What we built
A quantitative framework designed to filter false whipsaws in sideways or choppy markets. It evaluates five dimensions (Trend, Volume, Volatility, Momentum and Structure) to derive a composite trend status.
How it works
Uses a 5-layer Exponential Moving Average ribbon (EMA 5, 9, 20, 50, 100). A John Carter-style Squeeze Momentum oscillator tracks Bollinger Band compression inside the Keltner Channels. A real-time on-chart status table shows RSI, Stochastic, BB %B and Parabolic SAR readings.
Risk and trade management
Multi-layered trailing stop that follows the 50 EMA ribbon; automatic exit if the composite momentum score drops below 2.
Key rules
- Ribbon Alignment: The sequential order of the 5 EMAs (5 > 9 > 20 > 50 > 100) confirms trend direction.
- Squeeze Breakout: An entry triggers only when the Bollinger Bands expand outside the Keltner Channel.
- Composite Filter: An alert is sent only when 4 of the 5 oscillators are above their neutral threshold.
- Volatility Gauge: A dynamic on-chart ATR gauge displays the current expansion rate.