MTF Kernel Trader

MTF Kernel Trader

Advanced Multi-Timeframe Trading System with Machine Learning Signals

Overview
MTF Kernel Trader combines kernel regression analysis across multiple timeframes with Lorenz machine learning signals to identify high-probability trading opportunities. The indicator provides visual context through higher timeframe candles and generates precise entry signals using KNN with Lorentzian distance.

Key Features

🔹 Multi-Timeframe Kernel Regression
- Current timeframe (5min), 15min, and 60min kernel analysis
- Dynamic coloring based on each timeframe's direction
- Configurable thickness and visibility settings

🔹 Lorenz Machine Learning Signals
- KNN algorithm with Lorentzian distance calculation
- Predictive signals 4 bars ahead
- Multiple feature engineering options (RSI, WT, CCI, ADX)
- Configurable neighbor count and feature parameters

🔹 Higher Timeframe Candles Display
- Visual representation of 15min and 60min candles
- Fair Value Gaps (FVG) and Volume Imbalances
- Sweep detection and midpoint analysis
- Customizable styling and positioning

🔹 Advanced Filtering System
- Session-based trading filters (European, UTC, NY sessions)
- Trend direction filters for each timeframe
- Volatility, regime, and ADX filters
- EMA/SMA trend confirmation

🔹 Comprehensive Signal System
- Individual signals for each timeframe
- Combined multi-timeframe signals
- Debug signals for testing
- Color-coded bullish/bearish signals

Usage

Entry Strategy:
- Long Signals: When Lorenz ML generates bullish signals AND kernel regression shows uptrend AND higher timeframes confirm bullish bias
- Short Signals: When Lorenz ML generates bearish signals AND kernel regression shows downtrend AND higher timeframes confirm bearish bias

Risk Management:
- Use session filters to trade only during active market hours
- Confirm signals with multiple timeframe alignment
- Monitor higher timeframe candles for context
- Apply volatility and regime filters to avoid choppy markets

Visual Analysis:
- Green kernel lines indicate bullish momentum
- Black/Dark kernel lines indicate bearish momentum
- Higher timeframe candles show market structure
- FVG and sweep levels provide additional entry/exit points

Settings Overview

Display Settings: Control visibility of kernel lines and signals
ML Settings: Configure machine learning parameters and signal display
Session Filter: Set trading hours and timezone
MTF Candles: Customize higher timeframe candle display
Filters: Adjust volatility, regime, and trend filters

Alerts
- Individual timeframe signals (Current, 15min, 60min)
- Combined multi-timeframe signals
- Sweep confirmation alerts
- Session-based trading notifications

Perfect for: Swing traders, day traders, and scalpers who need multi-timeframe confirmation with machine learning precision.