Quant Trend Cloud
Dual slow adaptive regime cloud for MT5 between Kaufman AMA and VIDYA. Features IE/2 fast-line veto, ATR quiet filter, and live telemetry.
System Overview
Quant Trend Cloud visualizes institutional trend regimes by mapping the dynamic corridor between two mathematically distinct slow adaptive moving averages: Perry Kaufman's Adaptive Moving Average (KAMA) and Tushar Chande's Variable Index Dynamic Average (VIDYA).
Because both boundary anchors adaptively decelerate during market noise and accelerate exclusively upon sustained directional efficiency, the resulting cloud flips color only approximately 20 times per 1,000 bars, maintaining an average regime persistence exceeding 30 bars across major asset classes.
To eliminate subjective interpretation, the system strictly rejects arrows and dots. Instead, it utilizes two-tier bar-by-bar brightness modulation: full vivid luminescence signifies that both price and the de-biased IE/2 fast line stand completely clear of the cloud corridor, while faded tones denote healthy counter-trend pullbacks inside the dominant regime.
Includes an optional volatility percentile governor that automatically dims regime changes during flat, low-ATR consolidation phases where transaction friction exceeds market expectation.
How It Works?
Kaufman Adaptive Moving Average (KAMA)
Forms the primary adaptive boundary, automatically adjusting smoothing coefficients based on the Efficiency Ratio between net directional travel and gross path volatility.
Variable Index Dynamic Average (VIDYA)
Forms the counter-boundary, scaling its step speed via Chande Momentum Oscillator volatility to stall during choppy market consolidation rather than whipping prematurely.
IE/2 Fast-Line Lead & Veto
Calculates the integral of linear regression slope averaged with regression endpoint. Acting as a noise-filtered lead filter, it withholds bright trend confirmation if lagging inside the cloud.
Luminescence & Pullback Segmentation
Differentiates institutional thrust bars (candle and fast line clear of cloud) from corrective retracements, offering precise visual guidance for trend-continuation re-entries.
ATR Percentile Volatility Governor
Monitors historical range distribution over 500 bars; suppresses or desaturates regime signals when current volatility falls below user-defined quiet threshold percentiles.
Movable Onyx Telemetry Console
Renders real-time regime identity, completed regime bar age, corridor width, and live volatility state in an elegant draggable HUD compatible with all chart backdrops.