Originals
Researched Meridian panes — composite state models with their own long-form theory.
Multi-force state pane: participation-weighted trend energy with an adaptive noise floor, variance-ratio persistence regime, volatility-phase background, and impulse / exhaustion / absorption / release events.
Flow-first state pane: entropy-adaptive capital-flow waves at three horizons with a confidence ribbon, latent-flow pressure (volume without price), a flow→price lead background, and pulse / compression / expansion / divergence events.
Fuzzy 8-state regime classifier: per-bar probability simplex over trending, ranging, breakout, accumulation, distribution, capitulation, panic and recovery, drawn as a stacked probability field with an entropy confidence line, rotation-heat background, confirmed regime flips and single-bar distribution shocks.
Kinematic state pane: the smoothed price path as a particle trajectory in ATR units — velocity core with coherence-weighted opacity, energy envelope, acceleration wave, build/decay phase wash, friction-adjusted energy flux, and violent-turn / curvature-shear / cycle-lock events.
Autocorrelation spectrogram of ATR-unit velocity: 12 period bands as a heat ladder, the dominant-period trajectory, cycle-phase sawtooth, spectral-concentration background, and lock / period-shift events.
Live quantile fan of the return distribution: width (risk), lean (skew), CVaR tail depth per side, fat-tail background heat, breach events when reality escapes the prior fan, and squeeze marks when risk compresses.
Breakout reliability ledger: rolling trap rate per side, realized ATR payoff of resolved breaks, instant stop-run (sweep) detection, and a tape-honesty background. Conditions every breakout and level tactic.
Six realized-vol horizons as a ladder of row oscillators: the whole term structure, its slope, short-end inversions, and the multi-horizon squeeze cascade (armed → released).
Mirrored drawdown/run-up anatomy in ATR units: excursion depth with time-underwater opacity, RMS pain (Ulcer) and thrust lines, a heal/bleed phase background, and fresh-max-pain / meaningful-reclaim events.
Four archetype playbooks (trend-follow, breakout, mean-revert, hold) run as shadow strategies, each a rolling t-statistic of its returns — which tactic the tape is currently paying, with leadership-flip and edge-death events.
Causal ZigZag leg ledger: impulse/correction magnitudes, continuation odds with a binomial noise floor, pullback-depth percentile, and a measured-move hit/miss audit. Event-clocked — young on quiet tapes by design.
Hour-of-day expectation model: the vol tide the clock predicts, the actual pulse inside it, volume surprise conditioned on the hour, and ≥3σ same-hour anomalies. Intraday only (tf ≤ 1h) — higher TFs under-sample the buckets and render nothing.
Metaorder-footprint posterior: smoothed signed flow, flow autocorrelation, VWAP-side persistence and participation fused into one signed ribbon — with onset markers and the completion signature (the moment the flow stops).
Perp positioning state from the OI/funding seam: fuzzy OI×price quadrant attribution (who is entering/exiting), funding as crowd rent, crowding percentile and forced-flow squeeze events. Needs a perp with OI history — tf ≥ 15m, ~30 days deep.
Kaufman-adaptive core with ATR rails and explicit band-walk state: walk dots ride the rail while trend mode is live, coil marks bottom-decile compression, reentry marks the pullback to core after a walk.
AVWAPs anchored at confirmed major pivots and month opens, six slots fading with age, ±1σ band on the youngest, and heavy-tape touch events. Cost-basis memory as a braid.
Confirmed swing pivots joined into legs, HH/HL vs LH/LL sequence dots, BOS/CHoCH stamps at the broken level, and the measured-move rail each break projects. pivLen-late by contract — context, not a trigger.
Scored, decaying support/resistance memory: pivot-born levels that merge, earn opacity through touches and confluence, flip sides on breaks with half their score. Pure price-reaction memory.
Displacement-qualified fair-value gaps as self-consuming zones: three slots per side fading with age, half-consumption and full-fill events, silent expiry. The chart shows the mechanism depleting.
Stable HVN/LVN volume nodes as zones: magnets and vacuums extracted with a prominence rule and a three-window stability gate, plus corridor-entry and balance-release events. VPVR interpreted, not painted.
Auto-detected trading ranges with a live accumulation/distribution lean from edge absorption, springs vs upthrusts, and flow-vs-price divergence — the breakout's likely side, visible before resolution.
Pivot-confirmed price↔oscillator divergences (regular + hidden, both sides) drawn as connectors on price, oscillator computed in-kernel (RSI, ATR-unit velocity, or MFI). Late by pivLen bars — honest by construction.
The Asia/EU/US liquidity windows as a whisper-quiet background shade plus the live session's running high/low rails. Clock context on price — intraday only.
Forward risk cone from the trailing return distribution: 90% and 50% quantile fans √h-scaled into the right margin plus the median drift path. Empirical quantiles, iid scaling — honest about both.
The volume profile as a process, not a snapshot: a price×time heat field of where the auction spent its time, with the developing value-area ribbon, POC spine, and acceptance/rejection/value-shift verdicts.
Estimated open long/short inventory by entry price, fusing the volume profile with open-interest delta and the taker-buy split: where positions are trapped and forced flow pools. Needs a perp with OI history — tf ≥ 15m, ~30 days deep. Estimator, not book truth.
Classics
Moving Averages
Arithmetic mean of the source over the last N bars.
Exponentially weighted mean — reacts faster than SMA at equal length.
Linearly weighted moving average that favors the most recent bars.
Low-lag moving average built from nested weighted moving averages.
Moving average that weights each bar by its traded volume.
Reduced-lag exponential average — twice the EMA minus the EMA of the EMA.
Strongly lag-reduced exponential average built from three cascaded EMAs.
Wilder-smoothed moving average — an EMA with alpha = 1/length.
Gaussian-weighted moving average with tunable recency bias and smoothness.
Endpoint of a rolling least-squares regression line over the source.
Self-adjusting moving average that speeds up in downtrends and slows in uptrends to hug price.
Four moving averages of increasing length drawn as a trend ribbon.
Volume-weighted average price, reset at each session/week/month anchor.
Bands & Channels
SMA basis with bands at ±mult standard deviations of the source.
Moving-average basis with bands offset by a multiple of ATR.
Rolling highest-high / lowest-low channel with its midpoint.
Moving-average basis with bands offset by a fixed percentage.
Highest-high / lowest-low channel over a lookback, with an optional forward offset.
Volatility envelope at ±mult average true ranges around the source.
Rolling regression line with bands at ±mult standard deviations of the fit residuals.
Regression endpoint with bands at ±mult standard errors of the window fit.
Rolling median of the source — an outlier-robust average.
Rolling percentile of the source, by nearest rank or linear interpolation.
Trend & Structure
ATR-band trailing stop that flips between upper and lower bands with the trend.
Stop-and-reverse dots that accelerate toward price as a trend extends.
Donchian-midpoint trend system: conversion/base lines, a displaced cloud, and a lagging close.
Jaw/teeth/lips — displaced smoothed averages that gauge trend phases.
Local high/low pivot markers confirmed after `period` bars.
Absolute spreads between the Alligator lines, upper/lower histogram.
Straight legs between confirmed swing pivots (lags by depth/2 bars, never repaints).
Floor-trader support/resistance levels from the prior period OHLC.
ATR-buffered highest/lowest trailing stop pair for longs and shorts.
ATR-trailing stop that ratchets with the trend and flips on a cross.
Fast/slow SMA pair with markers on every crossing bar.
Momentum
Momentum oscillator (0–100) of average gains vs average losses.
Moving average convergence/divergence — trend momentum via the spread of a fast and slow EMA.
Percent position of close inside the recent high/low range, smoothed.
Stochastic oscillator applied to RSI values instead of price.
Inverted stochastic: distance of close below the window high, scaled -100..0.
Deviation of price from its SMA, scaled by mean absolute deviation.
Percent change of the source versus its value `length` bars ago.
Raw difference of the source versus its value `length` bars ago.
Trend-strength oscillator (ADX) with the +DI/−DI directional lines.
Momentum histogram — spread of the 5- and 34-bar SMAs of median price.
Weighted blend of buying pressure over three timeframes (0–100).
Rate of change of a triple-smoothed EMA of the log of price.
Double-smoothed momentum ratio (−100…100) of price changes.
Close position vs the hi/lo range midpoint, double-EMA smoothed.
Momentum oscillator (−100…100) of summed gains vs summed losses.
Gaussian-izes price position in its range to sharpen turning points.
Composite of price RSI, streak RSI and the percent rank of 1-bar returns.
Price minus a displaced SMA — cycle swings with the trend removed.
Weighted blend of four smoothed rate-of-change horizons plus a signal.
WMA-smoothed sum of two long rate-of-change horizons — a bottoming gauge.
Bars since the highest high / lowest low, scaled 0–100 per side.
Aroon up minus Aroon down as a single ±100 oscillator.
Paired trend gauges from upward vs downward range crossings.
Close-vs-open conviction normalized by the bar range, SWMA-smoothed.
Percentage price oscillator — fast/slow EMA spread normalized by the slow EMA.
Buying vs selling pressure per bar — close-open spread over the high-low range.
Elder-Ray bull power plus bear power — high and low distance from an EMA of close.
Unscaled double-smoothed momentum ratio (−1…1) with a signal line.
Spread between the SMI Ergodic ratio and its signal line.
Slow CCI line plus the fast turbo CCI histogram, on hlc3.
Volume
Per-bar traded volume with a simple moving average overlay.
Running volume total that adds on up-closes and subtracts on down-closes.
Volume-weighted RSI (0–100) of typical-price money flow.
Running total of money-flow volume — volume weighted by where the close sits in the bar range.
Momentum of the Accumulation/Distribution line via a fast/slow EMA spread.
Money-flow volume as a fraction of total volume over the window (-1 to +1).
How far price moves per unit of volume — bar midpoint change scaled by range over volume.
EMA of price change times volume — the strength behind each move.
Fast/slow EMA spread of trend-signed volume, with a signal line.
Running total of volume scaled by the fractional close-to-close change.
Cumulative index that only follows price change on bars where volume fell.
Cumulative index that only follows price change on bars where volume rose.
Per-bar volume signed by the close-to-close price direction.
Percent spread between a fast and slow EMA of volume.
Volume so far this period vs. the average at the same time over prior periods.
Volume distribution by price across the visible bars, with value area and point of control.
Volume distribution by price computed separately for each session (day, week or month), with per-session value area and point of control.
Volume distribution by price over a fixed anchored range (bars-back or timestamp), with value area, point of control and POC/VAH/VAL rails.
Order Flow
Per-bar aggressive buy minus sell volume (live-only — from the trade feed, not kline history).
Running total of buy minus sell volume (live-only — accumulates from the first live bar).
Aggressive buy volume up vs. sell volume down, per bar (live-only — from the trade feed).
Volatility
Wilder-smoothed true range — volatility in price units.
Position of the source within its Bollinger Bands, 0 at the lower band and 1 at the upper.
Bollinger Band spread (upper − lower) normalized by the basis — a squeeze/expansion gauge.
Percent rate of change of the smoothed high-low range — rising values signal widening bars.
Annualized standard deviation of log returns, in percent.
Rolling population standard deviation of the source over N bars.
Ratio of summed true range to the window price range (0–100) — high values mean sideways chop, low values a directional move.
Sum of the double-EMA ratio of the high-low range — flags range bulges that often precede reversals.
RSI-style oscillator on standard deviation — the share of volatility occurring on up moves.
Bollinger band spread asymmetry between a short and long set.