ADAPTIVE TREND EXHAUSTION Гайд по трейдингу
Обновлено: July 22, 2026
The Adaptive Trend Exhaustion — это квантитативный инструмент технического анализа. * Adaptive Trend Exhaustion (ATE) * Designed for precise trend exhaustion detection and reversal entry points. * Uses Volume-Weighted Double Momentum with Sliding Normalization (-100..100).
Что показывает индикатор?
- Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
- Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
- Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.
Ключевые настройки
- Fast Trend Длина (
fastLen): Controls the calculation period and sensitivity for market detection. - Slow Trend Длина (
slowLen): Controls the calculation period and sensitivity for market detection. - Signal Длина (
sigLen): Controls the calculation period and sensitivity for market detection. - Adaptive Band Длина (
bandLen): Controls the calculation period and sensitivity for market detection. - Band Множитель (
bandMult): Controls the calculation period and sensitivity for market detection. - Volume Weighting (
useVol): Controls the calculation period and sensitivity for market detection. - Normalization Lookback (
normLookback): Controls the calculation period and sensitivity for market detection. - EMA Trend Длина (
emaTrendLen): Controls the calculation period and sensitivity for market detection. - EMA Signal Длина (
emaSignalLen): Controls the calculation period and sensitivity for market detection. - Show EMA Trend (
showEmaTrend): Controls the calculation period and sensitivity for market detection. - Show EMA Signal (
showEmaSignal): Controls the calculation period and sensitivity for market detection. - Narrowing Lookback (
narrowLen): Controls the calculation period and sensitivity for market detection. - Narrowing Percentile Порог (
narrowПорог): Controls the calculation period and sensitivity for market detection. - Show Explosion Signal (
showExplosion): Controls the calculation period and sensitivity for market detection. - Explosion Trend Порог (
explosionПорог): Controls the calculation period and sensitivity for market detection. - Trend Power (
trendLine): Controls the calculation period and sensitivity for market detection. - Signal (
signalLine): Controls the calculation period and sensitivity for market detection. - EMA of Trend Power (
emaTrendLine): Controls the calculation period and sensitivity for market detection. - EMA of Signal (
emaSignalLine): Controls the calculation period and sensitivity for market detection. - Histogram Grow Up (
histGrowUp): Controls the calculation period and sensitivity for market detection. - Histogram Decay Up (
histDecayUp): Controls the calculation period and sensitivity for market detection. - Histogram Grow Down (
histGrowDown): Controls the calculation period and sensitivity for market detection. - Histogram Decay Down (
histDecayDown): Controls the calculation period and sensitivity for market detection. - Band Border (
bandBorder): Controls the calculation period and sensitivity for market detection. - Band Fill (
bandFill): Controls the calculation period and sensitivity for market detection. - Band Fill Narrow (
bandFillNarrow): Controls the calculation period and sensitivity for market detection. - Short Alert (
shortAlert): Controls the calculation period and sensitivity for market detection. - Long Alert (
longAlert): Controls the calculation period and sensitivity for market detection. - Explosion Line Top (
explosionLineTop): Controls the calculation period and sensitivity for market detection. - Explosion Text Top (
explosionTextTop): Controls the calculation period and sensitivity for market detection. - Explosion Line Bottom (
explosionLineBtm): Controls the calculation period and sensitivity for market detection. - Explosion Text Bottom (
explosionTextBtm): Controls the calculation period and sensitivity for market detection. - Trend Power (
trend): Controls the calculation period and sensitivity for market detection. - Signal (
signal): Controls the calculation period and sensitivity for market detection. - EMA of Trend Power (
ema_trend): Controls the calculation period and sensitivity for market detection. - EMA of Signal (
ema_signal): Controls the calculation period and sensitivity for market detection. - Acceleration (
hist): Controls the calculation period and sensitivity for market detection. - Upper Band (
_upper): Controls the calculation period and sensitivity for market detection. - Lower Band (
_lower): Controls the calculation period and sensitivity for market detection. - Cloud Narrowing (Squeeze) (
isNarrow): Controls the calculation period and sensitivity for market detection. - Last Squeeze Длина (Bars) (
lastSqueezeLen): Controls the calculation period and sensitivity for market detection. - Last Squeeze Ago (Bars) (
lastSqueezeAgo): Controls the calculation period and sensitivity for market detection. - In Squeeze (Event) (
inSqueeze): Controls the calculation period and sensitivity for market detection. - Previous Squeeze Длина (Bars) (
prevSqueezeLen): Controls the calculation period and sensitivity for market detection. - Previous Squeeze Ago (Bars) (
prevSqueezeAgo): Controls the calculation period and sensitivity for market detection. - Trend Power (
trend): Controls the calculation period and sensitivity for market detection. - Signal Line (
signal): Controls the calculation period and sensitivity for market detection. - EMA of Trend Power (
ema_trend): Controls the calculation period and sensitivity for market detection. - EMA of Signal (
ema_signal): Controls the calculation period and sensitivity for market detection. - Acceleration (
hist): Controls the calculation period and sensitivity for market detection. - Upper Band (
upper): Controls the calculation period and sensitivity for market detection. - Lower Band (
lower): Controls the calculation period and sensitivity for market detection. - Trend Exhaustion SHORT (
isExhaustedTop): Controls the calculation period and sensitivity for market detection. - Trend Exhaustion LONG (
isExhaustedBtm): Controls the calculation period and sensitivity for market detection. - Histogram Grow Up (Green) (
histGrowUp): Controls the calculation period and sensitivity for market detection. - Histogram Decay Up (Yellow/Orange) (
histDecayUp): Controls the calculation period and sensitivity for market detection. - Histogram Grow Down (Red) (
histGrowDown): Controls the calculation period and sensitivity for market detection. - Histogram Decay Down (Blue/Cyan) (
histDecayDown): Controls the calculation period and sensitivity for market detection. - Cloud Narrowing (Squeeze) (
isNarrow): Controls the calculation period and sensitivity for market detection. - Last Squeeze Длина (Bars) (
lastSqueezeLen): Controls the calculation period and sensitivity for market detection. - Last Squeeze Ago (Bars) (
lastSqueezeAgo): Controls the calculation period and sensitivity for market detection. - Currently In Squeeze (
inSqueeze): Controls the calculation period and sensitivity for market detection. - Previous Squeeze Длина (Bars) (
prevSqueezeLen): Controls the calculation period and sensitivity for market detection. - Previous Squeeze Ago (Bars) (
prevSqueezeAgo): Controls the calculation period and sensitivity for market detection. - Explosion Exhaustion Top (Long) (
isExplosionTop): Controls the calculation period and sensitivity for market detection. - Explosion Exhaustion Bottom (Short) (
isExplosionBtm): Controls the calculation period and sensitivity for market detection.
Как использовать параметры стратегии (Condition Source)
В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.
1. События сигналов
isExhaustedTop- Trend Exhaustion SHORT event signal.isExhaustedBtm- Trend Exhaustion LONG event signal.histGrowUp- Histogram Grow Up (Green) event signal.histDecayUp- Histogram Decay Up (Yellow/Orange) event signal.histGrowDown- Histogram Grow Down (Red) event signal.histDecayDown- Histogram Decay Down (Blue/Cyan) event signal.isNarrow- Cloud Narrowing (Squeeze) event signal.inSqueeze- Currently In Squeeze event signal.isExplosionTop- Explosion Exhaustion Top (Long) event signal.isExplosionBtm- Explosion Exhaustion Bottom (Short) event signal.
2. Фильтры и торговые уровни
fastLen- Fast Trend Длина value used for structural qualification or thresholds.slowLen- Slow Trend Длина value used for structural qualification or thresholds.sigLen- Signal Длина value used for structural qualification or thresholds.bandLen- Adaptive Band Длина value used for structural qualification or thresholds.bandMult- Band Множитель value used for structural qualification or thresholds.useVol- Volume Weighting value used for structural qualification or thresholds.normLookback- Normalization Lookback value used for structural qualification or thresholds.emaTrendLen- EMA Trend Длина value used for structural qualification or thresholds.emaSignalLen- EMA Signal Длина value used for structural qualification or thresholds.showEmaTrend- Show EMA Trend value used for structural qualification or thresholds.showEmaSignal- Show EMA Signal value used for structural qualification or thresholds.narrowLen- Narrowing Lookback value used for structural qualification or thresholds.narrowПорог- Narrowing Percentile Порог value used for structural qualification or thresholds.showExplosion- Show Explosion Signal value used for structural qualification or thresholds.explosionПорог- Explosion Trend Порог value used for structural qualification or thresholds.trend- Trend Power value used for structural qualification or thresholds.signal- Signal value used for structural qualification or thresholds.ema_trend- EMA of Trend Power value used for structural qualification or thresholds.ema_signal- EMA of Signal value used for structural qualification or thresholds.hist- Acceleration value used for structural qualification or thresholds._upper- Upper Band value used for structural qualification or thresholds._lower- Lower Band value used for structural qualification or thresholds.isNarrow- Cloud Narrowing (Squeeze) value used for structural qualification or thresholds.lastSqueezeLen- Last Squeeze Длина (Bars) value used for structural qualification or thresholds.lastSqueezeAgo- Last Squeeze Ago (Bars) value used for structural qualification or thresholds.inSqueeze- In Squeeze (Event) value used for structural qualification or thresholds.prevSqueezeLen- Previous Squeeze Длина (Bars) value used for structural qualification or thresholds.prevSqueezeAgo- Previous Squeeze Ago (Bars) value used for structural qualification or thresholds.trend- Trend Power value used for structural qualification or thresholds.signal- Signal Line value used for structural qualification or thresholds.ema_trend- EMA of Trend Power value used for structural qualification or thresholds.ema_signal- EMA of Signal value used for structural qualification or thresholds.hist- Acceleration value used for structural qualification or thresholds.upper- Upper Band value used for structural qualification or thresholds.lower- Lower Band value used for structural qualification or thresholds.lastSqueezeLen- Last Squeeze Длина (Bars) value used for structural qualification or thresholds.lastSqueezeAgo- Last Squeeze Ago (Bars) value used for structural qualification or thresholds.prevSqueezeLen- Previous Squeeze Длина (Bars) value used for structural qualification or thresholds.prevSqueezeAgo- Previous Squeeze Ago (Bars) value used for structural qualification or thresholds.
Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.