Xtrend Core Entry Guide
The Core side of Xtrend is not one single signal. It is a stack of enabled filters and directional checks. A Core long is ready only when every enabled long-side Core condition passes. A Core short is ready only when every enabled short-side Core condition passes.
The real Core formula
This is the most important thing to understand before looking at each setting separately.
coreLongReady = AND of enabled filters: Chop, EMA, Absorption, Reversal, FootprintcoreShortReady = AND of enabled filters: Chop, EMA, Absorption, Reversal, FootprintHow the Core pipeline works
The strategy checks data readiness first, then builds each Core filter, then combines them.
Warmup and data
The strategy waits for enough bars, EMA history, average range data, and footprint data when needed.
Directional filters
EMA slope, absorption, reversal flip, and footprint rules decide whether long and short context are valid.
Chop blocker
If the market is too rotational, Core entries can be blocked by the no-trade zone.
Long gate
Every enabled long-side Core filter must pass for coreLongReady to become true.
Short gate
Every enabled short-side Core filter must pass for coreShortReady to become true.
Entry mode later
After Core says ready, the strategy still routes the trade through CoreOnly, BMOnly, CoreOrBM, or CoreAndBM mode.
EMA slope filter
This is the clean trend-direction filter on the Core side.
Bullish EMA slope
EMA[0] > EMA[1] and EMA[1] <= EMA[2]Plain reading: the EMA is curling upward right now, not just sitting flat.
Bearish EMA slope
EMA[0] < EMA[1] and EMA[1] >= EMA[2]Plain reading: the EMA is rolling lower right now, not just drifting sideways.
UseEMASlope
Turns the EMA slope filter on or off inside the Core gate.
EmaSlope
Controls the EMA period used by the slope logic. A smaller period reacts faster. A larger period is smoother.
Absorption logic
Absorption on the Core side uses candle size plus footprint delta behavior. It is different from BM absorption.
Measure bar size
The strategy compares the current candle body or bar range with an average range baseline.
Measure delta strength
The strategy checks whether footprint delta is strong enough compared with DeltaThreshold.
Apply mode
Tight and Wide decide what kind of candle-size behavior the strategy wants.
Tight mode
body size <= average range * RangeFactorTight mode wants a smaller candle body while delta is doing meaningful work.
Wide mode
bar range >= average range * RangeFactorWide mode wants a broader candle range and accepts a more expanded move.
Directional absorption
Long: delta >= DeltaThresholdShort: delta <= -DeltaThresholdThis mode makes absorption directional. Long and short are evaluated separately.
Non-directional absorption
abs(delta) >= DeltaThresholdThis mode only wants large magnitude. By itself it does not pick the side, so another directional Core filter should usually help.
UseAbsorption
Turns the Core absorption filter on or off.
AbsorpMode
Chooses Tight or Wide candle-size behavior.
RangeFactor
Controls how strict the size comparison is against average range.
AvgRangePeriod
Defines the averaging window used for the range baseline.
DeltaThreshold
Minimum footprint delta magnitude required by absorption logic.
AbsorptionDirectional
If on, long and short need directional delta. If off, only delta magnitude matters.
Reversal flip logic
This filter is looking for a change in delta direction that is also confirmed by price location.
delta * previous delta < 0If new delta is positive, close must be above previous bar midpointIf new delta is negative, close must be below previous bar midpointUseReversalFlip
Turns the reversal confirmation filter on or off inside the Core gate.
Footprint Advanced data
This is the most configurable Core filter. It lets you define what kind of footprint delta structure you want.
Long side
Long uses three comparisons:
XMaxDeltaLong operator/valueXMinDeltaLong operator/valueXDeltaLong operator/valueThen it optionally applies the long candle color filter.
Short side
Short uses three comparisons:
XMinDeltaShort operator/valueXMaxDeltaShort operator/valueXDeltaShort operator/valueThen it optionally applies the short candle color filter.
UseFootPrintAdvancedData
Turns the Core footprint filter on or off.
XMaxDeltaLong / XMinDeltaLong / XDeltaLong
Define the long-side delta structure you want to see.
XMinDeltaShort / XMaxDeltaShort / XDeltaShort
Define the short-side delta structure you want to see.
Long Candle Color Filter and Short Candle Color Filter
Require the bar to be green, red, or ignore candle color entirely.
Auto Footprint profile and scaling
These settings do not create an entry by themselves. They automatically move the footprint thresholds used by the Core footprint filter.
Custom
Uses the manual footprint values exactly as entered.
Balanced
Uses the base instrument defaults without extra tightening or loosening.
Conservative
Makes thresholds stricter and keeps absorption in Tight mode.
Aggressive
Makes thresholds easier to hit and switches absorption to Wide mode.
RangeScaleMode
Can use None, bar-range average, or ATR-style scaling.
LongSideMult / ShortSideMult
Bias the automatic scaling independently for the long and short side.
range scale = (current range / reference range) ^ gammaWhy numbers change
If auto profile is active, Xtrend can rewrite the effective footprint thresholds bar by bar using profile defaults plus range scaling.
What that means in plain English
Fast or expanded markets can demand larger delta. Smaller or quieter markets can allow smaller delta.
Chop filter
The chop filter is the Core-side trade blocker. It tries to stop entries when the tape is too rotational.
Body compression
The filter counts how many recent candles have a body smaller than a fraction of average range.
Strong delta context
If footprint data is available, strong-delta bars can reduce the chance that the market is treated as chop.
Confirmation
The market must remain choppy for several bars before the no-trade zone fully turns on.
ratioChop = chopRatio < ChopThresholdstructuralChop = many small-body bars and not enough strong-delta barsnoTradeZone = choppy condition confirmed for ChopConfirmBarsEnableChopFilter
Turns the Core chop blocker on or off.
ChopLookback
How many bars the filter scans when deciding whether the market is rotational.
ChopThreshold
Lower values make the ratio filter more selective.
ChopMinBodyFactor
Defines what counts as a small body relative to average range.
ChopMinStrongDeltaBars
How many strong footprint-delta bars are needed to stop the structure from being classified as chop.
ChopConfirmBars
How many consecutive choppy readings are required before the no-trade zone becomes active.
Simple reading
Here is the easiest way to explain a Core entry without code.
Is EMA slope bullish if enabled?
Is absorption long-valid if enabled?
Did reversal flip confirm if enabled?
Does footprint long structure match if enabled?
If every enabled item says yes, Core long is ready.
Is EMA slope bearish if enabled?
Is absorption short-valid if enabled?
Did reversal flip confirm if enabled?
Does footprint short structure match if enabled?
If every enabled item says yes, Core short is ready.
Example 1: Trend continuation Core long
EMA slope is bullish, chop is off, footprint long thresholds pass, and absorption is disabled. That is enough for a Core long if those are the enabled filters.
Example 2: Reversal-style Core short
Delta flips negative, price closes below the previous midpoint, absorption short passes, and footprint short confirms. That creates a stronger short-side Core case.
Example 3: Good signal, bad environment
EMA and footprint both look bullish, but the chop filter has confirmed a no-trade zone. Core blocks the entry anyway.
Example 4: Why no entry happened
Usually one enabled filter failed. In logs, look for the Core debug line showing which filter said false.
Xtrend Gold Edition
Ready to unlock the full Xtrend platform?
Continue from the Core education flow into the full Xtrend Gold Edition package and run the complete Core plus BM stack locally.
Important notes
These are the details that save the most confusion during setup and playback review.