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Indicators — Integration

Chart → journal → analytics: one loop, no leaks.

Read this first

The flow

From on-chart read to system evidence.

The ATR BE Assistant's regime read sets the branch and management doctrine, which enters trade capture as branch identity and ATR state. Convergence and continuation reads inform setup quality and management posture. All of it lands in the CP3 Journal — where hit flags, MAE/MFE, and adherence later reveal whether the indicator-guided decisions actually converted.

  • Indicator reads never bypass governance: gate, throttle, and open-exposure authority still rule sizing.
  • The MAE/MFE Lab closes the loop: if trend reads are firing but capture is leaking, the coefficient or trail logic gets reviewed with evidence.

How MARS uses this

Each closed trade logs its worst adverse excursion and best favorable excursion. The lab plots them into quadrants and pairs the picture with capture efficiency, giveback, and fee drag - then the EV Driver Diagnostics rank which repair (entry location, coefficient, trail logic, cost avoidance) would move net expectancy most.

CLEAN: low pain, high opportunitySURVIVORS: works, but absorbs painQUIET: low pain, low reachBLEEDERS: pain without payoffMAE (stop consumed) →MFE (opportunity) →

How it benefits you

Review produces one concrete fix instead of a vague resolution to 'trade better'. You see whether stops are too tight, entries are chased, exits leak the runner, or fees quietly eat the edge - and whether a profitable week was actually clean or just lucky.

Every trade plotted by pain taken (MAE) versus opportunity generated (MFE). The four quadrants diagnose entry precision and exit management at a glance.

Worked example

02

One trade, end to end.

London session, GBPJPY 5M. The ATR BE Assistant reads Trend + in-session → branch family: trend. EW Convergence shows multi-timeframe agreement; the continuation stack confirms — Trend Partial selected, BE doctrine 1.6R. VDM translates live ATR into stop distance at the chosen coefficient. The trade survives to 1.6R, banks the partial, trails the runner. Capture, giveback, fees, and the coefficient all land in the Journal — and Saturday's review grades whether every read earned its keep.

  • Every indicator decision becomes a logged field — nothing about the trade's reasoning is lost to memory.
  • The same loop runs in reverse during review: weak capture traces back to the coefficient; weak survival traces back to the convergence read.

Reference

Indicator-to-module feed map

IndicatorFeedsWhat it supplies
ATR BE AssistantCP3 Journal + Volatility layerATR state per trade, regime-correct BE rule used
Trend Continuation stackBranch classificationEvidence that a trade belongs in a trend branch
EW Convergence HUDDiscretionary overlayMulti-timeframe structure confluence before entry
All three togetherWeekly Scorecard rollupsSession, regime, and branch quality context per trade
ENTRYSTOP = 1.2 × ATRBE EARNEDenvelope = price ± coefficient × ATR(authority timeframe)

Worked example

MARS anchors stops, break-even triggers, and distance expectations to ATR on the designated authority timeframe. The same coefficient produces wide stops in violent conditions and tight ones in quiet conditions, keeping the probability of a noise stop-out roughly constant across regimes.

Price inside its volatility envelope. The stop is quoted in ATR, and break-even is earned at a volatility-defined distance - not felt.

Inside this module

2 pages go deeper than this one.

Connected inside MARS

This module doesn't work alone.

Go deeper

Operator briefs on this territory.

Every module ships in the complete MARS package.

One price. Eleven workbooks, three TradingView indicators, and the full manual library — $497.