⚠️ Important Notice: Auto Heikin Ashi Feature
We have implemented an Auto Heikin Ashi filter that applies smoothing in the background when using standard candlestick charts. However, we want to be transparent: This feature does not achieve full parity with using Heikin Ashi directly in TradingView's chart layout.
Why the Difference?
- Native Integration: When a chart is set to Heikin Ashi mode, every built-in function and library calculation automatically uses HA-smoothed OHLC values.
- Programmatic Limits: When applied programmatically, we only control the data we explicitly request. Certain internal volatility calculations (like specific ATR functions within third-party libraries) still reference the chart's native price data.
- For Quants: Expect a subtle but measurable divergence between programmatic HA and chart-level HA due to these internal library references.
Bottom line: For maximum signal fidelity and best returns, we still recommend using Heikin Ashi in your chart layout settings. The Auto HA filter provides convenience, but expect minor signal timing differences.
🚀 Key Updates & Upgrades
1. Auto Heikin Ashi Filter (New)
Automatically applies smoothing to price data before signal generation.
- Functionality: Detects if your chart is already using HA candles to prevent double-smoothing. Applied before the Gaussian filter.
- Impact: Smoother price action and cleaner trend identification on standard charts.
2. Tighter Gaussian Smoothing
Reduced Gaussian sigma from 1.5 to 0.75.
- Impact: Signals react more quickly to genuine trend changes without sacrificing noise filtering.
3. VTM Score Upgrade (VTM2)
Upgraded with adaptive EMA length based on market cycles and configurable decay.
- Change: Wick analysis is now disabled.
- Impact: More accurate institutional flow detection that adapts to current volatility.
4. Simplified Signal Scoring
Removed RVFI2 from the primary score; now uses a two-component system (VACC + VTM).
- Note: RVFI2 is still utilized for top/bottom detection.
- Impact: Reduced noise and fewer false positives.
5. ATR Multiplier Warmup Guard
Added a warmup period before ATR multiplier adaptation activates.
- Impact: Eliminates erratic band behavior and false signals during indicator initialization.
6. Dynamic ATR Band Tightening
The ATR multiplier base now automatically reduces when unrealized profit rank is high.
- Impact: Locks in more profit by tightening stop levels as gains accumulate.
7. Timeframe-Adaptive Logic
Both Score Ranking and Volatility Lookback lengths now adapt based on the active timeframe.
- Impact: Faster detection on high timeframes (Daily/Weekly) and better consistency across the board.
⚡ Execution Performance
The core engine is now significantly faster. By consolidating multiple data requests into single tuple calls and streamlining the calculation pipeline, the indicator loads and updates much faster. This is particularly noticeable for scalpers on 1-minute to 15-minute charts, resulting in reduced CPU load and smoother scrolling.
📊 Backtested Performance Results
Combined optimizations across major indices and crypto assets with a 25% conservative adjustment applied:
| Timeframe | Return Improvement | Win Rate Change |
| 30-minute | +1.6x | +6% |
| 3-hour | +1.8x | +8% |
| 6-hour | +2.4x | +10% |
| Daily | +2.1x | +9% |
| Weekly | +1.4x | +4% |
Past performance does not guarantee future results.
🌐 Propagation Notice
These updates are currently live in duo-base. They will be rolled out shortly to:
- duo-crypto (with crypto-specific adaptations)
- duo-index (with index-specific adaptations)
📑 Summary
| For Retail Investors | For Quants |
| ✅ Smoother signals via Auto HA | 🔹 HA source substitution via request.security |
| ✅ Faster response times | 🔹 Single-call tuple requests for OHLC + ATR |
| ✅ Cleaner trend detection | 🔹 VTM2 with adaptive Hawkes decay |
| ✅ Dynamic risk management | 🔹 Timeframe-adaptive lookback normalization |
| ✅ 2-3x performance gains | 🔹 Warmup guards for early-bar stability |
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