Smart Moving Average Dynamics [ChartNation]

gestern

Smart Moving Average Dynamics (SMAD) — by Chart Nation

What it does:

SMAD maps how far price deviates from a chosen moving average and normalizes that distance into a bounded oscillator (−100…+100). It detects extreme expansions and prints non-repainting dots when the move exits an extreme. Price-level rails are drawn from those events (with optional fade/expiry) to highlight likely reaction zones. The MA line is colored by bias. A slim gauge summarizes the current oscillator percentile; a compact info panel shows TF, Trend, Volume rank, and Volatility rank.

How it works (high-level, closed-source)

Core signal: diff = price – MA(type, length) where MA can be SMA/EMA/RMA/WMA/VWMA.

Normalization (choose one):

1. Highest Abs (N): scales diff by the highest absolute excursion over N bars (fast, adaptive).
   
2. Z-Score: scales by stdev(diff, N) and maps ±σ to ±100 via a user factor.
   
3. ATR-Scaled: scales by ATR * k, relating deviation to current volatility.
   

Percent Rank: ranks the magnitude of |diff| over N bars and reapplies the original sign.
All methods clamp to −100…+100 to keep visuals consistent across assets/TFs.

Extremes & confirmation: Dots print only when an extreme exits ±100 (optionally on bar close) and can be filtered by linger bars and short-term slope flip, reducing one-bar spikes.

Rails: When an extreme confirms, a rail is anchored at the corresponding price swing and can soft-fade and/or expire after X bars.

Trend color: MA color = Up (green) when oscillator > threshold and MA slope > 0; Down (magenta) for the opposite; Neutral otherwise.

Context panels:

Slim Gauge: current oscillator bucket (0–20) with the exact normalized reading.

Info Panel: TF, Trend, and 0–100 percent-ranks of Volume and ATR-based volatility grouped as Low / Medium / High.


SMAD isn’t a collection of plots; it’s a single framework that integrates:

1. a deviation-from-MA engine,
   
2. four interchangeable normalization models (selected per market regime),
   
3. a gated extreme detector (linger + slope + confirm-on-close), and
   
4. time-aware rails with soft fade/expiry, presented with a minimal gauge and info panel so traders can compare regimes across TFs without recalibrating thresholds.
   

How to use (examples, not signals)

1. Mean-revert plays: When price exits an extreme and prints a dot, look for reactions near the new rail. Combine with your S/R and risk model.
   
2. Trend continuation: In strong trends the oscillator will spend more time above/below zero; the colored MA helps keep you aligned and avoid fading every push.
   
3. Regime switching: Try Percent Rank or ATR-Scaled on choppy/alts; Z-Score on majors; Highest Abs (N) when you want fastest adaptation.
   
4. Risk ideas: Rails can be used as partial-take or invalidate levels. Always backtest on your pair/TF.
   

Key settings

• Normalization: Highest Abs / Z-Score / ATR-Scaled / Percent Rank (with N & factors).
  
• Filters: Extreme threshold, linger bars, slope lookback, confirm on close.
  
• Rails: Expire after X bars; soft-fade step.
  
• Panels: Slim gauge (bottom-right), Info panel (middle-right).
  

Notes & limits

Prints confirm after the extreme exits ±100; nothing repaints retroactively.

Normalization can change sensitivity—choose the one matching your asset’s regime.

gestern

Versionshinweise

Smart Moving Average Dynamics (SMAD) — by ChartNation

What it does:

SMAD maps how far price deviates from a chosen moving average and normalizes that distance into a bounded oscillator (−100…+100). It detects extreme expansions and prints non-repainting dots when the move exits an extreme. Price-level rails are drawn from those events (with optional fade/expiry) to highlight likely reaction zones. The MA line is colored by bias. A slim gauge summarizes the current oscillator percentile; a compact info panel shows TF, Trend, Volume rank, and Volatility rank.

How it works:

Core signal: diff = price – MA(type, length) where MA can be SMA/EMA/RMA/WMA/VWMA.

Normalization (choose one):

1. Highest Abs (N): scales diff by the highest absolute excursion over N bars (fast, adaptive).
   
2. Z-Score: scales by stdev(diff, N) and maps ±σ to ±100 via a user factor.
   
3. ATR-Scaled: scales by ATR * k, relating deviation to current volatility.
   
4. Percent Rank: ranks the magnitude of |diff| over N bars and reapplies the original sign. All methods clamp to −100…+100 to keep visuals consistent across assets/TFs.
   

Extremes & confirmation: Dots print only when an extreme exits ±100 (optionally on bar close) and can be filtered by linger bars and short-term slope flip, reducing one-bar spikes.

Rails: When an extreme confirms, a rail is anchored at the corresponding price swing and can soft-fade and/or expire after X bars.

Trend color: MA color = Up (green) when oscillator > threshold and MA slope > 0; Down (magenta) for the opposite; Neutral otherwise.

Context panels:

• Slim Gauge: current oscillator bucket (0–20) with the exact normalized reading.
  
• Info Panel: TF, Trend, and 0–100 percent-ranks of Volume and ATR-based volatility grouped as Low / Medium / High.
  

SMAD isn’t a collection of plots; it’s a single framework that integrates:

1. a deviation-from-MA engine,
   
2. four interchangeable normalization models (selected per market regime),
   
3. a gated extreme detector (linger + slope + confirm-on-close), and
   
4. time-aware rails with soft fade/expiry, presented with a minimal gauge and info panel so traders can compare regimes across TFs without recalibrating thresholds.
   

How to use (examples, not signals)

• Mean-revert plays: When price exits an extreme and prints a dot, look for reactions near the new rail. Combine with your S/R and risk model.
  
• Trend continuation: In strong trends the oscillator will spend more time above/below zero; the colored MA helps keep you aligned and avoid fading every push.
  
• Regime switching: Try Percent Rank or ATR-Scaled on choppy/alts; Z-Score on majors; Highest Abs (N) when you want fastest adaptation.
  
• Risk ideas: Rails can be used as partial-take or invalidate levels. Always backtest on your pair/TF.
  

Key settings

• Normalization: Highest Abs / Z-Score / ATR-Scaled / Percent Rank (with N & factors).
  
• Filters: Extreme threshold, linger bars, slope lookback, confirm on close.
  
• Rails: Expire after X bars; soft-fade step.
  
• Panels: Slim gauge (bottom-right), Info panel (middle-right).
  

Notes & limits

• Prints confirm after the extreme exits ±100; nothing repaints retroactively.
  
• Normalization can change sensitivity—choose the one matching your asset’s regime.