Описание
Glitch Trend Follower is the production trend-detection model that ships inside the GlitchExecutor systematic engine. It produces a clean BUY / SELL / HOLD signal on every bar based on three orthogonal classical-TA filters:
- SMA/EMA crossover detected within the last N bars (default 5)
- ADX trend strength gate (default minimum 15, with strong/mid bands)
- ATR-vs-rolling-median volatility modifier that softens confidence during quiet markets rather than blocking signals outright
The two outputs are designed for direct consumption by other indicators or cBots: a Vote histogram (+1 / 0 / -1) and a Confidence series (0.45-0.90). Strong trend + recent crossover -> 0.90 confidence; weak ADX + low ATR -> 0.45 floor.
Designed for and tested on H1 charts. Works as-is on indices (JPN225, GER40, UK100, US500), gold (XAUUSD), and major-pair forex. Adjust CrossoverLookback and AdxMinTrend per instrument to control fire-rate. All parameters exposed; no hidden state.
Buyers also get the matching Glitch Trend Follower cBot (sold separately) which uses these exact signals to place ATR-sized orders with a built-in daily-loss halt.
