Workflows
This page is scenario-first. The other pages in the pack explain the instrument; this one shows the instrument in use. Each workflow below is a complete configuration you can copy on Monday morning, a reading discipli...
Written By Axiom Admin
Last updated 22 days ago
Workflows
This page is scenario-first. The other pages in the pack explain the instrument; this one shows the instrument in use. Each workflow below is a complete configuration you can copy on Monday morning, a reading discipline that goes with it, and an anti-pattern the discipline is designed to prevent. If a workflow is missing its anti-pattern, the workflow is incomplete; do not ship it.
A note before the routines: none of these are recommendations about what to trade or when to trade it. They are routines about how to read the pane in a specific context so that the reader's decisions stay grounded in what the tool is actually showing. The trade itself is always yours.
Workflow 1 β The shipped multi-timeframe stack
When to use it. As a default starting workbench when you want a multi-timeframe read of one instrument and have no other specific reason to configure the roster differently. This is the configuration the indicator ships with, and it is also the cleanest first place to calibrate your reading of the instrument.
The roster.
Slot 01: enabled, source
close, timeframe"5", K Length 14, K Smoothing 3 SMA, D Length 3 SMA, Weight 33.3, Optional Ticker empty,On Bar Close?on.Slot 02: same as slot 01 but timeframe
"15", Weight 33.3.Slot 03: same as slot 01 but timeframe
"60", Weight 33.3.Slots 04 through 10: disabled.
General: Overbought 80, Oversold 20.
Display: blended plot on, blended width 3.
Master smoothing: off.
How to read it.
The three slot K lines tell you where the 5-minute, 15-minute, and 1-hour stochastic are on the chart symbol.
The blended K and D are a roughly-equal-weight summary of the three. Because the three timeframes are overlapping windows on the same symbol, the blend is autocorrelated β holding the reading as "my weighted view of the same symbol at three scales," not as "three independent witnesses," is the right framing.
Bright slot colors tell you each slot's K-versus-D state. When all three are bright and the blended K is lime, the upper half of the stochastic frame is the stage. When two are faded, the blended color is telling you about the steering slot, not about the majority.
Reading discipline. Read the slot colors before you read the blended color. The blended color is the story; the slot colors are the observations the story is made from. If the story disagrees with most of the observations, inspect the weights and the alignment.
Verification before you trust it. Wait through at least one full 1-hour bar in live market so slot 03's confirmed value updates at least once in front of you. This is the only shipped slot where the On Bar Close? behavior is visible on anything close to real time in a single session.
Anti-pattern to avoid. Enabling additional same-symbol slots "to get more confirmation." You will get more lines, and you will get more autocorrelated agreement, but you will not get more confirmation in any useful statistical sense. If you need to widen the stack, widen the range of timeframes before you widen the slot count. A stack of 5m, 1h, 4h is not obviously better than 5m, 15m, 60m, but it is at least covering more scales.
Workflow 2 β Stack plus a silent context slot
When to use it. When you want a slower timeframe visible on the pane for context β to know where the daily is sitting, for example β but you do not want that slow timeframe steering the blend. This is a slot roster that gives you a peripheral view of a longer context while keeping the blend focused on the timeframes you actually trade.
The roster.
Slots 01, 02, 03: as shipped (5m, 15m, 60m, equal weights, defaults).
Slot 04: enabled, source
close, timeframe"D"(daily), K Length 14, K Smoothing 3 SMA, D Length 3 SMA, Weight 0, Optional Ticker empty,On Bar Close?on.Slots 05 through 10: disabled.
How to read it.
Slots 01, 02, 03 drive the blended pair as in Workflow 1. The daily slot 04 draws on the pane in its own color (orange) but does not move the blend.
Slot 04's bright/faded state tells you the daily's K-versus-D posture. On a 1-minute chart, slot 04 will usually look flat within any given day β its higher-timeframe bar only closes once per day, and with
On Bar Close?on it holds the previous daily's value.
Reading discipline. Use slot 04 as a wall clock, not as a trigger. "Where is the daily right now relative to its own D?" is the only question you should ask of slot 04 in this workflow. The blend is doing the intra-day work.
Verification before you trust it. Before relying on the silent-context framing, confirm that the blended pair does not move when you toggle slot 04's weight off and on (keeping it at zero). The blend should be identical either way β proving that slot 04 is silent to the blend as intended.
Anti-pattern to avoid. Giving slot 04 a non-zero weight "because it should probably count." If you want the daily to count in the blend, give it a weight you can defend against the faster slots. If you do not have a defensible weight, keep it at zero. Ambiguous small weights are the worst of both worlds.
Alignment note. Because slot 04 is enabled, it does count toward alignment alerts. If you use All Stoch Slots Bullish in this configuration, you need the daily slot to be bullish for alignment β not just the 5m/15m/60m stack. If that is not what you want, either disable slot 04 (rather than zero-weighting) or do not rely on alignment as your filter.
Workflow 3 β Equity with a cross-asset benchmark slot
When to use it. When you trade a single equity and want to see the S&P 500 (or another broad-market proxy) alongside it in the same pane. The goal is not to add "confirmation"; the goal is to see, at a glance, whether the equity's stochastic posture is running with or against the broad market's posture.
The roster.
Slot 01: enabled, source
close, timeframe"15", defaults otherwise, Weight 40, Optional Ticker empty,On Bar Close?on.Slot 02: enabled, source
close, timeframe"60", defaults otherwise, Weight 40, Optional Ticker empty,On Bar Close?on.Slot 03: enabled, source
close, timeframe"60", defaults otherwise, Weight 20, Optional Ticker set to a broad-market proxy (for example,"SPX"or"ES1!"),On Bar Close?on.Slots 04 through 10: disabled.
How to read it.
Slot 01 and slot 02 describe the equity's 15m and 1h stochastic.
Slot 03 describes the broad market's 1h stochastic β its source, high, and low all come from the benchmark, not the equity.
The blended pair is a multi-market composite. Name it that way every time: the blended K is not "the equity's stochastic, benchmarked." It is "the equity's 15m and 1h stochastic, averaged with the broad market's 1h stochastic, at the weights you chose." Read it that way or do not read it.
Reading discipline. The most useful moment in this configuration is when slots 01/02 (the equity) disagree with slot 03 (the benchmark). Divergence is the thing the cross-asset slot is in the pane to show. When the benchmark is strong and the equity is weak, or vice versa, the blend will move in a direction the equity's slots alone would not predict; that difference is the point of the configuration.
Verification before you trust it. Confirm that slot 03 is following the benchmark, not the equity. Turn Optional Ticker off for slot 03 (leaving the slot otherwise unchanged) and watch slot 03's K change to match the equity. Turn it back on and watch it return to the benchmark's behavior. You are verifying the Optional Ticker high/low truth in your own eyes.
Anti-pattern to avoid. Setting slot 03's weight equal to or higher than the equity slots. A heavily-weighted benchmark slot makes the blend more about the benchmark than about the equity; the reading becomes "how is the broad market?" rather than "how is this equity, contextualized by the broad market?" If that is what you want, fine β but name it out loud. Either framing can be the right one for a session; what is never right is holding both at once by accident.
Session note. If the equity trades regular session and the benchmark is a 24-hour instrument, slot 03 will keep updating outside the equity's hours and the equity slots will not. The blended pair then wanders around outside equity hours. That is expected behavior; if it is confusing, consider switching the benchmark to a regular-session symbol or ignoring the blend outside market hours.
Workflow 4 β Regime read with master smoothing
When to use it. When you are studying how a composite stochastic moves across a longer horizon β shifts that play out over hours or days, not minutes. The goal is a calmer blended pair whose transitions describe regime-level structure rather than intrabar noise.
The roster.
Slots 01, 02, 03 enabled as in Workflow 1.
Slots 04 through 10 disabled.
Overbought raised to 85, Oversold lowered to 15 (because the smoothed composite will rarely reach the default 80/20 unless a strong multi-timeframe move is underway).
Master smoothing enabled. Master MA Type EMA, Master Length 10.
How to read it.
The slot K lines behave exactly as in Workflow 1. They are the ground truth.
The blended K and D are noticeably calmer. They transition less often; they persist longer in each state.
Overbought and oversold guides at 85 and 15 are intentionally widened because the master-smoothed composite compresses toward the middle.
Reading discipline. Treat the master-smoothed blended pair as a different series from the raw blend. Do not read it as "the same composite, just cleaner." The slot lines will often turn visibly before the master-smoothed blend catches up. When that happens, trust the slot lines and note how many bars of lag the master pass is costing you.
Verification before you trust it. Enable master smoothing on a recent regime change you remember (use the replay tool on TradingView). Watch the slots turn before the blend does. Note the lag in bars. If the lag is larger than you can tolerate on the timeframe you trade, lower the Master Length. If it is zero, the master pass is probably not doing meaningful work and you can turn it off.
Anti-pattern to avoid. Using Blended Stoch Is Bullish or Blended Stoch Is Bearish alerts as your primary trigger in a long-master-smoothed configuration. The alert will stay silent across exactly the transition bars you care about, because the master pass is holding the blended state while the underlying slots turn. If you need alerts in this configuration, wire them on the per-slot states instead and let the blended pair be the context.
Workflow 5 β Deliberate alert-only slots
When to use it. When you want state alerts on slots whose lines you do not need on the pane and whose values you do not want in the blend. Good for watching higher-timeframe state silently, or for keeping multiple slow slots "armed" without cluttering the pane.
The roster.
Slots 01, 02, 03: enabled as in Workflow 1, providing the working pane.
Slot 04: enabled, timeframe
"240"(4-hour), defaults otherwise, Hide Plot on, Weight 0,On Bar Close?on.Slot 05: enabled, timeframe
"D"(daily), defaults otherwise, Hide Plot on, Weight 0,On Bar Close?on.Slots 06 through 10: disabled.
Alerts to wire.
Stoch 04 Is BullishandStoch 04 Is Bearishβ notifications on 4-hour state changes.Stoch 05 Is BullishandStoch 05 Is Bearishβ notifications on daily state changes.
How to read it.
The pane shows slots 01/02/03 as in Workflow 1, plus the blended pair. Slots 04 and 05 are invisible.
The alerts fire on confirmed chart bars where the 4-hour or daily state holds. Because each slot returns the previous confirmed higher-timeframe bar, the slot's state is stable across its higher-timeframe interval; alerts on a 1-minute chart will fire every minute during the 4-hour state or the daily state.
Reading discipline. Pair the alerts with downstream suppression in your alerting service. Without suppression, Stoch 04 Is Bullish on a 1-minute chart can fire 240 times during a 4-hour bullish stretch. With suppression (for example, "do not re-fire within 4 hours") the alert becomes effectively once-per-state-change.
Verification before you trust it. Confirm that slot 04 and slot 05 do not move the blended pair. Toggle slot 04's Enable off and on and watch that the blended K and blended D are unchanged. Then toggle its Weight between 0 and any other value and watch the blend shift. The distinction between Enable (affects alignment alerts and computation) and Weight (affects the blend) will be visible.
Anti-pattern to avoid. Using All Stoch Slots Bullish as your filter in this configuration. Because slots 04 and 05 count toward alignment, alignment requires the 4-hour and the daily and the 5m/15m/60m stack to all be bullish simultaneously β an extreme requirement that is rarely met. If you want alignment across only the visible slots, disable slots 04 and 05 (and lose the alerts) or accept that alignment means all five slots, not three.
Workflow 6 β Hunting for K-vs-D MA mismatch behavior
When to use it. When you want to study how different K and D MA families interact inside a single slot. This is a research workflow, not a trading workflow β its point is to calibrate your understanding of what a specific K/D MA combination does to the slot's crossover frequency and shape.
The roster.
Slot 01: enabled, timeframe chart-native (empty string), source
close, K Length 14, K Smoothing 3 EMA, D Length 3 SMA, Weight 100, all other defaults.Slot 02: same roster as slot 01 but K Smoothing type ALMA and D Type ALMA. Weight 0.
Slot 03 to 10: disabled.
How to read it.
Slot 01 is the working slot. It carries the full weight of the blend and should be treated as the main observation.
Slot 02 is a research slot. It shares the same source, timeframe, K length, and D length as slot 01, but uses a different MA family pair. The difference between slot 01's K line and slot 02's K line is entirely the MA-family-pair difference.
Reading discipline. Put slots 01 and 02 side by side on the pane (slot 02 still draws because it is enabled and not hidden). Observe where their K lines diverge and where they converge. The divergence tells you what the MA-family choice is doing β not what the market is doing.
Verification before you trust anything from this workflow. Let a full session play out with both slots on the pane. Note the total number of slot state flips for slot 01 and slot 02: the K lines are visible, while each slot's D is internal and shows up through the bright/faded state. Note which slot led on turns and by how many bars. These observations are the raw data of your own MA-family calibration. Do not generalize from a single session.
Anti-pattern to avoid. Changing the MA family on slot 01 live during a trade because slot 02 looks "better" at that moment. MA-family behavior is context-dependent; a family that looks sharper right now will often be less sharp an hour from now when the market's volatility regime has shifted. Calibrate off the chart, not on it.
How to build your own workflow
Every workflow above follows the same pattern. The pattern is boring on purpose β a workflow is not a creative act, it is a calibration act, and creativity at the calibration stage is usually how readers end up with rosters they cannot defend a week later. Fill in each step, in order, before you commit to the configuration on a live chart you care about.
Name the question the pane is answering. In one sentence. "How does this symbol's 5m, 15m, and 60m stochastic combine?" is a workflow question. "Is this symbol going up?" is not β it is a prediction you want the pane to deliver, and no configuration of this indicator is going to deliver it. If your question reduces to "what should I trade," step back; the pane is the wrong surface for that question entirely.
Decide the roster. Which slots are enabled, at what timeframes, with what sources. Justify each one in one sentence, out loud. Slots you cannot justify in one sentence do not belong in the roster β either the slot is extra weight on the pane or the question in step 1 is not actually about this slot.
Decide the weighting. What is the story the blended pair is supposed to tell? Weights are how you tell it. Equal weights is a choice, not a default β the shipped equal-weight stack is a starting point for readers who have not yet formed a view on weighting, not a recommendation. If you have a reason one slot should steer the blend more than the others, encode it in the weight, and write down the reason next to the slot.
Decide the timing.
On Bar Close?on or off per slot. Responsiveness versus non-repaint, per slot, on purpose. If every slot is on the same side of the switch, you have either a very deliberate configuration or a habit; check which of those you have before shipping.Decide the guides. Are the default 80 and 20 the right landmarks for this instrument, timeframe, and smoothing? A symbol that rarely prints above 70 even during strong runs has an 80 guide that is effectively decorative; lower it, or raise the oversold to 30, and document the reason. The guides are a reader-facing tool. Align them to how the reader intends to read.
Decide on master smoothing. Off is the default for a reason: every additional smoothing operation moves the visible composite further from raw price. Turn it on only when the question in step 1 is specifically about longer-horizon regime structure, not about intrabar reading. If you do turn it on, write down the regime-change tradeoff warning next to the setting β the one about alerts going silent through transitions β because you will not naturally remember it when the transition arrives.
Name the anti-pattern. What does this workflow look like when used wrong? Write that down next to the workflow. If you cannot name the anti-pattern, you have not finished the workflow. Every routine above has one; yours should too. A workflow without a named anti-pattern is a workflow whose failure modes will be discovered on live money instead of on paper.
Verify once. Run the four cheap checks from Limitations and Trust Boundaries against your specific roster. If the pane surprises you during the verification, resolve the surprise before committing. A surprise in verification is cheap; a surprise in live trading is not.
Schedule a re-review. Put a date on the calendar β one month out, one quarter out, something β when you will come back and re-run steps 1 through 8 against the same configuration. Markets drift, regimes change, and the workflow you defended cleanly in March can be subtly wrong by June without a single setting changing. The re-review is how you catch the drift in your own reading before the market does.
A workflow that includes all nine steps is a calibrated instrument. A workflow that skips any of them is a guess in the shape of a routine. The difference between the two becomes audible the first time the pane does something you did not expect.
Where to go next
For the knobs every workflow above depends on, see Settings.
For the honesty about what the pane is and is not showing you, see Visuals and Logic.
For the trust boundaries each workflow has to sit inside, see Limitations and Trust Boundaries.
For the alert patterns that match each workflow, see Alerts.
For symptoms that can appear inside any workflow, see Troubleshooting.