Vortex Nexus Alpha: Regime Metrics for an Adaptive Trading Strategy

Summary

This partial strategy script calculates several market-condition measures intended to support regime classification. It estimates volatility from ATR relative to price, ranks that measure against its recent history, and compares net price movement over a lookback with the total path traveled to estimate directional efficiency. A chaos measure relates accumulated short-period ATR to the recent high-low range. The code also derives directional movement and an ADX-style conviction reading.

These inputs feed three composite scores for directional, equilibrium, and chaotic conditions. The visible excerpt ends after summing those scores, so it does not show how regimes lead to trades, how entries or exits are decided, or whether the scores are normalized or validated. Although the script header includes risk and trade-frequency settings, there is no complete strategy logic or reported performance evidence here. The excerpt is useful as an example of combining volatility, efficiency, and directional-strength measures, but it is insufficient to assess a complete trading method.

Key ideas

• The script estimates volatility using ATR scaled by price and ranked over a rolling window.
• Directional efficiency compares net price displacement with cumulative absolute price changes.
• A chaos measure relates accumulated ATR to the observed high-low range.
• Directional, equilibrium, and chaos scores combine these metrics, but the excerpt does not show how they affect trades.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.