[delta2win] ShockSentinel Early Warnings

hace 14 horas

🚀 ShockSentinel Early Warnings — Advanced Multi-Symbol Shock Detection System

📊 UNIQUE METHODOLOGY:
This indicator implements a proprietary concordance-based shock detection system that goes beyond simple price movement analysis. Unlike basic pump/dump detectors, it uses a sophisticated multi-symbol correlation algorithm to validate signals across multiple assets simultaneously, significantly reducing false positives while maintaining sensitivity to genuine market shocks.

🔬 TECHNICAL APPROACH:
• Adaptive Threshold System: Automatically adjusts detection sensitivity based on timeframe using proprietary scaling algorithms:
- 1m: 0.5% threshold (ultra-sensitive for scalping)
- 3m: 1.0% threshold (high-frequency trading)
- 5m: 2.0% threshold (short-term momentum)
- 15m: 3.0% threshold (intraday swings)
- 1h: 6.0% threshold (daily moves)
- 4h+: 10.0% threshold (swing trading)

• Dual Detection Modes:
- Percent Mode: Calculates maximum percentage change within configurable lookback window (1-6 bars) using the formula: max(|(close - close) / close * 100|) for i = 1 to window
- ATR-Normalized Mode: Uses Average True Range for volatility-adjusted detection across different market regimes: max(|close - close| / ATR) for i = 1 to window

• Concordance Algorithm: Proprietary multi-symbol validation system that requires minimum correlation count across up to 4 additional symbols, ensuring signals are validated by market-wide participation rather than isolated price movements

• Non-Repainting Architecture: Optional bar-close confirmation prevents false signals from intraday noise while maintaining real-time alert capability for immediate response

🎯 MATHEMATICAL FOUNDATION:
The core algorithm implements a sliding window maximum change detection:

Percent Change Calculation:
For each bar, the system calculates the maximum absolute percentage change over the specified window:
- PctChange = (close - close) / close * 100
- MaxPct = max(|PctChange|) for i = 1 to window
- Signal triggers when MaxPct >= threshold

ATR-Normalized Calculation:
For volatility-adjusted detection:
- ATRChange = (close - close) / ATR
- MaxATR = max(|ATRChange|) for i = 1 to window
- Signal triggers when MaxATR >= ATR_multiplier

Concordance Validation:
- Requires minimum N symbols showing same directional movement
- Validates signal strength through market participation
- Reduces false signals from isolated price movements
- Improves signal quality through correlation analysis

⚙️ ADVANCED FEATURES:
• Preset System: 7 pre-configured strategies with optimized parameters:
- Scalp (Ultra-Fast): 0.6x scaling, 2-bar window, real-time alerts
- Aggressive: 0.7x scaling, 2-bar window, real-time alerts
- Balanced: 1.0x scaling, 3-bar window, confirmed signals
- Conservative: 1.3x scaling, 4-bar window, confirmed signals
- Volatility-Adaptive: ATR mode, 7-period ATR, 2.5x multiplier
- Momentum (Intraday): ATR mode, 10-period ATR, 2.0x multiplier
- Swing (Slow): ATR mode, 14-period ATR, 2.8x multiplier

• Real-time vs Confirmed: Choose between immediate alerts or bar-close confirmation
• Visual Analytics: Integrated signal history table with concordance gauges and performance metrics
• Professional Alerts: Multi-format alert system (Compact, Extended, Plain, CSV) with Telegram integration and customizable messaging

💡 UNIQUE VALUE PROPOSITION:
Unlike simple price change detectors, this system provides:

1. Multi-Symbol Validation: Validates signals across multiple correlated assets, ensuring market-wide participation
2. Adaptive Thresholds: Automatically adjusts sensitivity based on timeframe and market conditions
3. Dual Signal Types: Provides both real-time and confirmed signal options for different trading styles
4. Comprehensive Analytics: Includes signal history, concordance gauges, and performance tracking
5. Advanced Concordance: Uses sophisticated correlation algorithms for signal validation
6. Professional Integration: Built-in Telegram support with customizable message formats

🔧 USAGE INSTRUCTIONS:
1. Select Preset: Choose appropriate strategy for your trading style and timeframe
2. Configure Symbols: Add up to 4 additional symbols for concordance validation
3. Set Concordance: Adjust minimum count (higher = more selective, lower = more sensitive)
4. Choose Mode: Select between real-time or confirmed signals based on your risk tolerance
5. Enable Alerts: Configure notification preferences and message formats
6. Monitor Performance: Use integrated tables to track signal quality and concordance

📈 PERFORMANCE CHARACTERISTICS:
• Optimized for Crypto: Designed specifically for high-volatility cryptocurrency markets
• Multi-Timeframe: Effective across all timeframes from 1-minute to 4-hour charts
• False Signal Reduction: Multi-symbol validation significantly reduces false positives
• Flexible Sensitivity: Adjustable thresholds allow customization for different market conditions
• Real-time Capability: Provides immediate alerts for fast-moving markets
• Confirmation Option: Bar-close confirmation for conservative trading approaches

⚠️ TECHNICAL CONSIDERATIONS:
• Real-time Mode: May generate multiple alerts per bar; use cooldown settings to manage frequency
• Data Dependencies: Concordance requires data availability for all configured symbols
• Market Regimes: ATR mode provides better performance in varying volatility conditions
• Signal Quality: Higher concordance requirements reduce false signals but may miss opportunities
• Latency: request.security calls depend on data provider latency and availability

🎯 TARGET MARKETS:
• Cryptocurrency Trading: High-volatility crypto markets with frequent shock events
• Scalping: Short-term trading strategies requiring immediate signal detection
• Swing Trading: Medium-term strategies benefiting from confirmed signals
• Portfolio Management: Multi-asset correlation analysis for risk management
• Algorithmic Trading: Systematic strategies requiring reliable signal validation

📊 SIGNAL INTERPRETATION:
• Green Arrows (Pump): Upward price shock with sufficient concordance
• Red Arrows (Dump): Downward price shock with sufficient concordance
• Large Markers: Confirmed signals with high concordance
• Small Markers: Early signals with lower concordance
• Background Colors: Visual intensity based on concordance strength
• Tables: Historical signal tracking with performance metrics

hace 14 horas

Notas de prensa

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