PROTECTED SOURCE SCRIPT
Regime Detection Engine v2
Executive Summary :
A proprietary market regime classification system combining three complementary quantitative methodologies to accurately identify bullish, bearish, consolidation, and transition phases.
Tripartite Architecture :
Advanced statistical modeling simulating the inference of hidden states through the observation of market manifestations. It integrates emission probabilities, transition matrices, and Bayesian persistence logic.
Probabilistic Engine :
A statistical model inferring the hidden state of the market via three observable dimensions:t
Multi-Factor :
Intelligent aggregation of seven technical dimensions into a robust consensus score, each providing a unique perspective on current market behavior.
Classification of 5 Regimes :
BULLISH, TRANSITION, CONSOLIDATION, TRANSITION, BEARISH
Confidence Score :
Each identified regime is accompanied by a confidence score (0-100%) measuring the consensus among the three drivers, allowing for exposure adjustments.
More details and user guide : cryptos-linking.github.io/rde-v2-presentations/
A proprietary market regime classification system combining three complementary quantitative methodologies to accurately identify bullish, bearish, consolidation, and transition phases.
Tripartite Architecture :
Advanced statistical modeling simulating the inference of hidden states through the observation of market manifestations. It integrates emission probabilities, transition matrices, and Bayesian persistence logic.
Probabilistic Engine :
A statistical model inferring the hidden state of the market via three observable dimensions:t
- Normalized Returns
- Structural Volatility
- Volume Patterns
Multi-Factor :
Intelligent aggregation of seven technical dimensions into a robust consensus score, each providing a unique perspective on current market behavior.
Classification of 5 Regimes :
BULLISH, TRANSITION, CONSOLIDATION, TRANSITION, BEARISH
Confidence Score :
Each identified regime is accompanied by a confidence score (0-100%) measuring the consensus among the three drivers, allowing for exposure adjustments.
More details and user guide : cryptos-linking.github.io/rde-v2-presentations/
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.