Institutional Momentum Scanner [IMS]

4 Tem

Institutional Momentum Scanner [IMS] - Professional Momentum Detection System

Hunt explosive price movements like the professionals. IMS identifies maximum momentum displacement within 10-bar windows, revealing where institutional money commits to directional moves.

KEY FEATURES:
▪ Scans for strongest momentum in rolling 10-bar windows (institutional accumulation period)
▪ Adaptive filtering reduces false signals using efficiency ratio technology
▪ Three clear states: LONG (green), SHORT (red), WAIT (gray)
▪ Dynamic volatility-adjusted thresholds (8% ATR-scaled)
▪ Visual momentum flow with glow effects for signal strength

BASED ON:
- Pocket Pivot concept (O'Neil/Morales) applied to price momentum
- Adaptive Moving Average principles (Kaufman KAMA)
- Market Wizards momentum philosophy
- Institutional order flow patterns (5-day verification window)

HOW IT WORKS:
The scanner finds the maximum price displacement in each 10-bar window - where the market showed its hand. An adaptive filter (5-bar regression) separates real moves from noise. When momentum exceeds the volatility-adjusted threshold, states change.

IDEAL FOR:
- Momentum traders seeking explosive moves
- Swing traders (especially 4H timeframe)
- Position traders wanting institutional footprints
- Anyone tired of false breakout signals

Default parameters (10,5) optimized for 4H charts but adaptable to any timeframe. Remember: The market rewards patience and punishes heroes. Wait for clear signals.

"The market is honest. Are you?"

4 Tem

Sürüm Notları

Institutional Momentum Scanner [IMS] - Professional Momentum Detection System

Hunt explosive price movements like the professionals. IMS identifies maximum momentum displacement within 10-bar windows, revealing where institutional money commits to directional moves.

KEY FEATURES:
▪ Scans for strongest momentum in rolling 10-bar windows (institutional accumulation period)
▪ Adaptive filtering reduces false signals using efficiency ratio technology
▪ Three clear states: LONG (green), SHORT (red), WAIT (gray)
▪ Dynamic volatility-adjusted thresholds (8% ATR-scaled)
▪ Visual momentum flow with glow effects for signal strength

BASED ON:
- Pocket Pivot concept (O'Neil/Morales) applied to price momentum
- Adaptive Moving Average principles (Kaufman KAMA)
- Market Wizards momentum philosophy
- Institutional order flow patterns (5-day verification window)

HOW IT WORKS:
The scanner finds the maximum price displacement in each 10-bar window - where the market showed its hand. An adaptive filter (5-bar regression) separates real moves from noise. When momentum exceeds the volatility-adjusted threshold, states change.

IDEAL FOR:
- Momentum traders seeking explosive moves
- Swing traders (especially 4H timeframe)
- Position traders wanting institutional footprints
- Anyone tired of false breakout signals

Default parameters (10,5) optimized for 4H charts but adaptable to any timeframe. Remember: The market rewards patience and punishes heroes. Wait for clear signals.

"The market is honest. Are you?"

4 Tem

Sürüm Notları

Finds the biggest price move in the last 10 bars. Smooths it. Compares to a threshold.

Green line above threshold = long signal
Red line below threshold = short signal
Gray line near zero = wait

That's it.

The 10-bar window catches institutional moves. The adaptive smoothing reduces whipsaws. The threshold scales with volatility so it works across different market conditions.

Works on any timeframe. Default settings (10,5) are solid - don't overthink it.

Not magic. Just momentum made visible.

4 Tem

Sürüm Notları

Finds the biggest price move in the last 10 bars. Smooths it. Compares to a threshold.

Green line above threshold = long signal
Red line below threshold = short signal
Gray line near zero = wait

That's it.

The 10-bar window catches institutional moves. The adaptive smoothing reduces whipsaws. The threshold scales with volatility so it works across different market conditions.

Works on any timeframe. Default settings (10,5) are solid - don't overthink it.

Not magic. Just momentum made visible.

4 Tem

Sürüm Notları

## Release Notes: Institutional Momentum Scanner [IMS]

### 🔧 Technical Improvements
- **Fixed AMA calculation** - Now properly implements Kaufman's adaptive concept
- **Resolved na propagation issues** - Added safeguards throughout signal chain
- **Enhanced state machine robustness** - Crossover signals now check for na values
- **Improved efficiency ratio formula** - Now correctly calculates net price movement

### 📝 Documentation Updates
- **Corrected factual errors** - Market structure calculations, Renaissance returns (39% net)
- **Updated trader references** - PTJ meditates, removed inactive CTAs
- **Refined technical claims** - Removed incorrect Kelly criterion reference
- **Streamlined philosophical sections** - Removed off-topic quotes while preserving spirit

### 🎯 Key Fixes
- Division by zero protection in efficiency ratio
- Proper na handling in momentum scanner
- Corrected historical references and data

### 💡 Unchanged
- Visual appearance and signal positioning
- Core momentum detection logic
- 10/5 default parameters
- Three-state system (Long/Short/Wait)
- Epic trading philosophy and pit wisdom

**The patterns belong to no one and everyone.**

4 Tem

Sürüm Notları

Release Notes: Institutional Momentum Scanner [IMS] Update

Restored Original Efficiency Ratio
- Reverted to price-adaptive filtering formula from alpha version
- Dramatically reduces false signals and noise
- Higher asset prices now create stronger smoothing (intentional feature)

Result
- Fewer, cleaner signals
- Better suited for high-value assets (BTC, indices)
- Maintains signal quality from original vision

The patterns belong to no one and everyone.

4 Tem

Sürüm Notları

What Changed:

Restored original momentum calculation from initial release
Reverted efficiency ratio to classic formula
Brought back original smoothing behavior

Why:

Recent "improvements" actually made signals worse
Original version had better signal quality
Community feedback confirmed alpha version superiority

Result:

Cleaner, more reliable signals
Fewer false breakouts
Better performance on commodities (especially Gold/Silver)
Original 10/5 parameters now work as intended