Settings

Settings

This page is your working reference for every configurable input in Axiom DC Lite. It is organized the way you encounter the settings — by functional group — so you can use it with the settings panel open.

Each high-impact setting includes its default, what it controls, when you would change it, what happens at extremes, and any dependency on other settings. Cosmetic settings get shorter treatment.

DC Slot Settings (DC 01 / DC 02 / DC 03)

All three slots share the same setting structure. The only differences are the defaults for timeframe and blend weight. Everything described below applies identically to DC 01, DC 02, and DC 03.

Enable DC XX

Disable a slot when you do not need its timeframe. This reduces visual clutter and removes the slot from the blend calculation. There is no cost to leaving unused slots disabled.

Hide DC XX Plot

Important distinction: Hiding a slot is not the same as disabling it. A hidden slot still computes and still contributes to the blended channel with its full weight. Only the visual lines are removed.

This is useful when you want a slot's timeframe to influence the blend without adding more lines to the chart. But it creates a trap: if you forget that a hidden slot is still in the blend, you may be confused when the blended channel does not match the visible slots.

When to hide: When a slot's blend contribution matters but you do not need to see its individual channel. Common when running three slots and the middle one is there for blend balance rather than direct visual reference.

When to disable instead: When you genuinely do not want the slot's timeframe involved at all — neither visually nor in the blend.

TimeFrame

This is one of the most consequential settings in the indicator. The timeframes you choose define what structural horizons you are comparing. The defaults — 5m, 15m, 60m — give a spread from short-term intraday structure to session-level structure. Whether those are the right timeframes depends entirely on what you trade and how you trade it.

Rules and constraints:

• The slot timeframe must be equal to or greater than the chart timeframe. If you set a slot to 5 minutes on a 15-minute chart, the indicator halts with a runtime error identifying the offending slot. This is a protective stop, not a bug.

• Higher timeframes update less frequently. On a 1-minute chart, a 60-minute slot updates once per hour. Between updates, the channel is flat. This is confirmed-bar behavior, not a broken indicator.

When to change:

• Match the timeframes to the horizons that matter for your analysis. A swing trader might use 15m/60m/Daily. A scalper might use 1m/5m/15m. There are no universally correct timeframes — the right ones depend on the instrument, the session, and your process.

What happens at extremes:

• Very high timeframes (e.g., Weekly or Monthly) on a low chart timeframe produce channels that update very rarely — a Weekly slot on a 1-minute chart updates once a week. Between updates, the channel is flat. The lookback may also exceed available data, leaving the channel showing na for a large portion of the chart. The channel is not broken; it just has nothing to compute yet.

• Setting all three slots to very close timeframes (e.g., 3m/5m/10m) produces channels that look nearly identical. The blend adds no real multi-timeframe perspective. You are getting the same structural information three times with minor variation, and the convergence that results can feel like confirmation when it is really just redundancy.

Length

This determines how wide or tight the channel is. A longer length captures a bigger structural window. A shorter length hugs price more closely.

When to change:

• Increase when you want to see wider structural context — where has price ranged over a larger window?

• Decrease when you want tighter, more reactive bounds that respond faster to recent range changes.

What happens at extremes:

• Very short lengths (below 5) produce bounds that follow price so closely they lose structural meaning. The channel becomes a noisy envelope rather than a range reference.

• Very long lengths on high timeframes can exceed available chart history. If a 60-minute slot with a length of 200 needs 200 hourly bars to compute, and the chart only has 100 hours of data visible, the channel shows na for the first half of the chart.

Basis MA Length

At the default of 1, no smoothing occurs. The basis is the raw midpoint: (upper + lower) / 2. Increasing this value smooths the midpoint using the selected MA type while leaving the upper and lower bounds raw.

This creates a deliberate split in the channel's behavior. The boundaries (upper and lower) react immediately to new highs and lows in the lookback window. The midpoint can lag behind because it is being averaged. A reader who expects all three lines to respond identically will be confused by this — the split is intentional and useful, but only if you know it is there.

When to change:

• Increase when the raw midpoint is too noisy for your use case and you want a smoother center reference line.

• Leave at 1 when you want the midpoint to track the exact center of the current range with no delay.

Interaction with the Type setting: The smoothing character depends on which MA type is selected. SMA weights all bars equally. EMA gives more weight to recent values. ALMA uses offset-aware Gaussian weighting. The MA Length determines how many bars that averaging covers.

Type (Basis MA Type)

The available types come from the Axiom MA Library Lite. The most commonly relevant options:

• SMA — Simple Moving Average. Equal weight across all bars in the lookback. Predictable, no surprises.

• EMA — Exponential Moving Average. More weight on recent bars. Responds faster to recent midpoint changes but can overshoot.

• ALMA — Arnaud Legoux Moving Average. Uses a Gaussian-weighted approach with an adjustable offset. The ALMA-specific parameters (offset, sigma, floor) are in the PU Settings section and apply globally — they are not per-slot.

When to change: Most users should leave this on SMA unless they have a specific reason to want different smoothing character on the basis line. If you are not sure what the difference is, SMA is the right choice.

ALMA dependency: If you select ALMA on any slot, the three ALMA parameters in PU Settings (Offset, Sigma, Floor) affect every slot that uses ALMA. You cannot have different ALMA configurations on different slots. If per-slot ALMA variation matters to you, this indicator does not support it.

Line Width

Purely cosmetic. Adjust for readability on your monitor and theme. Thicker lines are easier to see on dark backgrounds; thinner lines are less cluttered on busy charts.

Blended Weight

This is how you tell the indicator which timeframes matter more in the blended summary. The default distribution gives the shortest timeframe (DC 01) slightly more influence and the longest (DC 03) slightly less.

How the math works: Weights are normalized. What matters is the ratio between them, not the absolute numbers. A weight distribution of 40/35/25 produces the exact same blend as 8/7/5. If you change DC 01's weight from 40 to 80 without changing the others, the blend shifts toward DC 01 — but 80/35/25 and 16/7/5 are identical.

Setting a weight to 0: A slot with weight 0 is excluded from the blend entirely but still plots on the chart (if enabled and not hidden). This is useful when you want to see a timeframe's structure for reference without it pulling the blended channel.

If every enabled slot is set to 0: The blend does not disappear. The blend math falls back to zero-valued lines, which means the blended overlay and blended alerts stop being meaningful until at least one enabled slot carries non-zero weight again.

What happens when one weight dominates: Setting DC 01 to weight 100 with the others at 5 makes the blend almost entirely DC 01. At that point, the blended channel is not adding multi-timeframe perspective — it is just a slightly shifted copy of the dominant slot. If one timeframe dominates your analysis, you may be better off reading that slot directly rather than routing it through a blend.

Verification move: Set two slots to equal weights and disable the third. The blended channel should sit exactly midway between the two remaining slots' channels. Then change one weight to 0 and confirm the blend snaps to the remaining slot's values.

Optional Ticker

When empty, the slot uses the chart's own symbol. When set, the slot calculates the Donchian Channel from the specified instrument and tries to scale the result into the chart symbol's price space using a ratio based on the relative closes.

What this means in practice: When the ratio is available, the channel you see carries the structural shape of the other instrument — its highs, lows, and midpoint — but mapped into your chart's price coordinates. If the other instrument's structural range is expanding, you will see the scaled channel widen. If it is contracting, the scaled channel narrows.

Important edge case: If the script cannot compute a valid ratio, it does not force the slot to na. It leaves the alternate symbol's raw channel values in place. On a differently priced instrument, that can throw the slot far off your chart scale instead of simply hiding it.

When this is useful: Watching a sector ETF's structural range on an individual stock chart. Seeing an index's range alongside a futures contract. Any situation where you want structural context from a related market without switching charts.

When this is misleading: The scaling assumes a stable ratio between the two instruments' prices. For correlated instruments, this works well enough to provide meaningful context. For uncorrelated instruments, the scaled channel inherits structural movements that have no meaningful relationship to your chart symbol. The channel looks like data but does not carry structural information about the instrument you are actually trading.

Verification: Set the Optional Ticker to a symbol you know is correlated with your chart. The scaled channel should move roughly in sync with the chart's own DC when the ratio is behaving normally. Then try an instrument you know is uncorrelated and watch the scaled channel behave erratically relative to the chart's price action. If the slot suddenly looks wildly off-scale, you are likely looking at the raw fallback path rather than a clean scaled overlay.

See Under the Hood for how the scaling mechanism works and Limitations & Trust Boundaries for where the scaling stops being trustworthy.

Blended Channel Settings

Enable Blended DC

Turn this off if you only want to see the individual slot channels without a blended summary. The individual slots are unaffected — disabling the blend does not change their behavior or computation.

Hide Blended DC Plot

Hides the visual output without disabling the computation. The blended values still exist internally (and would still be used by alerts that reference the blend), but you will not see them on the chart.

Line Width (Blended)

Defaults to slightly thicker than the individual slots (3 vs. 2) so the blended channel stands out visually. Cosmetic only.

Power User (PU) Settings

These settings live at the bottom of the settings panel and control global behaviors that apply across all slots. The most important setting in the entire indicator is here.

On Bar Close?

This is the single most consequential setting in the indicator. It controls whether the indicator repaints.

When ON (default — confirmed-bar mode):

• Each slot uses the last confirmed higher-timeframe bar's Donchian values.

• The channels step-change when a new HTF bar closes. Between closes, the channels are flat.

• What you see on historical bars is what was available at the time those bars closed.

• Historical review stays aligned with what this script would have shown on confirmed bars.

• If you reference these same confirmed values in downstream testing or automation, this setting avoids this indicator's own HTF future-leak path. It does not validate the rest of the strategy for you.

When OFF:

• Each slot uses the current building higher-timeframe bar's Donchian values.

• The channels update in real time as the HTF bar forms.

• Historical bars show confirmed values, but the live bar shows in-progress values that may change before confirmation.

• Backtests become unreliable. The strategy engine tests against confirmed values for historical bars but the live trader would have seen mid-formation values. Any edge identified this way is suspect.

When to turn it off: Only when you need faster intra-bar visual updates for real-time monitoring and you are not making decisions that depend on historically stable HTF values. Even then, understand that you are trading confirmed history for responsiveness — and that the moments when the faster updates feel most valuable (fast-moving markets) are exactly the moments when the repainting distortion is largest.

When to leave it on: Any time you plan to use historical data, evaluate a strategy, compare past behavior to current behavior, or build any kind of analysis that depends on what the chart showed at a particular point in time. If you are not sure, leave it on.

The MTF & Repainting page covers this in full depth, including a step-by-step verification walkthrough.

ALMA Floor Offset?

Only relevant when at least one slot uses ALMA as its basis MA type. If you are not using ALMA, this setting has no effect.

When enabled, it rounds the ALMA offset down to the nearest integer, which produces stepped offset behavior instead of smooth. This is a niche control for traders who prefer integer-aligned ALMA weighting.

ALMA Offset

Only relevant when ALMA is selected as the basis type on at least one slot. Values closer to 1.0 shift the weighting toward the most recent bars. Values closer to 0.0 shift it toward older bars. The default of 0.85 is a common ALMA starting point.

Global scope: This value applies to every slot that uses ALMA. You cannot set different offsets for different slots.

ALMA Sigma

Only relevant when ALMA is selected. A larger sigma spreads the weighting more evenly across the lookback window (approaching simple average behavior). A smaller sigma concentrates the weighting sharply around the offset position.

Global scope: Like the offset, this applies to every ALMA-type slot.

What happens at extremes:

• Very small sigma values (e.g., 0.5) concentrate weighting so sharply that only a few bars near the offset position have meaningful weight. The basis becomes hypersensitive to a narrow slice of the lookback.

• Very large sigma values (e.g., 20+) flatten the Gaussian, making the weighting nearly uniform — at which point ALMA behaves almost identically to SMA, and there is no reason to use it.

Settings interaction map

Some settings interact in ways that matter:

Quick reference table

For the reader who wants the whole picture at once: