Adaptive Arithmetic Candles + Quality Score

Features

• Kaufman-efficiency-adaptive smoothing of a weighted close/typical/regression price blend — reacts fast in efficient moves, damps in noisy ones
• Regression-anchored close with a trend-pressure body boost (slope + body strength via tanh)
• Synthetic wicks derived from real wick proportions, scaled up when the market is noisy (low efficiency)
• Trend Quality Score (0-100): efficiency (35%), regression slope (30%), body-to-range ratio (20%), follow-through vs. prior close (15%)
• Strong/weak bull/bear candle coloring — “strong” requires quality ≥ Minimum Signal Quality input and regression slope agreement
• Optional quality score line and high-quality dot markers (quality ≥ 70) plotted below bars
• Bullish/Bearish flip signals when direction changes with quality ≥ 55 and regression-slope confirmation (early warning, not a trade signal on its own)
• Long/Short breakout signals — the actual entry trigger: a strong bull/bear state confirmed by a close breaking the prior Signal Breakout Length bars’ high/low

Scoring

quality = effScore * 0.35 + slopeScore * 0.30 + bodyScore * 0.20 + followScore * 0.15, clamped to 0-100.

• effScore — Kaufman Efficiency Ratio over lenER bars, scaled to 0-100
• slopeScore — normalized regression slope (ta.linreg delta / ATR), scaled to 0-100
• bodyScore — adaptive candle body size relative to its full range, scaled to 0-100
• followScore — 100 if the real close continued in the candle’s direction, else 35

dirQuality = quality * direction gives a signed -100..+100 read used for score-line coloring.

Signal Logic

Candle color is state, not a trade signal — a flip only means the state changed. The Long/Short signals are the actual entries, built as Setup + Trigger rather than a flip alone:

• Setup — strongBull / strongBear (candle direction + quality ≥ minQuality + regression-slope agreement, already fused into one state)
• Trigger — breakHigh / breakLow, a close beyond the prior signalLen bars’ high/low

longSignal  = strongBull and breakHigh
shortSignal = strongBear and breakLow

Efficiency and slope are deliberately not re-checked as separate raw thresholds on top of strongBull/strongBear — quality already weights both, and gating on them a second time would double-count the same evidence without improving selectivity.

Modes

• Real Close Dots — overlays the actual close price as reference dots
• Subtle Trend Background — faint green/red background tied to regression slope sign
• Quality Score Line / Dots — visual-only quality overlay, no bearing on candle logic
• Flip Labels — annotates flip signals with the numeric quality score