ZynIQ Market Regime Master Pro

Market Regime Master Pro reads trend, trend strength, momentum, volatility, money flow and where price sits in its recent range, and sorts every closed bar into one of ten regimes: Trend up, Trend down, Range / Chop, Squeeze, Expansion up, Expansion down, Accumulation, Distribution, High-volatility event or Transition. The HUD shows how many components agree with the regime (confidence) and which kind of ZynIQ tool suits it, and every regime change can send an alert.

How it works

1. Lookback windows set the lengths. Standard (default): fast EMA 21, slow EMA 55, range window 50 bars, momentum length 14, volatility history 200 bars. Fast: 13, 34, 30, 10, 150. Slow: 34, 89, 100, 21, 300.
2. Components, measured on every bar:
   • Structure: up when the fast EMA is above the slow EMA and the close is above the slow EMA; down for the mirror; otherwise flat.
   • Strength: ADX (14) at or above the threshold (20) = trending, below = not trending.
   • Momentum: (close minus the 14 EMA) divided by ATR (14), smoothed with a 5-bar EMA. At or above +0.5 ATR = up, at or below -0.5 ATR = down.
   • VWAP side: close above or below the VWAP (session VWAP intraday, 20-bar rolling volume-weighted average on daily and higher, the fast EMA when there is no volume).
   • Volatility: the squeeze test (Bollinger inside Keltner) and Bollinger width as a percentile of the last 200 bars. Compressed = squeeze on or width at or below the 25th percentile. Expanding = width at or above the 75th percentile (Medium sensitivity).
   • Flow: Chaikin-style money flow over 20 bars (where each bar closes in its range, weighted by volume). At or above +0.05 = buying, at or below -0.05 = selling. Without volume it uses the unweighted close location.
   • Range position: where the close sits between the 50-bar low (0) and high (1).
   • Event check: the bar’s true range against the normal true range. On intraday charts “normal” is the average for the same time of day over roughly the last 20 days (once each time slot has 5 days of data); otherwise the 200-bar average.
3. Regime rules, checked in this order on each bar:
   1. High-volatility event: one bar at least 2.5x normal true range, or the last 5 bars averaging at least 1.8x (Medium sensitivity).
   2. Accumulation: compressed, not trending, close in the bottom 40% of the range and flow at or above +0.05.
   3. Distribution: compressed, not trending, close in the top 40% of the range and flow at or below -0.05.
   4. Squeeze: the squeeze is on.
   5. Expansion up / down: no squeeze, Bollinger width at or above the 75th percentile and still widening (wider than 2 bars ago), momentum at least 0.5 ATR either way, and within 30 bars of the last compressed bar. Direction from momentum. Marked “(hot)” when the last 5 bars average at least 1.3x normal true range.
   6. Trend up: structure up, ADX at or above 20, +DI above -DI, and (with the VWAP filter on) close above VWAP. Trend down is the mirror.
   7. Range / Chop: ADX below the threshold.
   8. Transition: anything else (ADX says trending but the components disagree).
4. Confirmation: the bar’s reading must repeat on 3 closed bars in a row before the regime changes. High-volatility events change it at once (setting).
5. Confidence: five checks are scored for the current regime (for example, for Trend up: structure up, ADX trending, momentum up, close above VWAP, flow not negative). 4 or 5 = High, 3 = Medium, 2 or fewer = Low. Transition shows “Mixed signals”.
6. Suits: Trend up/down: trend and pullback tools in that direction. Squeeze: breakout tools, wait for the release. Expansion: breakout and momentum tools. Accumulation / Distribution: breakout watch on the long / short side. Range / Chop: stand aside, or fade towards VWAP. High-volatility event: cut size or stand aside. Transition: wait for the new regime.

What Accumulation and Distribution mean here: a quiet, non-trending market sitting near the low (or high) of its recent range while closes keep landing in the upper (or lower) part of the bars. It is a reading of price and volume, not knowledge of who is buying or selling.

What you see on the chart

• Regime strip along the bottom of the chart, one marker per bar: teal squares = Trend up; fuchsia squares = Trend down; grey squares = Range / Chop (faint grey = Transition); cyan diamonds = Squeeze; teal triangles up / fuchsia triangles down = Expansion up / down; teal circles = Accumulation; fuchsia circles = Distribution; amber crosses = High-volatility event. (Classic theme: green and red instead of teal and fuchsia.)
• Background tint in the same colours, very faint (transparency 92). Transition bars are not tinted.
• Regime change labels (off by default): a small label with the new regime above the bar where the change was confirmed.
• VWAP line (off by default): the VWAP the filter uses.
• HUD (top right):
  • ZQ Regime: chart timeframe and lookback setting.
  • Regime: the confirmed regime, in its colour.
  • Confidence: for example “4/5 High”.
  • Suits: the tools that fit the regime.
  • Volatility: squeeze length in bars, or Bollinger width percentile and true range against normal.
  • Momentum: momentum in ATRs and the flow value.
  • Next: a pending change with its count (for example “Squeeze 2/3”), “Forming” when the live bar reads differently, or how long the regime has held.
  • Notes: which VWAP is used or why the filter is off, and whether true range is compared by time of day.
• Watermark: faint “ZynIQ Regime”, bottom right.

Settings

Alerts

All regime changes are decided when a bar closes, so create alerts with Once per bar close.

For a detailed message pick Any alert() function call when creating the alert. It sends, for example: “ZQ Regime: Squeeze -> Expansion up (hot) on MNQ1! 5 at 21450.25. Confidence 4/5 High. Suits: Breakout + momentum tools: longs.”

To create one: right-click the chart, Add alert, Condition = ZQ Regime, then pick the alert from the list (or “Any alert() function call”), Trigger = Once per bar close.

Set it up for your market

How to use it

1. Put it on the timeframe you make decisions on and check one timeframe higher.
2. Read the Regime and Confidence rows first. High confidence in a trend regime is a green light for trend and pullback tools in that direction; Low confidence means the components disagree, so be more selective.
3. Use the Suits row to choose the tool: Trend Master and Pullback Zones Lite in trends; the breakout tools when a Squeeze, Accumulation or Distribution resolves into Expansion; mostly standing aside, or VWAP Master for mean reversion, in Range / Chop.
4. Treat a High-volatility event as a reason to cut size or wait, not as a signal.
5. When the Next row shows a pending change, consider smaller size until it settles.

Common mistakes: trading every regime change as an entry (it is context, not a trigger); expecting Accumulation to always break upwards (it only describes where price sits and how bars close); setting “Bars to confirm” to 1 on noisy low timeframes.

Pairs well with Trend Master, Pullback Zones Lite, Momentum Master, Volatility Master Pro and the breakout tools.

Good to know

• Regimes change only on closed bars and need 3 closed bars by default, so a change shows 3 bars after the market starts behaving differently. The HUD’s Next row shows what is forming. High-volatility events show at once.
• Percentiles need the volatility history (200 bars on Standard) and the time-of-day baseline needs about 5 days per time slot before they are fully meaningful; early bars on a chart read less reliably.
• On intraday index futures the US cash open is compared with previous cash opens, so it is not flagged every day; a genuinely unusual open (data release, news) still is.
• Symbols without volume data (cash indices such as SPX or DXY, some CFDs): the VWAP filter passes and flow uses close location only. The HUD says so.
• The strip uses 7 plot slots, the indicator about 9 in total. On free TradingView plans the number of indicators per chart is limited.
• Not financial advice and no indication of future results.

Version 3 changes

• Squeeze fixed. v2 built the Keltner Channel from one bar’s true range, so “squeeze” fired on big candles. v3 uses the proper test: Bollinger Bands (20, 2.0) inside a Keltner Channel built from ATR (20, 1.5) around the same basis.
• The regime strip no longer flattens the chart. v2 plotted values 0 to 5 on the price scale. v3 draws small markers along the bottom of the chart (they do not touch the price scale) plus an optional faint background tint.
• High-volatility events work on every market. v2 needed Bollinger width above 5% or ATR above 3% of price, which never happens on intraday MNQ or forex. v3 compares true range with the symbol’s own normal (for the same time of day on intraday charts), so it fires on genuine spikes on any symbol.
• Chop now follows the ADX threshold input (v2 had 20 hard-coded).
• VWAP filter fixed. v2 used ta.vwap, which resets every bar on daily charts. v3 uses the session (or weekly) VWAP intraday, a rolling volume-weighted average on daily and higher, and passes on symbols with no volume data (with a HUD note).
• New regimes the docs promised: Accumulation, Distribution and Expansion (up and down), plus a “hot” sub-state for expansions that run well above the normal for that time of day.
• New momentum component (distance from an EMA in ATRs) with the promised Momentum smoothing setting, and the promised Lookback windows setting (Fast, Standard, Slow, Custom).
• New Volatility sensitivity setting (Low, Medium, High, Custom).
• Confidence: how many of five components agree with the current regime.
• Hysteresis: a regime change counts only after it holds for 3 closed bars (adjustable); high-volatility events can show at once.
• “Tells you which tools suit current conditions” is now real: a HUD row names the type of ZynIQ tool that fits the regime.
• Alerts: one per regime plus “any regime change”, and a detailed alert() message with old and new regime, confidence and the suggested tools. v2 had no alerts.
• Regime changes are decided on closed bars only, session gaps on intraday charts no longer count as volatility, all thresholds are exposed, and every input has a tooltip.