Long/Short (Corr+Trend+RSI+ADX)

9 小時前

Purpose

This indicator outputs a single trading regime — LONG ONLY, SHORT ONLY, or NEUTRAL — using a weighted model that blends: correlation to Bitcoin, local trend (EMA cross), RSI state, and trend strength via ADX (+DI/−DI). The goal is to cut market noise and provide a clear directional bias.

How it Works

Corr × BTC — Computes return correlation to BTC and multiplies it by BTC’s trend direction (EMA50 vs EMA200). Positively correlated assets follow BTC’s bias; negatively correlated assets invert it.

Trend — Local trend of the asset via EMA(50) vs EMA(200).

RSI — Soft mapping into bearish/neutral/bullish contribution (above the upper band → bullish, below the lower band → bearish).

ADX Block — Trend strength and bias from +DI/−DI (implemented manually via DM/TR/RMA).
All components are weighted and summed into a score; thresholds map the score to the trading regime.

Signals & Visuals

LONG ONLY — subtle green background; up-arrow on regime change.

SHORT ONLY — subtle red background; down-arrow on regime change.

NEUTRAL — muted background, no arrows.

Compact dashboard (top-right) shows regime, total score, and each component’s contribution.

Key Inputs

Benchmark (BTC) — symbol used for correlation (default: BTCUSDT).

Correlation length — window for return correlation.

EMA fast / EMA slow — trend parameters (defaults: 50/200).

RSI period / upper / lower — RSI settings and zone thresholds.

ADX period / threshold — strength measurement parameters.

Weights — per-block influence (Corr, Trend, RSI, ADX).

Decision thresholds — score cutoffs for LONG/SHORT.

Alerts

Go LONG (new signal) — regime flips into LONG.

Go SHORT (new signal) — regime flips into SHORT.

Back to NEUTRAL — regime returns to neutral.
(Define your alert message in the Alerts dialog.)

Usage Guidance

Trade in the direction of the active regime:

LONG ONLY — favor long entries/re-entries; avoid shorts.

SHORT ONLY — favor shorts; avoid longs.

NEUTRAL — reduce risk and wait for confirmation.

Combine with S/R or consolidation zones: trigger entries only when price interacts with your zones in alignment with the regime.

For altcoins, tune weights and thresholds; high-beta markets may need lower decision thresholds.

Tuning Tips

Want more signals? Lower Go LONG/SHORT thresholds or increase weights.

Want stricter signals? Raise thresholds or reduce weights.

If the asset weakly correlates with BTC, reduce Corr weight and emphasize Trend/ADX.

Limitations & Disclaimer

This is a directional filter, not a full trade system. Always apply risk management and confirm on multiple timeframes. Past performance does not guarantee future results.

8 小時前

發行說明

Change Log (v6 • timed+dash)

Added

✅ Signal recency window (recentBars): plots and shading only if the regime flip happened within the last N bars (default 3).

✅ Alert delay (alertDelay): alerts can fire 0–10 bars after the flip (default 0).

✅ Enhanced dashboard: shows actual RSI, component contribution, and EMA-gap % (EMAfast–EMAslow as % of price).

✅ Manual ADX/+DI/−DI: implemented via DM/TR/RMA (no ta.adx/diPlus/diMinus dependency).

✅ Smooth RSI mode: RSI: smooth around 50 (dead-zone +/-5) — continuous RSI contribution around 50 with a dead zone.

Fixed / Improved

🔧 Removed problematic functions/smart quotes (e.g., math.clamp), preventing compiler issues.

🔧 LONG/SHORT arrows appear only for the last N bars, avoiding distant markers.

🔧 Precise alert timing: alerts fire on the bar where barssince(flip) == delay.

How to get “alerts within the last 3 hourly bars”

Set Signal recency window (bars) = 3

Set Alert delay (bars after flip) = 0 (or 1–3 for delayed confirmation)

Create alerts for Go LONG (timed) and Go SHORT (timed).

Tuning tips

Want more signals? Lower Go LONG/SHORT thresholds or increase weights.

Want stricter signals? Raise thresholds or reduce weights.

For alts with weaker BTC linkage, reduce Corr weight and emphasize Trend/ADX.

Если нужно — сделаю короткую подсказку для окна “Описание” в самом индикаторе (скопируешь в поле Description на TradingView).