Rossgram

Script Name: ADMF: Rossgram Aggregated cumulative volume, volatility-dependent-parabolic-length, divergence-inverting EMA admf

Description:
This publication is a major revision by the original author. The script has been significantly improved to provide more accurate and timely signals by enhancing its core adaptive logic.

Key Improvements & Originality:

Enhanced Dynamic Calculation: The core algorithm now features a sophisticated volatility normalization mechanism. Instead of using a simple ATR, it calculates a normalized volatility index (volATR_admf) and dynamically adjusts the EMA length based on its position within a dynamically updated percentile range (2nd to 98th). This allows the indicator to be exceptionally responsive across different market regimes, from extreme volatility to calm conditions.

Advanced Percentile Anchoring: A dedicated initialization and update routine ensures robust calculation of volatility extremes. The script:

Initializes with safe defaults for the first 1000 bars.

After the 1000th bar, it calculates precise percentile levels (ta.percentile_nearest_rank) every 100 bars, ensuring the adaptive mechanism is always anchored to the most relevant recent market data rather than a fixed historical period. This is a unique approach to defining "extremes".

Multi-Exchange Data Aggregation (User-Configurable): The script is designed to aggregate volume data from multiple sources. This provides a more accurate picture of market activity than a single exchange. Users can manually configure a list of tickers for non-BTC assets in the settings, tailoring the data input to their specific trading instrument.

How It Works & How to Use:

The indicator plots a moving average that exponentially adjusts its sensitivity based on real-time market volatility. As volatility approaches historically high levels (98th percentile), the EMA length expands to filter out noise and help identify exhaustion. In low volatility (near the 2nd percentile), it contracts to become more responsive to new trends.

Usage: Add to the chart. For non-BTC assets, configure the tickers in settings.

Signal Interpretation: Look for the adaptive line to change direction, especially after it has been trending near one of the volatility extremes. This often anticipates sharp reversals.

Why Closed-Source? The specific implementation of the dynamic percentile-based anchoring, the volatility normalization formula, and the data aggregation logic are proprietary developments. Protecting the source code is necessary to safeguard the unique intellectual property behind this adaptive calculation method.