Markov Chain Trend Probability

0.1.1 · Indicator · published 7 days ago · by @fronos77

Readme2 Versions

Predict upcoming regime of trends using statistics with Markov Chains

No README in this version.

Indicator

Output	Plot	Panel	Style
`uptrend_probability`	line	lower	color #4caf50, width 2
`downtrend_probability`	line	lower	color #f23645, width 2
`brier_score_pct`	line	lower	color #ff9800
`brier_score_pct_step`	line	lower	color #ff9800
`brier_score_pct_circles`	scatter	lower	color #ff9800
`brier_width_index`	data only	lower	default
`line_50`	line	lower	color #787b86, dashed
`line_30`	line	lower	color #787b86, dotted
`line_70`	line	lower	color #787b86, dotted
`line_10`	line	lower	color #787b86, dotted
`line_90`	line	lower	color #787b86, dotted
`random_baseline_25`	line	lower	color #fdd835, dashed
`excellent_threshold_15`	line	lower	color #00e676, dotted
`state_background_on`	data only	lower	default
`state_background_index`	data only	lower	default
`state_color_packed`	data only	lower	default
`uptrend_color_packed`	data only	lower	default
`downtrend_color_packed`	data only	lower	default
`accuracy_color_index`	data only	lower	default
`high_uptrend_probability`	data only	lower	default
`high_downtrend_probability`	data only	lower	default
`uptrend_probability_crossover`	data only	lower	default
`downtrend_probability_crossover`	data only	lower	default
`excellent_model_accuracy`	data only	lower	default
`poor_model_accuracy`	data only	lower	default

Name	Default	Min	Max
`lookback_period`	14	1	50
`atr_threshold`	0.5	0.1	2
`history_length`	33	1	100
`atr_length`	14	1	50
`brier_lookback`	20	1	100
`uptrend_color`	5146231784
`downtrend_color`	16254572520
`brier_color`	17152607208
`show_brier`	1	0	1
`brier_style`	1
`brier_width`	1	1	4

ABI	`wrun-3`
Source	Runs on OpenMarket's servers; not downloadable

Version	Published	Note
0.1.1	Oct 27, 2026
0.1.0	Oct 8, 2026