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Abstract
Future Development
The roadmap for KCI involves integrating an auto-optimizing Neural Filter. This future update will allow the algorithm to dynamically adjust its CompressionThreshold based on the specific historical tick volume anomalies of individual assets using localized machine learning.
Conclusion
The Kinetic Compression Index represents aparadigm shiftrelationships between multiple kinematic metricsholistic view
ThePolarized Oscillatorrobust, adaptive
TheCognitive Validation Enginemanual tradingautomated Expert Advisors.
Recover from drawdowns intelligently with the Auto Recovery Expert Advisor for MT4/MT5. Perfect for hedging strategies. Learn more.
TheEnergy Dispersion (ED)dynamic volatility measuresignal generationrisk management.
KCI is not just an indicator; it is auniversal core
Frequently Asked Questions (FAQ)
Q: Why does KCI show EMPTY_VALUE on some bars?
A: KCI requires at least.
Q: Are the signals repainting?
A: No. Signals are written to
Q: What timeframe works best with KCI?
A: KCI works on all timeframes. Shorter timeframes (M1-M15) produce more signals but with lower reliability. Higher timeframes (H1-D1) produce fewer but more reliable signals.
Q: How do I interpret the ED value for SL/TP?
A: ED represents the standard deviation of prices over the BasePeriod. A common approach is SL = ED × 1.5 and TP = ED × 3.0. Adjust multipliers based on your risk tolerance.
Q: Can I use KCI with other indicators?
A: Yes. KCI can be combined with trend filters (e.g., MA, ADX) or momentum confirmations (e.g., iRSI, iMACD) to create more sophisticated strategies.
Q: Why does the visual KCI sometimes show values outside -100/+100?
A: The theoretical range is -100 to +100, but due to floating-point precision, values may slightly exceed these bounds. The indicator automatically clamps values in practice.
Q: What happens if I change the CompressionThreshold?
A: Lower values (e.g., 1.5) produce more signals but with higher false-positive rates. Higher values (e.g., 3.0) produce fewer but more reliable signals. The visual OB/OS level at ±80 automatically adjusts.
Version History (Changelog)
Version 1.0 (Current):
References
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MQL5 Documentation
https://www.mql5.com/en/docs -
Technical Analysis of Financial Markets
New York Institute of Finance, 1999 -
Market Physics: The Kinetic Approach to Technical Analysis
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Z-Score Normalization in Quantitative Finance
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Energy and Momentum in Financial Time Series
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MQL5 Programming for Traders
Appendix A: Complete KCI Source Code
(The full source code is provided in the article above, with detailed comments explaining each section.)Appendix B: Buffer Index Reference
| Buffer Index | Buffer Name | Data Type | Purpose |
|---|---|---|---|
| 0 | KCI_Buffer | INDICATOR_DATA | Visual Polarized Oscillator |
| 1 | Bullish_Buffer | INDICATOR_CALCULATIONS | Buy Signal (1.0 = signal) |
| 2 | Bearish_Buffer | INDICATOR_CALCULATIONS | Sell Signal (1.0 = signal) |
| 3 | buf_vq | INDICATOR_CALCULATIONS | Velocity Quotient (internal) |
| 4 | buf_kd | INDICATOR_CALCULATIONS | Kinetic Deviation (internal) |
| 5 | buf_ed | INDICATOR_CALCULATIONS | Energy Dispersion (ED – for SL/TP) |
| 6 | buf_pv | INDICATOR_CALCULATIONS | Pure Velocity (internal) |
| 7 | Raw_KCI | INDICATOR_CALCULATIONS | Raw KCI (internal) |
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