AI ML Lorentzian

[ My Channel ] , [ My Products ]

The indicator provides clear, **non-repainting** signals on closed bars and offers ready-to-use buffers.

Features

you can mix RSI, WaveTrend, CCI20, ADX
Five slots are available — the default combination (RSI + WT + CCI + ADX + RSI) is already optimized for most markets.

Filters (strongly recommended to keep enabled): 

• Volatility Filter: enabled by default
• Regime Filter: enabled by default (helps avoid choppy sideways markets)
• ADX Filter: optional
• Regime Threshold: default –0.1 (negative = slightly favors avoiding ranging markets)

• Trade with Kernel: enabled by default
• Lookback Window: 3–50 (default 8)
• Relative Weighting: higher = more adaptive, lower = smoother
• Start Regression at Bar: default 25 (avoids edge effects at the beginning of the chart)

Important Notes: 
Does **not repaint** after bar close (both signals and kernel line)
Higher timeframes often lack sufficient historical bars (daily/weekly ~1000–1500 bars), so it performs best on ≤ 4H timeframes.
All calculations are performed only on **closed bars** : simplifies backtesting. Checking index buffer 1 is sufficient.

iCustom buffer index numbers

When creating an Expert Advisor, use iCustom() with the following buffer index numbers (do not forget to shift by 1 since calculations are done only on closed bars):

Buffer 0 : Kernel regression line value
Buffer 2 : Trend direction: +1 = up, -1 = down
Buffer 4 : Signal:
+1 : Buy (Long entry)
+2 : Close Buy
-1 : Sell (Short entry)
-2 : Close Sell
Buffer 5 : Raw ML prediction value (integer)

Example:
double kernel = iCustom(NULL, 0, "Lorentzian Distance Classifier", ..., 0, 1);
double direction = iCustom(..., 2, 1);
double signal = iCustom(..., 4, 1);
double prediction = iCustom(..., 5, 1);