Rubotics Supertrend Indicator

4 hari yang lalu

1. ATR-Based Volatility Signal (ATR Volatility System)
This module measures market volatility by computing the current ATR over a specified period and comparing it to a baseline ATR (calculated as an SMA of ATR over a longer lookback period) multiplied by a user-defined threshold. When volatility spikes—i.e. the current ATR exceeds the baseline by the multiplier—a bullish signal (+1) is generated if the bar is upward (close > open), and a bearish signal (–1) if downward.

2. ADX (Average Directional Index)
A custom ADX calculation smooths the true range and directional movements over a defined period. The ADX component outputs +1 or –1 based on whether the smoothed ADX exceeds a threshold and which directional movement is dominant, thereby quantifying trend strength.

3. Ichimoku Cloud Signal
The Ichimoku system computes the conversion line, base line, and leading spans to assess trend direction and potential support/resistance levels. A bullish signal is issued when the price is above the cloud and bearish when below.

4. MACD Signal
The MACD is derived from the difference between fast and slow exponential moving averages along with a signal line. A bullish signal is triggered when the MACD line exceeds the signal line, and a bearish signal when it falls below, providing momentum confirmation.

5. Parabolic SAR Signal
Utilizing a dynamic stop-and-reverse algorithm, the Parabolic SAR indicates potential reversals. A bullish signal is generated when price remains above the PSAR, and bearish when below, offering rapid feedback on trend changes.

6. Volume Breakout Signal
This volume-based module calculates the average volume over a given period and flags a breakout when current volume exceeds this average by a specified multiplier. The breakout signal is directional—bullish if the bar is up and bearish if down—capturing significant market moves driven by volume surges.

7. MFI (Money Flow Index) Confirmation
The MFI integrates price and volume data to gauge money flow. Readings above 50 yield a bullish signal while those below 50 produce a bearish signal, reinforcing the composite assessment of market conditions.

Composite Signal & System Integration
Each module outputs a discrete signal (+1, –1, or 0), and these are aggregated into a composite score. The system is fully modular—each component can be enabled or disabled, and thresholds can be set for the minimum number of signals required to trigger a buy or sell. This comprehensive fusion of volatility, trend strength, momentum, and volume factors provides a robust multi-dimensional view of market dynamics.

Visualization & Engineering Advantages
Additional visual elements include a SuperTrend-style trailing stoploss and a trend table that concisely presents the status of each component along with the overall composite score. The design leverages modularity and dynamic assessment techniques to deliver adaptive, responsive signals in various market conditions.

13 jam yang lalu

Catatan Rilis

Correction discord link