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**CMD Unified v4.4.3 — Alpha Engine Export**

CMD Unified is a directional bias indicator built on asymmetric bull/bear divergence architecture. It uses a K-Nearest Neighbors classifier trained on live market geometry to identify when bull and bear momentum are structurally diverging, then emits a directional code — Long, Short, or Neutral — only when a multi-layer validity gate is satisfied.

**How it works**

The engine tracks two independent centroid populations: bull-side and bear-side. At each bar it measures the Mahalanobis distance of current price action to each centroid cluster and scores divergence using a z-normalized delta oscillator. A directional fire is triggered only when the dominant side crosses a configurable confidence threshold and the KNN classifier has accumulated sufficient training samples.

A hold-latch mechanism sustains the last directional code for a user-defined number of bars after a crossover, smoothing signal choppiness without introducing look-ahead bias.

**Exports for cross-script consumption**

The indicator publishes three plots readable by a companion strategy via `input.source`:

- **KTS_STATE** — directional code: 1 = Long, 2 = Short, 0 = Neutral, 3 = gate not satisfied
- **KTS_STRENGTH** — signed signal strength, z-normalized and tanh-compressed, scaled by transfer entropy reliability
- **KTS_RANGE** — range-position context: negative = coiled/absorption, positive = expansion/exhaustion

**Intended use**

Designed as one component of a multi-signal combiner. Works best on liquid perpetual futures at 15m–4H timeframes with at least 500 bars of warmup history.

Notes de version

i'm working on simplifying it to make comprehensible, hold on.

Script open-source

Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.

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Script open-source

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