Half Life HoldTime
- Indicatori
- Versione: 1.2
- Aggiornato: 5 febbraio 2026
Half-Life HoldTime Spectral Compact Heatmap
The Half-Life HoldTime Spectral Compact Heatmap indicator for MetaTrader 5 provides advanced analysis of suggested hold times for trades using AR(1) half-life estimation, spectral cycle fusion, and a confidence heatmap. This tool helps traders optimize their position management by visualizing the most probable hold durations and market regimes.
Key Features:
- AR(1) Half-Life Estimation: Calculates the suggested hold time for a position using autoregressive modeling, providing a statistically grounded recommendation for trade duration.
- Spectral Cycle Fusion: Integrates dominant spectral cycles (Goertzel/Welch methods) to refine hold time estimates, combining trend and cyclical components for more robust signals.
- Confidence Heatmap: Visualizes the confidence level of each hold time estimate with a color-coded histogram, allowing traders to quickly assess the reliability of the suggested regime (short/medium/long).
- Multi-Unit Display: Shows suggested hold times in bars, minutes, or hours, with optional fixed scaling for consistent chart interpretation.
- Regime Classification: Automatically classifies the market regime (short, medium, long) based on configurable thresholds, providing actionable context for trade management.
- Clean Chart Interface: Designed for clarity, with optional smoothing and robust error handling.
How it Works:
The indicator estimates the half-life of price movements using AR(1) models and fuses this with spectral cycle analysis to suggest optimal hold durations. Results are displayed as a compact heatmap, with regime classification and confidence levels, helping traders to decide when to exit or hold their positions.
Disclaimer:
This tool is for visualization and analysis only. It does not provide trading advice. Trading involves significant risk, and loss of capital is possible. Past performance is not a guarantee of future results. Please use this indicator at your own risk and seek independent advice if needed.
