Gaussian Ribbon

14 jam lalu

Summary
Adaptive Gaussian ribbon with inner/outer sigma bands and soft regime colors—green trend, red pressure, gray neutral.

What it is
A clean Gaussian filter ribbon that maps trend + volatility without the jitter. It uses a Gaussian smoother, a tiny EMA basis, and two standard-deviation bands. Color fades with distance from the basis, and flips softly (no knife-edge).

How it works

• Gaussian core: IIR-style smoothing on your chosen source (default hlc3).
  
• Basis: EMA(3) of the Gaussian for a steadier slope.
  
• Bands: Inner = Basis ± (σ × Inner Mult), Outer = Basis ± (σ × Outer Mult).
  
• Regime: z-score → softsign → EMA(3) → bull / neutral / bear.
  
• Faded look: opacity ramps with distance; neutral turns gray.
  

What “Regime” Means (Simple)
A regime is the market’s “weather.” It shifts between Bull, Neutral, and Bear. Different tactics work in each.

How this indicator detects regime

• Builds a smoothed score of price vs. the basis (z-score → softsign → EMA).
  
• Score > 0 = Bull, score < 0 = Bear. Inside the inner band = Neutral filter to cut noise.
  
• Color changes are soft (faded) so flips don’t knife-edge.
  

Playbook (What to do)

• Bull (Green): Buy pullbacks to the inner band; add on strength; cut fast if price falls back inside the ribbon.
  
• Neutral (Gray): Reduce size, fade extremes, or stand down. Wait for a clean break in either direction.
  
• Bear (Red): Sell/short rallies to the ribbon; protect capital; flip long only after a confirmed regime turn.
  

For Pros (Tuning & Confirmation)

• Timeframe bias: Use higher TF (1W/2W) for context; trade on 1D/4H in the higher-TF direction.
  
• Smoother vs faster: Increase Length to reduce flip-flop; decrease for earlier turns.
  
• Vol filter: Widen Outer/Inner multipliers in choppy markets; narrow in strong trends.
  
• Confirm: Use structure (HH/HL vs LH/LL), volume/OBV, or your MA; ribbon = context, not a standalone trigger.
  

How to read it

• Green = trend support; pullbacks to the inner band are typical buy-the-dip zones.
  
• Gray = inside ribbon; chop/mean reversion. Size down or wait.
  
• Red = trend pressure; rallies into ribbon are fade zones until regime flips.
  
• Opacity increases with distance = stronger momentum.
  

Good starting presets

• Macro (1W–2W): Length 90–110, Outer 2.3, Inner 1.3, Source hlc3.
  
• Swing (1D): Length 60–80, Outer 2.0, Inner 1.4.
  
• Intraday (1–4H): Length 30–40, Outer 1.8, Inner 1.2.
  

Options

• Opens in a separate pane (overlay=false). Set overlay=true to place on candles (consider +5 transparency on fills).
  
• Watermark is “CAYEN” (table-based, no editor drama).
  

Why it’s “safe”

• No repaint. No lookahead; uses only closed-bar data.
  
• Deterministic state and divide-by-zero guards.
  

Limitations
It’s a context tool. It will lag at regime turns (by design). Use structure/volume to time entries.

Credits
Script by Jason Cayen. Gaussian smoothing is classic DSP math (public domain).

Release notes (v1.0)
Initial public release: faded bands, neutral zone, soft regime colors, Non-repainting; pane by default.

14 jam lalu

Nota Keluaran

Summary
Adaptive Gaussian ribbon with inner/outer sigma bands and soft regime colors—green trend, red pressure, gray neutral.

What it is
A clean Gaussian filter ribbon that maps trend + volatility without the jitter. Uses a Gaussian smoother, a tiny EMA basis, and two standard-deviation bands. Colors fade with distance from the basis, and flips are softened (no knife-edge).

How it works

• Gaussian core (IIR) on your source (default hlc3).
  
• Basis = EMA(3) of the Gaussian.
  
• Bands: Inner = Basis ± (σ × Inner Mult), Outer = Basis ± (σ × Outer Mult).
  
• Regime = z-score → softsign → EMA(3): bull / neutral / bear.
  
• Neutral filter inside the inner band; opacity ramps with distance.
  

How to read

• Green: trend support—pullbacks to inner band = buy-the-dip zones.
  
• Gray: inside ribbon—expect chop/mean reversion; trade lighter or wait.
  
• Red: trend pressure—rallies to the ribbon are fade zones until flip.
  

Good starting presets

• Macro (1W–2W): Length 90–110, Outer 2.3, Inner 1.3, Source hlc3.
  
• Swing (1D): Length 60–80, Outer 2.0, Inner 1.4.
  
• Intraday (1–4H): Length 30–40, Outer 1.8, Inner 1.2.
  

Safety
No repaint (closed-bar only). Deterministic state with divide-by-zero guards.

Limitations
Context tool—will lag at regime turns by design. Confirm with structure/volume.