Turbo Market Regime Detector [QuantAlgo]

๐ข Technical Foundation
The Turbo Market Regime Detector employs a multi-layered analytical approach to market regime identification, incorporating:
- Volatility-Adaptive Regime Filter (VARF): Uses dynamic alpha calculation based on price volatility and range to create an adaptive filter that responds to changing market conditions
- Slope Analysis: Calculates the absolute slope of the VARF curve and applies customizable moving average smoothing to determine trend strength and market regime classification
- Normalized Histogram: Transforms raw slope data into percentage-based metrics (0-100%) for interpretation of market conditions
- Multi-Threshold Classification System: Implements user-defined thresholds to categorize markets into Strong Trend, Weak Trend, and Ranging regimes
The indicator processes price data through mathematical operations including volatility adjustment, slope normalization, and statistical range analysis. This creates a regime detection system that adapts to market volatility while maintaining classification consistency across different timeframes and asset classes.
๐ข Key Features & Signals
1. Market Regime Classification
The indicator presents market conditions through a normalized histogram that distinguishes between three distinct market states:
1/ Strong Trend Regime: When the histogram exceeds the strong trend threshold (default 30%), indicating directional market movement with sustained momentum
2/ Weak Trend Regime: When the histogram falls between weak trend (default 10%) and strong trend thresholds, representing transitional market conditions with moderate directional bias
3/ Ranging Regime: When the histogram remains below the weak trend threshold, signaling consolidation periods with limited directional movement
This classification system provides insights into:
โ Current market state with percentage-based quantification
โ Regime transitions and their timing
โ Market momentum strength across different timeframes
2. Visual Feedback System
The indicator features multiple visualization options for market analysis:
- Background Coloring: Optional chart background coloring that applies regime-based colors to both the indicator pane and main price chart for visual context
- Bar Coloring: Price bar coloring based on current market regime, providing visual feedback on market conditions
- Reference Lines: Horizontal reference lines at 25%, 50%, 75%, and 100% levels for percentage assessment and historical comparison
- Information Table: Real-time status display showing current market state and trend strength percentage with customizable positioning and sizing options
3. Alert and Notification System
The indicator generates alerts for regime transitions:
- State Change Alerts: Notifications triggered when the market transitions between regime states (Strong Trend โ Weak Trend โ Ranging)
- Specific Regime Entry Alerts: Individual alert conditions for entering Strong Trend, Weak Trend, or Ranging regimes for targeted trading strategies
- Customizable Alert Messages: Pre-formatted alert messages including exchange and ticker information for context and decision-making
๐ข Practical Usage Guidelines
โ Regime-Based Strategy Selection: Use the indicator to identify potential trading strategies - trend-following during Strong Trend regimes, mean-reversion during Ranging periods, and adjusted position sizing during Weak Trend transitions
โ Multi-Timeframe Analysis: Apply the indicator across different timeframes to understand market regime hierarchy and identify confluence between short-term and long-term market states
โ Threshold Optimization: Adjust regime thresholds based on market volatility and asset characteristics - lower thresholds for more sensitive regime detection, higher thresholds for more definitive regime changes
๐ข Configuration Tips
VARF settings optimization:
โ Lower thresholds (-0.3 to -0.5) for more responsive regime detection in volatile markets
โ Higher thresholds (-0.1 to 0.1) for smoother signals in stable market conditions
โ Enable adaptive VARF for automatic volatility adjustment across different market cycles
Slope analysis parameter tuning:
โ Shorter MA lengths (100-200) for faster regime transition signals
โ Longer MA lengths (300-500) for more stable regime identification
โ Adjust sensitivity multiplier based on desired responsiveness vs. stability balance
Regime interpretation framework:
โ Strong Trend regimes for momentum-based strategies and trend following
โ Ranging regimes for mean-reversion and support/resistance trading
โ Weak Trend periods for reduced position sizing and cautious market approach
Complementary analysis integration:
โ Volume analysis for regime change confirmation
โ Support/resistance levels for entry/exit timing within regime contexts
โ Price action patterns for validation of regime-based trading decisions
โ Economic calendar events that may influence regime transitions
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Istruzioni dell'autore
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Declinazione di responsabilitร
Script su invito
Solo gli utenti autorizzati dall'autore hanno accesso a questo script e ciรฒ richiede solitamente un pagamento. Puoi aggiungere lo script ai tuoi preferiti, ma potrai utilizzarlo solo dopo aver richiesto l'autorizzazione e averla ottenuta dal suo autore - per saperne di piรน leggi qui. Per maggiori dettagli, segui le istruzioni dell'autore qui sotto o contatta direttamente QuantAlgo.
TradingView NON consiglia di pagare o utilizzare uno script a meno che non ci si fidi pienamente del suo autore e non si comprenda il suo funzionamento. Puoi anche trovare alternative gratuite e open-source nei nostri script della comunitร .
Istruzioni dell'autore
Attenzione: prima di richiedere l'accesso, leggi la nostra guida per gli script su invito.
๐ฉ DM if you need custom-built indicators.