DBSCAN MicroClusters [MarketFragments]
Real-time (online) DBSCAN clustering on bar-range microstructure. The engine
finds dense "micro-clusters" of bars whose range/volatility behavior is
statistically similar -- structure that often accompanies hidden liquidity,
Smoothed On-Balance Volume (OBV) — Volume Drop
On-Balance Volume is the oldest volume-trend tool there is, but a raw cumulative line is noisy and hard to read against price. This drop wraps Granville's classic OBV in an EMA signal line and an optional smoothing pass so you get a clean, color-coded trigger instead of a jagged tally.
## What it does
- Builds the cumulative Granville OBV: adds full bar volume on up-closes, subtracts it on down-closes, holds flat on unchanged closes
- Plots an EMA signal line (default 20) over the OBV for a tradeable cross trigger
- Color-codes the OBV line green/red by its position relative to the signal
Choppiness Index — Volatility Drop
The Choppiness Index tells you *when* the market is trending versus chopping sideways — not which direction. Use it as a regime filter to switch between trend-following and mean-reversion tactics.
## What it does
- Measures how directional price has been over a lookback window using the ratio of summed True Range to the total high-low range.
- Scales the result to a clean 0–100 oscillator via a log normalization.
- High readings (≥ 61.8) flag choppy, range-bound conditions; low readings (≤ 38.2) flag strong trends.
Real Elliott Wave [MarketFragments]
A top-down Elliott Wave labeler. Instead of forcing a count one swing at a
time, it frames the single dominant swing inside a window of the last N bars
and decomposes it into a 1-2-3-4-5 impulse and an A-B-C correction. The same
