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Supertrend, by ParagonSignals
This indicator implements a trend-following overlay with flow-conditioned preprocessing, regime conditioning, and explicit signal lifecycle governance.
Input engineering (flow-conditioned baseline):It replaces raw price with an engineered baseline designed to capture effective directionality modulated by relative participation.
The internal signal is kept robust and stable via robust scaling, outlier clipping, and a finite-memory integrator to mitigate structural drift.
Trend engine (SuperTrend on engineered series): It computes SuperTrend on the engineered baseline, shifting the trend logic from pure price to a more stable representation of directional pressure and reducing sensitivity to single-bar noise.
Regime conditioning: It estimates a continuous tradeability index (0–1) combining directional efficiency, relative volatility expansion, and return-sign stability.
This index governs the system’s aggressiveness.
Signal governance (stateful execution proxy): It maintains a discrete LONG/SHORT/FLAT state with dynamic TTL, cooldown, persistence-gated flips, and degradation-based exits—enforcing hysteresis and exposure control in adverse regimes.
Relative to a classic SuperTrend (fixed parameters and binary logic), this design adds context awareness, signal quality gating, and lifecycle management, with the intent of reducing whipsaw and formalizing entry/exit behavior under uncertainty.
Hope you enjoy this SuperTrend—consider it a free, research-oriented release.
The methodology reflects professional quant practice—robust preprocessing, regime conditioning, and signal governance—features typically reserved for paid toolkits.
Research-grade release, provided as-is: no edge promised, no warranty, no liability — validate statistically and manage risk accordingly.
Disclaimer: This indicator is for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy, sell, or trade any asset. Trading involves risk and you may lose part or all of your capital. You are solely responsible for your decisions.
Input engineering (flow-conditioned baseline):It replaces raw price with an engineered baseline designed to capture effective directionality modulated by relative participation.
The internal signal is kept robust and stable via robust scaling, outlier clipping, and a finite-memory integrator to mitigate structural drift.
Trend engine (SuperTrend on engineered series): It computes SuperTrend on the engineered baseline, shifting the trend logic from pure price to a more stable representation of directional pressure and reducing sensitivity to single-bar noise.
Regime conditioning: It estimates a continuous tradeability index (0–1) combining directional efficiency, relative volatility expansion, and return-sign stability.
This index governs the system’s aggressiveness.
Signal governance (stateful execution proxy): It maintains a discrete LONG/SHORT/FLAT state with dynamic TTL, cooldown, persistence-gated flips, and degradation-based exits—enforcing hysteresis and exposure control in adverse regimes.
Relative to a classic SuperTrend (fixed parameters and binary logic), this design adds context awareness, signal quality gating, and lifecycle management, with the intent of reducing whipsaw and formalizing entry/exit behavior under uncertainty.
Hope you enjoy this SuperTrend—consider it a free, research-oriented release.
The methodology reflects professional quant practice—robust preprocessing, regime conditioning, and signal governance—features typically reserved for paid toolkits.
Research-grade release, provided as-is: no edge promised, no warranty, no liability — validate statistically and manage risk accordingly.
Disclaimer: This indicator is for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy, sell, or trade any asset. Trading involves risk and you may lose part or all of your capital. You are solely responsible for your decisions.
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このスクリプトのソースコードは非公開で投稿されています。 ただし、制限なく自由に使用できます – 詳細はこちらでご確認ください。
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。
保護スクリプト
このスクリプトのソースコードは非公開で投稿されています。 ただし、制限なく自由に使用できます – 詳細はこちらでご確認ください。
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。