VWMA SuperTrend | RakoQuant

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VWMA SuperTrend | RakoQuant is a volume-weighted trend regime system built from first principles using a VWMA equilibrium baseline and a classic ATR volatility envelope, engineered for clean directional state detection, systematic backtesting, and portfolio-ready regime filtering.
This script is part of the RakoQuant protected research line, combining institutional-grade visuals, persistent regime logic, and a full indicator-native performance table normally reserved for strategies.

Core Concept
This indicator answers one key question:
Is price trending above a volume-weighted equilibrium (bull regime), trending below it (bear regime), or transitioning between states?
Unlike standard SuperTrend variants that anchor to price averages with no volume context, this version anchors trend structure to VWMA, meaning:
* High-volume candles have higher influence
* Regime shifts reflect real participation
* Trend containment becomes more structurally valid in crypto and high-variance markets

How It Works

1. VWMA Equilibrium Baseline (Participation-Weighted Mean)
The core baseline is:
VWMA(Source, Length)
This produces a regime anchor that reflects where price is being accepted with volume, not just where price traded.
The default implementation uses High as the source to align regime structure with aggressive buying pressure during expansions.

2. ATR Volatility Envelope (SuperTrend Bands)
Volatility is defined through ATR, forming upper/lower containment bands around the VWMA mean:
* Upper Band = VWMA + Factor × ATR
* Lower Band = VWMA − Factor × ATR
A trailing-band SuperTrend engine ensures the active band persists until a flip condition occurs, creating a true state model rather than candle-to-candle noise.

3. Intraday Signal Smoothing (Anti-Chop Filter)
To reduce whipsaw on lower timeframes, the script includes an optional smoothing module:
* VWMA baseline smoothing (EMA)
* ATR smoothing (EMA)
Enabled only in Intraday Mode, preserving clean swing behavior while improving lower timeframe stability.

4. Persistent Regime State + Flip Events
The indicator maintains a persistent state:
* Bull Regime: trend band flips bullish (green state)
* Bear Regime: trend band flips bearish (red state)
Flip events are exposed through:
* Alerts
* Optional BUY / SELL labels
* Backtest table engine

RQ Visual Engine (UniStrat Palettes)
This protected release includes the full RQ Visual Engine with premium palette support:
✅ Classic
✅ Alpha
✅ Desert
✅ Premium
✅ Navy
✅ Warm
✅ Toxic
✅ Neo
✅ Matrix
All line colors, fills, candle painting, and dashboard styling inherit the selected palette automatically.

♛ RQ Custom Metrics (Indicator Backtest)
The defining feature of this protected script is the built-in:
♛ RQ Custom Metrics Engine
A full indicator-native backtest system that outputs performance statistics without converting to a strategy.
The dashboard reports:
* Equity Max Drawdown
* Intra-Trade Max Drawdown
* Profit Factor
* % Profitable
* Sharpe Ratio
* Sortino Ratio
* Omega Ratio Ω
* Half Kelly Exposure
* Total Trades
* Net Profit %
Displayed inside the signature table:
𝓑𝓪𝓬𝓴𝓽𝓮𝓼𝓽 𝓜𝓮𝓽𝓻𝓲𝓬𝓼
This allows systematic evaluation before building a full execution model.

How To Use
✅ Trend regime confirmation tool
✅ Directional filter for RSPS / UniStrat systems
✅ Volume-weighted SuperTrend containment model
✅ Works best on 4H–1D for swing structures, and 15m–1H with Intraday smoothing enabled
Recommended workflow:
* Only trade long when regime is bullish
* Defensive/cash when regime flips bearish
* Combine with breakout or momentum execution confluences

Screenshot Placement
📸 Example chart / screenshot:

há 12 horas

Notas de Lançamento

ADDED ALERTS