Fractal Chaos & Kalman Trajectory
Core Methodology:
Kalman Filter Engine: An iterative mathematical process that minimizes the mean square error of the price data, providing a smooth line that reacts faster than EMA/SMA.
Hurst Exponent (Fractal Dynamics): This script calculates the fractal dimension of the market.
H > 0.5 (Trend): Indicates persistent market memory; the trend is likely to continue.
H < 0.5 (Mean Reversion): Indicates anti-persistent behavior; the price is likely to revert to the mean.
H = 0.5 (Chaos): Represents Brownian motion; the market is purely random.
How to Use:
AWAKE Signals: Occur when the market breaks out of a chaotic state (Hurst > 0.5) and aligns with the Kalman Trajectory.
Trend Zones: Highlighted backgrounds indicate high-conviction trend environments.
Bar Coloring: Grey bars indicate a "Wait" zone where the market is either random or mean-reverting.
This script is closed-source to protect the proprietary integration of these two quantitative methods.
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Invite-only script
Only users approved by the author can access this script. You'll need to request and get permission to use it. This is typically granted after payment. For more details, follow the author's instructions below or contact OsilatorindicatorPro directly.
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Author's instructions
Disclaimer
Invite-only script
Only users approved by the author can access this script. You'll need to request and get permission to use it. This is typically granted after payment. For more details, follow the author's instructions below or contact OsilatorindicatorPro directly.
TradingView does NOT recommend paying for or using a script unless you fully trust its author and understand how it works. You may also find free, open-source alternatives in our community scripts.