compute_market_regimes
Identify trend, range, or transition regimes and volatility state from closed OHLC bars using efficiency ratio and ATR-normalized movement, without future data.
Instructions
Classify deterministic directional and volatility regimes from closed OHLC bars already loaded on the active chart. Every label uses only that bar and earlier evidence: efficiency ratio and ATR-normalized directional movement classify trend/range/transition, while current ATR relative to a trailing ATR median classifies low/normal/high volatility. Thresholds are explicit and no future-fitted quantiles, ranking, chart changes, or trade recommendations are used.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| count | No | Most recent loaded bars to inspect. Default: 1000 | |
| atr_lookback | No | Bars used for point-in-time ATR. Default: 14 | |
| trend_lookback | No | Bars used for direction and efficiency ratio. Default: 20 | |
| expected_symbol | Yes | ||
| observation_limit | No | Maximum recent classified rows returned; aggregates use all rows. Default: 100 | |
| expected_timeframe | Yes | ||
| low_volatility_ratio | No | Current ATR-percent / trailing median ratio for low volatility. Default: 0.75 | |
| high_volatility_ratio | No | Current ATR-percent / trailing median ratio for high volatility. Default: 1.5 | |
| minimum_classified_bars | No | Classified observations required for complete status. Default: 100 | |
| range_efficiency_threshold | No | Maximum efficiency ratio for a range candidate. Default: 0.25 | |
| trend_efficiency_threshold | No | Minimum efficiency ratio for a trend candidate. Default: 0.6 | |
| volatility_baseline_lookback | No | Trailing ATR-percent observations used for the baseline median. Default: 50 | |
| directional_move_atr_threshold | No | Minimum absolute lookback move in current ATR units for trend. Default: 2 |