MTF+ Quant

MTF+ Quant - User Guide
📊 Overview
MTF+ Quant Enhanced is a professional-grade technical indicator that combines correlation analysis with advanced market microstructure metrics. It's designed for traders who want institutional-level insights into trend strength, market regime, and order flow dynamics.
🎯 What It Measures
Core Components

Three Correlation Lines (Fast/Medium/Slow)

Measures statistical correlation between price and time
Values range from -1.0 to +1.0
Positive values = Uptrend (price rising over time)
Negative values = Downtrend (price falling over time)
Near zero = No clear trend / choppy market


Microstructure Indicators

Volume Profile (purple circles): Price deviation from volume-weighted average
Order Flow Imbalance (orange stepped line): Buy vs sell pressure
Autocorrelation: Measures momentum persistence


Amplitude Overlay (blue line)

Volume-weighted momentum indicator
Shows price acceleration/deceleration
Leads the correlation lines


Regime Detection (background color)

Green background: Low volatility regime (trending favorable)
Red background: High volatility regime (caution)
No color: Normal volatility


Metrics Table (top right)

Real-time quantitative measurements
Order Flow, Vol Profile, Autocorrelation values
Hurst Exponent (if enabled)
Current volatility regime



📈 How to Read the Indicator
Signal Zones
+0.8 ═══════ EXTREME ZONE (overbought/exhaustion risk)
+0.4 ─────── STRONG UPTREND ZONE
+0.2 ······· SOFT UPTREND ZONE
0.0 ═══════ NEUTRAL (trend transition)
-0.2 ······· SOFT DOWNTREND ZONE
-0.4 ─────── STRONG DOWNTREND ZONE
-0.8 ═══════ EXTREME ZONE (oversold/exhaustion risk)
Line Interpretation

Fast Line (tan/beige): Short-term trend (12 bars)
Medium Line (cyan): Intermediate trend (24 bars)
Slow Line (white): Long-term trend (36 bars)

🚀 Trading Strategies
1. Trend Following (Recommended)
Entry Signals:

✅ All three lines above +0.2 and rising = Strong uptrend
✅ Fast crosses above Medium with both above zero = Buy signal
✅ Order Flow > 0.2 confirms buying pressure

Exit Signals:

🛑 Fast line reaches +0.8 (extreme zone) = Take profits
🛑 Fast crosses below Medium = Exit longs
🛑 Order Flow turns negative while Fast > +0.6 = Divergence warning

Example Trade:
Setup: Fast (0.35) > Medium (0.28) > Slow (0.15)
Order Flow: +0.25
Vol Profile: +0.18
Action: Enter long, target Fast = 0.7, stop below 0.0
2. Mean Reversion (Counter-Trend)
Entry Signals:

✅ Fast > +0.8 with Order Flow < 0 = Exhaustion, short opportunity
✅ Fast < -0.8 with Order Flow > 0 = Capitulation, long opportunity
✅ Hurst Exponent < 0.45 confirms mean-reverting market

Exit Signals:

🛑 Fast returns to zero line
🛑 Order Flow aligns with direction (divergence resolved)

Example Trade:
Setup: Fast = +0.85, Order Flow = -0.15
Autocorr: -0.3 (mean reversion mode)
Action: Short, target Fast = +0.2, tight stop
3. Regime-Based Trading
High Volatility Regime (red background):

Reduce position size 50%
Widen stops
Avoid breakout trades
Focus on support/resistance

Low Volatility Regime (green background):

Standard position sizing
Trend following works best
Breakouts more reliable

Normal Regime (no color):

Standard strategies apply

🔧 Configuration Guide
For Day Trading (scalping/intraday)
Fast: 8
Medium: 16
Slow: 24
Order Flow Window: 5
Vol Profile Window: 10
For Swing Trading (default - recommended)
Fast: 12
Medium: 24
Slow: 36
Order Flow Window: 10
Vol Profile Window: 20
For Position Trading (long-term)
Fast: 24
Medium: 50
Slow: 100
Order Flow Window: 20
Vol Profile Window: 50
📊 Advanced Features
Hurst Exponent (Enable in settings)

H > 0.55: Market is trending - use trend following
H = 0.45-0.55: Random walk - be cautious
H < 0.45: Mean reverting - use counter-trend strategies

Z-Score Normalization
When enabled, correlations are standardized across time periods. This helps identify truly extreme conditions vs normal volatility.
⚠️ Important Warnings

Extreme zones (±0.8) are NOT automatic reversal signals

Markets can stay extreme for extended periods
Always confirm with Order Flow divergence


Use multiple timeframes

Check higher timeframe (4H/Daily) for major trend
Use this indicator on your trading timeframe


Volume matters

Low volume signals are less reliable
Order Flow needs volume to be meaningful


Not a standalone system

Combine with support/resistance
Use proper risk management
Consider market context (news, events)



🎓 Practical Examples
Example 1: Perfect Bull Setup
Fast: +0.45 (rising)
Medium: +0.35 (rising)
Slow: +0.22 (rising)
Order Flow: +0.30
Vol Profile: +0.15
Amplitude: Rising
Background: Green (low vol)

Interpretation: Strong confirmed uptrend
Action: Hold longs, add on pullbacks to +0.3
Example 2: Exhaustion Warning
Fast: +0.82 (flattening)
Medium: +0.65 (still rising)
Slow: +0.48 (rising)
Order Flow: -0.10 (negative!)
Amplitude: Declining

Interpretation: Buyers exhausted despite high correlation
Action: Take profits, prepare for reversal
Example 3: Choppy Market
Fast: +0.15 → -0.10 → +0.05 (oscillating)
Medium: -0.05 (near zero)
Slow: +0.08 (near zero)
Autocorr: -0.25 (mean reverting)
Background: Red (high vol)

Interpretation: No clear trend, range-bound
Action: Avoid trend trades, wait for clarity