All indicators / Machine Learning: Lorentzian Classification

Machine Learning: Lorentzian Classification
review & score

By · checked 2026-11-03

Free open-source · ML / "AI" · by jdehorty

75 Provisional out of 100

Last reviewed 2026-11-03 · Updated 2026-11-03: pros, cons and verdict re-sourced

Risk warning: Trading involves substantial risk of loss. Past or backtested performance does not guarantee future results. Scores rate the product, not trade outcomes. Risk disclaimer

Best forTraders curious about machine-learning signals who want to read and tweak every line of a nearest-neighbour classifier.

View Machine Learning: Lorentzian Classification script

Repaint check

Code review of the current Pine v6 source (663 lines): no request.security() calls; training labels compare src[4] with src[0] (line 335), so they only use past bars; Buy/Sell shapes plot with offset=0 (lines 566-567). The author's comment (line 565) and tooltip (line 216) say signals can change intrabar until the bar closes. The imported MLExtensions and KernelFunctions libraries were not reviewed. (source)

Score breakdown

FactorPointsMax
Repaint risk (code review done, live test pending)17/ 25
Source transparency20/ 20
Price value15/ 15
Backtest / claim honesty10/ 15
Vendor transparency8/ 15
Platform reach + alerts5/ 10

See the methodology. Code review done, live test pending.

Pros and cons

Pros

  • PineCoders named it one of the best Editors' Picks of 2023
  • Open-source Pine v6 with volatility, regime and ADX filters and an optional kernel-regression line
  • Training labels use only past bars and there are no request.security() calls (our code review)

Cons

  • The on-chart win-rate table is computed on the same history the model ran on, so treat it as in-sample
  • Signals can change on the open bar; the author's own tooltip mentions intrabar repainting
  • Depends on two of the author's libraries (MLExtensions, KernelFunctions) we haven't reviewed
  • 663 lines and many inputs, so it's slow to learn

From the script’s public page and our code review (source). Not from trading tests.

Runs on TradingView: open TradingView.

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Affiliate disclosure: some links on NextCandle are affiliate links (currently TradingView, AlgoAlpha, TrendSpider and TradersPost). We may earn a commission at no cost to you. Vendors never pay for placement or score. Scores are provisional until our repaint audit is complete. Not financial advice: indicators do not guarantee profits. Data checked 2026-11-03. Full disclosure