Multi-Factor Regime Scoring & Alerts [HYPR-run]

31 mar

DESCRIPTION:
Composite regime scoring system that fuses eight independent market dimensions into a single normalized Regime Factor (-1 to +1). The sweet spot is the +/-0.2 zone: when the Regime Factor crosses through this zone (dim white circles on chart), the regime just shifted from one side to the other through neutral. That crossover, with the HMA-smoothed Regime Curve sloping in the same direction, is the highest-conviction entry the composite produces. The alerts are built around this: Regime Pivot fires at +/-0.25 with volatility band confirmation.

DISCOVERING EDGE
Pursuing a mechanical edge in entry/exit timing, confirmation and conviction sizing led us to developing an oscillating expression of most of the key criteria we use in building automated strategies. We discovered there is a sweet-spot for higher conviction trades in the +/-0.2 - .+/-0.3 zone. For example if a SFP presents, waiting for the REGIME Factor to enter the zone has a higher probability of trending than if taken earlier. In addition, for earlier reversion trades, XO/XU the outer most levels of +/-0.6 are excellent early entries when following a disciplined sizing methodology.

EIGHT SCORING DIMENSIONS
1. Macro Pivot (+/-10): ROC regime exhaustion into inflection
2. ROC Filter (+/-9): layered rate of change momentum states
3. ADXVMA (+/-9): adaptive trend direction with regime gradient
4. OBVIX (+/-5): on-balance volume, volatility, and trend composite
5. Convergence (+/-7): multi-timeframe alignment across 7 timeframes
6. Mean Reversion (+/-10): blow-off detection and spike revert signals
7. Levels (+/-8): positioning relative to 50d, 200d, 10w moving averages
8. Mechanical Hold (+/-5): price action hold signals with squeeze detection

Macro pivot and mean reversion (+/-10 each) are the heaviest. When both fire in the same direction, they swing the composite by nearly a third of its total range.

HOW TO USE
Add to chart, adjust ADXVMA and Turtle periods to match your setup. Read the Regime Factor, not the price. Above +0.6 = strong bullish; XO/XU these levels for early starter positions. Below -0.6 = strong bearish. The +/-0.2 zone is the sweet spot: crossovers here (dim white circles) mark high-probability entries or confirmation to other set-ups like an SFP. The Regime Curve shows the trend of the regime itself; when the curve slopes against the score, the regime is decelerating.

When the composite is ambiguous (between 0.2 and 0.6), the dashboard tells you why. Macro pivot green but ROC filter yellow = inflection detected, momentum hasn't confirmed. Convergence bright green but ADXVMA yellow = multi-TF aligned but local MA still flat.

CROSS-DIMENSIONAL READS
The power is reading 2-3 dashboard rows together:
- Macro pivot firing while ROC filter still green = earliest warning of trend exhaustion
- "Macro Lc confirmed" + convergence at +5 or higher = highest-conviction reversal entry
- ADXVMA "Early Bull" + convergence at +5 = trend birth signal
- Convergence at +7 = strongest trend confirmation AND trigger for mean reversion detection. Maximum agreement = maximum overextension risk
- "Blow-Off" + "Hodl S" = hold confirmed but reversion loading against you; tighten
- "Legit Squeeze" + "Chopperoni" + convergence +/-5 = compressed energy, directional break coming
- Regime Factor +0.7 but Curve flattening = regime decelerating; leading signal of rollover

ALERTS
Regime Pivot fires when the Regime Factor crosses +/-0.25 with volatility band confirmation; solid arrows on chart. Built around the sweet spot: fires at the regime shift, not after the move has run. Spike Revert fires on mean reversion after blow-off; counter-trend edge from extreme overextension. Toggle each independently. For notifications without webhooks: condition = this indicator, "Any alert() function call", select push/email/popup. For webhook execution: paste endpoint URL, set Open-ended, create.

REGIME FACTOR THRESHOLD ZONES
+0.6 to +1.0 strong bullish (solid green hline)
+0.2 to +0.6 moderate bullish (dotted line)
-0.2 to +0.2 sweet spot entries (dim white circles); XO/XU here
-0.6 to -0.2 moderate bearish (dotted line)
-1.0 to -0.6 strong bearish (solid red hline)

DASHBOARD (9 rows)
1. MACRO PIVOT - Green: Pivoting ↑, Lc ↗ (confirmed), L In Play ↗. Red: inverse. Black: neutral.
2. ROC FILTER - Bright Green: Momentum ↑. Green: Trending ↗ / Rolling Over ↓. Yellow: Continuation / Stage 1 / Reversion. Orange: Exhaustion. White: Sideways. Red/Bright Red: inverse.
3. ADXVMA - Green: D Trend ↗, Trending ↗, Early Bull. Yellow: Pivoting, Consolidation, Chopperoni. Red: inverse.
4. OBVIX - Green: positive. Red: negative. Black: flat.
5. CONVERGENCE - Bright Green: All Lined Up ↑ (7/7). Gradient green: +5 to +6. Dim: +3 to +4. Black: near 0. Red gradient: inverse.
6. MEAN REVERSION - Yellow: Blow-Off, High Potential, Possible. Green: Spike Revert ↑ / MR In Play ↗. Red: inverse.
7. LEVELS - Green: Bouncing key MAs, XO events. Red: Rejecting, XU events. MA combo: above/below 50d, 100d, 200d + 10w anchor.
8. MECHANICAL HOLD - Squeeze gradient: Legit Squeeze / Squeezing. Green: Hodl L. Red: Hodl S. Black: Get Ready / Neutral.
9. REGIME FACTOR - Composite score with gradient color and numeric display.

CREDITS
ADXVMA: Linnsoft
ADX: J. Welles Wilder (1978)
VIDYA: Tushar S. Chande, TASC March 1992
Advance/Decline gradient: LucF
Turtle breakout concept: Richard Donchian

2 kwi

Informacje o Wersji

Removed in-script comments in accordance to house rules.