Workflows

This page is three concrete routines you can run today. They are not the only correct uses of STR and they are not a ladder to climb in order. Pick the one closest to what you are actually trying to do, run it as written, and let your results push you to adjust.

Each routine ends with a verification checklist. Do not skip the checklists — they are the discipline that separates "I have an opinion about this chart" from "I have verified that STR is reading this chart correctly before I form an opinion."

A few routines share the same anti-patterns, so those are gathered at the end rather than repeated three times.

Routine A — The honest default read

Who this is for. A swing or intraday trader who is new to STR, or returning to it after time away, and wants a trustworthy read on a mid-cap name without yet committing to personal tuning. The goal is to see what STR tells you when you let the defaults do the work.

What the routine does. Installs STR with defaults, waits long enough to form an impression, and reads the pane using only the elements that are on by default. No tuning until the checklist is complete.

Step-by-step.

1. Open a chart you already know. A 15-minute timeframe on a liquid mid-cap is a reasonable starting surface. Confirm you have several hundred bars of confirmed history.

2. Apply Axiom MA Osc STR with default settings. Do not touch Oscillator, Blend Core, or slot settings.

3. Confirm the default slot configuration: MA 01 at 5m, MA 02 at 15m, MA 03 at 60m, slots 04 and 05 off.

4. Confirm On Bar Close? is on for each of the three active slots.

5. Leave Divergence on (default), BBWP on (default), and Donchian on (default). Keltner stays off unless you deliberately add it later.

6. Spend the first session watching without tuning. The goal is to understand what the default pane looks like on your instrument at this timeframe.

What you are reading during the session.

• Where the blended fast sits. Is it spending most of its time near the middle, or pressing toward 70 or 30? That drift tells you whether the instrument is trending or oscillating at this timeframe.

• How wide the fan of the per-slot lines is. A tight fan means your chosen timeframes are agreeing. A wide fan means the 5m is moving very differently from the 60m and the blended fast is resolving that tension.

• How often BBWP columns are above vs below the threshold. Most of the time, the distribution will have some rhythm to it — compressions followed by expansions. If BBWP is hugging the floor for long stretches, the oscillator has been quiet. If it is hugging the ceiling, the oscillator has been wide for a while.

• Whether any divergence triangles printed during the session. How many, at what levels inside the pane, and at what price pivots.

Verification checklist.

• The pane stays inside 0..100 for every plotted element at all times during the session.

• The default three slots are all contributing to the blend (the blended fast visibly responds when any of the three toggles is flipped off and on).

• On Bar Close? is on for MA 01, MA 02, and MA 03.

• The BBWP columns painted at some point during the session (or a note has been made that the chart history is below the 252-bar threshold).

• No divergence triangle appeared on a developing bar; each triangle appeared only on or after its confirmation bar.

• You can name, without hedging, where inside the pane the blended fast spent most of the session.

If every box above is checked, STR is reading the chart correctly under defaults. You now have a baseline to tune from if you choose to — and a legitimate alternative, which is to stay on defaults and keep reading this pane until you have an opinion about what would improve it.

Routine B — The conviction-weighted blend

Who this is for. A trader who has already run Routine A on their primary instrument for several sessions, has formed an opinion about which of their watched timeframes tends to lead on that instrument, and wants to translate that opinion into STR's blend.

What the routine does. Takes the default slot lineup and adjusts weights — and only weights — to match the trader's conviction about timeframe leadership. Everything else stays default.

Step-by-step.

1. Start from a chart where Routine A has been run and produced a baseline read. Do not run this routine on an instrument you are newly studying.

2. Identify the one slot whose timeframe you believe leads your chart. Perhaps you have observed that the 60-minute MA 03 tends to set the tone for what the 5-minute read eventually confirms. That is an empirical belief, not a universal; you are not looking for "which timeframe is strongest," you are looking for which timeframe's read has, in your experience, been the one worth trusting for this instrument.

3. Raise that slot's Weight: from its default 33.3 to something that reflects your conviction. A moderate expression is 50.0. A strong expression is 60.0. Do not go above 70.0 on any single slot unless you have a very specific reason; above 70.0 the blend is effectively one slot with footnotes.

4. Rebalance the other two active slots. If you moved one slot to 50.0, the other two can stay at 25.0 each. If you moved one to 60.0, the other two become 20.0 each. The exact numbers do not have to sum to 100.0; the blend is normalized across active slots with non-zero weights.

5. Live with the new configuration for at least as long as you ran defaults. Weight changes take sessions to become legible, not minutes.

6. If your view was correct, the blended fast should feel more aligned with the timeframe you weighted up. If it is not, the test is not telling you "the blend is wrong" — it is telling you your conviction about timeframe leadership may be wrong on this instrument in this regime.

What not to do inside this routine.

• Do not combine weight changes with sensitivity changes, smoothing, or Keltner / Donchian enablement. If you do all of them at once, you cannot tell which change produced which effect.

• Do not set one slot to 100.0 and the other two to 0.0. That is legal but it is not a conviction-weighted blend — it is a single-slot read and you have lost the blend's information.

• Do not reverse a weight decision quickly. Give the configuration time to reveal its character.

Verification checklist.

• Exactly one slot was moved above 33.3 and the other two are below it. (If more than one slot was moved up, you are running a different experiment.)

• No other setting was changed during this routine.

• The session log records what the blended fast did under the new weights, not only what you wish it had done.

• You can articulate, in one sentence, the belief about timeframe leadership the new weights express.

• You are committed to leaving the weights in place for enough sessions to actually test the belief.

Routine C — The cross-ticker sanity check

Who this is for. A trader who watches a related instrument alongside their main chart and wants to use STR's per-slot Ticker: override as a sanity check — a way to ask whether the related instrument's higher-timeframe read agrees with or disagrees with the current chart's read.

What the routine does. Configures one slot to read a related symbol at a higher timeframe while the rest of the blend reads the chart symbol. The configured slot becomes a questioner, not a voter, and the workflow is designed to preserve that role.

Step-by-step.

1. Choose the two symbols. The main chart is the instrument you are actually trading. The related instrument is one whose behavior you believe is informative for the main chart — a sector ETF, an index, a correlated pair, a volatility proxy. You should be able to say in one sentence why the relationship matters.

2. Start from a default configuration. Do not layer this on top of Routine B; if you want to combine, do it later, not first.

3. Pick one slot for the cross-ticker role. A common choice is MA 04 or MA 05 — the slots that are off by default, so the Routine A three-slot blend stays intact as the base.

4. Enable the slot. Set its Ticker: to the related symbol. Set its Timeframe: to a higher timeframe than your chart — perhaps daily if you are on 15m intraday.

5. Set the slot's Weight: to a deliberately small value: 10.0 or 15.0. The cross-ticker slot is a questioner, not a voter. A small weight lets the related instrument's read influence the blend only enough to nudge the reading, not dominate it.

6. Leave everything else default. Specifically, do not adjust sensitivity, do not enable smoothing, do not enable Keltner or Donchian during this routine.

7. Live with the configuration and watch two things: first, what the new slot's line does independently on the pane (even if hidden, you can un-hide it to inspect); second, how the blended fast moves differently than it did without the cross-ticker slot.

The question the routine asks.

"On the bars where my main chart's read would have been bullish without this slot, is the related instrument's higher-timeframe read agreeing with that lean or disagreeing?"

You are not looking for the cross-ticker slot to tell you what to do. You are looking for it to tell you when your main read has background support and when it does not. A small weight is what keeps the slot in the role of witness rather than judge.

What not to do inside this routine.

• Do not set the cross-ticker slot's weight above 25.0. Beyond that, the slot stops questioning and starts voting, and the blend starts reading the related instrument as if it were the main chart.

• Do not add a second cross-ticker slot at the same time. One related instrument at a time is enough to test; two is a new experiment.

• Do not forget you configured a cross-ticker slot. The most common misuse is to run this routine on one chart, switch to a different chart, and forget that the cross-ticker override is still reading the original related symbol. Review your configuration when you open a new chart session.

Verification checklist.

• Exactly one slot has a non-empty Ticker: value. The other slots are still reading the chart symbol.

• The cross-ticker slot's Weight: is at or below 25.0.

• The cross-ticker slot's Timeframe: is at or above the chart timeframe.

• You can name, in one sentence, the relationship between the two symbols and why it is informative.

• You have committed to reviewing the configuration the next time you open this chart, so the override does not quietly travel to a new instrument.

Anti-patterns that look like routines

These are the configurations that resemble a disciplined routine but are actually the failure modes the routines are designed to prevent. Naming them here is more useful than listing them inside each routine.

"Turn everything on and see what the chart says"

Enabling Divergence, Keltner, BBWP, and Donchian on the first session of a new install, along with smoothing, along with an elevated sensitivity. This is not a routine. It is a visual overload experiment. You cannot attribute anything the pane is doing to any single element because you changed too many elements at once. The correct move is to turn on one extra at a time and live with it before turning on the next.

"Solve noise with smoothing"

Noticing that the blended fast is whippy and reaching for Enable Smoothing to quiet it. Most of the time, the whip is not noise — it is saturation from sensitivity that has been cranked too high. Smoothing tidies the saturated line and masks what you actually did. Routine fix: confirm ATR Sensitivity is around 1.0 first. Only reach for smoothing when the pane is noisy at a sane sensitivity and you have explicitly chosen to trade responsiveness for quietness.

"Crank weights until one slot wins"

Setting a single slot to weight 100 and the others to zero, calling the result a blend, and running alerts on it. The blend label persists but you have turned off the blend. If the goal was to read a single timeframe, you did not need STR — the Base MA Osc reads a single timeframe cleanly. If the goal was a blend with a dominant voice, Routine B covers that; do not go above 70.

"Divergence-triangle trading"

Every time a triangle prints, act on it. This turns a context bar into a system. Divergence triangles are rare by design and carry more weight at extremes than in the middle of the pane. The triangles are supporting information, not entries. The correct move is to use them as one of several inputs to an active read, not as the trigger for a trade plan.

"Daisy-chain tickers across charts"

Configuring a cross-ticker slot on one chart, switching charts, and letting the override follow. The indicator will keep happily reading the old related symbol against the new chart symbol. Routine fix: the last step of Routine C — confirm your configuration when you open a new chart session. If you forget, the pane is still drawing and the alerts are still firing; they just no longer mean what you thought they meant.

"Chase settings to justify a bias"

Tuning sensitivity, weights, thresholds, and extras until the pane agrees with a trade you already intended to take. This is the most human of the anti-patterns because it looks like rigorous configuration. It is not. The tuning is working backward from the conclusion. The disciplined move is to run one of the routines above, accept what the pane tells you, and either trade accordingly or not trade. The pane is not there to approve your bias.

A note on switching between routines

Cycling is expected. Many readers run Routine A for several weeks, develop a conviction about timeframe leadership, move into Routine B, and later add Routine C when a related instrument starts to feel informative. Returning to Routine A after a regime shift is also common and often the right move — what you learned about an instrument inside one regime may not hold after the regime has changed, and the discipline of a default-first reset is cheaper than working through a tuned configuration against a market that no longer matches it.

What is not disciplined is switching routines every few sessions because the pane did not agree with a trade you wanted to take. That is tuning-as-avoidance; the routine is being changed to feel better rather than to answer a different question. If you notice yourself opening the settings panel immediately after a losing session, the correct next move is to close the panel, step away from the chart for the remainder of the session, and reopen it the next day with the question stated out loud before you touch anything. Most of the time, the next-day question sounds nothing like the previous-evening urge, and the configuration you would have tuned in frustration would not have helped with either one.

When a routine does not produce a useful read

Routines can run cleanly and still leave you without a strong read at the end. When that happens, three specific diagnoses are worth running before you assume the routine failed:

• The instrument was not the right surface for the routine. Routine B asks whether a specific timeframe tends to lead; a chop-bound instrument on a chop-bound week may not have a leading timeframe at that moment. The routine is fine; the surface was not.

• Your belief was not specific enough. "The 60-minute usually leads" is a shape of belief, not a belief. "On this instrument, when the 60-minute turns up while the 15-minute is still neutral, the 15-minute usually catches up within two hours" is a belief that can be tested. Vague beliefs produce uninterpretable routines.

• The session count was too low. Routine B written for a handful of sessions will give you an impression, not a verdict. Keep running it on the same configuration across different regime types before you believe the result either way.

If none of those three applies and the routine still leaves you unsure, the honest move is to say so out loud — to yourself, to a trading journal, to a reviewer if you have one. "I do not have a strong read on this instrument today" is a legitimate state and a far better one to act on than a manufactured one produced by another round of tuning.