Efficiency

Drawdown Recovery Efficiency [Pineify]Overview Drawdown Recovery Efficiency separates distance below a closing peak from the quality of the path back toward it. The underwater field compares rolling and frozen anchors; upper columns show recovery quality from 0 to 100. Problem Definition The same drawdown percentage can describe a quick rebound or a long, indecisive loss. When an old high leaves a rolling window, drawdown can shrink even if price is flat. A depth-only chart can therefore confuse reference expiry with economic re

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Reballo Regime Detector - ER + RelVol + Autocorrelation What it measures Most indicators try to tell you which way price is going. This one asks a different question: is the market in a mood where trend-following works, or one where fading works? You get one number, the Regime Score, from 0 (ranging / choppy) to 1 (trending). Under the hood it blends three different ways of looking at price, each measured at three speeds (16 / 32 / 64 bars by default). The three components 1. Efficiency Ratio (Kaufman) How straight is the path? Net dist

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von Longtoonmaew

TF: Efficiency & Absorption Index (EAI)TradingFlow: Efficiency & Absorption Index (EAI) EAI studies the relationship between market participation and price progress. It helps answer two connected questions: 1. Is trading activity moving price efficiently in one direction? 2. Is participation high while price makes limited progress near an important area? The first condition can support continuation. The second may indicate absorption: buying or selling is active, but opposing interest is preventing price from advancing easily. W

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von realanthonyc

OptiPine: High-Performance Caching and Data Pipelines OptiPine is a high performance architecture library for Pine Script™, built for algorithms that push beyond ordinary indicator workloads. It turns caching, sparse updates, reusable storage and workload-aware data structures into practical APIs that stay small at the call site. In a small indicator, optimization is often optional. In a rendering engine, machine learning library, simulation, dashboard or object system, it can determine whether a feature runs at all. The problem is rarely one slo

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von Alien_Algorithms

Median Cascade Trend [BackQuant]Median Cascade Trend Overview Median Cascade Trend is a noise-resistant trend-following indicator that combines multiple causal median filters , an Ehlers-style two-pole Super Smoother , and a configurable chop-gating system . Its purpose is to identify meaningful directional structure while rejecting the types of price movement that frequently cause conventional moving averages to whipsaw: Single-bar spikes Short-lived price shocks Irregular wicks Low-efficiency sideways movement

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Trend Efficiency Exhaustion Regime-Gated & Calibrated Trend Efficiency Exhaustion — Regime-Gated & Calibrated What it is A single-pane oscillator that measures when a trend is losing efficiency and turns that into graded, forward-calibrated exhaustion and ignition signals. It is built around one question — "is this efficiency-exhaustion event actually worth acting on?" — and every component in the script exists to answer that one question rather than to add an independent signal. It plots, in one pane: an efficiency-gap histogram, a fast efficie

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von Market_Logic_India

Efficiency Divergence Oscillator Efficiency Divergence Oscillator ## Overview The Efficiency Divergence Oscillator turns the **signed efficiency ratio** - net price displacement divided by the total path price actually travelled - into a standardized, bounded oscillator, and then looks for **divergence between price and the efficiency of its travel**. The idea it tests: when price makes a new extreme but reaches it on an increasingly choppy, inefficient path, the move is losing conviction. It is a single-pane oscillator. It

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von Market_Logic_India

Entropic Regime Field [JOAT]Entropic Regime Field is an open-source market state classifier that uses three quantitative measures — Fractal Efficiency Ratio, a synthetic Hurst Exponent approximation, and a Garman-Klass volatility estimator — to classify each bar into one of three entropy states: LOW (predictable, directional structure present), TRANSITION (regime shift underway), and HIGH (chaotic, low-predictability environment). Directional signals from an Adaptive Momentum Oscillator are filtered to fire only during LOW

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von officialjackofalltrades

Phase Exhaustion Reversal [BullByte]Phase Exhaustion Reversal (PXR) is an intraday reversal engine that measures one specific market phenomenon: the moment a short-horizon directional burst exhausts itself against a broader structural gradient. It is built on a single mathematical primitive - directional efficiency - applied at two horizons, and turns the gap between them into an exhaustion-detection framework. This is not a mashup of existing indicators. The entire engine is derived from one calculation family: how cleanly pric

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Efficiency Trailing Stop Loss Efficiency TSL is an adaptive trailing stop framework designed to dynamically follow market movement while continuously adjusting stop behavior based on changing price efficiency and directional conditions. Unlike traditional trailing stop systems that rely on static ATR values or fixed structure levels, Flip TSL evaluates how effectively price is moving and uses that information to expand, tighten, or aggressively reduce risk as market behavior evolves. The objective is not simply to trail pr

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AlphaQuant Statistical Intelligence █ ALPHAQUANT STATISTICAL INTELLIGENCE (QSI) Quantitative Market Quality Analysis A quantitative market analysis tool that measures the statistical "quality" of market conditions using three core modules: Hurst Regime Engine , Shannon Entropy Flow , and Price Efficiency Ratio . These combine into a single QSI Composite Score (0-100) that rates whether current conditions are favorable for trading or not. Free and Open Source. █ THE CONCEPT: WHY STATISTICAL MARKET QUALITY MATTERS

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von alphachart_tv

Effort vs Result Reaction Map [AGPro Series]Effort vs Result Reaction Map ⚖️ OVERVIEW Effort vs Result Reaction Map is a premium volume-price reaction indicator built around one of the most practical ideas from Wyckoff and Volume Spread Analysis: effort only matters when it is compared with result. Many volume tools stop at identifying high volume, relative volume spikes, wide candles or bullish/bearish pressure. This script goes further by asking a more selective question: Is the market actually getting progress for the effort being

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Breakout Volume Quality [AGPro Series]Breakout Volume Quality 🔷 OVERVIEW Breakout Volume Quality is a chart-overlay indicator built to answer one specific question: When price breaks a defended level, did that break carry real participation quality, or was it only a low-conviction move beyond the line? Many breakout tools detect the level break itself. This script goes one layer deeper. It evaluates the breakout candle through relative volume, body efficiency, close location, distance beyond the broken level, expansion versus

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Trend Quality [AGPro Series]Trend Quality Trend Quality fuses three independent regime dimensions — ADX directional strength, Kaufman Efficiency Ratio, and ATR-normalized EMA slope — into a single 0–100 composite Trend Quality Score. A hysteresis + confirmation + cooldown gate turns that score into a stable TREND / CHOP regime, enhanced with HTF confirmation, lifecycle phases, score velocity, breakout grading, directional dominance, and a full adaptive on-chart quality window. The goal is simple: replace noisy "is thi

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Reaction Efficiency Meter [AGPro Series]Reaction Efficiency Meter A pure observation lens that scores every pivot-based support and resistance reaction from 0 to 100 and classifies it as WEAK, LIMITED, FAIR, STRONG or EFFICIENT. Designed to answer one specific question on any chart: how well did price actually react when it touched that level? Not a strategy, not a signal generator — a quality meter for S/R reactions. 🔹 Overview Reaction Efficiency Meter watches pivot-based support and resistance levels and, the moment price touc

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Trend Stability Ribbon [AGPro Series]Trend Stability Ribbon 🔹 OVERVIEW Most trend tools tell you WHICH WAY price is going. Trend Stability Ribbon tells you HOW WELL it is getting there. By pairing an ATR-normalized slope engine with a Kaufman path-efficiency score, it projects every bar into one of four rules-based states — Stable Up, Noisy Up, Stable Down, Noisy Down — and paints them onto a clean, adaptive ribbon that stays out of the candles' way. The result is a context layer that separates decisive trending from directiona

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Liquidity Void Navigator [AGPro Series]Liquidity Void Navigator 🔹 OVERVIEW Liquidity Void Navigator identifies impulsive price displacements that were produced with disproportionately low volume participation — the institutional footprint of a true liquidity void. Unlike geometric gap concepts that rely purely on wick-to-wick imbalance, this engine measures the efficiency of each impulsive bar: how much price moved relative to how much volume was transacted. When price travels faster than the order book justifies, a magnet zone i

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Kaufman Efficiency Ratio Gate [NovaLens]Kaufman Efficiency Ratio Gate is a regime classifier that separates trending markets from choppy ones. Instead of plotting a raw ratio and leaving you to interpret thresholds, it ranks the current Kaufman Efficiency Ratio within its own recent history and outputs a binary gate: trend-favorable or chop-dominant. Five timeframe-specific presets ship ready to use - pick the one matching your chart. ◉ HOW IT WORKS The Efficiency Ratio measures how much of price's total movement was directional

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AG Pro KAMA Efficiency Zones [AGPro Series]AG Pro KAMA Efficiency Zones Overview KAMA stands for Kaufman’s Adaptive Moving Average. AG Pro KAMA Efficiency Zones is built around KAMA not as a simple trend-following line, but as an adaptive market reference for evaluating how efficiently price is moving. Instead of focusing only on direction, the script is designed to classify the quality of directional travel and separate cleaner movement from noisier, lower-clarity conditions. The core idea is straightforward: markets do not move w

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Price Efficiency Ratio (PER) [SharpStrat]Price Efficiency Ratio (PER) The Price Efficiency Ratio (PER) is built around a simple question: how efficiently is the market moving from its starting point to its current point? Price often moves in indirect ways. Sometimes it travels cleanly in one direction with very little noise, and sometimes it spends more energy moving up and down than actually progressing. PER quantifies this behavior and turns it into a clear, readable number that identifies whether the market is behaving like a tren

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Market Participation Gradient [Interakktive]Market Participation Gradient (MPG) is a diagnostic oscillator that measures the quality and intensity of market participation by combining price efficiency with activity (volume or a FX-safe proxy) into a single 0–100 score. Most tools tell you "how much activity exists." MPG focuses on "how effective that activity is," helping you differentiate clean directional participation from absorbed / inefficient participation where effort produces limited directional progress. █ WHAT IT DOES - Produ

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von Interakktive

Market Efficiency Ratio [Interakktive]The Market Efficiency Ratio decomposes price movement into two components: net progress vs wasted movement. This tool exposes the underlying math that most traders never see, helping you understand when price is moving efficiently versus chopping sideways. Unlike simple trend indicators, this shows you WHY price movement matters — not just whether it's up or down, but how much of that movement was useful directional progress versus noisy oscillation. █ WHAT IT DOES • Calculates Efficiency Rat

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von Interakktive

Quick scan for signal 🙏🏻 Hey TV, this is QSFS, following: ^^ Quick scan for drift (QSFD) ^^ Quick scan for cycles (QSFC) As mentioned before, ML trading is all about spotting any kind of non-randomness, and this metric (along with 2 previously posted) gonna help ya'll do it fast. This one will show you whether your time series possibly exhibits mean-reverting / consistent / noisy behavior, that can be later confirmed or denied by more sophisticated tools. This metric is O(n) in windowed mode and O(1) if calculated

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KERPD Noise Filter - Kaufman Efficiency Ratio and Price Density This indicator combines Kaufman Efficiency Ratio (KER) and Price Density theories to create a unique market noise filter that is 'right on time' compared to using KER or Price Density alone. All data is normalized and merged into a single output. Additionally, this indicator provides the ability to consider background noise and background noise buoyancy to allow dynamic observation of noise level and asset specific calibration of the indicator (if desired). The basic theory surrounding usage is

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von SensitiveSuit