TDL Adaptive Weighted Algo

TDL Adaptive Weighted Algo (AWA) is a multi-factor trading system that combines trend, momentum, and volume analysis through a system that uses **Multiplicative Weights Update (MWU)** — the same class of algorithm used in machine learning and game theory. Unlike static indicator combinations, AWA dynamically adjusts the influence of each component based on recent market conditions. Experts that have been accurate recently gain more voting power; underperforming experts get less. The result is a self-calibrating system that adapts to changing market conditions.

The system generates BUY and SELL signals with a 1-5 confluence score, helping traders identify high-probability setups while filtering out noise.

⚠️ **Disclaimer:** This indicator is for educational and informational purposes only. It does not constitute financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always use proper risk management.



█ KEY FEATURES

• **Adaptive Signal Engine** — Weighting system that emphasizes components performing well in current conditions
• **5-Point Confluence Scoring** — Signals graded by agreement strength and filter alignment
• **Order Block Detection** — Identifies institutional supply/demand zones with volume classification
• **Regime Classification** — Automatically detects trending vs choppy conditions
• **14 Optional Filters** — Modular design lets you enable filters that match your style
• **Multi-Timeframe Alignment** — Optional higher timeframe trend confirmation
• **Complete TP/SL System** — Multiple methods with breakeven, trailing, and time-based management
• **Real-Time Dashboards** — MTF sentiment, filter status, and performance tracking


█ HOW TO USE

**Signal Interpretation**
Signals appear as labels on the chart with confluence scores:

• **BUY / SELL** — Standard signal meeting minimum confluence
• **BUY+ / SELL+** — Strong signal (confluence 4-5)
• **Score X/5** — Shows agreement level across system components

**Confluence Guide**
• Score 1-2 — Lower probability, use with additional confirmation
• Score 3 — Moderate probability, valid for most traders
• Score 4-5 — Higher probability, strongest agreement across filters

**Basic Workflow**
1 — Set your Trading Style (Scalper / Day Trader / Swing Trader)
2 — Configure minimum confluence threshold (recommended: 3)
3 — Enable filters relevant to your approach
4 — Wait for signals that meet your criteria
5 — Use the built-in TP/SL levels or your own management

█ FILTER MODULES

AWA includes optional filters you can enable based on your trading style:

**Entry Filters**
• Displacement confirmation (strong candle requirement)
• Candle quality analysis
• Signal cooldown (prevents overtrading)
• Session-based trading windows
• Opening session skip

**Market Condition Filters**
• Regime classification (trend/chop detection)
• Volatility squeeze detection
• ATR extension guard
• Multi-timeframe trend alignment

**Confluence Enhancers**
• Order block proximity scoring
• Liquidity sweep detection

**Trade Management**
• Time-based exit rules
• Volatility-adjusted trailing


█ ORDER BLOCK SYSTEM

The indicator detects potential institutional order blocks:

**What It Shows**
• Demand zones (bullish) — Areas where buyers previously stepped in
• Supply zones (bearish) — Areas where sellers previously stepped in
• Volume classification — Loud / High / Soft based on relative volume

**Integration Modes**
• **Off** — Visual only
• **Score Boost** — Adds to confluence when signal near OB
• **Hard Filter** — Requires OB proximity for signals

**Automatic Management**
• Removes zones after configurable touch count
• Auto-removes mitigated (broken) zones

█ REGIME CLASSIFICATION

The system classifies current market conditions:
• **CHOP** — Low directional movement, signals may be filtered
• **BUY DIPS** — Bullish bias, pullback entries preferred
• **SELL RALLIES** — Bearish bias, rally entries preferred
• **TREND UP** — Strong bullish trend, long signals only
• **TREND DN** — Strong bearish trend, short signals only

You can configure how the system behaves in each regime (block signals, require higher confluence, or allow all).

█ TAKE PROFIT / STOP LOSS

**Stop Loss Methods**
• ATR-based stops
• Key level stops (swing high/low)
• Volatility band stops
• Fixed risk:reward

**Take Profit Levels**
• TP1 / TP2 / TP3 at configurable R:R ratios
• Default: 1R / 2R / 3R

**Trade Management**
• Breakeven stop after TP1
• Trailing stop after TP2
• Time-based exit if trade stagnates
• Graduated profit decay option

█ DASHBOARDS

**MTF Sentiment Panel**
• Trend direction across 7 timeframes (3m to 1W)
• Quick alignment check before entries

**AWA+ Status Panel**
• Real-time status of all enabled filters
• Current regime state
• Order block proximity
• Cooldown timers
• Trade duration tracking

**Performance Table**
• Win rate (overall, long, short)
• TP1/TP2/TP3 hit rates
• Stop loss rate
• Net P&L in R multiples
• Profit factor

█ SETTINGS OVERVIEW

**Algorithm Settings**
• Sensitivity — Higher = more signals, lower = fewer/stricter
• Trading Style — Adjusts internal periods for scalping to swing
• Auto Sensitivity — Lets the system calibrate to current volatility
• Min Confluence — Floor for signal generation (1-5)

**Filter Toggles**
• Each filter can be independently enabled/disabled
• Filters have their own configuration options

**Visual Options**
• Trend candle coloring
• Volatility bands
• Squeeze dots
• Gaussian ribbon
• Retracement levels
• Order block zones

**Theme**
• Customizable colors for bullish/bearish/neutral
• Label size options
• Dashboard position and size

█ RECOMMENDED STARTING POINTS

**For Futures (NQ, ES, GC) — Intraday**
• Trading Style: Day Trader
• Min Confluence: 3
• Regime Filter: ON
• OB Mode: Score Boost
• Cooldown: 10 bars

**For Stocks — Swing Trading**
• Trading Style: Swing Trader
• Min Confluence: 4
• MTF Filter: ON (Daily)
• Time Exit: ON

Adjust based on your results. The Performance Table helps you evaluate what works for your instrument and timeframe.

█ ALERTS

• Buy / Sell Signal
• Strong Buy / Sell (4+ confluence)
• TP1 / TP2 / TP3 Hit
• Stop Loss Hit
• Squeeze Release
• Signal at Order Block

**Webhook Support**

• JSON format available for automation platforms
• Includes signal type, confluence, price levels, and market context

█ REPAINTING

Signals generate on **confirmed (closed) bars only**. The indicator does not repaint historical signals.

On the current developing bar, visual elements update until bar close — this is standard behavior and does not affect signal reliability.

█ DISCLAIMER

This indicator is for **educational purposes only**. It does not guarantee profits or predict market direction. Performance statistics shown are based on historical data within the visible chart range. Past performance does not indicate future results.

Trading involves substantial risk of loss. Always use proper risk management and never risk more than you can afford to lose. Test thoroughly on demo before live trading.