Enhanced Macro-FX Predictor Pro+

The Enhanced Macro-FX Predictor Pro+ is a sophisticated macroeconomic analysis tool designed for long-term currency forecasting. It integrates Commitment of Traders (COT) data, multi-model ensemble predictions, and dynamic market regime detection to provide comprehensive forex insights.

1. Core Methodology
The indicator operates by analysing the fundamental health of the US economy and comparing it against six major currencies.

• US Score Calculation: Synthesises 15+ data points including GDP, Non-Farm Payrolls, Real Interest Rates (Fed Funds - CPI), and the Yield Curve.
  
  
• Currency Specific Analysis: Each currency is scored based on its specific momentum, risk sensitivity (Beta), and correlation to commodities (e.g., AUD and CAD with Oil).
  
  
• Enhanced COT Analysis: Unlike standard indicators, this uses a momentum-based COT index that detects "extremes" in commercial positioning to identify potential reversal zones.
  

2. Key Interface Elements
Market Regime Indicator

The system constantly monitors market volatility (VIX), growth (GDP), and monetary trends to categorize the environment:

• RISK_ON / RISK_ON_MODERATE: Signals environment favorable for growth-sensitive pairs (AUD, GBP).
  
  
• RISK_OFF / RISK_OFF_MODERATE: Indicates safe-haven dominance (USD, JPY, CHF).
  
  
• NEUTRAL: Balanced market conditions.
  

Confidence Scoring (Conf%)

• Every prediction includes a confidence percentage (30% to 98%) calculated based on:
  
  
• Trend Alignment: Consistency across short, medium, and long-term trends.
  
  
• Model Accuracy: Real-time error tracking of the ensemble models.
  
  
• Regime Clarity: Strength of the current market regime signal.
  

Dynamic Position Sizing (Size)

The "Size" column provides a recommended weight (0.1x to 3.0x) based on prediction strength, confidence level, and current market volatility.


3. How to Use Settings
⚙️ Core Settings

Prediction Period (Days): Set your horizon (default 63 days). Longer horizons naturally decrease confidence scores.

Use Enhanced Ensemble: When enabled, the tool uses three different mathematical models (Linear Regression, EMA, and Momentum) to generate a consensus.


📈 Enhanced COT Settings

COT Base Weight: Controls how much the Commitment of Traders data influences the final currency score (default 30%).

Extreme Positioning Boost: Multiplies the signal strength when "Smart Money" reaches historical extremes.

🤖 Model Settings
Volatility Adjustment: If enabled, the indicator automatically smooths signals during high-volatility periods to prevent "saw-toothing" or false breakouts.

4. Understanding Signals
Signals: Meanings : Action
STRONG_BUY/SELL: High magnitude divergence between current and predicted strength.: Primary trade opportunities.


BUY/SELL: Moderate trend strength.[/I]: Confirmation of existing trends.

LOW_CONF: Confidence score is below your "Min Confidence %" setting.[/I]:Avoid taking new positions.

NEUTRAL: Little to no divergence in macro models.[/I]: Stay on the sidelines.

5. Risk Management & Performance

• Adaptive Weights: The script automatically shifts its focus (e.g., emphasizing Inflation data when CPI is high) to mirror real-world central bank priorities.
  
  
• Target and Pips: The target price is a projection based on macro-divergence; it is intended as a directional guide rather than a precise take-profit level.
  

Note: This tool is designed for daily (D), weekly (W), or monthly (M) timeframes for maximum accuracy.