The Lorentzian Classification indicator uses a machine learning approach based on k-Nearest Neighbors with Lorentzian distance to classify price action. It compares the current bar against historical bars using up to five features (RSI, WT, CCI, ADX) and predicts the direction of the next four bars, filtered by volatility, regime and ADX filters plus a Nadaraya-Watson kernel regression estimate for entry/exit timing.

Original Indicator by jdehorty: https://www.tradingview.com/script/WhBzgfDu-Machine-Learning-Lorentzian-Classification​