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Module ensemble

Module ensemble 

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Ensemble Regime Detector

Combines multiple regime detection methods for more robust classification:

  1. Technical Indicators (ADX, Bollinger Bands, ATR) — Fast, rule-based
  2. Hidden Markov Model — Statistical, learns from returns

The ensemble approach provides more robust regime detection by:

  • Reducing false positives when methods disagree
  • Increasing confidence when methods agree
  • Leveraging different strengths of each approach

Structs§

EnsembleConfig
Configuration for ensemble detector
EnsembleIndicator
Batch Indicator adapter for EnsembleRegimeDetector.
EnsembleRegimeDetector
Ensemble regime detector combining indicator-based and HMM methods.
EnsembleResult
Result from ensemble detection
EnsembleStatus
Status information for monitoring / dashboards

Functions§

factory