INVITE-ONLY SCRIPT

Adaptive Fear & Greed Index with ML-Enhanced SD - HOSSAM

22
Adaptive Fear and Greed Index with ML-Enhanced Standard Deviation
📊 Overview
A sophisticated market sentiment indicator that combines traditional Fear and Greed Index methodology with machine learning-inspired adaptive algorithms. This tool dynamically adjusts to changing market conditions, providing more accurate sentiment readings and early warning signals.

🔥 Key Features
Adaptive Standard Deviation: Automatically adjusts volatility bands based on market conditions

VWAP Integration: Incorporates volume-weighted average price for better price context

Machine Learning Elements: Self-adjusting parameters that learn from recent market behavior

Multi-Regime Detection: Identifies high/low volatility environments

Dynamic Weighting: Automatically adjusts component weights based on market performance

Z-Score Analysis: Statistical significance measurement for deviations

📈 How It Works
The indicator combines four key market components:

Price Momentum with VWAP deviation

Volume-Weighted Volatility

RSI with Volume Confirmation

Market Structure Analysis

🎯 Interpretation
0-30: Extreme Fear (Potential Buying Opportunity)

30-40: Fear

40-60: Neutral

60-70: Greed

70-100: Extreme Greed (Potential Selling Opportunity)

⚡ Unique Advantages
Self-Adjusting Bands: SD bands expand during high volatility, contract during calm periods

Regime Awareness: Different signals for high/low volatility environments

Volume Validation: All components include volume confirmation

Statistical Significance: Z-scores show how extreme current readings are

🚨 Alert Conditions
Extreme greed/fear in high volatility regimes

Statistical outliers (Z-score > 2.5)

Trend acceleration signals

💡 Ideal For
Crypto traders seeking sentiment-based entries/exits

Swing traders looking for mean reversion opportunities

Risk management and position sizing decisions

Market regime identification

⚙️ Customization
Adjustable parameters include lookback period, SD multiplier, smoothing, and ML learning rate to match your trading style.

Category: Strategy & Sentiment Analysis
Tags: #FearAndGreed #MarketSentiment #Volatility #Cryptocurrency #Trading #Indicator #MachineLearning #VWAP

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.