OPEN-SOURCE SCRIPT
Kernel Filter Histogram (RBF)
The Kernel Filter Histogram (RBF) is a regime-detection and edge-confirmation tool built on Gaussian (RBF) kernel regression.
It is designed to identify when market conditions are favorable for participation and when traders should stay defensive.
Instead of reacting to price noise, this indicator measures the normalized slope of a smoothed kernel regression curve, converts it into a z-score, and displays it as a histogram representing directional edge pressure.
What It Measures
Underlying market regime (bullish, bearish, or neutral)
Strength and quality of directional momentum
Statistical edge expansion vs compression
When trend continuation is more likely vs chop
How It Works
Applies Nadaraya–Watson kernel regression using a Gaussian (RBF) kernel
Calculates the slope of the regression curve
Normalizes slope using ATR for cross-instrument consistency
Converts the result into a z-score to measure statistical deviation
Smooths the output into a readable histogram + signal line
Uses an optional threshold gate to filter low-quality conditions
Reading the Histogram
Green bars → Bullish regime / positive edge
Red bars → Bearish regime / negative edge
Gray bars → Neutral / low-edge environment
Above zero → Bullish pressure dominates
Below zero → Bearish pressure dominates
Threshold gating allows you to require minimum edge strength before treating signals as actionable.
Best Use Cases
Trade filter (only take longs when bullish, shorts when bearish)
Regime confirmation for existing strategies
Momentum quality assessment
Avoiding chop and low-probability setups
Multi-timeframe alignment tool
What This Is (and Is Not)
✔ IS: A high-quality regime and edge filter
✔ IS: Designed for professional trading systems
✔ IS: Instrument-agnostic and timeframe-agnostic
✖ NOT: A buy/sell signal generator
✖ NOT: A lagging moving average
✖ NOT: A beginner indicator
Recommended Usage
Use this indicator as a gatekeeper:
Only execute setups when the histogram confirms favorable regime conditions
Combine with your entry trigger, not instead of it
Works exceptionally well with trend-following, momentum, and mean-expansion systems
It is designed to identify when market conditions are favorable for participation and when traders should stay defensive.
Instead of reacting to price noise, this indicator measures the normalized slope of a smoothed kernel regression curve, converts it into a z-score, and displays it as a histogram representing directional edge pressure.
What It Measures
Underlying market regime (bullish, bearish, or neutral)
Strength and quality of directional momentum
Statistical edge expansion vs compression
When trend continuation is more likely vs chop
How It Works
Applies Nadaraya–Watson kernel regression using a Gaussian (RBF) kernel
Calculates the slope of the regression curve
Normalizes slope using ATR for cross-instrument consistency
Converts the result into a z-score to measure statistical deviation
Smooths the output into a readable histogram + signal line
Uses an optional threshold gate to filter low-quality conditions
Reading the Histogram
Green bars → Bullish regime / positive edge
Red bars → Bearish regime / negative edge
Gray bars → Neutral / low-edge environment
Above zero → Bullish pressure dominates
Below zero → Bearish pressure dominates
Threshold gating allows you to require minimum edge strength before treating signals as actionable.
Best Use Cases
Trade filter (only take longs when bullish, shorts when bearish)
Regime confirmation for existing strategies
Momentum quality assessment
Avoiding chop and low-probability setups
Multi-timeframe alignment tool
What This Is (and Is Not)
✔ IS: A high-quality regime and edge filter
✔ IS: Designed for professional trading systems
✔ IS: Instrument-agnostic and timeframe-agnostic
✖ NOT: A buy/sell signal generator
✖ NOT: A lagging moving average
✖ NOT: A beginner indicator
Recommended Usage
Use this indicator as a gatekeeper:
Only execute setups when the histogram confirms favorable regime conditions
Combine with your entry trigger, not instead of it
Works exceptionally well with trend-following, momentum, and mean-expansion systems
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.