Median TR SuperTrend | RakoQuant

4 hari lalu

Median TR SuperTrend | RakoQuant
A Robust Trend-Following Regime Indicator for Daily Crypto Markets

The Median TR SuperTrend is a modern trend-following indicator designed to help students and traders clearly identify the dominant market regime on higher timeframes (especially 1D crypto).

This tool is inspired by the classic SuperTrend framework, but enhanced with a more robust volatility engine, making it better suited for the extreme wick behavior and noise typical in cryptocurrency markets.

What This Indicator Does:

The Median TR SuperTrend answers one simple question:

Are we currently in a bullish trend regime or a bearish trend regime?

It is not meant for rapid scalping or frequent signals.

Instead, it is built to provide:

Clear directional context

Trend continuation bias

Regime-based positioning

Noise reduction on higher timeframes

This makes it ideal for students learning disciplined trend-following.

Core Concept: Trend Following, Not Prediction

This indicator does not attempt to predict tops or bottoms.

It follows trends by reacting only when price establishes a true breakout beyond a volatility-adjusted band.

That means:

Strong trends are captured early

Choppy markets are filtered

Signals are based on regime shifts, not candle-to-candle noise

What Makes It “Robust”?

Traditional SuperTrend systems use ATR (Average True Range) to define volatility.

Crypto markets, however, often produce outlier candles (wicks, liquidations, spikes) that distort ATR.

This version replaces ATR with:

Median True Range (MTR)

Median TR is more resistant to extreme one-off candles, providing:

Smoother volatility estimates

More stable trend bands

Less sensitivity to random spikes

This creates a more reliable trend structure in high-volatility environments.

How It Works (Simple Breakdown)
1. Median Baseline

The indicator begins by calculating a rolling median of price, forming a stable central trend reference.

2. Robust Volatility Bands

A volatility envelope is created using Median True Range:

Upper band = baseline + multiplier × MTR

Lower band = baseline − multiplier × MTR

3. SuperTrend Regime Logic

Only one band is active at a time:

Bull regime → trailing lower band

Bear regime → trailing upper band

Trend flips occur only when price breaks beyond the active band.

Visual Interpretation
Neon Aqua Band

Bullish regime

Trend-following long environment

Neon Magenta Band

Bearish regime

Defensive or short environment

Filled Trend Zone

Shows the active trend space clearly without clutter.

This indicator is designed for learning:

Market structure

Regime trading

Patience and higher timeframe discipline

Recommended workflow:

Use Median TR SuperTrend on 1D

Trade only in the direction of the active regime

Combine with a trigger tool if needed (RSI, momentum, breakout)

Ideal Markets

BTC, ETH, SOL

Daily swing trend environments

Portfolio regime filtering (RSPS / LTPI-style frameworks)

Disclaimer

This indicator is a regime and trend-following tool, not a complete trading system.

It should be used as part of a broader strategy with:

Risk management

Position sizing

Confirmation logic

3 hari lalu

Nota Keluaran

### BTC 1D Example


Aqua = Bull Regime
Magenta = Bear Regime

Designed as a Daily trend-following regime filter for crypto markets.

kelmarin

Nota Keluaran

Update: Intraday Mode Added

Added optional Intraday preset (30m–4H)

Includes smoothing filter to reduce chop

Daily/Swing behavior remains unchanged

Users can switch modes in the settings panel

kelmarin

Nota Keluaran

V3