The Tokyo Protocol

前天

The Tokyo Protocol: Multi-Pillar Market Regime Engine

The Tokyo Protocol is a high-performance trend-regime filter designed primarily for the 5-minute timeframe. Rather than providing lagging "Buy/Sell" signals, this script acts as a Mechanical Decision Engine. It synthesizes Price Action, Volatility-Adjusted Momentum, and Volume Flow to determine the "Path of Least Resistance."

How It Works

The script evaluates the market through four proprietary lenses to ensure you are only trading when the "environmental wind" is at your back:

Structural Bias (The Foundation): Uses Yesterday’s Floor Pivots with a tick-based buffer zone to establish the Daily Regime. It requires a confirmed "Regime Shift" (user-tunable) to prevent flickering in choppy markets.

Normalized Momentum (MACD Z-Score): Unlike standard MACD, this engine calculates the Standard Deviation of the MACD line. It identifies "UP_SEPARATED" (accelerating trends) versus "FLAT_HUGGING" (dangerous chop) using Z-score thresholds.

Volume Flow & Profile: Integrates OBV Slope analysis and a Mechanical Volume Profile to find High-Liquidity Support/Resistance nodes. It detects if a move is being fueled by "Smart Money" or if it is an "Exhaustion" move.

Divergence Hysteresis: A refined, pivot-based divergence engine (RSI & OBV) identifies "Real" vs. "False" price moves, preventing you from buying into a structural trap.

The "Action" Engine: Understanding "GO"

The most important feature of this script is the Action Table.

GO: This is NOT a "Buy Now" signal. It is an Environment Validation. It indicates that the structural bias, volume flow, and momentum are all synchronized. Use "GO" as a green light to execute your own specific entry triggers (flags, candle patterns, etc.) with higher probability.

WAIT: Indicates "Energy Loss" or "Regime Weakening." The trend may be intact, but the internal health of the move is deteriorating.

REVERSAL: Triggered when the price is still above/below the pivot, but internal metrics (RSI/MACD/OBV) have aligned aggressively against the current direction.

SKIP: No structural edge. Market is in a neutral squeeze.

Best Use Case

Timeframe: Optimized for 5m (Day Trading).

How to Enter: The "Primed" Strategy

IMPORTANT: This is not a "Market Order" indicator. A "GO" signal does not mean "Buy at Market." It means the market environment is primed for that direction for the remainder of the session.

The Entry Blueprint:

Wait for the Signal: The system identifies a LONG or SHORT bias and provides a GO status.

The Pullback: Once the "GO" appears, do not chase the price. Look for a pullback to a key structural level (Daily Pivot, Fibonacci retracement, or High-Liquidity Support).

The Continuation: Execute on the bounce/rejection from that level.

Targets: Optimized for 1.5:1 to 2:1 Reward-to-Risk ratios.

Timing Note: This engine is designed to be used after the first 15 minutes of a major market open (Tokyo, London, or New York). It uses the initial opening volatility to calibrate the regime and then capitalizes on the sustained momentum of the session.

The History: From AI to Pine Script

The Tokyo Protocol began as a manual process to remove the emotional "guesswork" of directional bias during the Asian Open. By using AI to review live market snapshots against parameters developed over years of trading, I found high accuracy but a "long-winded" workflow (manual calibration and constant snapshotting).

After building a deterministic engine and completing over 500 backtests, I realized the logic was robust enough to be fully automated. This Pine Script is the result of that transition—taking a high-level AI analysis workflow and hard-coding it into a responsive, real-time trading tool.

Backtest Insight

Data indicates that trades completed within the first hour of a signal often have a lower win rate than those that develop over 2+ hours. When you see a GO signal, remember that the session is primed for that direction over the course of the session. Be patient, wait for your levels, and let the trade develop.

Technical Pillars
Structural Bias: Daily Floor Pivots with a tick-based hysteresis buffer.

Momentum Z-Score: Normalizes MACD to distinguish between trend acceleration and "hugging" chop.

Volume Flow: Integrates OBV Slope and a Mechanical Volume Profile to find "Smart Money" nodes.

Divergence Engine: Refined RSI/OBV logic to filter out structural traps and exhaustion.

Action Table Glossary

GO: The environment is synchronized. Look for entries in the bias direction.

WAIT: Energy loss or regime weakening. Sit on your hands.

REVERSAL: Internal metrics have flipped against the regime. Watch for a trap.

SKIP: No structural edge. Neutral/Chop.

Role: Use as a "Parent Filter." If the Protocol says WAIT or SKIP, sit on your hands. If it says GO, look for entries in the indicated direction.

25 分鐘前

發行說明

This version introduces Dynamic Volatility Scaling. By integrating ATR-based logic, the engine now automatically adjusts its sensitivity to match the specific asset you are trading—providing a consistent, professional-grade experience across BTC, ETH, and altcoins. We've also optimized the Momentum Gates to be more responsive during the market open, ensuring you catch the high-probability breakouts while maintaining the strict 'Tokyo' pivot discipline.