Neuro-Adaptive Reversal System

há 6 horas

The Neuro-Adaptive Reversal System (NARS) is a sophisticated mean-reversion tool designed to identify market exhaustion points. Unlike static oscillators that rely on fixed overbought/oversold levels, NARS utilizes a proprietary volatility engine that adapts its sensitivity based on user-selected "Aggression Profiles."

Concepts & Underlying Calculations:

1. The "Neuro-Adaptive" Logic (Dynamic Parameter Mapping): The core of this script is a logic engine that maps specific mathematical constants to a user-friendly interface. It adjusts the Lookback Memory and Standard Deviation sensitivity instantly based on the selected mode:

Sniper Mode: Uses a deep lookback (60 bars) and high deviation (3.0 ATR). This filters out noise to target only extreme volatility breaches.

Aggressive Mode: Uses balanced settings (30 bars / 2.2 ATR).

Very Aggressive Mode: Uses shallow memory (14 bars / 1.6 ATR) to scalp minor volatility pops.

2. MLMA (MakeLegacy Moving Average): The trend baseline is not a simple EMA. It is an Efficiency Ratio (ER) based Moving Average.

The Math: It calculates the ratio of the net price change (Signal) to the sum of absolute price changes (Noise) over a specific period.

The Result: When the market is trending efficiently, the MA smooths out (Blue). When the market is chopping (inefficient), the MA flattens instantly (Red), signaling a "No Trade" or consolidation zone.

3. Volatility Breach Channels: The Reversal Channels are calculated by taking the historical Highest High or Lowest Low (offset by one bar to prevent repainting the current breakout) and adding/subtracting a multiple of the Average True Range (ATR).

Signal Trigger: A signal is generated only when the current price creates a "Volatilty Breach"—physically piercing this dynamic volatility envelope.

4. Built-in Simulation Engine: The script includes a state-machine that simulates trades based on the generated signals. It calculates theoretical Stop Losses and Take Profits based on the ATR at the moment of entry, tracking the Profit Factor (PF) of these signals in real-time on the dashboard.

Key Features:

Resizeable Dashboard: A fully customizable panel showing the Profit Factor for Longs and Shorts, helping you validate if the current settings suit the asset you are trading.

3 Distinct Modes: Switch between Sniper, Aggressive, and Very Aggressive to tune the script to current market volatility.

Visual Trend Identification: The MLMA changes color to visually indicate trend direction and market efficiency.

How to Use:

Select Mode: Start with "Sniper" for higher timeframes or "Aggressive" for scalping.

Wait for Breach: Look for price to pierce the Upper (Red) or Lower (Blue) Reversal Channel.

Confirm Entry: Wait for the corresponding "L" (Long) or "S" (Short) label.

Manage Trade: The script plots theoretical TP (Take Profit) and SL (Stop Loss) lines based on volatility. Use these or the MLMA color change as your exit signals.

Settings:

AI Aggressiveness: Controls the sensitivity of the signals.

Dashboard Position/Size: Moves the table to your preferred location on the chart.

Visual Toggles: Turn off the MLMA or Channels to clean up your chart.

Disclaimer: The "Performance Dashboard" is a theoretical simulation based on the script's internal logic and past price action. It does not represent actual live trading results. Use proper risk management.

há 3 horas

Notas de Lançamento

Malama's Adaptive Reversal System is a sophisticated mean-reversion tool designed to identify market exhaustion points by dynamically adjusting its sensitivity to current market volatility. Unlike static oscillators that rely on fixed overbought/oversold levels (which often fail during strong trends), this system utilizes a proprietary "Adaptive Logic Engine" to map mathematical constants to user-friendly aggression profiles.

Why this adds value: Traders often struggle to find settings that work for both range-bound and trending markets. This script solves that problem by integrating a Dynamic Parameter Mapping system. It allows the user to instantly switch the mathematical "memory" of the indicator to suit the specific asset's volatility profile without manually tweaking complex inputs.

Underlying Calculations & Concepts:

1. The "Adaptive" Logic Engine: The core of this script is a logic block that modifies the Lookback Length and Standard Deviation multipliers based on the selected mode:

Sniper Mode: Uses a deep memory (60 bars) and high deviation (3.0x ATR). This filters out almost all noise to target only extreme statistical anomalies.

Aggressive Mode: Uses balanced settings (30 bars / 2.2x ATR).

Very Aggressive Mode: Uses shallow memory (14 bars / 1.6x ATR) to scalp minor volatility pops.

2. MakenLegacy Moving Average (MLMA): The trend baseline is not a standard Simple Moving Average. It uses an Efficiency Ratio (ER) calculation similar to Kaufman's Adaptive Moving Average.

The Math: ER = Change in Price / Sum of Absolute Price Changes.

The Function: This ratio determines if the market is trending (efficient) or chopping (inefficient). When efficient, the MLMA smooths out (Blue). When choppy, it flattens instantly (Red), signaling a high-risk zone.

3. Volatility Breach Channels: The Reversal Channels are calculated by taking the historical Highest High or Lowest Low (offset by one bar to prevent repainting) and extending them by the current Average True Range (ATR) multiplied by the selected deviation factor.

The Signal: A reversal signal is generated strictly when price physically breaches this dynamic volatility envelope, indicating an unsustainable move.

4. Built-in Simulation Engine: The script includes a state-machine that simulates theoretical trades based on the generated signals. It calculates dynamic Stop Losses and Take Profits based on the ATR at the moment of entry, tracking the Profit Factor (PF) of these signals in real-time on the dashboard.

How to Use:

Select Mode: Use the "AI Aggressiveness" setting. Start with "Sniper" for higher timeframes or "Aggressive" for scalping.

Identify Trend: Use the MakenLegacy MA (MLMA) color. Blue indicates a bullish trend; Red indicates bearish or chop.

Wait for Breach: Look for price to pierce the Upper (Red) or Lower (Blue) Reversal Channel.

Confirm Entry: Wait for the corresponding "L" (Long) or "S" (Short) label to appear.

Analyze Data: Use the Performance Dashboard to see if the current settings are profitable for the specific asset you are charting.

Disclaimer: The "Performance Dashboard" is a theoretical simulation based on the script's internal logic and past price action. It does not represent actual live trading results. Use proper risk management.