Comps Quant Indicators
Comps includes 27+ advanced Quant indicators, each optimized with AI to provide accurate trading signals. These indicators analyze different aspects of the market including price action, volume, order flow, volatility, and market structure.
Comps Quant Price Action
A comprehensive price action analysis system that systematically analyzes 11 categories:
Market Structure
Liquidity
Order Blocks
Fair Value Gaps (FVG)
Supply/Demand
Candlestick Patterns
Trend/Reversal
Support/Resistance
Volume Price Action
Session-Based Analysis
Pattern-Based Price Action
Advanced Quant Indicators:
SuperTrend AI
AI-optimized SuperTrend indicator using ATR-based volatility with adaptive ATR length, sensitivity scaling, and trend confirmation logic using volume and market structure.
Volatility Index Layers
Plots multiple volatility layers using ATR, historical volatility, standard deviation bands, and implied volatility. Detects volatility compression and expansion phases.
AI Trend Score
Aggregated trend score from moving averages, RSI slope, volume trend, volatility expansion, and market structure. Score range: -100 to +100.
Probability-Weighted Signals
Trading signals based on probability models using Bayesian inference. Calculates signal strength confidence based on recent accuracy and volatility regime.
Regime Detection
Detects market regimes (trend, chop, parabolic, distribution, accumulation) using volatility, price velocity, entropy, and trend slope.
Market Structure Indicators
Order Block Detection
Automatically detects bullish and bearish order blocks based on market structure breaks, volume imbalance, and institutional footprints.
Smart Money Concepts (SMC)
Applies Smart Money Concepts including BOS (Break of Structure), CHoCH (Change of Character), liquidity sweeps, mitigation blocks, and premium/discount zones.
Breaker Blocks
Detects breaker blocks formed from invalidated order blocks where price retests the zone before continuation.
Supply & Demand Zones
Auto-plots supply and demand zones with dynamic refinement using wick imbalance, volume nodes, and liquidity generation.
Fair Value Gaps (FVG)
Identifies fair value gaps and imbalance areas (three-candle model). Includes mitigation detection and expiration handling.
Market Phase Classifier
Classifies market phases using clustering logic: accumulation, distribution, markup, markdown, and ranging. Uses volatility, volume profile, and trend strength.
Volume & Order Flow Indicators:
Volume Profile
Generates real-time volume profile with POC (Point of Control), value area high/low, low-volume nodes, and volume skew.
Delta Volume
Calculates delta volume between aggressive buys and sells. Identifies absorption zones and momentum shifts.
Tick Activity Mapping
Tracks tick-by-tick order flow and maps cumulative price pressure over time to detect micro-structure bias.
On-Balance Volume (OBV) Upgrade
Transforms standard OBV into a multi-resolution volume pressure oscillator with divergence detection.
CVD (Cumulative Volume Delta)
Generates CVD with submodel classification: retail flow vs smart money flow and imbalance zones.
AI Order Flow Predictor
Predicts next order flow direction using machine learning trained on delta, CVD slope, micro structure, and volatility.
Machine Learning Models:
Pattern Recognition Engine
Identifies repeating price action patterns (harmonics, triangles, flags, liquidity sweeps) using deep pattern matching and probabilistic scoring.
Signal Confidence Score
Assigns every signal a confidence score based on volatility regime, trend alignment, historical accuracy, and strength of confluence.
Adaptive Position Sizing Model
Dynamically adjusts position size based on signal confidence, volatility, max drawdown rules, and portfolio risk model.
Expected Move Forecasting
Predicts expected move of the next session using volatility, implied ranges, historical behavior, and machine-learning regression.
Liquidity Intelligence
Analyzes market through a liquidity-driven lens using wick behavior, volume imbalance, volatility compression, and rapid rejection patterns. Identifies liquidity sweeps, stop hunts, accumulation, and distribution by smart money.
Decomposition Model
Decomposes market behavior using Fourier or Wavelet analysis. Identifies dominant cycles, trend strength, and noise levels to determine trend direction and market phase.
Market Psychology
Analyzes market psychology based on price structure, volatility behavior, and volume flow. Classifies sentiment as Fear, Caution, Neutral, Optimism, or Euphoria.
Liquidity Trap Detection
Scans price action for liquidity traps including stop hunts, liquidity sweeps, fake breakouts, or engineered wicks near key levels. Identifies smart money accumulation or distribution.
Probability Model
Estimates probability of next directional move using historical pattern similarity, volatility, structure, and momentum alignment. Provides probability percentages for bullish, bearish, and sideways moves.
Volatility State Classifier
Classifies current volatility regime using ATR behavior, candle expansion/compression, and volume imbalance. Labels state as Low Volatility Drift, Expansion Phase, Volatility Breakout, Exhaustion, or Volatility Collapse.
Best Practices
Combine Complementary Indicators: Use indicators from different categories (e.g., trend + volume + structure) for stronger signals
Consider Market Regime: Use Regime Detection or Volatility State Classifier to adapt your strategy
Verify with Multiple Confirmation: Add 2-3 confirmation indicators to filter out false signals
Check Signal Confidence: Higher confidence scores indicate stronger trade setups
Understand the Methodology: Each indicator has specific use cases - choose indicators that match your trading style
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