FracDiff Z NQ 1m + HMM Policy A: Free TradingView Indicator (Pine Script)

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

Further filters cover ADX, VWAP distance, session choice and skipping the first half hour. Entry modes include a one-minute snapback and a five-minute gate arming a one-minute window, with webhook-ready alerts.

Fractional differencing Z-score
Regime gate using a three-vote model
ADX and VWAP distance filters
Two entry modes with confirmation presets
Session choice and alerts

Details

Published by

qmqvt44stq-del on GitHub

Type

Indicator, Pine Script v6

Draws

Separate pane below the chart

Markets

Indices

Timeframes

M1-M5

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.

File

nq_fracdiff_hmm_filtered.pine

Repository

github.com/qmqvt44stq-del/nq-fracdiff-optimizer. See its other scripts in the library

Settings

The inputs you can change from the gear icon on the chart. Defaults are the author's.

Setting	Type	Default	Variable
Integration Order (d)	`float`	`0.71`	`d`
Lag Truncation (N)	`int`	`130`	`N`
Price Source	`source`	`hlc3`	`src`
Z Lookback	`int`	`60`	`z_len`
Band Width (σ)	`float`	`2.618`	`band_w`
Min Extreme Multiplier	`float`	`1.05`	`extreme_mult`
ADX Trend Filter	`bool`	`true`	`use_adx_filter`
Max ADX	`float`	`30.0`	`adx_thresh`
VWAP Stretch Filter	`bool`	`true`	`use_vwap_filter`
Min VWAP Distance (pts)	`float`	`10.0`	`vwap_min_dist`
Skip First 30 Min (9:30-10:00)	`bool`	`true`	`skip_open_30`
HMM Gate Timeframe	`string`	`1m`	`hmm_timeframe`

Show all 40 settings

Setting	Type	Default	Variable
MR Dir-Eff Max	`float`	`0.224`	`hmm_dir_eff_max`
MR Range-Exp Min	`float`	`1.0`	`hmm_range_exp_min`
MR \|VWAP Slope\| Max	`float`	`0.12`	`hmm_vwap_slope_max`
MR Votes Required (of 3)	`int`	`2`	`hmm_votes_required`
Optional HMM ADX Safety	`bool`	`false`	`use_hmm_adx`
Optional HMM ADX Max	`float`	`28.0`	`hmm_adx_max`
Optional HMM VWAP Slope Safety	`bool`	`false`	`use_hmm_vwap`
Optional HMM \|VWAP Slope\| Max	`float`	`0.8`	`hmm_vwap_extra_max`
Session	`string`	`full_rth`	`session_mode`
Entry Mode	`string`	`1m Snapback`	`entry_mode`
Entry Alerts (webhook-ready)	`bool`	`true`	`entry_alerts`
Window Length (1m bars)	`int`	`11`	`window_bars`
Max 5m Candles After MAX Signal	`int`	`2`	`max_5m_after_signal`
5m Arm Condition	`string`	`Deep Extreme`	`gate_arm_mode`
One Entry Per Window	`bool`	`true`	`one_entry_per_window`
Confirmation Style	`string`	`Combo (Z-Accel + Vol)`	`confirm_preset`
Z-Accel Threshold (σ)	`float`	`0.15`	`z_accel_thr`
Volume MA Length	`int`	`20`	`vol_confirm_len`
Volume Spike Multiplier	`float`	`1.5`	`vol_confirm_mult`
Absorption Lookback	`int`	`10`	`abs_lookback`
Absorption Max Body/Range	`float`	`0.35`	`abs_body_max`
Absorption Close Off Extreme	`float`	`0.25`	`abs_close_edge`
Custom: 1m Snapback	`bool`	`true`	`use_confirm_snap`
Custom: Z-Accel + Vol	`bool`	`true`	`use_confirm_combo`
Custom: Absorption	`bool`	`false`	`use_confirm_absorb`
Custom: Z-Accel Only	`bool`	`false`	`use_confirm_zaccel`
Show Active Window Strip	`bool`	`true`	`show_window_strip`
Clean Mode — Signals Only	`bool`	`true`	`clean_mode`

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.

Similar Pine Scripts

Function - Standardization (zScore)

by ricardosantos79

261

This indicator calculates standardized z-scores of price data across four different lookback periods (6, 14, 26, and 100). Standardizing data subtracts the moving average from the price and divides by the standard deviation. It applies a Double Exponential Mov

Indicator v5 Mean reversionVolatility & bands

Updated 4 years ago · None stated

Mean Reversion Indicator

by capissimo

114

This indicator calculates normalized percentage bounds around price highs and lows to anticipate local trend reversals. It oscillates within a fixed -1 to 1 channel and plots two boundary tracking curves alongside a background Karobein oscillator histogram for

Indicator v4 Mean reversionOscillators & momentum Repaints

Updated 1 year ago · None stated

Autocorrelation Function (ACF)

by mihakralj

99

This indicator calculates the statistical autocorrelation coefficient of an input series over a user-defined lookback window at a specified lag. It tracks values using an internal circular buffer, computes sample mean, variance, and autocovariance, and normali

Indicator v6 TrendMean reversion

Updated 4 weeks ago · Apache-2.0

Pretty Good Oscillator

by mihakralj

47

The Pretty Good Oscillator calculates the distance between the selected price source and its simple moving average, normalized by the Average True Range over a specified period. It renders as an oscillator line in a separate pane alongside a zero line and thre

Indicator v6 Oscillators & momentumMean reversion

Updated 8 months ago · MIT

Market Memory & Decay Oscillator [WavesUnchained]

by casoon

9

Calculates a composite carry and decay oscillator fusing impulse-autocorrelation half-life, a Hurst exponent approximation, path efficiency, and range expansion ratios. It evaluates whether an impulse is likely to persist or mean-revert, plotting the oscillato

Indicator v6 TrendOscillators & momentum

Updated 2 days ago · MIT

Relative Valuation Oscillator [QuantAlgo]

by eddiebelaval

7

This indicator measures statistical price deviations using the mean and standard deviation of logarithmic price. Plotted in a separate pane, it identifies overvalued and undervalued market conditions relative to a calculated fair-value baseline. Standard devia