Adaptive Node Efficiency — ANEF

Read a normalized market-efficiency and pressure score with optional confirmation and trend context.

CATEGORY

Volume & Efficiency

DIFFICULTY

Advanced

REQUIREMENT

None

Adaptive Node Efficiency Function (ANEF) is a zero-centered market-efficiency and pressure oscillator. It compresses multiple dimensions of market behavior into a normalized score, then adds optional confirmation, trend and Donchian context.

TradingView: https://www.tradingview.com/script/0B0ubBIV-OutsiderEdge-Adaptive-Node-Efficiency-Function-ANEF/

ANEF should not be interpreted as a traditional RSI-style overbought/oversold oscillator. Extreme readings describe the engine’s efficiency/pressure state, not a guarantee that price must reverse.

At a glance

  • Category: Volume & Efficiency

  • Difficulty: Advanced

  • Display: Pane + Overlay signals

  • Requirement: None

  • Primary use: Read a normalized market-efficiency and pressure score with optional confirmation and trend context.

What this indicator answers

  • Is the normalized state above, below or near neutral?

  • Has price entered an efficient or inefficient zone?

  • Did the event receive the required confirmation?

  • Does trend direction agree with the signal?

  • Is the event near relevant Donchian context?

Quick start

  1. Start with Experience = Advanced.

  2. Use the histogram first; it is the clearest way to see normalized state around zero.

  3. Keep Second Confirmation enabled while learning the signal behavior.

  4. Use Trend Filter to avoid reading every threshold event in isolation.

  5. Add Donchian filtering only when you specifically want signals near channel extremes.

How to read it

Zero line

Neutral reference for the normalized score.

Positive / negative histogram

Direction and magnitude of the current normalized efficiency/pressure state.

Efficient Zone

Upper alert/reference zone.

Inefficient Zone

Lower alert/reference zone.

Pane signal

Marks a qualifying threshold event after the enabled confirmation/filter logic.

Chart signal

Projects the qualifying event onto price for easier alignment.

Trend wave / flip

Professional-mode visual trend context; flip markers highlight a change in the trend relationship.

Donchian context

Optional recent-range boundaries used for proximity filtering and visual context.

ANEF is not RSI

ANEF is zero-centered and normalized, but its positive/negative extremes are not generic overbought/oversold readings. The score represents a proprietary combination of market-efficiency and pressure information.

Confirmation

Second Confirmation deliberately waits for additional evidence before printing the qualifying event. This reduces immediacy and can reduce noise. If you disable it, expect earlier and usually more frequent events.

Trend context

The trend filter helps prevent every threshold event from being read identically. A threshold event that agrees with the active trend context is a different setup from one fighting it.

Donchian context

Use Donchian proximity when you only care about ANEF events near recent range extremes. It is a location filter, not a replacement for the ANEF state itself.

Troubleshooting

Why is a signal delayed?

Second Confirmation can wait for another qualifying event within the confirmation window.

Why are there only short/long events in a preset?

A Strategy Preset can intentionally restrict directional/session behavior. Use the preset only on its intended market/timeframe.

Why did enabling Donchian reduce signals?

The filter requires the event to occur near the configured recent-range boundary.

Why does Professional look different?

Professional adds richer visuals such as the trend wave/flip context; it does not redefine ANEF itself.

Works well with

  • Node Breach Engine

  • Session Auction Map

  • Delta Pressure Engine

  • GEX Levels

Documentation boundary

This page describes what the indicator exposes to the user and how to interpret it. It intentionally does not publish source code, proprietary formulas, hidden preset resolution, optimization search logic or enough internal logic to recreate the engine.

Settings reference

Experience

string

Selects a visual complexity preset.

Change this to simplify or expand the chart without manually toggling each supported visual.

Visual-only unless the indicator explicitly says otherwise.

Strategy Preset

string

Loads a validated configuration for a supported market/timeframe.

Use only when your chart matches the preset label.

Do not treat presets as universal settings for other symbols or timeframes.

Optimization Run

bool

Shows the indicator’s validation/optimization information panel.

Hide it when you need more chart space.

The Wiki does not publish the hidden search process behind presets.

Trade Mode

string

Controls whether native analytical labels or B/S trade-plan visuals are shown.

Use Off for pure analysis, Preset for an active preset, or Custom for supported manual risk/reward settings.

Trade Mode is a visualization/execution layer; it does not turn the indicator into guaranteed trade automation.

Custom Stop Loss

float

Sets the stop distance used by Custom Trade Mode.

Change only when you intentionally want a different risk model.

This affects trade-plan visualization/backtest behavior, not the quality of the underlying signal.

Custom Take Profit

float

Sets the reward target used by Custom Trade Mode.

Adjust when testing a different reward multiple.

A larger target generally trades frequency of wins for larger potential R.

Trade Visuals

bool

Shows entry, stop and target visuals for Trade Mode.

Hide when you want B/S labels without the full position graphics.

Visual setting only.

Trade History

int

Controls how many historical trade-plan visuals are retained.

Reduce it if the chart becomes visually crowded.

TradingView has object limits, so very large histories can displace older visuals.

Price Window

int

Sets the price-behavior horizon used by the ANEF engine.

Shorter windows react faster; longer windows emphasize broader context.

The exact ANEF formula and weighting are intentionally not documented.

Volume Lookback

int

Sets the horizon used for the ANEF participation/volume context.

Use a longer lookback for slower context or a shorter one for faster adaptation when deliberately testing custom settings.

Exact internal weighting is intentionally not documented.

Volatility Lookback

int

Sets the horizon used to normalize the ANEF state against recent volatility.

Change only when deliberately adjusting how quickly the normalized state adapts.

Exact normalization implementation is intentionally not documented.

Imbalance Cap

float

Limits the influence of the imbalance component inside ANEF.

Leave unchanged initially; adjust only in deliberate custom testing.

Exact internal weighting is intentionally not documented.

Efficient Zone

float

Sets the upper ANEF reference/alert zone.

Adjust only when deliberately changing how selective upper-zone events should be.

This is an ANEF state threshold, not a generic overbought level.

Inefficient Zone

float

Sets the lower ANEF reference/alert zone.

Adjust only when deliberately changing how selective lower-zone events should be.

This is an ANEF state threshold, not a generic oversold level.

Second Confirmation

bool

Requires follow-up evidence before the ANEF event is confirmed.

Disable only if you deliberately prefer earlier, less-confirmed events.

More confirmation generally means fewer and later signals.

Confirmation Bars

int

Sets the window in which the required follow-up confirmation may occur.

Shorten for tighter confirmation timing or lengthen for more time to confirm.

Longer windows can confirm events later.

Trend Filter

bool

Controls trend context or smoothing used by the related filter/visual.

Change when your process needs a faster or slower trend definition.

Trend filters reduce counter-context events but can also delay signals.

EMA Length

int

Controls trend context or smoothing used by the related filter/visual.

Change when your process needs a faster or slower trend definition.

Trend filters reduce counter-context events but can also delay signals.

Smoothing Type

string

Controls trend context or smoothing used by the related filter/visual.

Change when your process needs a faster or slower trend definition.

Trend filters reduce counter-context events but can also delay signals.

Smoothing Length

int

Controls trend context or smoothing used by the related filter/visual.

Change when your process needs a faster or slower trend definition.

Trend filters reduce counter-context events but can also delay signals.