MA Spread & Rank Convergence

לפני 7 שעות

MA Spread & Rank Convergence (MASRC)

◆ Overview (Overview)
This indicator is designed to track the spread and convergence process between five moving averages (SMA) with different periods to capture the end of trend reversal and adjustment. Rather than just looking at the position of the price, it quantifies how far the short-term moving averages are (overbought/over-selling) versus the long-term moving averages and filters the entry point through the signal line.

◆ Key Features
Calculate multi-movement average spacing: Use five multiples of criterion length (SMA) to measure the level of expansion of the market.

Dynamic signal line: A signal line using EMA detects when separation decreases (convergence) after reaching its peak.

Top 30% rank filter (Approval Line): Rather than simply decreasing the separation, only signals from sufficiently high variability (top 30%) intervals are considered valid to eliminate noise.

◆ How it works
Calculate Max Spread: Calculate the maximum value of the absolute distance from the remaining bifurcations based on SMA 5, the longest bifurcations.

Convergence detection: When the calculated separation value crosses the signal line (EMA), the variability is reduced and the trend is judged to be aligned.

Trend filtering:

Long: When the separation converges, if the short-term bifurcation (SMA 1) is below the long-term bifurcation (SMA 5), we believe it is a rebound after oversold.

Short: When the separation converges, if the short-term bifurcation (SMA 1) is above the long-term bifurcation (SMA 5), it is judged as an adjustment after overbought.

◆ Settings Guide
Criteria Length: Default unit for this horizontal cycle (default 15, maximum 300)

Signal Length: The period of time to average the separation; the larger the value, the more conservative the signal is.

◆ Precautions (Disclaimer)
This indicator has both a Mean Reversion tendency and a trend-following tendency to find a point where the separation is resolved in the section where the trend bursts strongly. Therefore, it is most effective to use it in pressed necks or excessive deviation sections after a clear trend is formed rather than lateral security.MA Spread & Rank Convergence (MASRC)

לפני 7 שעות

הערות שחרור

We have added a longer respiratory bifurcation (SMA 6) to reduce signal from transient noise and improve our ability to find true trend inversion points.

In this update, we have advanced the computational logic that measures the separation of the market, increasing the reliability of the signal. The key changes are as follows.

Introducing the Super Long-Term Moving Average (SMA 6): we have added SMA 6 as a baseline, which is a step further extended from the existing five-stage bifurcation system, which yields separations against a more macroscopic trend background.

Spread calculation range expansion: By comparing both the longest and the distance between the remaining five bifurcations, it has been improved to capture the expansion of the market more sensitively and accurately.

Optimizing Inputs: We have adjusted the maximum range of the Criteria Length to optimize the metrics so that they are not distorted by too much historical data.

◆ Technical Details
Change baseline: set sma_6 (Criteria * 32) as the new anchor.

Magnify comparison: Calculate the deviations of a total of five sections from diff_1 to diff_5, using the maximum value as the MA Spread.

Maintain signal conditions: still filter fake signals in less volatile sections through the Approval Line (top 30% rank).