Skip to main content
Momentum

MADTREND

blends Kalman-filtered price, a signal EMA, and ATR-based dynamic bands to identify actionable shifts in market bias

0%

WIN RATE

0

TOTAL TRADES

0%

PERFORMANCE

0.0x

ROI

MADTREND | TaQuant x NonyaXBT

MADTREND is a trend-state indicator that blends Kalman-filtered price, a signal EMA, and ATR-based dynamic bands to identify actionable shifts in market bias. It’s designed for clarity: a single trend line that changes color on regime flips, with optional flip highlights and up/down markers—no candle recolors or visual clutter.

How it works

Kalman Filter Smoothing: Denoises price to reduce whipsaw and sharpen signal quality.

Signal Engine: EMA of the Kalman series defines the baseline trend. image.png ATR Gates (Asymmetric):

Bullish trigger: close > EMA(Kalman) + (mult_up × ATR)
Bearish trigger: close < EMA(Kalman) – (mult_dn × ATR)

Separate up/down multipliers let you tune sensitivity to breakouts vs. breakdowns.

Visuals

  • Single Trend Line: Green (up) or magenta (down) only when a regime is active; hidden in neutral.
  • Flip Highlights: Soft background tint on the exact bar where the regime changes.
  • Flip Markers: ▲ below bars for bullish flips, ▼ above bars for bearish flips.

Inputs (core)

ATR Length (default 21)

EMA Length (on Kalman) (default 25)

Multiplier (Up/Down) (1.5 / 1.1)

Kalman: price source, process noise, measurement noise, filter order

Colors: Up/Down trend colors

Want to Learn More About Our Strategies?

Get in touch with our team to discuss how our quantitative strategies can work for your portfolio.

MADTREND - TAQUANT Strategies | TAQUANT