| 1 | Weighted Scoring | Divergence & liquidity sweep = 2 pts; pattern = 1 pt | QTMRL 2025: composite scores outperform equal-weight ensembles |
| 2 | Bullish Divergence Detection | Weak buys: divergence between price (lower low) and RSI/MACD (higher low) now adds a bonus | RSI+SMA combos only predictive with trend direction |
| 3 | Liquidity Sweep Detector | Stop-run/breaker pattern: price sweeps below swing low, reclaims with volume spike = +2 | TradeFM 2025 / DeepLOB: orderbook pressure precedes visible reversal |
| 4 | Dynamic Regime Filter | False SELLs in chop: if ATR% < threshold, SELL signals are suppressed; BUY requires divergence or sweep | QTMRL 2025: 30–50% of false signals eliminated by regime gating |
| 5 | Stricter SELL Filter | SELL now requires both H4 AND Daily HTF bearish alignment | Multi-timeframe NN Trading 2025: daily trend constrains hourly reversals |
| 6 | Dynamic RSI Zones | RSI oversold/overbought bands expand in high-volatility regimes, tighten in low-vol | Sentiment-Aware Portfolio 2025 |
| 7 | VWAP Proximity Scoring | Price near VWAP = mean-reversion zone; reclaim above VWAP in downtrend = +1 | VWAP execution benchmarks: equilibrium-as-support |
| 8 | Swing High/Low Levels | ta.pivothigh / pivotlow for dynamic S/R in divergence & sweep detection | Market microstructure: stops cluster at swing extremes |
| 9 | Chop Background Coloring | Visual regime indicator: gray = choppy, green/red = trending | — |
| 10 | Independent Cooldowns | Buy and sell cooldowns are tracked separately | Reduces signal clustering on forced-direction bars |
