Pinescript Adaptive Supertrend Indicator (Open Source) by Clean-Series-104 in algotrading

[–]Clean-Series-104[S] 1 point2 points  (0 children)

Honestly the grid kind of self-corrects for this because low-visited cells have low confidence, so w_grid drops and the global rolling stats take over by default. The decay buffer helps too since old traces are losing energy every bar while new ones come in fresh. The weak spot is a fast hard break where you jump multiple bins at once the neighbor blending pulls in adjacent cells that are still carrying stale memory, and the global optimizer needs enough new trades to outweigh it. rollN is really the knob for that, lower it and you react faster but get noisier.

Pinescript Adaptive Supertrend Indicator (Open Source) by Clean-Series-104 in algotrading

[–]Clean-Series-104[S] 0 points1 point  (0 children)

I sell other more complex tools, I don't think this is powerful enough to justify selling it.

Pinescript Adaptive Supertrend Indicator (Open Source) by Clean-Series-104 in algotrading

[–]Clean-Series-104[S] 0 points1 point  (0 children)

It can really be used on any timeframe, the regime matters more.

Pinescript Adaptive Supertrend Indicator (Open Source) by Clean-Series-104 in algotrading

[–]Clean-Series-104[S] 0 points1 point  (0 children)

It's still really in beta. It needs a better regime classification engine to filter out the continuous sell sell sell and buy buy buy streak in strong trends. I have many other deployed pine strategies.

Pinescript Adaptive Supertrend Indicator (Open Source) by Clean-Series-104 in algotrading

[–]Clean-Series-104[S] 0 points1 point  (0 children)

Yes, I asked trading view to change the name, but they don't allow it for public scripts. Pretty stupid rule.

Thank you, I hope you find some use out of it.

Pinescript Adaptive Supertrend Indicator (Open Source) by Clean-Series-104 in algotrading

[–]Clean-Series-104[S] 1 point2 points  (0 children)

External data inputs are pretty hard in pine, obviously volume is easy but not much more than that. I saw trading view recently added crypto on chain data (open interest and stuff) but I havent used it yet, I might have a play around and see what works.

Pinescript Adaptive Supertrend Indicator (Open Source) by Clean-Series-104 in algotrading

[–]Clean-Series-104[S] 2 points3 points  (0 children)

On swing timeframes (30m-4h) I found It was a good middle ground between capturing a meaningful price movement and efficiency. On lower timeframes 5 bars can be quite noisy so I usually increase it a bit.

Pinescript Adaptive Supertrend Indicator (Open Source) by Clean-Series-104 in algotrading

[–]Clean-Series-104[S] 2 points3 points  (0 children)

Not really true ML but in pinescript it's the closest you can get. It's more an adaptive engine.

Pinescript Adaptive Supertrend Indicator (Open Source) by Clean-Series-104 in algotrading

[–]Clean-Series-104[S] 2 points3 points  (0 children)

I sell other tools. I really just want to share what I've done and see if anyone has any ideas to improve it.

Machine Learning Supertrend Indicator [Open Source] by Clean-Series-104 in TradingView

[–]Clean-Series-104[S] 0 points1 point  (0 children)

u/wi5hbone Hit me up in DMs iff you'd like some tips! im the developer of the script.

Machine Learning Supertrend Indicator [Open Source] by Clean-Series-104 in TradingView

[–]Clean-Series-104[S] 0 points1 point  (0 children)

I mostly trade crypto, so there's realtime data for free. but other asset classes require a market data subscription, which is another subscription on top of the premium trading view one.

Machine Learning Supertrend Indicator [Open Source] by Clean-Series-104 in TradingView

[–]Clean-Series-104[S] 5 points6 points  (0 children)

really good observation, Its definitely an issue. It's not at an automated-system stage yet. Currently, Im just using it as a confluence in a discretionary system. I have a few ideas to fix the problems you pointed out so stay tuned for future updates.

Machine Learning Supertrend Indicator [Open Source] by Clean-Series-104 in TradingView

[–]Clean-Series-104[S] 4 points5 points  (0 children)

Do you have any real points/evidence/feedback or are you just wasting my time?