Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ ZENODOarrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Other literature type . 2026
License: CC BY NC ND
Data sources: ZENODO
https://doi.org/10.2139/ssrn.6...
Article . 2026 . Peer-reviewed
Data sources: Crossref
ZENODO
Other literature type . 2026
License: CC BY NC ND
Data sources: Datacite
ZENODO
Other literature type . 2026
License: CC BY NC ND
Data sources: Datacite
versions View all 3 versions
addClaim

EMA Hybrid: A Hybrid Technical Indicator for Market Trend Detection

Authors: Vi Nhat Son;

EMA Hybrid: A Hybrid Technical Indicator for Market Trend Detection

Abstract

This paper introduces the EMA Hybrid, a novel hybrid technical indicator designed for robust market trend detection in dynamic trading environments. The indicator integrates quantitative market microstructure data with qualitative sentiment and regime factors through a two-layer adaptive architecture.&nbsp; <div> The quantitative base layer employs an enhanced exponential moving average recursion with context-weighted price inputs and adaptive smoothing coefficients. This layer incorporates volume ratios, volatility scaling, buy-sell pressure, VWAP deviations, and order book imbalances to model market conviction dynamics. </div> <div> The qualitative overlay layer modulates the quantitative base through a powered multiplier aggregating social media sentiment, fear &amp; greed indices, geopolitical risk metrics, and cross-asset correlation regimes. This layer adjusts indicator responsiveness according to broader market psychology and external risk factors.&nbsp; </div> <div> Hybrid integration dynamically adapts reversal thresholds and trend classification based on the qualitative context, requiring stronger quantitative confirmation during contradictory regimes while lowering barriers in high-conviction environments. The system includes a low-energy filter to suppress signals during lowvolume, low-volatility periods. </div>

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green