Minty Probability Model

This indicator shows a historical distribution of outcomes based on similar past market conditions.

Green = average outcome
Blue = historical upside extreme
Red = historical downside extreme


//==================== INPUTS ====================

// Pattern Length
// The number of recent bars used to define the “current market fingerprint”.
// 20 bars is good for days
// raise it for smoother predictions
// default = 20

// Lookback Bars
// How far back the script searches for historical analogs.
// 800 daily bars is outside 2021 squeeze for GME
// increase for inclusion, decrease for more relevance
// default = 800

// Forward Bars
// The future window length used to measure outcomes.
// <10 for momentum trades
// 40+ for big swing plays
// default = 15

// Top Matches
// How many historical analogs are averaged.
// 6 still shows spikes
// lower to 3 to explore fringe chances - moass?
// raise over ~15 to remove spikes
// default = 6

// Return Weight
// Raise → Echo chamber like behavior
// Lower → Structure over noise
// default = 1

// Volume Weight
// High → favors accumulation/distribution patterns
// Low → ignores big volume spikes
// default = .6

// ATR Weight
// High → separates calm vs chaos
// Low → mixes regimes (dangerous)
// default = .8

// Trend Weight
// High → trend-following bias
// Low → mean-reversion bias
// default = .7

// RSI Weight
// High → value potential reversals of direction
// Low → expect momentum to continue
// default = .5