Predict upcoming regimes using Hidden Markov Models
No README in this version.
Indicator
Outputs
| Output | Plot | Panel | Style |
|---|---|---|---|
score | histogram | lower | 4 colors, opacity 0.45, colored by score_color |
p_bull | line | lower | color #22c55e, width 2 |
p_bear | line | lower | color #ef4444, width 2 |
p_mid | line | lower | color #94a3b8, width 1, dashed |
score_color | data only | lower | default |
regime_color | data only | overlay | default |
tint_on | data only | overlay | default |
bars_on | data only | overlay | default |
mark_low | data only | overlay | default |
mark_high | data only | overlay | default |
mark_bull | data only | overlay | default |
mark_bear | data only | overlay | default |
entered_bull | data only | overlay | default |
entered_bear | data only | overlay | default |
regime_changed | data only | overlay | default |
regime | data only | overlay | default |
confidence | data only | overlay | default |
exp_duration | data only | overlay | default |
state_ret | data only | overlay | default |
state_vol | data only | overlay | default |
Params
| Name | Default | Min | Max |
|---|---|---|---|
states | 1 | ||
features | 1 | ||
window | 1000 | 200 | 2000 |
refit_every | 20 | 10 | 500 |
em_iters | 8 | 1 | 25 |
persistence | 0.5 | 0 | 2 |
regime_len | 50 | 2 | 1000 |
confirm_prob | 0.7 | 0 | 0.99 |
confirm_bars | 3 | 1 | 50 |
show_background | 1 | 0 | 1 |
color_bars | 0 | 0 | 1 |
show_marks | 1 | 0 | 1 |
Inputs
| Input | Source | Selection |
|---|---|---|
close | ohlcv | field close |
high | ohlcv | field high |
low | ohlcv | field low |
bar_t | time | field bar_open_sec |
Provenance
| ABI | wrun-2 |
|---|---|
| Source | Runs on OpenMarket's servers; not downloadable |
| Version | Published | Note |
|---|---|---|
| 0.1.1 | Oct 27, 2026 | |
| 0.1.0 | Oct 9, 2026 |