Heat Map Seasons normalizes the gap with standard deviation, clamps extreme values, and maps them from aqua through yellow to red using a heat-sensitivity window. Length sets the regression window, heat sensitivity sets the color scale, and an optional stepline shows the regression. A bottom table marks winter to summer and the current reading. It does not generate trade signals.
The inputs you can change from the gear icon on the chart. Defaults are the author's.
Setting
Type
Default
Variable
Length
int
200
Length
Heat Sensitivity
int
70
heat_sensative
Show Regression Line?
bool
true
show_line
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.
This indicator classifies the market into gamma regime types (negative gamma trend, positive gamma mean-reversion, or transition) by calculating a composite score based on daily ATR ratios, session VWAP crossover frequencies, and opening range displacement. It
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
This indicator calculates standardized trend strength and historical volatility to estimate position sizes. It computes the differences between three user-defined EMAs standardized by price using MACD logic, while historical volatility is derived from the stan
This overlay indicator plots a SuperTrend-style band on the price chart using ATR length, a selectable source, and a base factor. Optional settings enable an adaptive factor driven by rate of change, a volatility filter, K-means clustering, and an LSTM layer w
Adaptive Fair Value Cloud calculates a volatility-adaptive fair value channel around a selectable centerline, such as KAMA, EMA, linear regression, or VWMA. It blends ATR and mean deviation with volatility percentiles and trend sensors, including ADX, Efficien
This overlay indicator builds many SuperTrend trailing stops across a user-set ATR length, factor range, and step. Each factor is scored with an exponential performance memory. K-means clustering groups those results, and the user chooses the best, average, or