Ritchi — Volume Trend
A Kalman-filtered trend line with an ATR band that prints BUY / SELL signals when a trend flip is confirmed by volume delta.
How to read it
- The filtered line smooths price; a close beyond the ATR band flips the trend.
- BUY / SELL prints only when volume delta supports the flip; otherwise the flip waits as pending.
- Background zones show the active side; the label shows the PnL of the latest signal.
Key settings
- Kalman filter: process noise Q 0.0005, measurement noise R 0.3.
- Trend band: ATR length 200, band multiplier 2.
- Volume confirmation on, delta threshold 0.3 over a 100-bar lookback.
Good to know
- Drawn on the price pane, over the candles.
- An analysis tool, not financial advice.