Logistic Regression ICT FVG

🚀 OVERVIEW
Welcome to the Logistic Regression Fair Value Gap (FVG) System — a next-gen trading tool that blends precision gap detection with machine learning intelligence.
Unlike traditional FVG indicators, this one evolves with each bar of price action, scoring and filtering gaps based on real market behavior.



🔧 CORE FEATURES

✨ Smart Gap Detection
Automatically identifies bullish and bearish Fair Value Gaps using volatility-aware candle logic.

📊 Probability-Based Filtering
Uses logistic regression to assign each gap a confidence score (0 to 1), showing only high-probability setups.

🔁 Real-Time Retest Tracking
Continuously watches how price interacts with each gap to determine if it deserves respect.

📈 Multi-Factor Assessment
Evaluates RSI, MACD, and body size at gap formation to build a full context snapshot.

🧠 Self-Learning Engine
The logistic regression model updates on each bar using gradient descent, refining its predictions over time.

📢 Built-In Alerts
Get instant alerts when a gap forms, gets retested, or breaks.

🎨 Custom Display Options
Control the color of bullish/bearish zones, and toggle on/off probability labels for cleaner charts.

🚩 WHAT MAKES IT DIFFERENT
This isn’t just another box-drawing indicator.
While others mark every imbalance, this system thinks before it draws — using statistical modeling to filter out noise and prioritize high-impact zones.

By learning from how price behaves around gaps (not just how they form), it helps you trade only what matters — not what clutters.

⚙️ HOW IT WORKS

1️⃣ Detection
FVGs are identified using ATR-based thresholds and sharp wick imbalances.

2️⃣ Behavior Monitoring
Every gap is tracked — and if respected enough times, it becomes part of the elite training set.

3️⃣ Context Capture
Each new FVG logs RSI, MACD, and body size to provide a feature-rich context for prediction.

4️⃣ Prediction (Logistic Regression)
The model predicts how likely the gap is to be respected and assigns it a probability score.

5️⃣ Classification & Alerts
Gaps above the threshold are plotted with score labels, and alerts trigger for entry/respect/break.



⚙️ CONFIGURATION PANEL

🔧 System Inputs
• Max Retests – How many times a gap must be respected to train the model
• Prediction Threshold – Minimum score to show a gap on the chart
• Learning Rate – Controls how fast the model adapts (default: 0.009)
• Max FVG Lifetime – Expiration duration for unused gaps
• Show Historic Gaps – Show/hide expired or invalidated gaps

🎨 Visual Options
• Bullish/Bearish Colors – Set gap colors to fit your chart style
• Confidence Labels – Show probability scores next to FVGs
• Alert Toggles – Enable alerts for:
  – New FVG detected
  – FVG respected (entry)
  – FVG invalidated (break)

💡 WHY LOGISTIC REGRESSION?
Traditional FVG tools rely on candle shapes.
This system relies on probability — by training on RSI, MACD, and price behavior, it predicts whether a gap will act as a true liquidity zone.

Logistic regression lets the system continuously adapt using new data, making it more accurate the longer it runs.
That means smarter signals, fewer false positives, and a clearer view of where real opportunities lie.