This indicator uses a Hidden Markov Model (HMM) framework combined with an adaptive dual moving average engine and Directional Movement Index (DMI) features to identify market regimes (bullish, bearish, or ranging/chop). It calculates regime probabilities on e
Indicator · Pine Script v6 · On the chart
DST HMM v9 XAUUSD
DST HMM v9 XAUUSD classifies the market into hidden regimes such as Sideways, Bull and Bear using a hidden Markov model retrained on a rolling window with Baum-Welch iterations.
GitHub stars1on the repository
Pine versionv6current
Lines of code1,419
Settings40inputs
LicenceNone stated
Last update5 months ago1 Jun 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above. It reads the file straight from GitHub.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
The code stays on GitHub. The author has not published this script under an open licence, so ForexR does not show its code. Copy script reads the file straight from GitHub into your clipboard, so you can still try it on your own chart. Ask the author before reusing the code anywhere else.
Overview
DST HMM v9 XAUUSD adds a Kalman filter line with confidence bands and an optional multi-bar Kalman forecast cone, a confidence measure, and adaptive stop loss and take profit lines. Several tables show model internals. It is designed for gold on the hourly chart and draws on the price chart.
- Hidden Markov model regime detection
- Periodic and adaptive retraining
- Kalman filter line, bands and forecast cone
- Confidence-based stop loss and take profit lines
- Transition and emission tables
Details
Published by
Javas128282 on GitHub
Type
Indicator, Pine Script v6
Draws
On the price chart
Category
AI / machine learning, Trend, Volatility & bands
Markets
Gold
Timeframes
M15-H1
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Topics
hidden-markov-modelhmm-viterbi-algorithmindicator-analysispinescripttrading-strategy-simulation
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Process Noise Q (base) | float | 0.01 | kf_q_base |
| Q ATR Multiplier (adaptive Q) | float | 2.0 | kf_q_atr_mul |
| Measurement Noise R | float | 1.0 | kf_r |
| Confidence Band Multiplier | float | 1.5 | kf_band_mult |
| Gunakan KF sebagai Fitur HMM | bool | true | use_kf_feat |
| SL/TP Berbasis KF Price | bool | true | kf_sl_base |
| Plot KF Line + Band di Chart | bool | true | show_kf_plot |
| Plot KF Velocity (histogram) | bool | false | show_kf_vel |
| Show Kalman N-Step Forecast | bool | true | show_kf_fcast |
| Forecast Steps (bars ahead) | int | 10 | kf_fcast_steps |
| Forecast Cone Multiplier | float | 1.0 | kf_fcast_cone |
| Forecast Color (up trend) | color | color.rgb(80,200,255,60) | kf_fcast_col_up |
Show all 40 settings
| Setting | Type | Default | Variable |
|---|---|---|---|
| Forecast Color (down trend) | color | color.rgb(255,150,80,60) | kf_fcast_col_dn |
| Forecast Color (flat) | color | color.rgb(180,180,180,60) | kf_fcast_col_flat |
| Jumlah Hidden States (N) | int | 3 | n_states |
| Training Window (bars) | int | 150 | hmm_win |
| Baum-Welch Iterations | int | 3 | bw_n |
| Min Emission sigma | float | 0.30 | sig_floor |
| Stationary Power (A^n) | int | 30 | stat_pow |
| Min Duration - Sideways (bars) | int | 2 | min_dur_s |
| Min Duration - Bull/Bear (bars) | int | 1 | min_dur_b |
| Regularization Strength | float | 0.30 | reg_str |
| Min State Occupancy (%T) | float | 0.05 | min_occ_pct |
| Posterior Temperature | float | 3.0 | temp_scale |
| Retraining Interval (bars) | int | 20 | retrain_interval |
| Adaptive Retraining Trigger | bool | true | use_adaptive |
| Vol Shock Threshold (z_atr) | float | 2.0 | vol_shock_thr |
| Vol Shock Persistence (bars) | int | 3 | vol_shock_bars |
| Regime Flip Window (bars) | int | 10 | flip_window |
| Max Regime Flips in Window | int | 4 | flip_limit |
| Confidence Collapse Threshold | float | 0.20 | conf_collapse_thr |
| Adaptive Retraining Cooldown (bars) | int | 5 | retrain_cooldown |
| Z-Score Window | int | 20 | z_win |
| EMA Length (fallback slope) | int | 21 | ema_len |
| Slope Lookback (fallback) | int | 14 | slope_per |
| ATR Length (fitur) | int | 14 | atr_len_f |
| Volume Z-Score Window | int | 20 | vol_len_f |
| ATR Length (SL/TP) | int | 14 | atr_len_sl |
| Base SL Mult - Bull | float | 1.2 | atr_bull_base |
| Base SL Mult - Bear | float | 1.5 | atr_bear_base |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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