Wilder's. The fixed cores use TradingView's built-in ta.supertrend(); the adaptive core re-implements the same algorithm to accept a per-bar factor. The consensus model, candidate classes, statistics engine, gates, grades, measured ladder, ghost chips, strip and band rendering were written from scratch for this script.
🟦 LIMITATIONS
- Supertrend lags by construction, and requiring two cores to agree makes entries later still — fewer, later, more heavily filtered signals is the intended trade-off.
- The NEUTRAL state derives from lagging measures (ADX, flip counts), so the first signals of a new trend can still arrive grey or be suppressed.
- All statistics are direction-only measurements over a fixed horizon; ladder odds are level measurements (TPs credit on a wick touch, core-mode stops resolve only on a confirmed core flip) — no fees, slippage, sizing or equity math. They are not a strategy backtest, they differ per symbol and timeframe, and they do not predict future outcomes.
- Without volume data the volume filter and its split stay inactive, and certified Grade A (confirmation + volume) is out of reach — signals cap at Grade B on volume-less feeds. Sample sizes on higher timeframes are structurally small; expect greyed rows there.
- The same asset on two different venues can show opposite states. A Supertrend flip is a threshold event: when price sits within a fraction of a percent of the band, a normal inter-exchange spread of a few basis points decides whether it crosses, and once one venue flips its stop jumps to the other side of price, so two nearly identical charts diverge sharply. This is inherent to the calculation, not a data error — treat a signal as belonging to the feed it was measured on, and check the panel's sample sizes on the venue you actually trade.
🟦 DISCLAIMER
This is an educational analysis tool, not investment advice. Historical measurements, however carefully computed, do not predict future results. Trading involves substantial risk.
지표
Chandelier Exit Trend Navigator [MarkitTick]💡 A trend-following overlay that tracks directional shifts using a volatility-adaptive channel (Chandelier Exit methodology) and converts each flip into a fully structured trade plan — entry, stop-loss, and three R-multiple take-profit levels — displayed directly on the chart alongside a live status dashboard.
✨ Originality and Utility
While the Chandelier Exit concept itself (anchoring a trailing stop to the highest high or lowest low over a lookback, offset by a multiple of ATR) is a well-documented volatility-stop technique, this script extends that foundation into a complete navigation system rather than a simple trailing line.
Three layers separate this tool from a stock Chandelier Exit plot:
An optional adaptive pre-filter (Kalman Filter or a slope-adjusted moving average referred to here as LLAMA) that can be applied to the source series before the channel extremes are calculated, allowing the trend anchor itself to react differently to noise depending on which filter is selected.
A full trade-management layer built on top of the directional flip: automatic stop-loss placement, three independently configurable take-profit levels defined in R-multiples, and live linefill zones that visually separate risk from reward.
A condition-stacking filter system (higher-timeframe EMA bias and ADX strength) that must all align before a directional flip is treated as an actionable signal, reducing signals generated during weak or conflicting conditions.
The combination is not an arbitrary mashup — the adaptive filter conditions the input to the channel calculation, the HTF/ADX filters condition which flips are considered valid, and the trade-management layer converts a validated flip into a concrete, risk-defined plan. Each component feeds the next in a single directional pipeline.
🔬 Methodology and Concepts
● Chandelier Exit Core
The core channel is built from Average True Range (ATR), calculated over a user-defined lookback. Two boundaries are computed each bar:
A long-side stop, set below the highest value of the source over the lookback period, offset by a multiple of ATR.
A short-side stop, set above the lowest value of the source over the same lookback, offset by the same ATR multiple.
Users can choose whether the highest/lowest calculation uses close-based extremes or true high/low wicks, which changes how sensitive the channel is to intrabar spikes.
A persistent trailing line then locks in the tighter of the two boundaries as price develops: while the current directional state is bullish, the line only ratchets upward (never loosening on a pullback); while bearish, it only ratchets downward. A directional flip occurs when price closes beyond the opposite boundary from the prior bar, at which point the trailing line resets to anchor the new trend.
● Adaptive Source Filtering
Before the channel extremes are calculated, the source price can optionally be passed through one of two smoothing methods:
Kalman Filter — a recursive estimator that updates its estimate of the "true" price each bar based on a prediction-error and gain calculation, converging faster in stable conditions and adapting more cautiously during volatile ones.
LLAMA — a linear-regression-style approach that takes a simple moving average of the source and adjusts it by the recent slope (rate of change) over the same lookback, projecting the average forward in the direction the price has been drifting.
When neither is selected, the raw close is used directly, preserving the traditional Chandelier Exit behavior.
● Confirmation Filters
Two independent filters can be layered on top of the raw directional flip before it is treated as a signal:
A higher-timeframe EMA bias filter, which only allows long signals when price is trading above an EMA calculated on a higher timeframe, and only allows short signals when price is trading below it.
An ADX-based strength filter, which requires the Average Directional Index to be at or above a user-defined threshold before any signal — long or short — is permitted, filtering out flips that occur during weak, non-trending conditions.
Both filters default to off and can be combined or used independently.
● Trade Level Construction
When a filtered directional flip is confirmed on a closed bar, the script anchors a trade plan to the prior bar's close:
Risk per trade is defined as the prior bar's ATR multiplied by a user-set stop-loss multiplier.
The stop-loss is placed one risk-unit away from the entry, in the direction opposite the trade.
Three take-profit levels are placed at independently configurable R-multiples of that same risk distance (default 1R, 2R, and 3R), each extending in the direction of the trade.
This means every signal comes with a symmetric, volatility-scaled risk framework rather than a fixed point value, so trade levels automatically widen or tighten with current market volatility.
🎨 Visual Guide
Heatmap Candles — the chart's candle bodies and wicks are recolored to match the current directional state: teal/green while the trailing system is bullish, red while bearish, and gray when direction is undetermined (e.g. on the very first bar).
Entry Line (blue, dashed) — marks the anchor price of the most recent confirmed trade signal.
Stop-Loss Line (red, solid, thicker) — marks the calculated stop price for the active signal, labeled "✕ SL" with its price value.
Take-Profit Lines (green, dashed, three separate levels) — TP1, TP2, and TP3, each drawn with progressively fuller opacity so TP3 is the most visually solid, labeled "◆ TP1", "✦ TP2", and "◆ TP3" respectively with their price values.
Risk Zone Fill — a light red shaded region between the stop-loss and entry lines, visually sizing the risk portion of the trade.
Reward Zone Fill — a light teal shaded region between the entry and TP3 lines, visually sizing the potential reward portion of the trade.
Dashboard Table — a repositionable panel (default top-right) summarizing, in real time: Lock status, current Trend direction, HTF Bias reading, the numeric CE trailing-stop level, current ATR value, and the active Entry/SL prices. When enabled, it also displays the current ADX reading and which adaptive filter (if any) is active. A visual bar-and-percentage gauge shows the reward-to-risk ratio of the current trade relative to TP3, colored red/yellow/green depending on how favorable it is.
📌 Note : the best way to resolve visual overlap is to navigate to the Object Tree and drag the indicator above the main chart layer, or simply hide the native candles in your chart settings.
📖 How to Use
A directional flip in the heatmap candle color, together with a new Entry/SL/TP level set appearing on the chart, indicates a fresh signal in that direction.
The Stop-Loss line represents the level at which the trade thesis is considered invalidated under this system's logic.
TP1, TP2, and TP3 represent successive profit-taking references at increasing R-multiples; price reaching a level does not close or resize the plotted level automatically — it is a visual reference for scaling decisions.
The Risk and Reward zone fills give an immediate visual sense of the trade's risk framing without needing to read exact price values.
The Dashboard's R:R (TP3) gauge offers a quick read on how the reward potential compares to the initial risk for the most recent signal.
The Lock Signal input, when enabled, freezes the currently plotted levels in place and suppresses new signal generation — useful for reviewing a specific setup without the chart updating further trade plans in real time.
When the HTF or ADX filters are enabled but conditions aren't met, no new signal will fire even if the raw directional flip occurs — check the Dashboard's HTF Bias and ADX rows to understand why a flip may not have produced a signal.
⚙️ Inputs and Settings
ATR Len / ATR Mult — controls the lookback and volatility multiplier used to build the Chandelier channel; a longer length and/or larger multiplier produces a wider, slower-reacting trailing stop.
Use Close Extremes — toggles between close-based and high/low-based channel construction, changing sensitivity to intrabar wicks.
HTF Trend Filter / HTF TF / HTF EMA Len — enables and configures the higher-timeframe EMA bias filter that gates which direction of signal is permitted.
Use ADX Filter / ADX Threshold / ADX Length — enables and configures the trend-strength filter that must be satisfied for any signal to fire.
Adaptive Filter / Adaptive Filter Length — selects an optional smoothing method (Kalman Filter or LLAMA) applied to the source before channel calculation, and its lookback length.
Lock Signal — freezes the currently displayed trade levels and halts new signal generation.
SL ATR Mult — sets how many ATR units define one unit of risk for stop-loss placement.
TP1 R / TP2 R / TP3 R — sets the R-multiple distance for each take-profit level relative to the calculated risk.
Heatmap Candles / Show Trade Levels — toggle the directional candle coloring and the entry/SL/TP drawing layer independently.
Dash Pos — repositions the dashboard to any chart corner.
Color inputs — customize the bullish/bearish colors, stop-loss, entry, and take-profit line colors, and the dashboard's background, header, and text colors.
Alert action fields (Long/Short/Close Long/Close Short) — customize the text string sent in the "action" field of the JSON alert payload, useful for routing signals to automated systems expecting specific action keywords.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
The trailing-stop core of this script belongs to a family of volatility-adjusted stop techniques that use Average True Range as a normalization factor for price movement, an approach popularized in trend-following and volatility-breakout literature as a way to size stops relative to an instrument's current, rather than fixed, volatility regime. Anchoring the stop to a rolling extreme (highest high or lowest low) rather than a fixed percentage or point distance reflects the broader class of "channel breakout" trend systems, in which a directional bias persists until price violates a level defined by recent extremes — a structure with roots in classical trend-following systems that predate modern indicator platforms.
The optional Kalman Filter smoothing draws on recursive Bayesian estimation theory, originally developed for tracking dynamic systems under measurement uncertainty. Applied to price, it treats each new close as a noisy observation of an underlying "true" value, blending the prior estimate with the new observation according to a gain term that adjusts based on estimated error — a formulation with parallels to adaptive filtering approaches used in signal processing and, more recently, in quantitative finance research on noise-reduction for price series.
The LLAMA-labeled alternative combines a simple moving average with a linear slope projection, conceptually related to local linear regression and momentum-adjusted smoothing techniques, where a lagging average is advanced along the estimated trend direction to partially compensate for the inherent lag of moving-average-based estimators.
The ADX-based strength filter draws on Welles Wilder's Directional Movement framework, which quantifies trend strength independently of trend direction; requiring a minimum ADX reading before accepting a signal reflects a common risk-management heuristic in trend-following systems — that directional signals generated during low ADX (ranging/choppy) conditions have historically shown less reliability than those generated during elevated trend strength, though this relationship is probabilistic rather than deterministic and varies across instruments and regimes.
The take-profit structure, expressed in R-multiples of the initial risk rather than fixed price or percentage targets, reflects standard position-sizing and risk-management theory in which trade outcomes are measured relative to the capital placed at risk, allowing performance to be evaluated on a risk-normalized basis rather than in absolute price terms.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. 지표
Impulse Box Breakout Engine - Origin Range Buy Sell SignalsIMPULSE BOX BREAKOUT ENGINE — a complete breakout trading system in one indicator: self-adjusting impulse boxes with entry arrow, stop, two fixed targets, a pink trailing-stop dot line and webhook automation. Rebuilt 1:1 from a professional German "Impulsbox" breakout engine (72-minute source webinar, analyzed frame by frame) and redesigned as a modern cockpit indicator.
█ WHAT IT DOES
The engine meters the market N bars back: the range the market traded in PLUS the length of every single bar inside it (compression check). When a STRONG impulse bar closes outside that range, the IMPULSE BOX appears over the consolidation:
• CYAN BOX = long breakout — big entry arrow inside the box
• GOLD BOX = short breakout — mirrored to the downside
• Initial stop = the far side of the box (bottom for longs, top for shorts)
• TARGET 1 + TARGET 2 (violet marks) are projected from the box height the moment the box appears — FIXED, never repainted, never moved afterwards
• PINK DOTS = the trailing stop. It starts at the box edge and follows price with ~30% of the move as breathing room. It only ratchets in your favor — never back
• At Target 1 the stop jumps to break-even or better. After Target 2 the system follows the source rule: "never leave the market voluntarily — let the stop take you out"
█ SELF-OPTIMIZING ENGINE
Markets are sideways ~80% of the time — rigid breakout parameters fail there. This engine adapts automatically:
• TREND regime (ADX based): short lookback, wider targets (+35% / +100% of box height)
• RANGE regime: longer lookback, stricter impulse filter, closer targets (+25% / +75%)
• AUTO-RECALIBRATION: after a false breakout the impulse threshold is raised temporarily — fewer but cleaner boxes. A winning box resets it
• The cockpit shows the current regime, calibration and effective parameters at all times
█ HONEST LIVE STATISTICS
The cockpit counts every box on your chart and shows the real Target-1 and Target-2 hit rates — no marketing numbers, live counted on your symbol and timeframe. On XAUUSD 15m the default engine printed 500+ boxes with a T1 hit rate above 90% at the time of publishing (past performance never guarantees future results).
█ DIRECTION BIAS FILTER
The #1 rule of the source system: trade boxes only in the direction of the higher-level move. The indicator automates this via EMA-200 + Supertrend bias. Choose: Off / Mark counter-bias boxes (dimmed + warning) / Filter them out completely. Supertrend companion arrows are included as extra confluence.
█ EVERY SIGNAL EXPLAINS ITSELF
Hover any BUY/SELL pill: how many bars of consolidation, how strong the impulse bar was (x average bar), which range edge broke, which regime the engine was in, whether the box agrees with the bias — plus entry, stop and both targets. No black box.
█ WEBHOOK AUTOMATION (BOTS / BRIDGES)
Create ONE alert with "Any alert() function call" and your webhook URL. The indicator fires ready-to-use JSON on BUY, SELL, T1_HIT, T2_HIT, TRAIL_EXIT and SL_HIT — including entry, stop, both targets, box levels, regime and live hit rates. Works with any webhook bridge, bot or auto-trader.
█ HOW TO USE
1) Add to chart — works on ALL symbols and ALL timeframes (crypto, gold, forex, indices, stocks)
2) Use standard candles or OHLC bars (Heikin-Ashi smoothing swallows breakouts — a key finding of the source webinar)
3) Wait for a box + arrow, entry at the breakout close, stop at the far box edge
4) Take partial profit at Target 1, let the rest run with the pink trailing dots
5) Automate via webhook JSON if you want
█ SETTINGS
Everything is configurable: manual mode with fixed lookback/impulse strength, target distances, trailing gap, exit-at-T2 mode, bias filter mode, Supertrend, chart theme, cockpit position and all alert toggles.
Educational tool only — not financial advice. Trading involves substantial risk. Always test on a demo account first and never risk money you cannot afford to lose.
WHY THESE PARTS BELONG TOGETHER
The impulse detection and the box are one mechanism, not two features. The impulse identifies the
candle sequence that moved the market; the box freezes the range that impulse came out of, because
that range is the level the market has to defend for the move to continue. Detecting impulses
without marking their origin gives you a signal with no invalidation, and drawing boxes without an
impulse gives you consolidation zones with no direction.
지표
Swing Trade Defender
You're in a trade. Defender watches it for the five ways swing trades fail — plus an ATR trailing stop — and shows one status: OK, CAUTION, or EXIT.
Finding the trade is the easy half. The hard half is admitting when it stops working — and doing it before a small loss becomes a big one. Swing Trade Defender watches your open trade bar by bar and does the admitting for you.
Set your direction (long or short) and, if you want, your entry price. It handles the rest — it works on its own, nothing else required.
Why five flags instead of one exit signal?
Every one of these signals fires false alarms by itself — an RSI dip, a single heavy-volume red bar, a wick through the 20 EMA.
Real trade failure rarely announces itself through one signal; it shows up as agreement between independent ones: trend, structure, momentum, participation, and volatility.
So Defender treats them as a vote. One or two flags is a warning to pay attention; three is a failed trade by definition — enough independent evidence that the odds have flipped. The one exception is the ATR trail, which triggers EXIT on its own, because a stop is a stop. The voting logic — not any individual component — is the tool.
The five failure flags — each worth 1 point
Trend break — price closes through the 20-EMA (the trend's home line) the wrong way.
Structure break — price takes out the prior swing low (for a long), the first crack in the pattern.
Momentum rollover — RSI falls back through 50 and keeps dropping.
Distribution — a down bar on 1.5× average volume or more: big sellers showing their hand.
Trail hit — price closes through the ATR trailing stop (a chandelier-style stop that ratchets up behind price, 2.5 × ATR-14 by default; ATR = average bar range).
All five flip automatically for shorts — there a close above the MA, a break of the prior swing high , rising RS I, and heavy buying (accumulation) are the danger signs.
How the status reads
OK — no flags. Let it work.
CAUTION (1–2 flags) — an orange triangle marks the bar. Hover it and a tooltip lists exactly which flags are up.
EXIT — 3 or more flags (you can set the threshold), or any trail hit on its own . A red ✕ marks the bar, with a box listing what failed.
Markers sit above the bar for longs and below it for shorts, so they never crowd the side your risk is on.
The status panel
One table shows the whole picture: status, flag count (x/5), each flag's own line (hold/break), the live ATR trail price, your entry, and open P/L when you've set an entry price.
Alerts
Two built-in alert conditions — "Exit signal" and "Caution" — so TradingView can ping your phone instead of you watching the screen.
Settings — defaults work out of the box
Tuned for swing trades held days to weeks:
Trend MA length (20), swing lookback (8 bars), RSI length (14) and rollover level (50), volume spike multiple (1.5×).
ATR trail — length (14) and multiple (2.5).
Flags needed for EXIT (3 by default, 1–5).
Panel position/size, marker history on/off, optional background shading, dark/light theme, colors.
⚠ Educational risk-management tool. EXIT means the trade has failed by these rules — whether to act is always your decision. It does not place orders, and a flag is not a prediction. Not financial advice. 지표
[Kpt-Ahab] Moving Average Simple AlgoPilotImportant Notice and Risk Warning
The published settings were selected exclusively based on historical data for the asset and timeframe shown.
The displayed result may be random or over-optimized and cannot automatically be transferred to other assets, timeframes, or future market conditions. Even with the presented settings, the strategy may cause significant losses at any time, including the complete loss of the allocated strategy capital.
This script is intended exclusively for analysis and testing purposes. It does not constitute investment advice or a trading recommendation.
Description
This script uses reused and adapted code components from ** Auto RiskManagement & Backtest System 2.1b** and the ** Moving Average Alarm Output **.
These components have been combined into a standalone strategy that integrates moving-average signals with position management, risk management, and backtesting functions.
How It Works
The strategy uses two freely configurable moving averages. **SMA, EMA, WMA, VWMA, or HMA** can be selected independently for the short and long moving averages.
A long signal is generated when the short moving average crosses above the long moving average. A short signal is generated when the short moving average crosses below the long moving average.
The moving averages are displayed directly on the chart. An additional colored area visualizes the position of the price relative to the long moving average. Its intensity changes according to the distance between the two moving averages.
Position and Risk Management
The script supports, among other features:
* Long and short positions
* Fixed or trailing stop-loss levels
* Multiple partial profit targets
* A final profit target
* Breakeven after the first profit target
* Optional additional entries
* Drawdown and losing-trade limits
* Internal or external trading signals
* Different position-sizing methods
Additional entries and simulated leverage may significantly increase the risk of loss.
Backtest Limitations
Strategy Tester results are based exclusively on historical market data. Real-world results may differ significantly due to commissions, spreads, slippage, liquidity, price gaps, and execution delays.
Past performance is not a reliable indication of future results.
Signals During an Open Position
The **Open Position Signals** setting determines how new signals are handled while a position is already open:
* **Wait-End-Deal:** All new moving-average signals are ignored until the current position has been closed by a profit target, stop-loss, or another protective function.
* **Wait-Reversal:** An opposing moving-average signal may close the currently open position.
With **Wait-Reversal**, a sell signal closes a long position, while a buy signal closes a short position. The opposing signal does not automatically open a new position during the same step.
Price-based additional entries remain independent of this setting and may still be executed when enabled.
Stop-Loss, Trailing Stop, Breakeven, and Liquidation Line
The strategy supports both a fixed stop-loss and a trailing stop. The selected percentage represents the direct price distance from the average entry price and is not automatically adjusted by the simulated leverage.
In **FIXED %** mode, the stop is calculated from the current average entry price. If the average entry price changes due to an additional entry, the stop is recalculated accordingly.
In **TRAILING** mode, the stop only moves in a direction that is favorable to the position. If the average entry price changes due to an additional entry, the existing trailing stop is adjusted accordingly.
The stop may optionally be moved to the average entry price after the first profit target has been reached. A stop mode must be enabled for this breakeven function to operate.
The displayed liquidation line is only an internal estimate based on the simulated position and account values. It may differ significantly from the actual liquidation calculation used by a broker or exchange.
Using External Indicators
An external numerical signal source may be used instead of the integrated moving-average signals.
The external indicator must provide a selectable plot series containing the following values:
* **+1:** Long or buy signal
* **−1:** Short or sell signal
All other values, including `na`, produce no new signal.
The external indicator must output the required numerical values through a selectable plot. This plot can then be selected under **External Source**.
How an external signal is processed while a position is already open also depends on the selected **Open Position Signals** setting.
Wichtiger Hinweis und Risikowarnung
Die veröffentlichten Einstellungen wurden ausschließlich anhand historischer Daten für das dargestellte Asset und den verwendeten Zeitrahmen gewählt.
Das Ergebnis kann zufällig oder überoptimiert sein und lässt sich nicht automatisch auf andere Assets, Zeitrahmen oder zukünftige Marktphasen übertragen. Auch mit den dargestellten Einstellungen kann die Strategie jederzeit erhebliche Verluste verursachen und das eingesetzte Strategiekapital vollständig verlieren.
Dieses Skript dient ausschließlich zu Analyse- und Testzwecken und stellt keine Anlageberatung oder Handelsempfehlung dar.
Beschreibung
Dieses Skript verwendet wiederverwendete und angepasste Codebestandteile aus ** Auto RiskManagement & Backtest System 2.1b** und dem ** Moving Average Alarm Output **.
Die Komponenten wurden zu einer eigenständigen Strategie verbunden, die Moving-Average-Signale mit Positions-, Risiko- und Backtestfunktionen kombiniert.
Funktionsweise
Die Strategie verwendet zwei frei konfigurierbare gleitende Durchschnitte. Für den kurzen und den langen Moving Average können jeweils **SMA, EMA, WMA, VWMA oder HMA** ausgewählt werden.
Ein Long-Signal entsteht, wenn der kurze Moving Average den langen Moving Average von unten nach oben kreuzt. Ein Short-Signal entsteht bei einer Kreuzung von oben nach unten.
Die Moving Averages werden direkt im Chart dargestellt. Eine zusätzliche farbliche Fläche visualisiert die Position des Kurses relativ zum langen Moving Average. Die Intensität der Darstellung verändert sich abhängig vom Abstand zwischen den beiden Moving Averages.
Positions- und Risikomanagement
Das Skript unterstützt unter anderem:
* Long- und Short-Positionen
* feste oder nachlaufende Stop-Loss-Marken
* mehrere Teilgewinnziele
* ein abschließendes Gewinnziel
* Breakeven nach dem ersten Gewinnziel
* optionale zusätzliche Einstiege
* Drawdown- und Verlustserienbegrenzungen
* interne oder externe Handelssignale
* unterschiedliche Methoden zur Bestimmung der Positionsgröße
Zusätzliche Einstiege und ein simulierter Hebel können das Verlustrisiko deutlich erhöhen.
Einschränkungen des Backtests
Die Ergebnisse des Strategietesters basieren ausschließlich auf historischen Kursdaten. Reale Ergebnisse können durch Gebühren, Spread, Slippage, Liquidität, Kurslücken und Ausführungsverzögerungen erheblich abweichen.
Vergangene Ergebnisse sind kein verlässlicher Hinweis auf zukünftige Ergebnisse.
Signale während einer offenen Position
Über **Open Position Signals** wird festgelegt, wie neue Signale während einer bereits geöffneten Position behandelt werden:
* **Wait-End-Deal:** Alle neuen Moving-Average-Signale werden ignoriert, bis die aktuelle Position durch ein Gewinnziel, einen Stop-Loss oder eine andere Schutzfunktion beendet wurde.
* **Wait-Reversal:** Ein entgegengesetztes Moving-Average-Signal kann die aktuell geöffnete Position schließen.
Bei **Wait-Reversal** schließt ein Verkaufssignal eine Long-Position und ein Kaufsignal eine Short-Position. Das entgegengesetzte Signal eröffnet dabei nicht automatisch im selben Schritt eine neue Position.
Preisbasierte zusätzliche Einstiege bleiben von dieser Auswahl unabhängig und können weiterhin ausgeführt werden, sofern sie aktiviert sind.
Stop-Loss, Trailing-Stop, Breakeven und Liquidationslinie
Die Strategie unterstützt einen festen Stop-Loss sowie einen nachlaufenden Trailing-Stop. Der eingestellte Prozentwert beschreibt den direkten Kursabstand zum durchschnittlichen Einstiegspreis und wird nicht automatisch durch den simulierten Hebel verändert.
Im Modus **FIXED %** wird der Stop anhand des aktuellen durchschnittlichen Einstiegspreises berechnet. Verändert sich dieser durch einen zusätzlichen Einstieg, wird auch der Stop neu berechnet.
Im Modus **TRAILING** wird der Stop nur in eine für die Position günstigere Richtung nachgezogen. Verändert sich der durchschnittliche Einstiegspreis durch einen zusätzlichen Einstieg, wird der bestehende Trailing-Stop entsprechend angepasst.
Optional kann der Stop nach dem Erreichen des ersten Gewinnziels auf den durchschnittlichen Einstiegspreis verschoben werden. Für diese Breakeven-Funktion muss ein Stop-Modus aktiviert sein.
Die angezeigte Liquidationslinie ist lediglich eine interne Schätzung auf Basis der simulierten Positions- und Kontowerte. Sie kann deutlich von der tatsächlichen Liquidationsberechnung eines Brokers oder einer Börse abweichen.
Verwendung externer Indikatoren
Anstelle der integrierten Moving-Average-Signale kann eine externe numerische Signalquelle verwendet werden.
Der externe Indikator muss eine auswählbare Plot-Serie mit den folgenden Werten bereitstellen:
* **+1:** Long- beziehungsweise Kaufsignal
* **−1:** Short- beziehungsweise Verkaufssignal
Bei allen anderen Werten oder bei `na` wird kein neues Signal ausgelöst.
Der externe Indikator muss die benötigten Zahlenwerte direkt über einen auswählbaren Plot ausgeben. Dieser Plot kann anschließend unter **External Source** ausgewählt werden.
Wie ein externes Signal während einer bereits geöffneten Position verarbeitet wird, hängt zusätzlich von der gewählten Einstellung unter **Open Position Signals** ab.
전략
SuperTrend Engine [Quantum Algo]SuperTrend Engine
====================================================
🔶 OVERVIEW
SuperTrend Engine is a volatility-adaptive SuperTrend indicator built on one idea: every SuperTrend gives you signals — this one shows you the whipsaws it saved you from, tells you its real win rate on your chart, and admits when it is wrong.
The engine self-tunes its factor with a fully transparent formula, confirms flips through a Whipsaw Shield that absorbs fake-outs and marks every one it absorbed, stamps every buy and sell flip with its live, honestly-computed win rate on the current symbol, settles every marker into its real outcome ten bars later, and draws the trade geometry — entry, trailing stop, one-R and two-R references — the moment a flip confirms.
🔶 WHAT IS A SUPERTREND?
A SuperTrend is a trailing stop built from the Average True Range: a band placed a volatility-scaled distance from price that ratchets in the trend's favor and never retreats. While price holds above the band, the trend is up and the band trails below as a stop; a close through the band flips the state. It is one of the most followed trend-following tools in retail trading — and its famous weakness is the whipsaw: sideways markets flip it back and forth, and a fixed factor that survives chop is too slow in trends. This engine is built specifically against that weakness.
🔶 WHY THIS SCRIPT IS ORIGINAL
1. The Whipsaw Shield — visible absorbed fake-outs. A flip only confirms when the close clears the opposite band by a volatility margin. When the raw trail flips and reverses before clearing it, the engine holds its direction and prints a small ghost marker where the whipsaw died, with a running Whipsaws Shielded counter in the dashboard. Other tools try to reduce whipsaws quietly; to our knowledge, none renders the failures it absorbed. Here the evidence is on the chart.
2. Honest per-symbol flip statistics. Every flip is stamped with its live win rate on this exact symbol and timeframe — shrinkage-adjusted so thin history cannot show fake confidence, with a Wilson confidence bound and sample count in the hover tooltip. The indicator audits itself in public instead of asserting signals.
3. Markers that settle into their outcome. Each buy and sell marker resolves ten bars later: the trend color if the flip delivered, faded gray if it failed. Scroll any chart and read the engine's true track record directly off the markers — including the losses.
4. Transparent adaptation, not a black box. The factor self-tunes between your two bounds using Perry Kaufman's Efficiency Ratio — tight when price moves cleanly, wide in chop — and the dashboard shows the live factor and efficiency reading every bar. The adaptation can be verified with a calculator; nothing asks for trust.
5. A trade plan, not just a line. On every confirmed flip the engine draws the entry, the trailing stop, and one-R and two-R reference levels, and the dashboard tracks the open signal's running R-multiple live.
6. A breathing chart. The glow between price and trail intensifies with trend distance and fades as price returns to the stop, grade-A flips (volume, efficiency, and a decisive break together) print in the accent color, and the whole layer stays capped and clean.
🔶 HOW IT WORKS
Adaptive trail: Classic ratcheting SuperTrend bands are computed from the Average True Range, with the factor interpolated between the trend bound and the chop bound by the Efficiency Ratio — the ratio of net price movement to total path length over the lookback.
Whipsaw Shield: The raw band flip is treated as a candidate, not a signal. Only a close beyond the opposite band plus the margin confirms the flip; a raw flip that reverses first is counted, marked as a ghost, and absorbed.
Statistics: Each confirmed flip records what price did ten and thirty bars later, in the flip's direction, into capped first-in-first-out databases. Win rates are pulled toward fifty percent by pseudo-samples and carry Wilson lower bounds. Until the minimum sample is met, markers read "collecting history" instead of inventing a number.
Outcome settlement: Every marker stores its flip price and recolors by the realized ten-bar outcome, then joins the capped history.
Grading: Volume z-score, efficiency level, and break decisiveness combine into an A, B, C grade on every flip.
Non-repainting: Flips, shields, grades, statistics, and settlement are all evaluated on closed bars. Once printed, nothing moves.
🔶 HOW TO USE IT
1. Works on any market — cryptocurrency, forex, gold, indices, stocks, futures — and any timeframe. Trending instruments suit tighter trend bounds; choppy ones benefit from a wider chop bound and a larger shield margin.
2. Treat the flip as regime information and the trail as the stop: the line is the invalidation, and the one-R and two-R references scale targets to the risk the stop defines.
3. Read the ghost markers as the tool working: a cluster of × marks in a range is the chop a fixed-factor SuperTrend would have traded.
4. Judge fresh flips against the settled history and the statistics rows — a symbol whose markers keep settling gray is telling you trend-following struggles there, and that is information worth having before the next flip.
5. Use the grade for position confidence: an A-grade flip with volume, high efficiency, and a decisive break is a different event from a drift-through.
6. Watch the live factor and efficiency in the dashboard to see the adaptation reasoning in real time.
🔶 SETTINGS
- Adaptive trail: Average True Range length, factor in strong trend, factor in chop, Efficiency Ratio length.
- Whipsaw Shield: flip margin and ghost marker toggle.
- Statistics: sample cap, minimum samples to grade, shrinkage strength, Wilson z-score, markers to keep.
- Trade plan toggle and plans to keep.
- Visuals: all colors, glow fill, candle tinting.
- Themeable dashboard: position, four text sizes, title band, background, frame, grid, and three text colors.
🔶 ALERTS
- Buy Flip / Sell Flip — the adaptive trail flipped with the confirmation margin cleared.
- Whipsaw Shielded — a raw flip reversed before confirming; the engine held its direction.
- Grade A Flip — full quality confluence: volume, efficiency, and a decisive break.
🔶 FREQUENTLY ASKED QUESTIONS
Does the indicator repaint? No. Every flip, shield event, grade, statistic, and marker settlement is evaluated at bar close. Once printed, nothing moves.
How is this different from other adaptive or machine-learning SuperTrends? Adaptation itself is not the claim — several tools adapt the factor. The differences are transparency and honesty: the adaptation here is one verifiable formula shown live on the dashboard, the whipsaws it absorbs are rendered instead of hidden, every signal carries its real statistics with confidence bounds, and every marker settles into its true outcome.
What does a ghost × marker mean? The raw SuperTrend flipped there and reversed before clearing the confirmation margin. The engine held its direction and counted the whipsaw it absorbed.
Why does a marker turn gray? The flip failed: ten bars later, price had not moved in its direction. Gray markers are the audit trail working — an honest tool must be able to show its losses.
Why do the win rates hover near fifty percent on some symbols? Because that is the truth of trend-flip performance there. The shrinkage and confidence bounds are designed to display small honest numbers rather than large misleading ones.
🔶 CREDITS
The SuperTrend trailing stop was created by Olivier Seban; the Average True Range is by J. Welles Wilder Jr. (1978); the Efficiency Ratio is by Perry J. Kaufman; the Wilson score interval is by Edwin B. Wilson (1927). This script gratefully acknowledges all four. The Whipsaw Shield, the transparent adaptive-factor design, the per-symbol statistical engine, the outcome-settling markers, the trade plan layer, and all code in this script are original work — no third-party or open-source script code was reused.
🔶 LIMITATIONS
Trend-following flips underperform by nature in prolonged ranges; the shield reduces but cannot eliminate that cost, and shielded entries confirm slightly later than raw ones — the margin trades earliness for reliability. Statistics need history to mature and are honest about being thin early. Volume grading is less meaningful on symbols with unreliable volume reporting. No indicator replaces independent analysis.
🔶 DISCLAIMER
This script is provided strictly for educational and informational purposes. It is not financial advice, an investment recommendation, or a solicitation to buy or sell any financial instrument. Past behavior of any flip, statistic, or grade does not guarantee future results. Trading involves substantial risk. Always do your own research and manage risk independently. 지표
Auto-ATR Volatility Spike & Trend Tracker [BigBeluga]Auto-ATR Volatility Spike & Trend Tracker is an institutional-grade algorithmic trend-following terminal engineered for TradingView. It is specifically built to isolate high-momentum breakout anomalies (spikes) from ordinary noise and anchor a dynamic, risk-managed trailing stop-loss directly to the underlying structural expansion.
By merging volumetric price momentum with an adaptive Average True Range (ATR) detection framework, this indicator completely redefines how breakout traders enter and manage trends. Instead of reacting blindly to standard moving average crosses, the system utilizes an execution state machine that locks onto systemic market expansion, tracks trend health via dynamic midpoint lines, and protects capital with a trailing protection line.
🔵 CHANNELS & ARCHITECTURAL CORE ENGINE FEATURES
1. Dual-Mode Spike Detection System
Auto ATR Volatility Engine: Automatically adapts to varying market conditions. By cross-referencing incoming candle structures against an ATR Length multiplier baseline, the indicator filters out flat consolidation periods and flags abnormal, high-liquidity volume expansions that signify true institutional participant footprints.
Fixed Percentage Breakout Mode: For traders operating in highly structured assets with predictable daily limits, this module locks onto absolute price change thresholds ( Fixed Spike Threshold % ), isolating momentum moves that pierce predefined parameters.
Wick-to-Body Range Toggle: Allows you to switch calculations to run from either the raw candle body (Open to Close) or the full extreme range ( Calculate From Wicks (High/Low) ). This isolates clean structural closes while adjusting to high-volatility liquidity sweeps.
2. Predictive Mid-Level Benchmarks & Spacing Visuals
Dynamic Mid Level Dash Lines: When a valid trend spike is verified, the engine immediately draws a horizontal midpoint line extending from the center of the candle ( Display Mid Level Dash Line ). This centerline serves as an immediate structural macro floor or ceiling; as long as price retains this boundary, the primary breakout impulse remains historically intact.
Measurement Arrow Guides & Measurement Labels: Automatically draws measurement arrow guides along with real-time text percentage indicators directly over the breakout candle ( Display Size % Labels & Arrow Lines ). This gives you instant clarity on the volatility profile without needing to use manual drawing tools.
3. Algorithmic State Machine & Trailing Protection
Volatility-Adjusted Trailing Stops: Once a breakout trend is established, the indicator deploys a step-calculated trailing line based on your Trailing ATR Multiplier . This line is engineered to trail tightly beneath bullish expansions or above bearish flushes, keeping you safely in the macro trend while mitigating downside variance.
Trend Interlock Protection: The underlying state machine features built-in trigger restrictions that lock execution while a trend is dominant. This prevents counter-trend false entries or premature reversals, keeping your focus strictly on the dominant structural path.
Theme Overwrite Candlesticks: Completely recolors the active layout chart workspace bars using vivid, customized hex-theme presets ( Bullish/Bearish Theme Colors ) the exact moment an abnormal spike is validated.
4. Persistent Macro Statistics Dashboard Matrix
Top-Right Analytics HUD Table: Instantly maps out a high-performance database grid showing critical data points from the most recent historical market expansions.
Real-Time Metrics Monitoring: Explicitly stores and displays the precise directional Spike Type , Size (%) , and exact entry execution Price for both bullish and bearish cycles, providing a reliable quantitative snapshot of the asset's structural strength.
🔵 SYSTEMATIC EXECUTION STRATEGIES & RISK INTERPRETATION
Midpoint Re-test Accumulation Plays: When a powerful up-spike forces a market breakout, do not chase the initial overextended move. Instead, wait for a constructive pullback toward the extended dynamic dashed midline. If price builds a base and prints a clean rejection candle at this level, it signals a premium, low-risk continuation entry aligned with institutional order flow.
Trailing ATR Invalidation Exits: The trailing stop-loss line acts as your absolute trend line invalidation boundary. In a powerful bullish expansion, the indicator will continuously trail and lock in accrued profit beneath the recent low points. A clean daily close crossing beneath this line confirms an official trend termination, signaling an immediate exit to protect your capital.
Breakout Sizing Divergences: Cross-reference the live metrics dashboard data to spot exhausting trends. If an asset is pressing higher but newly generated bullish spikes show smaller percentage sizes compared to the historical records on your HUD table, it exposes fading momentum—frequently warning of an impending reversal or structural distribution phase.
🔵 INTERFACE CONFIGURATION AND PARAMETERS
Detection Mode Controls: Choose between Auto ATR or Fixed % settings and specify lookback periods to customize the indicator to match any asset class, volatility cycle, or execution chart timeframe.
Visibility Filters Overrides: Independently toggle midlines, trailing stops, background cloud color fills, or measurement labels to maintain a clean, distraction-free charting interface.
Theme Personalization Modifiers: Fully adjust color properties for upward spikes, downward spikes, buy/sell arrows, and trailing lines to blend seamlessly into your dark or light workspace layout themes.
Transform your charting workspace from speculative guessing into an automated, volatility-tracked breakout environment with the Auto-ATR Volatility Spike & Trend Tracker terminal. 지표
Kalman Trailing Stop (KTS)█ OVERVIEW
The Kalman Trailing Stop (KTS) is an advanced, math-driven trend-following system designed to keep you in winning trades longer while dynamically filtering out market noise.
Instead of relying on static moving averages or basic ATR multipliers, KTS utilizes a 2D Kalman Filter combined with Statistical Digital Signal Processing (DSP) and Williams Market Structure. It adapts to volatility and volume in real-time, effectively distinguishing between genuine trend shifts and temporary liquidity sweeps.
█ CORE MECHANICS
1. 2D Kalman Adaptive Trailing Stop
At the heart of the indicator is a robust 2D Kalman filter that tracks both price level and velocity.
Volume-Weighted Variance: The trailing stop becomes highly responsive during high-volume pushes (high trust) and flattens out during low-volume consolidation (low trust), preventing premature stop-outs.
Sigmoid Smoothing & Structural Anchoring: Instead of jagged, abrupt jumps, the stop uses sigmoid transitions to smoothly glide to new structural floors/ceilings derived from recent Intermediate-Term Highs and Lows (ITH/ITL).
Slope Confirmation: The trailing stop will only flip its directional bias if the underlying Kalman baseline slope confirms the reversal, neutralizing fake-outs.
2. Statistical Plunger Logic (Liquidity Sweeps)
Markets frequently sweep liquidity beyond technical levels before reversing. The "Plunger" logic mathematically identifies these traps.
Dynamic Sweep Multiplier: By tracking the kurtosis (fat-tail distribution) of price returns, the script dynamically expands its sweep threshold during periods of wild volatility.
Wick Filtering: It detects deep wicks that pierce the Kalman bands and close strongly back within the bar's range, highlighting statistically validated exhaustion points.
3. Algorithmic Pyramiding & Volatility Warnings
Scale-In Detection: KTS monitors volume footprints to identify safe zones to add to your position. It looks for a sequence of volume "dry-up" during a pullback, followed by a volume-backed breakout past recent market structure.
Livermore Ejector Concept: The indicator flags abnormal, massive range expansions that occur against the prevailing trend, acting as an early warning system for sudden momentum shifts.
4. Built-in Risk & Performance Engine
Dynamic Position Sizing: Automatically calculates raw position and pyramid sizes based on your account equity, risk percentage, and maximum leverage.
Live Performance Dashboard: A built-in HUD tracks both the Global and Recent Profit Factor (PF) of the main trend signals, alongside the real-time distance to your trailing stop.
█ VISUAL GUIDE
Colored Gradient Band: The main Kalman Trailing Stop. Green indicates an active long trend; Red indicates an active short trend.
Large Diamonds (♦️): Main Trend Entries. Triggered when price breaks the Kalman Stop with slope confirmation.
Small Triangles (🔼/🔽): Bullish and Bearish Plunger signals. These indicate deep liquidity sweeps and wick rejections at statistical extremes.
Small Crosses (➕): Algorithmic Pyramid signals. Opportunities to scale into the current trend based on volume dry-ups and structural breakouts.
Yellow X-Crosses (❌): Abnormal Reaction Warnings. Signals a massive volatility spike moving against your active position.
█ SETTINGS
Kalman Trailing Stop Settings
Kalman Responsiveness: Adjusts how quickly the system reacts to price changes (1-100).
Trailing Stop Distance (SD): Sets the baseline width of the trailing stop from the Kalman-smoothed price, measured in standard deviations of the True Range. A higher value (e.g., 3.0) gives the trade more breathing room, while a lower value tightens the stop.
Disclaimer
This script is designed for educational and informational purposes only. Trading involves significant risk. The built-in performance table is an un-optimized raw calculation and should not be used as a guarantee of future system profitability. 지표
[GYTS-CE] Kinetic Trend Envelope (adaptive trailing stop)Kinetic Trend Envelope (Community Edition)
🌸 Part of GoemonYae Trading System (GYTS) 🌸
🌸 --------- INTRODUCTION --------- 🌸
💮 What is the Kinetic Trend Envelope?
The Kinetic Trend Envelope (KTE) is an adaptive directional trailing stop in the lineage of SuperTrend, rebuilt around the premise that volatility is kinetic energy . It measures per-bar motion with five academically grounded volatility estimators, then widens the envelope as energy rises and contracts it as motion settles.
In an uptrend, the lower band ratchets higher and never retreats; in a downtrend, the upper band ratchets lower. The direction changes when the active stop is breached, after which the opposite side becomes the new trailing stop.
💮 Why Use This Indicator?
Conventional trailing stops typically combine a price anchor with one symmetric ATR-derived width. The KTE extends that model with:
Asymmetric volatility profiling — Bullish- and bearish-candle volatility shape the upper and lower bands independently.
Three direction-switch methods — High/low, close, or a smoothed estimator controls flip sensitivity without moving the band anchor.
Five volatility estimators — ATR plus Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang covers different treatments of gaps, drift, and intrabar range.
The outputs are calibrated to a common width basis, so Volatility Factor remains interpretable across estimators and price scales. Fine adjustment may still be useful, but switching estimators should not require re-tuning by orders of magnitude.
↑ The KTE on a trending instrument. The thick line is the active trailing stop; the thin line shows the opposing side of the envelope. Both expand and contract with market energy.
↑ KTE beside TradingView's built-in SuperTrend, both using ATR with a 10-bar lookback. KTE's asymmetric profile changes how each side responds to directional volatility while the monotonic active band avoids premature loosening.
🌸 --------- HOW IT WORKS --------- 🌸
💮 Core Concept
The bands share a smoothed price estimator as their anchor, but use separate volatility profiles:
Upper band = estimator + (factor × bullish-candle volatility)
Lower band = estimator − (factor × bearish-candle volatility)
In a bullish state, the lower band is active and can only rise. In a bearish state, the upper band is active and can only fall. This monotonic constraint prevents a live trailing stop from loosening within the trend.
The selected direction-switch method changes only the breach test. It does not change the smoothed estimator anchoring the envelope, so a wick-sensitive trigger cannot drag the bands around with the wick.
💮 The Five Volatility Estimators
Each estimator reads a different part of the OHLC bar:
ATR (Wilder, 1978) — Familiar baseline that handles gaps through true range.
Parkinson (1980) — Uses high-low range; efficient under continuous, low-drift conditions.
Garman-Klass (1980) — Adds open-close information; favours continuous sessions without material gaps.
Rogers-Satchell (1991) — Drift-independent and well suited to trending, continuously traded instruments.
Yang-Zhang (2000) — Combines overnight gaps, open-close movement, and Rogers-Satchell; the gap-aware default.
Statistical efficiency does not guarantee a visibly tighter stop. At slow Adaptation Speed settings, long averaging makes the estimators look similar; at fast settings, their different treatments of gaps, drift, and range become more visible. Choose according to the instrument's behaviour rather than expecting one estimator always to produce the narrowest band.
↑ ATR and Yang-Zhang at Adaptation Speed 2. The long profile memory (low speed) smooths away most of the difference, so the two envelopes nearly overlap.
↑ ATR and Yang-Zhang at Adaptation Speed 8. The short profile memory (high speed) exposes their different volatility readings, producing visibly distinct envelope widths.
💮 Asymmetric Volatility Profiling and Adaptation Speed
The KTE stores volatility from bullish and bearish candles separately. Bullish samples determine the upper width; bearish samples determine the lower width. This allows the two sides to respond differently when upward and downward motion carry different energy.
Adaptation Speed controls the memory of this profile, not the speed of the price estimator and not the distance of the stop by itself. Its 1–10 scale maps logarithmically to an internal window:
Speed 3 — approximately 878 bars: stable and slow to re-weight
Default 3.5 — approximately 570 bars: general-purpose smoothing
Speed 8 — approximately 11 bars: highly responsive to recent volatility
Speed 10 — approximately 2 bars: extremely reactive and noisy
Faster does not necessarily mean closer to price. During a volatility burst, a fast profile recognises the expansion sooner and may widen the band sharply. Because the active stop cannot loosen, it can then remain flat until the estimator catches up. A slow profile dilutes the same burst across much more history, so its narrower band may appear to follow price faster.
This is why two instances matched during a calm period can separate during a shock, especially when they also use different Volatility Factor values. Compare Adaptation Speed with the same factor first; matching lines in one regime does not make two configurations equivalent elsewhere.
The profiles are also direction-conditioned: bullish samples are replaced by later bullish candles and bearish samples by later bearish candles. A recent high-volatility sample can therefore persist through a run of opposite-colour candles, producing deliberate step-like plateaux in the relevant band.
↑ Asymmetric profiling in action: the upper and lower widths respond independently to bullish- and bearish-candle volatility.
💮 Direction Switch Methods
The breach source sets the balance between responsiveness and false flips:
On high/low — Uses the current bar's wick and can switch on the breach bar. Fastest and most sensitive to noise.
On close — Uses the previous confirmed close; the switch appears on the following bar.
On estimator — Uses the previous smoothed estimator; the most conservative default, also switching on the following bar.
↑ The three switch methods share the same band geometry but change direction at different times.
🌸 --------- KEY FEATURES --------- 🌸
💮 Eight Estimator Filters
The configurable price anchor includes:
Ultimate Smoother, 2- or 3-pole — Low-noise, near-zero-lag passband response; the 2-pole version is the default.
Super Smoother, 2- or 3-pole — Ehlers low-pass filters for progressively stronger smoothing.
BiQuad — Second-order low-pass filter with an adjustable Q-factor.
ADXvma — Adapts to trend strength and tends to flatten in ranges.
MAMA — Cycle-adaptive MESA moving average.
A2RMA — Adaptive recursive moving average with adjustable gamma.
They are provided by the open-source FiltersToolkit library.
💮 Visual Layering
The display separates function from context:
Active band — Thick directional trailing-stop line
Opposing band — Thin reference for the inactive side
Channel fill — Visual separation between the estimator and each band
Estimator — Optional smoothed anchor
Palette, light/dark mode, widths, and transparencies can be adjusted independently.
🌸 --------- USAGE GUIDE --------- 🌸
💮 Getting Started
Start with the defaults, observe several calm and volatile regimes, and change one dimension at a time:
Tune Volatility Factor for the preferred stop distance.
Tune Adaptation Speed for how quickly width should respond to regime changes.
Choose the direction-switch method for the preferred confirmation level.
Change the volatility estimator only when its assumptions better fit the instrument.
💮 Choosing a Volatility Estimator
Gapped equities — Yang-Zhang accounts for overnight movement.
Trending 24/7 markets — Rogers-Satchell is drift-independent without a separate gap component.
Continuous, range-led markets — Parkinson or Garman-Klass offers efficient range-based measurement under their assumptions.
Familiar baseline — ATR provides conventional true-range behaviour.
On continuous instruments, Rogers-Satchell and Yang-Zhang may look very similar because there are few gaps to distinguish them. Use the Volatility Toolkit to compare their raw behaviour on the intended instrument.
↑ Three estimators compared on one instrument, each reading a different combination of OHLC information.
💮 Tuning Width and Responsiveness
These controls solve different problems:
Volatility Factor — Sets the distance per unit of measured volatility.
Adaptation Speed — Sets the memory of the bullish/bearish profile; faster can widen the stop sooner during shocks.
Volatility Lookback — Sets how quickly the underlying per-bar volatility estimate changes.
Estimator Lookback — Sets the smoothness of the price anchor.
Use symptoms to guide adjustment:
Frequent flips on minor pullbacks — Increase Volatility Factor or use a more conservative switch method (e.g. "on estimator").
Excessive give-back — Decrease Volatility Factor or use a more responsive switch method (e.g. "on high/low").
Width reacts too slowly to regime changes — Increase Adaptation Speed or reduce Volatility Lookback.
Bands become erratic during shocks — Reduce Adaptation Speed or increase Volatility Lookback.
↑ A tight factor follows price more closely and flips more often; a loose factor tolerates larger pullbacks.
💮 Trading Applications
Discretionary trailing stop — Move a protective stop with the active band as it tightens.
Trend confirmation — Accept long signals only during a bullish KTE state, and short signals only while bearish.
Exit timing — Treat a direction change as an exit when the trade thesis is trend-following.
💮 Integration with GYTS Suite
The visible bands and estimator can be selected as sources by compatible Pine scripts. Two packed streams are also exposed:
🔗 STREAM KTE 🪜 Trailing Stoploss — Positive lower-band value in a bullish state; negative upper-band value in a bearish state.
🔗 STREAM KTE 🪜 Mechanism — Encodes the switch method and scale-invariant estimator relationship for compatible consumers.
The KTE is, first and foremost, a trailing stop, and these streams are built for stop management. The Order Orchestrator strategy consumes the Trailing Stoploss and Mechanism streams together : the first supplies the active stop level and its direction, the second makes the strategy's trailing-exit runner follow whatever switch method and estimator you set here. So the stop is configured once, in the KTE.
Beyond that primary role, the signed trailing-stop stream can also serve as a trend signal, since its sign flips with direction: it can be read through sign and magnitude as an entry/exit signal, including by Flux Composer . The KTE can also be paired with Market Regime Detector so flips are acted on only when the broader regime supports trend-following behaviour.
🌸 --------- LIMITATIONS --------- 🌸
Trailing-stop latency — Every trailing stop gives back some of the move between the trend extreme and the eventual breach.
Whipsaws in ranges — Low-energy chop can produce repeated flips; a regime filter may help when ranging conditions dominate.
Fast adaptation can widen the stop — Higher Adaptation Speed means faster volatility response, not guaranteed proximity to price.
Direction-conditioned memory — A bullish or bearish outlier remains in its own profile until enough matching-direction samples replace it, which can create plateaux after shocks.
Warm-up and sample size — Long profile windows need sufficient chart history; strongly one-sided markets may leave one side with few recent samples.
🌸 --------- CREDITS --------- 🌸
💮 Academic Sources
Wilder, J. W. (1978). New Concepts in Technical Trading Systems . Trend Research.
Parkinson, M. (1980). The Extreme Value Method for Estimating the Variance of the Rate of Return. Journal of Business, 53 (1), 61–65. DOI
Garman, M. B., & Klass, M. J. (1980). On the Estimation of Security Price Volatilities from Historical Data. Journal of Business, 53 (1), 67–78. DOI
Rogers, L. C. G., & Satchell, S. E. (1991). Estimating Variance from High, Low and Closing Prices. Annals of Applied Probability, 1 (4), 504–512. DOI
Yang, D., & Zhang, Q. (2000). Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices. Journal of Business, 73 (3), 477–491. DOI
Ehlers, J. F. (2024). The Ultimate Smoother. Technical Analysis of Stocks & Commodities , 2024-04. TASC
Ehlers, J. F. (2004). Cybernetic Analysis for Stocks and Futures . Wiley. Covers SuperSmoother, MAMA and more.
💮 Inspiration
Thanks to Trendoscope for inspiring us with the Supertrend - Ladder ATR (2021). It derives long-side stop distance from bearish-candle ATR and short-side distance from bullish-candle ATR, which is one of the mechanisms that we tried to develop further with the KTE.
💮 Libraries Used
FiltersToolkit — Ultimate Smoother, Super Smoother, BiQuad, ADXvma, MAMA, and A2RMA
VolatilityToolkit — Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang estimators
MathTransform — Logarithmic scaling for Adaptation Speed
ColourUtilities — Palette management and light/dark-mode colour adjustment
지표
지표
Swing Ladder Trend Engine [Jayadev Rana]OVERVIEW
Swing Ladder Trend Engine is a pure price-action trend-following tool. It builds its entire read of the market from confirmed swing highs and swing lows — no moving averages, no ATR, no oscillators. From that swing structure it derives three things: the current trend state, entry and exit signals, and a structure-anchored trailing stop (the "ladder") that only steps in the direction of the trade.
HOW IT WORKS
1. Swing structure. Confirmed pivot highs and lows (Swing Detection Length bars on each side) are classified as HH, HL, LH or LL and tagged on the chart.
2. Trend engine. When a bar closes beyond the most recent confirmed swing high, the trend state flips bullish; a close below the last confirmed swing low flips it bearish. Each swing level can only be broken once, so continuation breaks are tracked cleanly and bars are tinted by the active trend.
3. Ladder stop. Instead of a volatility trail, the stop is anchored to structure itself: in an uptrend it sits below the last confirmed swing low, offset by a configurable percentage of the current swing range, and it can only ratchet upward as new higher lows confirm. The result is a stepped "ladder" that gives the trade room where structure says it needs room, and tightens where structure tightens.
4. Pullback-quality entries. In the default Pullback mode a structure break only arms a setup. The entry itself requires the market to retrace into the breakout leg (between the Min and Max Retracement %), and then print a resumption candle: a close beyond the previous bar's extreme with a directional body of at least the Trigger Body Dominance fraction of its range. Retracements deeper than the maximum void the setup. A Breakout mode is included for traders who prefer to enter on the structure break itself.
SIGNALS: ENTRY, EXIT AND STOP
LONG / SHORT labels mark entries; the label tooltip stores the entry price and the ladder stop at that moment. A trade is closed either when price closes through the ladder stop or when the structure flips against it — the ✕ exit label's tooltip reports the reason and the approximate result in R (risk multiples, measured from entry to the initial ladder stop). All signals are evaluated on confirmed bars only.
DASHBOARD AND ALERTS
A compact dashboard shows the live trend state, the latest swing structure tags, the active signal, the current ladder stop level and the open trade's running R. Six alerts are available: long entry, short entry, exit long, exit short, and bullish/bearish trend flips.
SETTINGS
Swing Detection Length controls the size of the structure being tracked (larger = bigger swings, later confirmation). Entry Mode switches between Pullback and Breakout logic. Min/Max Retracement % and Trigger Body Dominance define what counts as a quality pullback entry. Stop Buffer sets how far beyond the protected swing the ladder sits, as a % of the current swing range. Dashboard position/size, structure labels, bar coloring and colors are all configurable.
LIMITATIONS
Swing points confirm only after the chosen number of right-side bars, so structure tags appear with a delay by design — this is what keeps the logic non-repainting on confirmed bars. Signals fire on bar close, not intrabar. Like any trend-following method, it gives back ground in choppy, range-bound conditions; the pullback filters reduce but do not remove that. R values shown in tooltips and the dashboard are approximations based on closing prices and do not account for gaps, fees or slippage. This is an analysis tool, not financial advice — always test settings on your own market and timeframe before relying on them.
WHY IT IS ORIGINAL
The combination of a swing-anchored ratcheting stop whose buffer adapts to the current swing range, plus an entry gate built from retracement depth and candle body dominance — all derived exclusively from raw price structure — is what this script contributes. It is not a mashup of built-in indicators; every state in the engine comes from the swing ladder itself. 지표
Donchian Breakout with ATR Trailing Stop (Trend Following)A simple, transparent trend-following strategy: a classic Donchian
(turtle) channel breakout with a single ATR-based trailing stop.
It was deliberately built to be robust across markets rather than
curve-fit to one — the same code and settings held up on both an
equity index (DAX/GER40, 1h) and Bitcoin (BTCUSD, 4h), and across
trailing multipliers of 2.5–3.5.
HOW IT WORKS
- Entry: goes long when price closes above the highest high of the
last N bars (default 20) while above the 200 EMA trend filter.
Short side is optional and off by default.
- Exit: one ATR-based trailing stop (distance = ATR × multiplier,
default 2.5, fixed at entry). It serves as both the initial
protective stop and the trailing exit — cutting losses and letting
winners run, fully automatically. No separate exit signal needed.
- Risk: size is derived from a fixed % risk per trade against the
stop distance (compounding), with optional risk and leverage caps.
- Optional weekend-flat close for instruments with gap risk.
HOW TO USE
- Best on genuinely trending markets. Try it on your own instrument
and timeframe.
- Tune the risk % to your own drawdown tolerance, and the ATR
multiplier to taste (2.5–3.5 behaved similarly — a good sign the
edge isn't fitted to one value).
- Built-in alerts: the entry alert gives you the trailing-stop
distance to set on your broker; the trailing stop handles the exit.
WHAT TO EXPECT — READ THIS
- It's a breakout system, so win rate is LOW: ~40–45% is normal.
The edge is that winners are bigger than losers, not that you're
right often. Judge it by profit factor and drawdown, not win rate.
- Expect long flat/drawdown periods in choppy, range-bound markets.
It performs when markets trend.
- COSTS DECIDE EVERYTHING. Set your own broker's spread/commission
in the properties before trusting any result. Something that looks
great at zero cost can be break-even or worse once real spreads —
and, for leveraged CFDs, overnight financing — are included.
Results vary a lot by broker and instrument.
NOTES
- No repainting: entries use the prior bar's channel; the trailing
stop only ratchets in the trade's favor.
- Not financial advice. Past backtest results do not guarantee
future performance. Always test on your own market, timeframe and
broker costs, and only risk what you can afford to lose. 전략
Volatility Trail [BOSWaves]Volatility Trail - Hull-Anchored ATR Trail with Gradient Cloud Radiation and Multi-Mode Candle Scoring
Overview
Volatility Trail is a Hull-anchored trend trailing system that constructs an ATR-scaled ratcheting trail from a Hull Moving Average baseline, where trend state, gradient cloud geometry, and candle coloring intensity are driven by the relationship between price and the adaptive trail rather than by fixed thresholds or static band crossovers.
Instead of relying on conventional moving average crossovers or symmetric bands, trend state is determined by a one-directional ratcheting trail that advances in the trend direction and locks in progress, only flipping when price closes through the trail level in the opposing direction. The trail distance from the Hull baseline scales with ATR, ensuring the ratchet respects current volatility conditions rather than applying a fixed distance regardless of market behavior.
This creates a trailing trend framework that combines a responsive Hull baseline with a volatility-calibrated ratchet mechanism, a radiating four-layer gradient cloud that visually maps the space between trail and price, and a configurable candle coloring system that scores each bar by distance from the trail, trail acceleration, or both, producing a chart where candle brightness communicates conviction intensity rather than merely indicating direction.
Price is therefore evaluated not just for its position relative to the trail but for how far it has extended from it and how fast the trail itself is advancing, providing a multi-dimensional conviction reading through the visual layers of the indicator.
Conceptual Framework
Volatility Trail is founded on the principle that a trailing trend system should do three things simultaneously: define trend state through a ratcheting mechanism that locks in directional progress, communicate the spatial relationship between price and the trail through a graduated visual field, and score candle conviction based on measurable characteristics of that relationship rather than applying uniform coloring regardless of momentum state.
Traditional trailing indicators provide a line that defines trend direction but offer no framework for understanding how convincingly price is separated from that line or whether the trail itself is accelerating. This framework adds those dimensions through the gradient cloud and candle scoring systems, transforming a single trail line into a complete visual conviction map that reveals both where price is relative to the trail and the dynamic quality of the separation between them.
Three core principles guide the design:
The trail should ratchet in the trend direction using ATR-scaled distance from a Hull baseline, locking in progress and only reversing when price demonstrates a genuine closing breach rather than a temporary excursion.
The space between the trail and price should be visualized as a graduated gradient field with multiple opacity layers that radiates from the trail toward price, communicating proximity and separation depth visually rather than numerically.
Candle coloring should reflect measurable conviction characteristics through configurable scoring modes, dimming bars with weak conviction and brightening bars with strong distance or acceleration readings to encode momentum quality into the candlestick display.
This shifts trailing trend analysis from single-line direction tracking into a multi-layer conviction visualization where the trail, cloud, and candles collectively communicate trend state, spatial conviction, and momentum quality simultaneously.
Theoretical Foundation
The indicator combines Hull Moving Average baseline construction, ATR-scaled ratcheting trail mechanics, four-layer gradient cloud construction using proportional gap interpolation, and a dual-mode candle scoring system based on distance normalization and trail acceleration measurement.
The Hull Moving Average provides a low-lag directional baseline that reduces the smoothing delay of standard moving averages while maintaining noise resistance. The trail ratchets by advancing the lower band as a minimum during uptrends and the upper band as a maximum during downtrends, preventing the trail from retreating against price and locking in each bar's progress. The gradient cloud divides the gap between trail and price into four proportionally spaced bands at 20, 40, 65, and 85 percent of the total gap, filling each interval with progressively increasing transparency to create a radiating visual field. Candle scoring normalizes either distance from trail or trail advancement speed against ATR, applies a power transformation to suppress weak readings, and maps the result to a gradient between a neutral dim color and the full trend color.
Four internal systems operate in tandem:
Hull ATR Trail Engine : Calculates the Hull MA baseline and derives upper and lower ATR-scaled bands, maintaining a ratcheting trail that advances with the trend and flips to the opposing band only when price closes through the current trail level.
Gradient Cloud System : Computes four proportional interpolation points between the smoothed trail and price, plots invisible bands at each point, and fills the intervals with opacity-graduated fills that intensify near the trail and fade toward price, producing a radiating cloud effect.
Candle Scoring Engine : Measures distance from trail normalized by ATR and trail advancement speed normalized by ATR fraction, applies a power exponent to crush weak scores, and maps the resulting score to a gradient from a dim neutral color to the full trend color through configurable distance, acceleration, or combined scoring modes.
Retest Detection System : Monitors price proximity to the trail after the signal buffer period, triggering retest diamonds when price approaches within an ATR-fraction zone of the trail without crossing it, with per-side cooldown enforcement between consecutive signals.
This design allows the trail to provide clean directional state through ratcheting mechanics while the cloud and candle systems layer spatial and momentum conviction context onto the same chart space.
How It Works
Volatility Trail evaluates price through a sequence of trail-aware and conviction-scoring processes:
Source Selection : The price source used for Hull calculation and trail comparison is selected from Close, HL2, HLC3, or OHLC4, allowing the baseline to be anchored to the most appropriate price representation for the target instrument.
Hull Baseline Calculation : The Hull Moving Average is calculated over the configured length from the selected source, providing a low-lag directional reference that minimises the lag penalty of standard moving averages.
ATR Band Derivation : Upper and lower bands are calculated by adding and subtracting ATR multiplied by the configured factor from the Hull baseline, producing volatility-scaled boundaries that adapt to changing market conditions.
Trail Ratcheting : During an uptrend the trail advances as the maximum of the lower band and the prior trail, preventing retreat against price. During a downtrend it advances as the minimum of the upper band and the prior trail. When price closes through the current trail the trend flips and the trail resets to the opposing band.
Trail Display Smoothing : An EMA smoothing pass over the configurable length is applied to the trail for display purposes, producing a visually cleaner line while signals continue to fire from the raw unsmoothed trail.
Gradient Cloud Construction : The gap between the smoothed trail and close is calculated and four interpolation points are derived at proportional fractions of that gap. Each interval between adjacent points is filled with a directional color at progressively increasing transparency, producing a graduated cloud that radiates from the trail outward toward price.
Distance Scoring : The absolute distance between close and the smoothed trail is divided by three times ATR to produce a normalized 0-1 distance score, measuring how far price has extended from the trail relative to recent volatility.
Acceleration Scoring : Trail advancement speed is measured as the absolute change in trail position over the acceleration lookback, normalized by a fraction of ATR, producing a 0-1 score reflecting how quickly the trail is currently advancing.
Score Combination and Power Transform : Depending on the selected candle mode, the distance score, acceleration score, or their maximum is selected, then raised to the power of 2.5 to suppress low-conviction readings and concentrate brightness at genuinely strong bars.
Candle Color Mapping : The transformed score maps from a fixed dim neutral color at zero to the full trend color at one, producing candles that are nearly invisible during low-conviction conditions and fully saturated during strong extension or acceleration events.
Retest Diamond Detection : After the signal buffer period from the most recent flip, price approaching within a fraction of ATR of the trail without crossing it triggers a directional retest diamond, with per-side cooldown enforced between consecutive signals.
Together, these elements form a continuously updating trail system where ratcheting mechanics define direction, gradient cloud layers map spatial conviction, and candle scoring communicates momentum quality across every bar of the trend.
Interpretation
Volatility Trail should be interpreted as a ratcheting trend system with radiating conviction geometry and multi-mode candle intensity scoring:
Bullish Trend State (Green) : Active when the trail has ratcheted below price and price has not closed below it, with the gradient cloud radiating upward from the trail toward the current bar.
Bearish Trend State (Red) : Active when the trail has ratcheted above price and price has not closed above it, with the gradient cloud radiating downward from the trail toward the current bar.
Trail Line : The smoothed ratcheting trail provides the primary directional boundary, advancing with the trend and serving as the structural invalidation level for the current directional state.
Gradient Cloud : Four fills between the trail and price create a radiating opacity field that intensifies near the trail and fades toward price, visually encoding the spatial relationship between the ratchet boundary and current price action. A thick, prominent cloud indicates substantial separation, while a thin cloud suggests price is close to the trail and near potential retest territory.
Distance Mode Candles : Candle brightness reflects how far price has extended from the trail relative to ATR. Bright candles indicate substantial separation, dim candles indicate proximity to the trail.
Acceleration Mode Candles : Candle brightness reflects how fast the trail itself is advancing. Bright candles indicate the trail is moving quickly with the trend, dim candles indicate the trail is stalling.
Both Mode Candles : Candle brightness reflects the maximum of distance and acceleration scores, brightening when either strong extension or strong trail advancement is present.
▲ Buy Signals : Green triangles mark upward trail flips where trend has switched from bearish to bullish and the trail has reset to the lower ATR band.
▼ Sell Signals : Red triangles mark downward trail flips where trend has switched from bullish to bearish and the trail has reset to the upper ATR band.
◆ Retest Diamonds : Small diamonds plotted below bars during bullish retests and above bars during bearish retests when price approaches within the retest zone of the trail after the signal buffer period, identifying potential continuation interaction points with the trailing boundary.
Trail position, cloud depth, candle brightness, and retest diamond placement collectively provide more conviction information than trend direction alone.
Signal Logic & Visual Cues
Volatility Trail presents two primary trail flip signals alongside continuous retest zone monitoring:
Buy Signal (▲) : Green triangle appears when the trail ratchet flips from bearish to bullish, indicating price has closed above the upper ATR band and the trail has reset to the lower band to begin a new bullish ratchet cycle.
Sell Signal (▼) : Red triangle appears when the trail ratchet flips from bullish to bearish, indicating price has closed below the lower ATR band and the trail has reset to the upper band to begin a new bearish ratchet cycle.
Retest diamond detection provides continuous secondary monitoring, marking proximity to the trail after the signal buffer period with independent per-side cooldown enforcement, identifying potential continuation setups at the ratchet boundary throughout the established trend.
Alert generation covers bullish and bearish trail flips and both bullish and bearish retest events for systematic trend monitoring workflows.
Strategy Integration
Volatility Trail fits within volatility-adaptive trailing and momentum conviction approaches:
Trail Flip Entries : Use trail flip signals as primary trend initiation triggers where price has closed through the ATR-scaled boundary and the ratchet has reset in the new direction, with the newly positioned trail providing an immediate structural invalidation reference.
Candle Mode Selection for Instrument Type : Use Distance mode on instruments where price extension from the trail is the primary conviction indicator, Acceleration mode on instruments where trail advancement speed is more consistent, and Both mode for instruments where either characteristic can signal high conviction depending on market phase.
Cloud Depth Assessment : Use gradient cloud depth as a real-time spatial conviction reading. A deep cloud with multiple visible layers indicates substantial separation and trend momentum. A thin cloud with minimal fill depth indicates price is compressing toward the trail and a retest is increasingly probable.
Retest Diamond Re-entry : Use retest diamonds as lower-risk continuation entry references within established trends, entering in the trend direction when price approaches the trail boundary after the signal buffer period rather than chasing extended price action far from the trail.
ATR Factor Calibration : Adjust the ATR factor to match the instrument's typical volatility behavior at the target timeframe, using higher factors for instruments requiring more room between price and trail and lower factors for tighter ratchet tracking.
Multi-Timeframe Trail Alignment : Apply higher-timeframe trail direction as a bias filter, engaging with lower-timeframe flip signals and retest diamonds only when they align with the established higher-timeframe ratchet direction.
Technical Implementation Details
Core Engine : Hull Moving Average baseline with configurable source and ATR-scaled ratcheting trail mechanics
Trail Logic : One-directional ratchet advancing as band maximum or minimum in respective trend directions with flip on close breach
Gradient Cloud : Four proportional gap interpolation points with interval fills at graduated transparency levels radiating from trail toward price
Candle Scoring : ATR-normalized distance and acceleration scoring with power transform and gradient mapping to dim-to-trend-color range
Retest System : ATR-fraction proximity zone detection with signal buffer and independent per-side cooldown enforcement
Visualization : Smoothed trail line, four-layer gradient cloud fills, flip signal labels, retest diamond markers, and multi-mode intensity-scored candle coloring
Signal Logic : Raw trail flip detection with smoothing applied to display only, preserving signal timing accuracy
Performance Profile : Optimized for real-time execution across all timeframes with stateful trail variable maintaining ratchet progress between bars
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday trail tracking for scalping with shorter Hull length and tighter ATR factor for fast ratchet response to intraday momentum shifts
15 - 60 min : Session-level trend identification with balanced Hull length and moderate ATR factor for reliable directional framing across typical session moves
4H - Daily : Swing-level trailing with longer Hull length and higher ATR factor for sustained ratchet persistence across multi-session directional moves
Suggested Baseline Configuration:
Hull Length : 72
ATR Length : 9
ATR Factor : 1.7
Source : Close
Trail Smoothing : 4
Show Gradient Cloud : Enabled
Color Candles : Enabled
Candle Color Mode : Distance
Show Buy/Sell : Enabled
Retest Diamonds : Enabled
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's volatility characteristics, Hull responsiveness at the target timeframe, and preferred signal frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Trail flips too frequently : Increase ATR Factor to widen the distance between the Hull baseline and the trail boundary, requiring more significant price displacement before a flip is registered.
Trail flips too slowly : Decrease ATR Factor toward 0.5 for a tighter trail that responds faster to directional changes, or decrease Hull Length for a more reactive baseline.
Hull baseline too laggy : Decrease Hull Length toward 20 for a faster baseline that captures directional shifts earlier, accepting increased sensitivity to short-term price fluctuations.
Hull baseline too reactive : Increase Hull Length for a smoother baseline that filters minor oscillations and produces a more stable trail ratchet with fewer noise-driven flips.
Candles too uniformly dim : Switch to Acceleration mode if the instrument's trail advancement speed is more variable than its price extension, or reduce ATR Factor so distance scores normalize against a tighter trail range.
Too many retest diamonds : Increase Retest Cooldown to enforce greater bar separation between consecutive diamond markers, or increase Signal Buffer to delay retest detection further from each flip event.
Retest diamonds not firing : The retest zone is sized as a fraction of ATR multiplied by the ATR Factor. On instruments with very consistent trail distance this zone may be narrow. Increasing ATR Factor slightly widens the retest detection zone relative to the trail boundary.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets with sustained directional moves where the Hull baseline advances consistently and the trail ratchets without frequent resets, producing deep gradient clouds and bright high-conviction candles throughout the move
Instruments with consistent ATR behavior where the volatility-scaled trail distance produces reliable flip signals without excessive noise-driven reversals
Momentum continuation strategies that benefit from the retest diamond system identifying pullback interactions with the trail boundary as lower-risk continuation entry points
Multi-mode candle scoring approaches where distance or acceleration scoring provides additional conviction context that supplements the directional trail signal
Reduced Effectiveness:
Choppy, low-momentum markets where price oscillates near the Hull baseline, causing frequent trail flips and preventing the ratchet from establishing meaningful directional progress
Extremely volatile instruments where ATR spikes produce wide trail distances that delay flip detection relative to the actual structural change in price direction
Consolidation environments where the Hull baseline moves sideways and the trail ratchet stalls, producing minimal cloud depth and uniformly dim candles without directional conviction scoring
News-driven or gap-heavy markets where instantaneous price displacements trigger trail flips that immediately reverse before the ratchet can establish sustained directional progress
Mean-reversion dominant conditions where trail flips occur rapidly in alternating directions without the sustained follow-through required for gradient cloud development or sequential retest patterns
Integration Guidelines
Confluence : Combine with BOSWaves structural tools, order flow analysis, or momentum oscillators to validate trail flip signals with broader analytical context before committing to directional positions
Cloud Depth Monitoring : Track gradient cloud depth evolution throughout the trend as a spatial conviction indicator. Progressively deepening cloud layers suggest sustained separation and trend health while thinning cloud depth warns of price compression toward the trail and potential retest or flip conditions.
Candle Mode Selection : Match the candle scoring mode to the instrument's typical conviction expression. Instruments that show conviction through large extension moves favor Distance mode; instruments that show conviction through accelerating trail advancement favor Acceleration mode; instruments that express conviction through either mechanism favor Both mode.
Ratchet Progress Awareness : Recognize that the trail only advances and never retreats against price within a trend. Rapid trail advancement reflected in bright Acceleration mode candles indicates strong directional follow-through, while a stalling trail with minimal advancement suggests momentum is flattening before potential reversal.
State Discipline : Maintain directional bias aligned with the current trail trend state until a confirmed closing breach of the trail triggers a flip. Retest diamonds and cloud thinning within an established trend represent continuation context rather than reversal signals and should not override the ratchet-defined directional state.
Disclaimer
Volatility Trail is a professional-grade Hull-anchored trend trailing and conviction visualization tool. It uses ATR-scaled ratcheting trail mechanics with gradient cloud construction and multi-mode candle scoring but does not predict future price movements. Results depend on market conditions, instrument volatility characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates order flow context, structural analysis, and comprehensive risk management. 지표
Calibrated Supertrend Strength-Graded & Multi-Timeframe## Calibrated Supertrend — Confirmed, Strength-Graded & Multi-Timeframe (ST ARC)
### What it is
A Supertrend rebuilt to fix the three things that frustrate everyone who uses the
plain version, and to tell you **how trustworthy each trend flip is** before you act
on it. A classic Supertrend uses a **fixed ATR multiplier** (an arbitrary guess that
whipsaws in volatile markets and lags in calm ones), it **flips on noise** (every
marginal poke through the band reverses it), and it gives you **no sense of quality**
(a great flip and a junk flip look identical). ST ARC addresses all three, then
scores every flip 0–100 and — crucially — **calibrates that score to what actually
happened on this symbol**, so the number is accountable rather than decorative.
It runs on **any symbol, asset class, timeframe and market**. The raw data source
and every optional feed are user-selectable; nothing is hard-coded to a market.
### Why these components are combined (mashup rationale)
Each layer removes one specific, nameable failure of the plain Supertrend and feeds
the next — none is decorative:
1. **Adaptive multiplier** — the band width is no longer fixed. The ATR multiplier
becomes a series that scales with a **volatility rank** (how high current ATR
sits versus its own recent history): wider when volatility is high to cut
whipsaw, tighter when calm, and wider still when trend **efficiency** is low
(choppy tape). The ATR *length* can also adapt to the measured dominant cycle.
2. **Confirmation gate (de-whipsaw)** — a raw flip is only **confirmed** when the
close breaches the prior band by a minimum fraction of ATR *and* a minimum number
of bars have passed since the last flip, evaluated on closed bars
(non-repainting). This fixes the "flips on noise" problem.
3. **Regime classifier** — efficiency ratio + trend strength + a volatility-cluster
measure label the market Trend / Range / Volatile, so flips are trusted or
discounted by context.
4. **Multi-timeframe agreement** — three higher-timeframe Supertrends (multiples of
your chart timeframe) are read with no repainting and counted for agreement; a
signal that all higher timeframes oppose can be vetoed.
5. **Flip-strength score + conviction with hard vetoes** — at each flip a 0–100
strength is built from breach depth, trend strength, efficiency, MTF agreement,
regime alignment, volume thrust and volume delta, then gated by hard vetoes
(volatility spike, higher timeframes opposed, a fresh flip inside a chop regime,
cross-asset conflict). The output is one verdict plus a strength grade.
Remove any single layer and a specific Supertrend failure returns — that is the
justification for combining them.
### How it is original
ST ARC keeps a **self-calibrating quality engine**. It records every confirmed flip
and, a fixed window later, checks whether price actually ran a **favourable target
(measured in ATR)** in the flip's direction — i.e. whether the trade *worked*, not
merely whether the line avoided re-flipping. From that it reports, on the dashboard
and on each flip label, the **realized win-rate of past flips at each strength tier**
on this very symbol, plus the average favourable excursion. It can even **auto-learn
the strength threshold** at which flips have historically met a target win-rate and
use that as the action filter. A stock Supertrend tells you nothing about the quality
of its own signals; this one is accountable to its own track record.
### What it plots
- A single **Supertrend line** on price, green up / red down, with the flip triangle
**colour-graded by strength** (strong = solid, weak = faded) and a small
**strength label** on each flip (score + grade).
- An optional **second, slower Supertrend** (thinner line, contrasting colour,
diamond markers) for fast/slow confluence, with a DUAL agreement readout.
- A compact **dashboard**: verdict, regime, direction, the live adaptive multiplier
and ATR length, the flip state with its strength and that tier's realized
win-rate, MTF agreement, the calibration stat, dominant cycle, a risk-based size
reference and any active veto.
### How to use it
1. Trade with the line: long bias while it is below price (green), short while above
(red). The line is a natural trailing stop.
2. Act on **confirmed flips** (the triangles), not raw touches, and weight them by
the **strength score** — strong flips in a Trend regime with higher-timeframe
agreement are the high-quality ones; weak flips in a chop regime are the ones to
skip.
3. Use the **conviction / strength gates** and any active **veto** as a filter; the
optional **auto-learned strength cutoff** suppresses the verdict on flips weaker
than the level that has historically met your target win-rate.
4. The size shown is an ATR-based reference for journaling, not an order.
5. Alerts cover confirmed flips, the conviction verdict, raw flips and the secondary
Supertrend.
### Settings (use on any asset / market)
- **Raw data source** — `hl2`, `hlc3`, `close`, `ohlc4`, or point it at **another
indicator's plot**. This is what lets it work on any instrument or on your own
series.
- **Supertrend core** — ATR length (with optional dominant-cycle adaptive length)
and base multiplier.
- **Adaptive multiplier** — volatility-rank lookback, calm/volatile scaling and an
optional chop-widening term.
- **Confirmation** — minimum breach in ATR, minimum bars between flips, non-repaint
on close.
- **Calibration** — the judging window and the favourable target (in ATR) that
defines a "good" flip; the auto-learn cutoff and its target win-rate.
- **Regime / MTF / conviction weights / secondary Supertrend** — all exposed.
- **Optional feeds (blank = off):** a *volatility-index symbol* (spike veto) and a
*cross-asset symbol* (confluence). Both blank by default, so the script is fully
self-contained on any market.
### Notes
- It is a **study / indicator**, not a strategy, and it places no orders.
- Confirmed flips are evaluated on bar close to avoid intrabar repainting;
higher-timeframe reads use confirmed values.
---
### Disclaimer
This script is provided for educational and informational purposes only. It is a
technical-analysis study, not financial, investment, or trading advice, and not a
recommendation or solicitation to buy or sell any instrument. No indicator can
predict markets; past behaviour and any historical statistics shown (including the
flip win-rates) do not guarantee future results. Trading involves substantial risk of
loss. You are solely responsible for your own decisions — do your own research and
consider consulting a licensed financial professional before trading. The author
accepts no liability for any loss arising from use of this script.
지표
Trend Volatility RegimeThe Trend Volatility Regime is an all-in-one trend-following model that identifies changes in the market regime by combining moving-average crossover signals with volatility-adaptive trailing stops. It features an integrated backtesting engine that provides institutional-grade insights into historical strategy performance, along with a built-in alert system that notifies investors in real time when regime changes occur. The model integrates seamlessly into the price chart and presents backtest results in a clear, color-coded table benchmarked against buy-and-hold.
At its core, the model combines two complementary trend detection components to determine the prevailing market regime. The first component identifies the underlying structural trend using a volatility-adjusted moving-average crossover based on the spread between fast and slow moving averages. The second component identifies trend reversals using an adaptive trailing stop based on changes in price and volatility. Bullish and bearish regimes occur when both crossover and volatility signals are directionally aligned, while conflicting signals result in neutral regimes.
Bullish Crossover Signal = (Fast MA – Slow MA) > (ATR × Trend Margin)
Bearish Crossover Signal = (Fast MA – Slow MA) < –(ATR × Trend Margin)
Bullish Volatility Signal = Price > (Highest Price – (Volatility × Stop Factor))
Bearish Volatility Signal = Price < (Lowest Price + (Volatility × Stop Factor))
By default, the model applies an asymmetric regime design in which conflicting signals default to a bullish regime unless half-equity positions are enabled in the menu. This asymmetric design reflects the tendency of risk assets to deteriorate gradually while recovering more abruptly. The moving-average component captures the slower deterioration typically observed during market tops, while the trailing stop component responds more dynamically to faster reversals typically observed at market bottoms. This helps reduce overreaction to corrections during uptrends while still allowing for faster re-entry following sharp recoveries. To evaluate the performance of different parameter configurations, the model includes a built-in table with the following metrics:
CAGR = Compounded Annual Growth Rate.
Excess = CAGR in excess of buy-and-hold.
Sharpe = CAGR per unit of standard deviation.
Sortino = CAGR per unit of downside deviation.
Calmar = CAGR relative to maximum drawdown.
Max DD = Largest peak-to-trough decline in value.
Alpha (α) = Excess annualized risk-adjusted returns.
Win Rate = Ratio of profitable trades to total trades.
Profit Factor = Total gross profit per unit of losses.
Expectancy = Average expected return per trade.
Turnover = Average annualized change in exposure.
This indicator is designed with flexibility in mind, enabling users to specify the start date of the backtesting period, the preferred trend type, volatility type, and regime visualization. Supported regime visualizations include line, candle, and shaded background. Supported moving-average types include the Exponential Moving Average (EMA), Simple Moving Average (SMA), Wilder’s Moving Average (RMA), and Weighted Moving Average (WMA). Supported volatility types include the Average True Range (ATR), Standard Deviation (SD), and Mean Absolute Deviation (MAD). Supported price sources include Close, HL2, HLC3, and OHLC4. The table follows an intuitive color-coded logic that allows for quick performance comparison against buy-and-hold (B&H):
CAGR = Green indicates above 0%, while red indicates below 0%.
Excess = Green indicates above 0%, while red indicates below 0%.
Sharpe = Green indicates better than B&H, while red indicates worse.
Sortino = Green indicates better than B&H, while red indicates worse.
Calmar = Green indicates better than B&H, while red indicates worse.
Max DD = Green indicates better than B&H, while red indicates worse.
Alpha (α) = Green indicates above 0%, while red indicates below 0%.
Win Rate = Green indicates above 50%, while red indicates below 50%.
Profit Factor = Green indicates above 2, while red indicates below 1.
Expectancy = Green indicates above 0%, while red indicates below 0%.
In summary, the Trend Volatility Regime is a comprehensive trend-following tool designed to help investors stay on the right side of the market by identifying key changes in the market regime. By combining volatility-adjusted moving-average crossover signals with adaptive volatility-based trailing stops, the model seeks to maximise participation during uptrends while reducing exposure during sustained downtrends. While the model provides valuable historical insights, users should remain mindful that past results may not necessarily persist under future market conditions. 지표
Efficiency Trailing Stop LossEfficiency TSL is an adaptive trailing stop framework designed to dynamically follow market movement while continuously adjusting stop behavior based on changing price efficiency and directional conditions.
Unlike traditional trailing stop systems that rely on static ATR values or fixed structure levels, Flip TSL evaluates how effectively price is moving and uses that information to expand, tighten, or aggressively reduce risk as market behavior evolves.
The objective is not simply to trail price, but to adapt risk management according to changing market conditions beneath the surface.
By combining market efficiency analysis, directional state detection, adaptive stop expansion logic, and automatic long/short transition behavior into a unified framework, the indicator is designed to provide additional context for trade management and evolving market structure.
Features
• Single adaptive trailing stop line
• Automatic Long ↔ Short transition system
• Dynamic stop expansion and tightening engine
• Market efficiency analysis
• Improvement / deterioration detection
• Automatic direction logic modes:
• Stop Cross
• SMA Direction
• Candle Direction
• Structure Step stop logic
• Swing High / Low fallback logic
• Multi-timeframe calculations
• Adjustable timeframe selection
• Wait-until-close confirmation option
• Dynamic ATR stop sizing
• Real-time dashboard
• Fully customizable colors and display settings
Dashboard Includes
• Current direction mode
• Auto direction method
• Efficiency score
• Market state
• Stop mode
• Active ATR multiplier
• Current trailing stop value
Alerts Included
• Flipped Long
• Flipped Short
• Efficiency crossed below threshold
• Long Mode Activated
• Short Mode Activated
Potential Use Cases
• Dynamically manage open positions
• Adapt stop placement to changing conditions
• Reduce risk during deteriorating environments
• Hold stronger trends longer
• Filter lower-quality market conditions
• Add confluence to existing systems
• Study changing market behavior
Interpretation
Expanded
Market efficiency is elevated and conditions remain supportive of directional continuation.
The trailing stop expands and provides additional room for price movement.
Tightening
Market conditions begin slowing or losing efficiency.
The trailing stop contracts and moves closer to price action.
Cut / Take Profit
Market efficiency falls beneath the defined threshold.
The stop may aggressively tighten or move toward current price to reduce exposure and protect gains.
Direction Modes
Stop Cross
Direction flips when price crosses the active trailing stop.
SMA Direction
Direction follows price relative to moving average positioning.
Candle Direction
Direction adapts based on bullish and bearish candle behavior.
About TrendGenY Indicators
TrendGenY indicators are built from market experience, creative concepts, and a constant pursuit of unique perspectives. Rather than following conventional ideas, the focus is on uncovering alternative insights and viewing market behavior through different angles to reveal information that traditional tools may overlook and help traders build a more meaningful edge in the market. 지표
