Adaptive Regime Compass MovingAverage SuiteSummary in one paragraph
Regime Compass Adaptive MA Suite is a three speed adaptive moving average indicator for liquid markets on intraday through daily charts. It helps you act only when price position, MA stack structure, reliability, and higher timeframe context align. It is original because it fuses robust outlier handling with efficiency driven adaptive smoothing, then compresses multi timeframe confirmation into a single compact panel plus directional reliability shading.
Scope and intent
• Markets. Major FX pairs, index futures, large cap equities, liquid crypto, and liquid commodities
• Timeframes. One minute through daily
• Default demo used in the publication.SPY 1h
• Purpose. Provide a practical trend context layer that adapts to regime and reduces false confidence during chop by exposing a reliability score and multi timeframe agreement
• Limits. This is an indicator. It does not place orders and does not simulate fills
Originality and usefulness
This is not a mashup of standard MAs. It is a single adaptive engine expressed at three speeds, plus a reliability model and a multi timeframe state panel.
• Unique concept or fusion. Robust input conditioning plus efficiency ratio driven adaptive alpha plus a reliability score that requires both structure and strength, projected across three higher timeframes with a consensus read
• What failure mode it addresses. Single bar spikes that poison classic smoothers, and false trend impressions during low efficiency chop where fixed length MAs keep crossing
• Testability. All behaviors are controlled in Inputs and echoed in the table so users can see why the state is bullish, bearish, or mixed and tune accordingly
• Portable yardstick. Efficiency ratio is dimensionless, so it generalizes across symbols and tick sizes. Slope strength is normalized by recent average absolute slope to reduce symbol dependence
Method overview in plain language
Base measures
Return basis. The engine measures directionality with an efficiency ratio, defined as absolute net change over a window divided by the sum of absolute bar to bar changes over the same window. Values closer to 1 indicate directional movement. Values closer to 0 indicate noise.
Range basis. Optional robust clipping uses a rolling mean and a scaled mean absolute deviation of price around that mean to define a dynamic clamp band for extreme bars.
Components
• Robust Clip. Optional step that clamps extreme deviations of the input series so single spikes do not disproportionately shift the MA state. Use it on wick heavy markets or news driven sessions. Disable it if you want raw sensitivity.
• Adaptive Alpha Core. The smoothing rate adapts between a fast and slow anchor using the efficiency ratio. In directional regimes the MA accelerates. In noisy regimes it slows down.
• Base Length Shaping. A second light smoothing stage ties each line to its fast, medium, or slow horizon so the trio remains coherent instead of behaving like three unrelated formulas.
• Zero Lag Assist. Optional phase compensation that slightly pulls the line toward its recent direction to reduce lag. It is strongest on the fast line and tapered on medium and slow. Disable it if you prefer maximum stability in chop.
• Reliability Score. A composite confidence estimate built from medium efficiency, MA stack coherence, and normalized medium slope strength. It is designed as a gating variable, not as a prediction.
Fusion rule
The three lines are produced by the same adaptive engine with different base lengths. The adaptive alpha uses the efficiency ratio to interpolate between the fast and slow anchors, then squares the result to damp small changes, similar in spirit to classic adaptive averages but implemented as a coherent three speed suite. Reliability is a weighted composite of:
• medium efficiency as the directionality signal
• a stack coherence score that is true when Fast is above Medium and Medium is above Slow, or the symmetric bearish condition
• medium slope strength normalized by recent average absolute slope
Signal rule
This script does not print buy or sell markers. It provides context states.
• Bullish structure is present when Fast is above Medium and Medium is above Slow
• Bearish structure is present when Fast is below Medium and Medium is below Slow
• Reliable regime shading is shown only when reliability is at or above the threshold and structure is consistently bullish or bearish
• Higher timeframe Trend in the table is Up when higher timeframe close is above its higher timeframe Medium and the higher timeframe Medium slope is positive. Down is the symmetric condition. Otherwise it is Neutral
What you will see on the chart
• Three adaptive MA lines: Compass Fast, Compass Medium, Compass Slow
• Optional line coloring: green when close is above the line, red when close is below
• Optional background shading: green for reliable bullish structure, red for reliable bearish structure
• Compact higher timeframe panel in the top right
Table fields and quick reading guide
Table columns use short labels.
• TF. The timeframe used for the row
• TREND. Up, Down, or Neutral on that higher timeframe using close versus Medium plus Medium slope sign
• C VS MED. Whether the higher timeframe close is above or below its higher timeframe Medium
• STACK. Two relationships shown together: F>M or FS or M
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