Optimized for BTC/USD
Market Regime Engine automatically classifies the current market condition into three distinct regimes and adapts its indicators accordingly β giving you a clear, actionable read on what the market is doing right now.
How It Works
The indicator combines four analytical layers:
- Hurst Exponent β measures whether price is trending (>0.6), mean-reverting (<0.4), or random (β0.5)
- ADX / Directional Movement β quantifies trend strength and direction
- ATR Volatility Ratio β compares current volatility against a rolling average to detect volatility spikes
- Regime Scoring β each of the three regimes receives a weighted score; the dominant one wins, with a confidence percentage that tells you how clear-cut the signal is
Three Regimes Explained
RegimeWhat it meansSuggested Action
π’ Trending
Price is making sustained directional moves
Trade with the trend
π Mean-Reversion
Price oscillates in a range
Buy support, sell resistance
π΄ High-Volatility
Erratic, unpredictable movement
Wait β avoid new entries
Adaptive EMAs
When the regime changes, the indicator automatically adjusts the Fast EMA, Slow EMA, and ATR periods:
- Trending β Fast EMA shortened by 30% for quicker trend response
- Mean-Reversion β Both EMAs lengthened by 40% to reduce false signals
- High-Volatility β Both EMAs lengthened by 60%, ATR by 50% to filter noise
The panel shows the currently active periods with a β³ marker whenever parameters have been adapted from their base values.
On-Chart Panel
The built-in panel displays at a glance:
- Current regime name and trading suggestion
- Trend direction (β² Up / βΌ Down / β Sideways) with strength (Weak / Moderate / Strong)
- Expected move in pips, scaled by regime-specific ATR multiples
- Active EMA and ATR periods (base vs. adapted)
- Regime Clarity bar β color-coded confidence from 0β100%
- Live ADX and ATR values
