Expand description
Ensemble Regime Detector
Combines multiple regime detection methods for more robust classification:
- Technical Indicators (ADX, Bollinger Bands, ATR) — Fast, rule-based
- 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§
- Ensemble
Config - Configuration for ensemble detector
- Ensemble
Indicator - Batch
Indicatoradapter forEnsembleRegimeDetector. - Ensemble
Regime Detector - Ensemble regime detector combining indicator-based and HMM methods.
- Ensemble
Result - Result from ensemble detection
- Ensemble
Status - Status information for monitoring / dashboards