SolQuant TA

SolQuant TA - Technical Analysis Overlay

The SolQuant TA is an integrated technical analysis overlay designed to identify institutional liquidity zones and trend exhaustion through the confluence of four mathematically distinct systems: Multi-Timeframe Order Blocks, Adaptive Linear Regression, Multi-Timeframe Moving Averages, and Standard Deviation-weighted VWAP.

Unlike standard "mashup" indicators, this script synchronizes these tools to solve a specific problem: identifying high-probability reversal zones that align with macro-trend volatility.

________________________________________________________________________________

1. Adaptive Trend Channel (Pearson's R Logic)
The core of the trend detection system uses Linear Regression with a logarithmic price transformation. Log transformation is utilized to provide a more accurate fit for assets that exhibit exponential growth or volatility, such as Cryptocurrencies.

• Self-Optimization: The script iterates through 19 different lookback periods (ranging from 100 to 1000 bars in Long-Term mode).
  
• Optimal Fit: It calculates the Pearson’s R correlation coefficient for every period to automatically select the period with the highest correlation, ensuring the channel reflects the most mathematically sound trend.
  
• Confidence HUD: A real-time table displays a "Confidence Level" based on the Pearson’s R value, ranging from "Extremely Weak" to "Ultra Strong".
  

2. MTF Order Block System
This system detects areas of institutional interest by identifying Volume Pivots.

• Detection: An Order Block (OB) is defined when a ta.pivothigh in volume occurs simultaneously with a specific market structure state.
  
• Refinement: Bullish OBs are calculated using the hl2 and low of the signal bar, while Bearish OBs use the high and hl2.
  
• Mitigation: To reduce chart noise, zones are automatically removed from the array once price "mitigates" them (crosses the zone boundary).
  
• MTF Integration: The script uses request.security with lookahead = barmerge.lookahead_off to pull OB data from the 1H, 4H, and Daily timeframes.
  

3. Triple-Anchor VWAP & Volatility Bands
Standard VWAP often suffers from visual "jumps" at period resets. This script utilizes a dynamic color-switching logic that sets transparency to 100% at period boundaries to maintain a clean visual flow.

• Anchoring: Simultaneously tracks Session, Weekly, and Monthly VWAP benchmarks.
  
• Volatility Filters: Uses standard deviation multipliers (Default: 1.0, 1.618, and 2.618) to create dynamic overbought/overs