by 
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 v5 · On the chart
The 5 Market Regimes - Probabilistic Engine
Classifies the market into five regimes using fuzzy-logic scores built from log returns.
GitHub stars1on the repository
Pine versionv5runs as is
Lines of code260
Settings4inputs
LicenceNone stated
Last update3 months ago14 Jul 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
The 5 Market Regimes - Probabilistic Engine estimates a Hurst-like exponent from a variance ratio and measures skewness over a window whose length adapts: the more random the market looks, the shorter the window. A slope measure uses a rate-of-change period. Inputs set the base, minimum and maximum window and the slope period. It draws on the price chart; this summary covers the visible calculation code.
- Five-regime probability scoring
- Variance-ratio Hurst estimate
- Adaptive window length from chaos level
- Skewness and slope features
- Overlay on the price chart
Details
Published by
tthanhvu002sgu on GitHub
Type
Indicator, Pine Script v5
Draws
On the price chart
Category
Trend, Volatility & bands, AI / machine learning
Markets
Any symbol
Timeframes
Any timeframe
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.
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Khung thời gian gốc (Base M) | int | 20 | N_base |
| N Tối thiểu (Chaos/Lagrange) | int | 5 | N_min |
| N Tối đa (Trending/Surfing) | int | 50 | N_max |
| Chu kỳ Đạo hàm (Độ dốc nến) | int | 5 | len_roc |
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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