Adaptive Momentum SuperTrend | RakoQuant

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Adaptive Momentum SuperTrend | RakoQuant is a volatility-based trend regime system enhanced with a momentum-adaptive sensitivity engine, designed to capture clean transitions while dynamically adjusting responsiveness based on market strength. Built within the RakoQuant protected research line, it combines a robust Median True Range SuperTrend core, institutional trend logic, adaptive momentum modulation, and premium signal clarity across all market environments.
Core Concept
This indicator answers one question:
Is the market in a directional regime with expanding momentum, or weakening into volatility-driven chop?
Unlike standard SuperTrend tools that apply a fixed volatility factor at all times, Adaptive Momentum SuperTrend adapts band sensitivity depending on whether momentum is accelerating or fading—while keeping behavior bounded inside a controlled multiplier range.
How It Works
1) Median SuperTrend Engine (Robust Core)
The foundation is the RakoQuant Median SuperTrend architecture:
* Median Baseline reduces noise versus conventional smoothing
* Median True Range (MTR) suppresses wick distortion versus ATR
* Bands are formed as:
* Upper = Baseline + Factor × MTR
* Lower = Baseline − Factor × MTR
Trend direction persists using classic trailing-band SuperTrend logic, producing a structural regime model (state-based, not a one-bar signal).
2) Adaptive Momentum Sensitivity Layer
Momentum can be computed using:
* ROC (Rate of Change) or RSI (Relative Strength Index)
Momentum strength is normalized into a 0 → 1 intensity score:
* Strong momentum → tighter sensitivity (faster regime capture)
* Weak momentum → wider sensitivity (whipsaw suppression)
The effective SuperTrend factor becomes adaptive:
EffectiveFactor = BaseFactor × MomentumMultiplier
…with the multiplier clamped inside a predefined range for risk-controlled behavior.
3) Momentum Intensity Visual Engine
A protected RakoQuant visualization layer scales trend-band opacity with momentum strength:
* Strong expansion = solid active band
* Weak momentum = faded regime signal
Result: not all flips are equal—strength is visible structurally.
4) Optional Institutional Filters
Two optional confirmation modules are included:
Momentum Confirmation
* Bull flips require bullish momentum
* Bear flips require bearish momentum
MA Stack Filter (EMA Stack)
* Bull only when Fast EMA > Slow EMA
* Bear only when Fast EMA < Slow EMA
These filters make the tool suitable for:
* RSPS directional bias systems
* Portfolio regime classification
* Institutional trend-following frameworks
5) Strong Flip Tier Alerts
Signals support tiered quality:
* Standard flip alerts
* Strong flip alerts when momentum strength exceeds a threshold
This provides a higher-confidence regime transition model for swing execution and exposure scaling.
How To Use
* ✅ Trend regime overlay
* ✅ Momentum-confirmed SuperTrend flips
* ✅ Adaptive volatility trend filter
* ✅ Portfolio directional bias engine
Best use cases:
* 4H–1D swing systems
* Trend continuation frameworks
* Regime-based exposure scaling
Suggested workflow:
* Long bias only when bull regime + momentum expanding
* Defensive/cash when regime flips bearish
* Combine with execution tools (breakout/mean-reversion) for entries
Screenshot Placement
📸 Example chart / screenshot

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