Settings

Settings

The settings panel for this indicator is large. Ten independently configurable slots, each with its own MA type, timeframe, ticker, weight, repaint toggle, and Power User parameters — it adds up. This page is designed to keep you from drowning in that.

The key insight is that all ten slots share the same anatomy. Once you understand how one slot works, you understand all ten. The differences between slots are the values you put in, not the structure of the inputs. So this page teaches the structure first, then covers each setting with enough depth that you can make informed configuration decisions, and finally covers the settings that sit outside the slot architecture: the oscillator-level controls, master smoothing, and display options.

How to read this page

If you are configuring the indicator for the first time, read the Slot Anatomy section and then skim the Per-Slot Settings section to understand the high-impact inputs. You do not need to read every parameter before you start — the defaults work.

If you are returning to adjust a specific setting, use the table of contents to jump to it. Each setting entry includes what it changes, when you would change it, and what can go wrong if you push it too far.

If you want the full Power User parameter reference, that section is at the bottom. You only need it when you are using advanced MA types like ALMA, KAMA, FRAMA, Jurik, Laguerre, or VAMA.

Slot anatomy

Every slot — MA 01 through MA 10 — is built from the same template:

┌─────────────────────────────────────────────┐│  Enable               (on/off)              ││  Hide Plot            (on/off)              ││  Source               (close, hl2, etc.)    ││  TimeFrame            (5, 15, 60, D, etc.)  ││  Length               (MA lookback period)   ││  MA Type              (EMA, SMA, ALMA, etc.)││  Slow Length          (smoothing lookback)   ││  Slow Type            (smoothing MA type)    ││  Blended Weight       (contribution to blend)││  Optional Ticker      (override symbol)      ││  On Bar Close?        (repaint control)      ││  Line Width           (visual thickness)     ││                                             ││  Power User Params    (if MA type needs them)││  └── Baseline PU      (ALMA, KAMA, etc.)    ││  └── Slow PU          (ALMA, KAMA, etc.)    │└─────────────────────────────────────────────┘

When you open the TradingView settings panel, you will see this template repeated ten times — once for each slot, under group headings like "MA 01," "MA 02," and so on. The Power User parameters appear in separate groups labeled "MA 01 PU," "MA 02 PU," etc.

The slot template has a clear job hierarchy:

1. What to measure — Source, TimeFrame, Optional Ticker

2. How to measure it — MA Type, Length (the baseline calculation)

3. How to smooth the measurement — Slow Type, Slow Length

4. How much it matters in the composite — Blended Weight

5. Whether the data is confirmed or provisional — On Bar Close

6. Whether it shows up visually — Hide Plot, Line Width

7. Whether it runs at all — Enable

Understanding this hierarchy helps you configure deliberately. When you are making a new slot decision, you are usually working in the first three layers — what to measure, how to measure it, how to smooth it. The rest are governance decisions: how much influence this slot has, whether its data is confirmed, and whether it shows up on screen. If you find yourself adjusting weights and repaint toggles before you have decided on the MA type and timeframe, you are configuring backwards. Get the measurement right first. The governance follows.

Oscillator-level settings

These settings affect all slots simultaneously. They control the normalization engine and the reference levels.

ATR Length

• Default: 14

• What it changes: The lookback period for the ATR calculation that normalizes every slot's distance-from-MA measurement. A longer ATR length smooths the volatility estimate, making the normalization less sensitive to recent volatility spikes. A shorter length makes the normalization more reactive.

• When to change it: When the oscillator feels too sluggish in responding to volatility changes (shorten it), or too twitchy (lengthen it). The default of 14 is a widely used ATR period that works across most instruments.

• What goes wrong at extremes: Very short ATR lengths (1–3 bars) can cause the oscillator to spike erratically when a single large bar resets the ATR. This produces dramatic single-bar oscillator moves that are noise, not information. Very long ATR lengths (50+) make the normalization insensitive to recent conditions, which can flatten the oscillator's response during periods of rapidly changing volatility.

ATR Sensitivity

• Default: 1.0

• What it changes: A multiplier applied to the ATR-normalized distance before the saturation step. Higher values push the oscillator toward the ±100 boundaries faster. Lower values keep the oscillator more centered with more gradient in the middle range.

• When to change it: When the oscillator spends too much time near ±100 (reduce sensitivity — try 0.7 or 0.5), or too much time clustered near zero without reaching the reference levels (increase sensitivity — try 1.5 or 2.0).

• What goes wrong at extremes: High sensitivity (above 2.0) can make the oscillator effectively binary — always pinned near +100 or -100 with almost no time in between. This destroys the gradient information that makes the oscillator useful for reading degree-of-stretch. Very low sensitivity (below 0.3) compresses everything near the midline, making it hard to distinguish meaningful moves from noise.

• The underlying tradeoff: Sensitivity controls how much of the oscillator's range you actually use. More sensitivity means you use the boundaries more often but lose the ability to distinguish between "far from baseline" and "very far from baseline." Less sensitivity preserves that distinction but makes the oscillator less visually responsive. There is no correct setting — it depends on the volatility character of the instruments you are watching and how much gradient you need. A good way to calibrate: look at a strong recent trend on your instrument. If the oscillator spent the entire trend pegged near ±100 with no readable variation, sensitivity is too high. If the oscillator barely reached ±50 during a move you consider significant, sensitivity is too low.

Overbought Level

• Default: 70

• What it changes: The position of the upper dashed reference line and the trigger threshold for the blended overbought alert.

• When to change it: When the oscillator's distribution on your instruments does not reach the default level often enough (lower it) or reaches it too easily (raise it). Observe where the oscillator actually spends time on your specific configuration before adjusting.

• What to understand: This level is a reference mark, not a signal zone. The oscillator can stay above it for extended periods during trends. Treating it as a fixed reversal trigger is one of the most common oscillator misuse patterns. See Limitations & Trust Boundaries.

Oversold Level

• Default: -70

• Same logic as Overbought Level, mirrored. Adjust based on the actual distribution of the oscillator on your instruments.

Per-slot settings

Enable

• Default: true for MA 01–03, false for MA 04–10

• What it changes: Whether the slot runs at all. A disabled slot does not compute, does not plot, does not contribute to the blend, does not fire alerts, and does not count toward the alignment check.

• When to change it: Enable a slot when you have a deliberate reason to add a timeframe, ticker, or MA type to your view. Disable a slot when you want to remove it from everything — computation, blending, and alerts.

• What to understand: Enabling a slot without adjusting its settings from the defaults means it will use the default timeframe and MA type for that slot position. Check the defaults before you enable.

Hide Plot

• Default: false

• What it changes: Whether the slot's Fast line is drawn in the oscillator pane. Everything else continues: the slot still computes, still contributes to the blend (if weighted), and still fires alerts.

• When to change it: When you want a slot's data in the blend or in alerts but do not want the visual clutter. This is commonly used for slots that serve as background filters rather than primary readings.

• What to understand: This is the setting most likely to cause confusion with the blended line. If the blend is behaving in a way that does not match the visible slot lines, check whether hidden slots are contributing. A hidden slot with a high weight can dominate the blend while being invisible on the chart.

Source

• Default: close

• What it changes: The price series measured against the baseline MA. Options include close, open, high, low, hl2, hlc3, ohlc4, and hlcc4.

• When to change it: Most users leave this on close. Switching to hl2 or hlc3 can smooth the input slightly and change how the oscillator responds to wicks. There is no universally better choice — it depends on what aspect of price action you want the slot to track.

• What to understand: If the slot has an Optional Ticker set, the source is evaluated on that ticker, not on the chart symbol. Make sure the source type exists on the optional ticker. Most instruments support all standard sources, but edge cases exist.

TimeFrame

• Default: "5" (MA 01), "15" (MA 02), "60" (MA 03), "" (MA 04–10)

• What it changes: The timeframe context for the slot's MA and ATR calculations. An empty string means the slot uses the chart timeframe.

• When to change it: When you want the slot to measure price-vs-baseline distance on a different timeframe than the chart. This is the core of the multi-timeframe feature.

• Hard constraint: The slot timeframe must be equal to or higher than the chart timeframe. If you set a slot to 5m while your chart is on 15m, the indicator throws a runtime error and stops rendering. There is no workaround. See Troubleshooting if you hit this.

• What to understand: When a slot's timeframe is higher than the chart, the slot retrieves data from that higher timeframe. How that data behaves depends on the On Bar Close setting. An empty timeframe field (inheriting chart TF) means the slot runs at the chart's own resolution with no MTF retrieval involved.

Length

• Default: 20 (MA 01–03), 21 (MA 04–10)

• What it changes: The lookback period for the baseline MA. The oscillator measures how far price is from this MA. Longer lengths produce a slower-moving baseline, meaning the oscillator responds to longer-term positioning. Shorter lengths produce a faster baseline, making the oscillator more reactive to recent price changes.

• When to change it: When the oscillator is not capturing the positioning scale you care about. If you want to track distance from a short-term average, use a shorter length. For structural positioning relative to a slower average, use a longer length.

• What goes wrong at extremes: Very short lengths (1–3) make the baseline track price almost directly, which means the distance will always be tiny and the oscillator will hover near zero. This defeats the purpose of measuring distance from an average. Very long lengths (200+) make the baseline so slow that the oscillator mostly reflects whether you are in a macro uptrend or downtrend with little sensitivity to shorter-term changes.

• Interaction with MA Type: Some MA types respond to length changes differently. An EMA with length 20 and an SMA with length 20 have different responsiveness curves. KAMA and FRAMA adapt their effective speed internally, making them partially independent of the length setting.

MA Type

• Default: EMA (MA 01–03), SMA (MA 04–10)

• What it changes: The moving-average algorithm used for the baseline calculation. Options include standard types like EMA and SMA, as well as advanced types such as ALMA, KAMA, FRAMA, Jurik, Laguerre, and VAMA, provided by the Axiom Moving Average Library Pro.

• When to change it: When you have a specific reason to use a non-standard MA. EMA and SMA cover most use cases. Advanced types are useful when you want adaptive smoothing (KAMA, FRAMA), reduced overshoot (Jurik), or volume-weighted responsiveness (VAMA).

• What to understand: Selecting an advanced MA type activates the corresponding Power User parameters for that slot. If you select ALMA without adjusting the ALMA offset and sigma, you get the library defaults. This is usually fine for initial testing but may need tuning for your specific instruments. See Power User Parameters below.

Slow Length

• Default: 3

• What it changes: The lookback period for the smoothing MA applied to the slot's Fast line. The result is the slot's Slow line. The Fast/Slow comparison drives the slot's regime (bullish when Fast > Slow, bearish when Fast < Slow) and the slot's color.

• When to change it: When regime flips happen too frequently (increase Slow Length to require a more sustained move before flipping) or too rarely (decrease it for faster regime detection).

• What goes wrong at extremes: A Slow Length of 1 makes Slow nearly identical to Fast. Every minor oscillation triggers a regime flip, and the per-slot regime alerts become noise. Very long Slow lengths (20+) create substantial lag — the regime may not flip until well after the underlying shift is visually obvious.

• The underlying tradeoff: Slow Length is a sensitivity dial for regime detection. Shorter = more responsive but noisier. Longer = fewer false flips but more lag. The default of 3 is a compromise that works for most EMA-based setups.

Slow Type

• Default: EMA

• Same logic as MA Type, but applied to the smoothing of Fast into Slow. Most users keep this as EMA. Changing it to a more exotic type is an advanced move that rarely produces meaningfully different regime behavior.

Blended Weight

• Default: 33.3 (MA 01–03), 0.0 (MA 04–10)

• What it changes: The slot's relative influence in the blended composite. Weights auto-normalize — they do not need to sum to 100. Only the ratios between them matter. If you have three slots at 33.3, 33.3, and 33.3, the blend is equally weighted. If you change them to 10, 10, and 10, the blend is still equally weighted.

• When to change it: When you want one timeframe or ticker to have more influence on the composite than others. In a trending market, you might weight the longer-timeframe slot more heavily. In a ranging market, you might shift weight toward shorter timeframes. This is a judgment call, not a formula.

• What a weight of 0 means: A slot with weight 0 is excluded from the blended composite entirely, but it still plots its own Fast line and still fires its per-slot alerts. This is the mechanism for running a slot as a standalone reading or as an alert-only filter without polluting the blend.

• What goes wrong: Setting one slot's weight dramatically higher than the others (e.g., one slot at 100, the rest at 1) makes the blend essentially a single-slot reading with minor contributions from the others. This is not wrong — it is a valid configuration if you want it — but make sure it is intentional.

Optional Ticker

• Default: "" (empty — uses the chart symbol)

• What it changes: Overrides the symbol used for the slot's entire calculation — the MA, the ATR, and the source are all evaluated on the specified ticker instead of the chart symbol.

• When to change it: When you want to compare distance-from-baseline readings across different instruments. For example, slot 01 on SPY and slot 02 on QQQ, both at the same timeframe, to watch for correlation or divergence.

• What to understand: When a ticker override is set, the ATR normalization uses that ticker's ATR, not the chart's. This is correct behavior — it means the normalization is specific to the instrument being measured. But it also means you should not compare the absolute ATR value across slots with different tickers. The oscillator output is comparable (that is the whole point of normalization), but the ATR inputs are instrument-specific.

• What goes wrong: An invalid ticker symbol produces na for the slot. The line disappears, and the blend reweights around the remaining slots without telling you. If a slot suddenly vanishes, check the ticker field first. See Troubleshooting.

On Bar Close?

• Default: true

• What it changes: Whether the slot uses confirmed (last completed higher-timeframe bar) or live (current building higher-timeframe bar) data.

• ON (default): The slot returns values from the last confirmed higher-timeframe bar. This is the stable mode. The tradeoff is a one-HTF-bar delay in responsiveness.

• OFF: The slot returns live higher-timeframe values. These update as the HTF bar builds, and in this script that also means you should not treat the historical presentation like confirmed-mode evidence because the request path uses lookahead_on without the confirmed-bar offset that safe mode uses.

• When to change it: When you deliberately want earlier feedback from a slot and you understand that the reading is no longer a clean confirmed reference. Some traders keep the longer-timeframe slot on confirmed data and allow a shorter slot to run live as a heads-up view. That can be useful, but only if you remember it is the draft version of the reading.

• What goes wrong: Disabling On Bar Close on multiple slots without tracking which ones are live means the blended composite is mixing confirmed and unfinished higher-timeframe data. You will not know which part of the composite you can trust and which part might move again before the HTF bars settle. Alerts still wait for a confirmed chart bar, but live-mode slots can still feed unfinished HTF values into that chart-close check. See MTF & Repainting for the full repaint explanation and verification steps.

Line Width

• Default: 2

• What it changes: The visual thickness of the slot's Fast plot line. Purely cosmetic. No effect on computation or alerts.

Power User parameters

These parameters apply only when the corresponding MA type is selected for a slot's baseline MA or Slow MA. If you are using EMA or SMA, you can ignore this entire section — the parameters exist in the settings panel but have no effect.

Each slot has two sets of Power User parameters: one for the baseline MA and one for the Slow smoothing MA. They appear under group headings like "MA 01 PU."

When you need these: Only when you are experimenting with advanced MA types and the default Power User parameters do not produce the behavior you want. If you select ALMA and the oscillator seems too sluggish or too reactive for your instrument, adjusting the offset and sigma can change its character significantly. If you select KAMA and it is not adapting fast enough during trends, lowering the fast-period constant will make it more responsive.

When you do not need these: If you are using EMA or SMA. If you are using an advanced type and the default parameters are producing acceptable behavior. If you are not sure what these parameters do — the defaults are reasonable starting points, and adjusting them without understanding the effect will produce unpredictable results.

Master Smoothing settings

Master Smoothing applies a final moving-average pass to the blended Fast and Slow values after all slots have been combined. It is a post-blend filter.

When to enable it: When the blended composite is too noisy for your use and you want a calmer reading. This is most useful when you have several slots with short-length MAs that produce a chattery blended output.

The tradeoff: Master smoothing adds lag to the composite regime detection. The blended regime flip (and associated alerts) will fire later than they would without smoothing. If you are using the blended alerts as part of your process, test how much delay the smoothing introduces before relying on it.

Display settings

Configuration decision sequence

If you are configuring the indicator from scratch and want a structured approach:

1. Start with the question, not the settings. What do you want to see? Multi-timeframe confluence on one instrument? A comparison between two tickers? A single slot as a filtered baseline-distance read? The answer shapes every decision that follows. If you cannot state what each slot is for, you are not ready to configure it.

2. Set each slot's timeframe and ticker. Make sure every timeframe is equal to or higher than your chart timeframe.

3. Choose the baseline MA type and length for each slot. EMA 20 is a reasonable starting point. Adjust based on the positioning scale you want to track. If you want to read shorter-term distance from baseline, shorten the length. If you want structural positioning against a slower average, lengthen it.

4. Leave Slow Length and Slow Type at defaults unless you have a specific reason to change them. The default EMA 3 provides responsive regime detection. You can always revisit this after you see how often the regime flips on your instrument.

5. Set weights to reflect your priorities. Equal weights if you want an even composite. Higher weight on the timeframe or ticker you trust most for the current conditions. The weights are a statement about your conviction, not a technical optimization.

6. Leave On Bar Close enabled on all slots until you have read MTF & Repainting and have a specific reason to allow provisional data. This is the most consequential default in the indicator and the one most worth keeping until you understand the tradeoff.

7. Check the oscillator behavior. If it spends too much time near the boundaries, reduce ATR Sensitivity. If it never reaches the reference levels, increase it.

8. Add Power User parameters only if needed. The defaults are fine for initial testing. Tune later when you understand how the MA type behaves on your instruments.