MoE [Ensemble ML]

21 ore fa

This indicator uses a K-Nearest Neighbors (KNN) machine learning algorithm to predict probable price ranges. It runs multiple specialized "Expert" models simultaneously and outputs predictions only when all experts reach unanimous agreement.

HOW IT WORKS
The core engine identifies historical bars that are most similar to the current market conditions using the following features:
- RSI (Momentum)
- Volatility Ratio (Normalized ATR)
- Gap Analysis
- Rate of Change (ROC)
- Relative Volume (RVOL)
- ADX (Trend Strength)
- Weekly RSI (Deep Context)
- US CPI and Fed Funds Rate (Macroeconomic Regime)
- DXY and VIX (Inter-Market Correlation)

Five specialized "Expert" profiles are configured with different feature weights and parameters:
1. Trend Expert - Optimized for breakouts and trend continuation.
2. Reversion Expert - Optimized for mean reversion and turning points.
3. Volume Expert - Focused on liquidity and volume anomalies.
4. Macro Expert - Filters by economic regime (inflation and interest rates).
5. Inter-Market Expert - Considers Dollar Index and Volatility Index correlation.

Each Expert runs the KNN algorithm independently. Predictions are aggregated using confidence-weighted voting.

MULTI-TIMEFRAME CONSENSUS
The indicator runs the full Expert ensemble on three configurable timeframes (default: 1H, 4H, 1D). A BULL or BEAR signal is only generated when:
- All 5 Experts on Timeframe 1 agree.
- All 5 Experts on Timeframe 2 agree.
- All 5 Experts on Timeframe 3 agree.
This results in very few, high-conviction signals.

HOW TO USE
1. Apply the indicator to high-liquidity assets (indices, major forex pairs, gold, crypto majors).
2. Use the prediction box as a probabilistic range for the selected timeframe.
3. Look for BULL or BEAR labels as potential entry signals.
4. Customize timeframes and enable/disable individual Experts in the settings.
5. Set up alerts using the built-in alert conditions for BULL and BEAR signals.

SETTINGS
- Timeframe 1/2/3: Configure the three timeframes for MTF consensus.
- Require MTF Consensus: Toggle between strict multi-timeframe mode and single-timeframe mode.
- Expert Toggles: Enable or disable individual Expert models.
- Visual Customization: Adjust box color, transparency, and line style.

IMPORTANT NOTES
- This indicator does not repaint. Signals are generated only on confirmed bars.
- Economic data (CPI, Fed Funds) is sourced from TradingView's request.economic function and may have delays.
- This is a statistical tool, not financial advice. Past performance does not guarantee future results.

21 ore fa

Note di rilascio

Updated chart