Expand description
Statistical market regime detection.
Three detection approaches, from fastest to most robust:
| Detector | Module | Description |
|---|---|---|
| Indicator-based | detector | ADX + Bollinger Bands + ATR — immediate, rule-based |
| HMM | hmm | Hidden Markov Model — learns regime distributions from returns |
| Ensemble | ensemble | Combines both — recommended for production use |
The router module routes to strategies based on the detected regime.
Internal indicator primitives (EMA, ATR, ADX, Bollinger Bands) used by the
detectors live in primitives. These are intentionally separate from the
batch Indicator implementations in crate::volatility — they are
incremental accumulators optimised for the regime detection loop.
Re-exports§
pub use detector::DetectorIndicator;pub use detector::RegimeDetector;pub use ensemble::EnsembleConfig;pub use ensemble::EnsembleIndicator;pub use ensemble::EnsembleRegimeDetector;pub use ensemble::EnsembleResult;pub use ensemble::EnsembleStatus;pub use hmm::HMMConfig;pub use hmm::HMMRegimeDetector;pub use hmm::HmmIndicator;pub use primitives::ADX;pub use primitives::AdxIndicator;pub use primitives::AtrPrimIndicator;pub use primitives::BbPrimIndicator;pub use primitives::BollingerBands;pub use primitives::BollingerBandsValues;pub use primitives::EmaPrimIndicator;pub use primitives::RSI;pub use primitives::RsiPrimIndicator;pub use router::ActiveStrategy;pub use router::AssetSummary;pub use router::DetectionMethod;pub use router::EnhancedRouter;pub use router::EnhancedRouterConfig;pub use router::RoutedSignal;pub use router::RouterIndicator;
Modules§
- detector
- Indicator-Based Regime Detector
- ensemble
- Ensemble Regime Detector
- hmm
- Hidden Markov Model Regime Detection
- primitives
- Technical Indicators for Regime Detection
- router
- Enhanced Strategy Router