Analog Flow [KedArc Quant]

Overview

AnalogFlow is an advanced analogue based market projection engine that reconstructs future price tendencies by matching current price behavior to historical analogues in the same instrument. Instead of using traditional indicators such as moving averages, RSI, or regression, AnalogFlow applies pattern vector similarity analysis - a data driven technique that identifies historically similar sequences and aggregates their subsequent movements into a smooth, forward looking curve.

Think of it as a market memory system:
If the current pattern looks like one we have seen before, how did price move afterward?

Why AnalogFlow Is Unique

1. Pattern centric - it does not rely on any standard indicator formula; it directly analyzes price movement vectors.
2. Adaptive - it learns from the same instrument's past behavior, making it self calibrating to volatility and regime shifts.
3. Non repainting - the projection is generated on the latest completed bar and remains fixed until new data is available.
4. Noise resistant - the EMA Blend engine smooths the projected trajectory, reducing random variance between analogues.


Inputs and Configuration

Pattern Bars
Number of bars in the reference pattern window: 40

Projection Bars
Number of bars forward to project: 30

Search Depth
Number of bars back to look for matching analogues: 600

Distance Metric
Comparison method: Euclidean, Manhattan, or Cosine (default Euclidean)

Matches
Number of top analogues to blend (1-5): Top 3

Build Mode
Projection type: Cumulative, MeanStep, or EMA Blend (default EMA Blend)

EMA Blend Length
Smoothness of the projected path: 15

Normalize Pattern
Enable Z score normalization for shape matching: true

Dissimilarity Mode
If true, finds inverse analogues for mean reversion analysis: false

Line Color and Width
Style settings for projection curve: Blue, width 2



How It Works with Past Data

1. The system builds a memory bank of patterns from the last N bars based on the scanDepth value.
2. It compares the latest Pattern Bars segment to each historical segment.
3. It selects the Top K most similar or dissimilar analogues.
4. For each analogue, it retrieves what happened after that pattern historically.
5. It averages or smooths those forward moves into a single composite forecast curve.
6. The forecast (blue line) is drawn ahead of the current candle using line.new with no repainting.



Output Explained

Blue Path
The weighted mean future trajectory based on historical analogues.
Smoother when EMA Blend mode is enabled.

Flat Section
Indicates low directional consensus or equilibrium across analogues.

Upward or Downward Slope
Represents historical tendency toward continuation or reversal following similar conditions.



Recommended Timeframes

Scalping / Short Term
1m - 5m : Short winLen (20-30), small ahead (10-15)

Swing Trading
15m - 1h : Balanced settings (winLen 40-60, ahead 20-30)

Positional / Multi Day
4h - 1D : Large windows (winLen 80-120, ahead 30-50)



Instrument Compatibility

Works seamlessly on:

Stocks and ETFs
Indices
Cryptocurrency
Commodities (Gold, Crude, etc.)
Futures and F&O (both intraday and positional)
Forex

No symbol specific calibration needed. It self adapts to volatility.



How Traders Can Use It

Forecast Context
Identify likely short term price path or drift direction.

Reversal Detection
Flip seekOpp to true for mean reversion pattern analysis.

Scenario Comparison
Observe whether the current regime tends to continue or stall.

Momentum Confirmation
Combine with trend tools such as EMA or MACD for directional bias.

Backtesting Support
Compare projected path versus realized price to evaluate reliability.



FAQ

Q1. Does AnalogFlow repaint?
No. It calculates only once per completed bar and projects forward. The future path remains static until a new bar closes.

Q2. Is it a neural network or AI model?
Not in the machine learning sense. It is a deterministic analogue matching engine using statistical distance metrics.

Q3. Why does the projection sometimes flatten?
That means similar historical setups had no clear consensus in direction (neutral expectation).

Q4. Can I use it for live trading signals?
AnalogFlow is not a signal generator. It provides probabilistic context for upcoming movement.

Q5. Does higher scanDepth improve accuracy?
Up to a point. More depth gives more analogues, but too much can dilute recency. Try 400 to 800.



Glossary

Analogue
A past pattern similar to the current price behavior.

Distance Metric
Mathematical formula for pattern similarity.

Step Vector
Difference between consecutive closing prices.

EMA Blend
Exponential smoothing of the projected path.

Cumulative Mode
Adds sequential historical deltas directly.

Z Score Normalization
Rescaling to mean 0 and variance 1 for shape comparison.



Summary

AnalogFlow converts the market's historical echoes into a structured, statistically weighted forward projection. It gives traders a contextual roadmap, not a signal, showing how similar past setups evolved and allowing better informed entries, exits, and scenario planning across all asset classes.



Disclaimer

This script is provided for educational purposes only.
Past performance does not guarantee future results.
Trading involves risk, and users should exercise caution and proper risk management when applying this strategy.