MTF Regression with Forecast

Oct 11

### **MTF Regression with Forecast, Treasury Yield, Additional Variable & VWAP Filter - Enhanced with Long Regression**

Unlock advanced market insights with our **MTF Regression** indicator, meticulously designed for traders seeking comprehensive multi-timeframe analysis combined with powerful forecasting tools. Whether you're a seasoned trader or just starting out, this indicator offers a suite of features to enhance your trading strategy.

#### **🔍 Key Features:**

- **Multi-Timeframe (MTF) Regression:**
- **Fast, Slow, & Long Regressions:** Analyze price trends across multiple timeframes to capture both short-term movements and long-term trends.

- **Customizable Price Inputs:**
- **Flexible Price Selection:** Choose between Close, Open, High, or Low prices to suit your trading style.
- **Price Transformation:** Option to apply Exponential Moving Averages (EMA) for smoother trend analysis.

- **Diverse Regression Methods:**
- **Multiple Algorithms:** Select from Linear, Exponential, Hull Moving Average (HMA), Weighted Moving Average (WMA), or Spline regressions to best fit your analysis needs.

- **Integrated External Data:**
- **10-Year Treasury Yield:** Incorporate macroeconomic indicators to refine regression accuracy.
- **Additional Variables:** Enhance your analysis by integrating data from other tickers (e.g., NASDAQ:AAPL).

- **Advanced Filtering Options:**
- **VWAP Filter:** Align signals with the Volume Weighted Average Price for improved trade entries.
- **Price Action Filter:** Ensure price behavior supports the generated signals for higher reliability.

- **Enhanced Signal Generation:**
- **Bullish & Bearish Signals:** Identify potential trend reversals and continuations with clear visual cues.
- **Predictive Signals:** Forecast future price movements with forward-looking arrows based on regression slopes.
- **Slope & Acceleration Thresholds:** Customize minimum slope and acceleration levels to fine-tune signal sensitivity.

- **Forecasting Capabilities:**
- **Projection Lines:** Visualize future price trends by extending regression lines based on current slope data.

- **User-Friendly Interface:**
- **Organized Settings Groups:** Easily navigate through price inputs, regression settings, integration options, and more.
- **Customizable Alerts:** Stay informed with configurable alerts for bullish, bearish, and predictive signals.

#### **📈 Why Choose MTF Regression Indicator?**

- **Comprehensive Analysis:** Combines multiple regression techniques and external data sources for a well-rounded market view.
- **Flexibility:** Highly customizable to fit various trading strategies and preferences.
- **Enhanced Decision-Making:** Provides clear signals and forecasts to support informed trading decisions.
- **Efficiency:** Optimized to deliver reliable performance without overloading your trading platform.

Elevate your trading game with the **MTF Regression with Forecast, Treasury Yield, Additional Variable & VWAP Filter** indicator. Harness the power of multi-timeframe analysis and predictive forecasting to stay ahead in the dynamic markets.

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*Feel free to reach out for more information or support. Happy Trading!*

Oct 17

Release Notes

This Pine Script indicator is a multi-timeframe regression tool designed for traders to apply various regression methods (Linear, Exponential, HMA, WMA, Gaussian) across customizable timeframes (60 min, 240 min, daily, weekly, monthly). It generates bullish and bearish signals based on regression slopes and includes recursive price forecasting. Users can further filter signals using ADX (trend strength), VWAP, and price action to enhance signal accuracy. This versatile tool is ideal for traders looking to analyze trends and make predictions across multiple timeframes with customizable settings.

Oct 19

Release Notes

This Pine Script is designed to generate multi-timeframe (MTF) regression-based signals with recursive forecasting. It uses several regression methods (Linear, HMA, WMA, and Gaussian) and allows for price input selection, customizable price transformations, and advanced filtering methods such as VWAP, ADX, and price action filters.

Key features:
- **Historical and Predictive Signals**: Both historical and predictive bullish and bearish signals are generated based on regression slopes and forecasts.
- **Forecasting with Slope**: Forecasted regression values are computed recursively for fast, slow, and long regressions.
- **Signal Filters**: Includes ADX, VWAP, and price action filters to refine signals and reduce false positives.
- **Additional Variables**: External variables such as the XLK and VIX tickers can be included to adjust slope calculations.
- **Regression Summary Table**: Displays regression method, slope, forecasted values, and VWAP in a table for better visualization.
- **Plotting**: Visualizes historical and forecasted regression lines, VWAP, and signal arrows on the price chart.

This tool provides a comprehensive solution for traders who need advanced signal generation and filtering across multiple timeframes.

Oct 23

Release Notes

#### **Overview:**
The **MTF (Multi-Timeframe) Regression Analysis Tool** is a powerful script designed for traders looking to perform sophisticated trend analysis across multiple timeframes. It offers advanced forecasting capabilities and signal generation for both historical and future price movements, making it suitable for identifying trends, reversals, and potential trading opportunities.

#### **Core Functionalities:**

1. **Multi-Timeframe Regression Analysis:**
- The tool calculates **regression lines** (trend lines) based on different timeframes, allowing traders to view the short-term (fast), medium-term (slow), and long-term (long) trends simultaneously.
- Users can select various **regression methods** (Linear, HMA, WMA, Gaussian, Quadratic, and Cubic) to best fit the nature of the asset being analyzed.

2. **Forecasting Future Price Movements:**
- The tool forecasts future price movements by extending the regression lines forward in time. This predictive feature helps traders anticipate where the price might move in the future based on historical patterns.
- **Forecast lines** are plotted to show where the price could be in upcoming periods.

3. **Customizable Inputs and Filtering:**
- Traders can customize key inputs such as price type (Close, Open, High, Low) and apply transformations (e.g., EMA) to the price data before applying the regression.
- The script offers **multiple filtering options** to refine signals:
- **ADX filter**: Ensures that signals are only generated when the trend strength is above a certain threshold.
- **VWAP filter**: Validates signals based on the Volume Weighted Average Price (VWAP).
- **Price Action filter**: Verifies that price movements align with key regression trends before generating signals.
- **Support/Resistance filter**: Checks if price is near predefined support or resistance levels to avoid false signals.

4. **Integration of Additional Variables:**
- For enhanced accuracy, traders can include external variables such as **TVC:US10Y (U.S. Treasury Yield)** and **TVC:VIX (Volatility Index)** in the regression calculations. These additional inputs allow traders to incorporate macroeconomic factors into their trend analysis.

5. **Signal Generation:**
- The tool generates **historical and predictive signals** for both bullish (buy) and bearish (sell) market conditions.
- **Historical signals**: These are based on past data and confirm whether previous price trends align with the expected market direction.
- **Predictive signals**: These forecast potential future trends based on current price action and regression analysis.

6. **Real-Time Alerts:**
- The script includes alert conditions, notifying traders when certain criteria are met (bullish/bearish signals) so they can act quickly. Alerts can be customized to be triggered for both historical and future signals.

#### **How to Use:**

1. **Adding the Script to Your TradingView Chart:**
- You can apply this script to any asset (e.g., stocks, cryptocurrencies, forex) directly on TradingView by copying and pasting the script into the Pine Script editor.
- Once added, the regression lines and signals will appear on your chart.

2. **Customizing the Settings:**
- **Price Inputs**: Choose which price data to use (Close, Open, High, or Low) for your analysis.
- **Regression Methods**: Select from several methods (Linear, HMA, etc.) depending on the asset’s price action and your trading strategy.
- **Filters**: Activate different filters (ADX, VWAP, Price Action) to refine the signals and reduce noise.
- **Additional Variables**: Include external factors like bond yields or volatility indexes to adjust the regression and get more context for your trades.

3. **Interpreting the Signals:**
- **Green arrows** indicate a bullish signal (buy opportunity), and **red arrows** show a bearish signal (sell opportunity).
- **Forecast lines**: These help predict where prices may be headed in the future. Use these to plan your entry and exit points for trades.
- Keep an eye on the **summary table** for detailed insights into regression values, slopes, and forecasted prices.

4. **Setting Alerts:**
- The tool allows you to set up alerts for when certain conditions are met (e.g., when a bullish signal is generated). This helps traders stay on top of market movements even when they are not actively watching the charts.

#### **Who Should Use This Tool?**
- **Day Traders and Swing Traders**: The multi-timeframe analysis helps identify short-term and medium-term trends, providing insight into potential entry and exit points.
- **Investors**: Long-term regression lines can help investors identify broader market trends and make decisions on when to enter or exit positions.
- **Technical Analysts**: Traders who rely on technical analysis will benefit from the wide range of regression methods and customizable filters available.
- **Macro-Informed Traders**: The inclusion of additional macroeconomic variables like bond yields and volatility indexes makes this tool especially useful for traders who consider broader market factors in their strategies.

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### **Why This Tool is Valuable:**
This tool stands out by combining multiple timeframes and regression methods with customizable signal filters. It enables traders to tailor their analysis to fit various trading styles and strategies, helping them to make more informed decisions in volatile markets.

Oct 31

Release Notes

A multi-timeframe regression tool designed for TradingView, MTF Regression 103124 Final supports various regression types (Linear, HMA, WMA, Gaussian, ARIMA, Prophet) and enables advanced signal filtering for trend forecasting and trade confirmations. The indicator provides clear visual regression lines, forecasted price projections, support/resistance levels, and a regression summary table for quick analysis.
User Guide

1. Setup

Add to Chart: In TradingView, find the indicator under "My Scripts" and add it to your chart.
Settings: Access settings via the gear icon to customize price inputs, regression method, filters, and forecast parameters.

2. Key Settings

Price Source: Select Close, Open, High, or Low.
Regression Method: Choose Linear, HMA, WMA, Gaussian, ARIMA, or Prophet.
Support/Resistance: Detect and display key levels.
Forecast Length: Set bars ahead for forecasted values.

3. Signal Filters
Optional filters refine signals based on:

ADX: Confirm signals with trend strength.
VWAP & Price Action: Validate signals with price proximity.
Support/Resistance Tolerance: Confirm signals near key levels.

4. Indicator Outputs

Regression Lines: Fast (green), Slow (yellow), Long (red).
Forecast Lines: Dashed extensions of each regression.
Support/Resistance: Horizontal levels at recent pivots.
Signal Arrows: Triangles for bullish (green/blue), bearish (red/purple), and neutral (yellow) signals.

5. Alerts Setup
Set alerts for key conditions: Confirmed Bullish/Bearish Predictive Signal, and Neutral Signals for market consolidation.

6. Tips

Use additional variables (e.g., US10Y, VIX) to enhance analysis.
Backtest and optimize settings (regression length, forecast length, filter thresholds) based on your trading timeframe.