Appearance

Personalize your experience

Mode

Accent Color

Direction

Condition Recipes

Coding

Patterns worth knowing by heart: regime detection, confirmation, divergence, volatility gating, session control, and the idioms that express each one cleanly.

How to use these

Each recipe is a , not a . Take the shape, substitute the indicators you actually have a reason to use, and validate it. Copying a recipe verbatim and deploying it skips the only step that matters.

Regime detection

Almost every works in one market and fails in another. A regime is what stops a trend-follower from trading a range, and it is usually the - condition you can add.

trending or ranging

# trending — the standard filter, and the most under-used
ADX(14)  >  25

# trending, with direction
ADX(14)  >  25   AND   DI_Plus(14)  >  DI_Minus(14)

# ranging — the inverse, for mean-reversion strategies
ADX(14)  <  20

# volatility squeeze — a range that is about to stop being one
BB_Width(20,2)  <  Percentile(BB_Width(20,2), 100, 20)

# clean trend versus noisy drift, using path efficiency
Abs(Close - Close[20]) / Sum(Abs(Close - Close[1]), 20)  >  0.3

★

Pro tip:Adding ADX(14) > 20 to a moving-average typically removes a share of the losing , because it removes the sideways periods where a crossover carries no information. If you add one condition to a trend , add this one.

Trigger plus confirmation

The canonical entry : one to fire, one or two conditions to establish that the environment is acceptable. that each condition below measures something different — trend, timing, — rather than the same thing three ways.

one trigger, three filters

AND {
  EMA(21)  >  EMA(55)                     # filter: regime is an uptrend
  Close  crossesAbove  EMA(21)            # TRIGGER: pullback recovered
  RSI(14)  >  40                          # filter: momentum not broken
  Volume  >  Mean(Volume, 20)             # filter: someone is participating
}

Role	Type	Description
Regime filter	value	Establishes the market type the is designed for. Usually a moving-average relationship or ADX.
Trigger	transition	The single that fires the entry. Exactly one per signal.
Momentum filter	value	Rejects entries where the move has already exhausted itself.
Participation filter	value	Volume confirmation. a price event into a confirmed price event.

Divergence

Price making a new extreme while momentum does not is a exhaustion signal. It is expressible without a custom indicator, using bar indexing on both series.

bearish momentum divergence

AND {
  # price made a new 20-bar high
  Max(High, 20)  ==  High

  # but RSI is lower than it was at the previous high
  RSI(14)  <  Max(RSI(14), 20)[1]

  # and momentum is actually turning, not merely lagging
  RSI(14)  <  RSI(14)[1]
}

Caution:Divergence is a , not a timing signal. It can persist for many bars while price continues in the original direction, so use it to out long entries rather than to short ones — and if you do trade it directly, expect a low and size accordingly.

Volatility gating

Two opposite uses. Requiring volatility keeps a breakout out of dead markets; capping it keeps a mean-reversion strategy out of a crisis.

floor and ceiling

# breakout: require enough volatility to travel to the target
ATR(14) / Close * 100  >  1.5

# mean reversion: refuse to fade a market in genuine distress
ATR(14) / Close * 100  <  4.0

# expansion: volatility rising off a low base
AND {
  ATR(14)  >  ATR(14)[10] * 1.3
  BB_Width(20,2)[10]  <  Percentile(BB_Width(20,2), 100, 20)
}

# both bounds — the band a strategy was actually validated in
AND {
  ATR(14) / Close * 100  >  1.0
  ATR(14) / Close * 100  <  5.0
}

★

Pro tip: that every threshold here is normalised — as a of price rather than in price units. That is what lets the same condition work on a ₹50 stock and a ₹5,000 one instead of silently meaning something different on each.

Session control

time gating

# skip the open and the close — the two least representative windows
AND {
  HourOfDay  >=  10
  HourOfDay  <   15
}

# skip only the first thirty minutes, more precisely
SessionMinutes  >  30

# weekdays only, for instruments that trade at weekends
DayOfWeek  <=  5

# force a flat book before the close, independent of session mode
MarketClose  ==  1

Caution:Time resolve in the exchange's — IST for NSE, UTC for . The same >= 10 means two completely different windows on those two instruments, and nothing in the builder warns you. Check the exchange before writing a time , and again before reusing one on a different .

Multi-timeframe alignment

Trading a fast timeframe while respecting a slow one, without needing genuine multi-timeframe : approximate the higher timeframe with a proportionally longer on the current one.

approximating a higher timeframe

# on 15m bars, EMA(80) ≈ EMA(20) on 1h bars (4 × 15m = 1h)
AND {
  EMA(80)  >  EMA(200)                    # slow-timeframe trend
  Close  crossesAbove  EMA(21)            # fast-timeframe trigger
}

ℹ

Note:This is an approximation, not an equivalence. A 4× longer on a faster series is smoother than the true higher- indicator, because it is computed from more, smaller observations. It is close enough to act as a regime and not close enough to act as a trigger.

Appearance

Condition Recipes

How to use these

Regime detection

Trigger plus confirmation

Divergence

Volatility gating

Session control

Multi-timeframe alignment

Composite patterns

See also

Related articles

Appearance

How to use these

Regime detection

Trigger plus confirmation

Divergence

Volatility gating

Session control

Multi-timeframe alignment

Composite patterns

See also

Related articles

Related to Condition Recipes