Quant RSI

Quant RSI MTF - Professional Multi-Timeframe RSI Analysis

A sophisticated RSI indicator built for serious traders who need more than basic overbought and oversold levels. This tool combines advanced filtering techniques with multi-timeframe analysis to give you a clearer picture of momentum across different time horizons.

What Makes This Different

Most RSI indicators use simple moving averages that lag behind price action. This version uses Laguerre filtering, which is a mathematical technique that reduces lag while maintaining smooth signals. The result is an RSI that responds faster to genuine momentum shifts without getting whipped around by noise.

The system monitors five different timeframes simultaneously, checking whether momentum is aligned or diverging across short-term, medium-term, and long-term perspectives. When all timeframes agree on direction, you have significantly higher probability setups. When they disagree, you know to be cautious.

Core Features

The indicator calculates three separate RSI values using different lookback periods - short, medium, and long term. Each one serves a specific purpose. The short-term catches quick reversals, the medium-term identifies swing trading opportunities, and the long-term keeps you aware of the bigger trend.

Dynamic threshold adjustment is built in based on ATR volatility measurements. During high volatility periods, the overbought and oversold levels automatically expand because extreme readings become more common. During low volatility, the thresholds tighten up. This prevents you from getting false signals just because market conditions changed.

Volume confirmation is integrated into every signal. The system analyzes volume delta to determine whether price movements are supported by actual buying or selling pressure. A divergence between RSI and volume often signals weak momentum that is likely to reverse.

Advanced divergence detection goes beyond basic hidden and regular divergences. The system calculates divergence strength as a percentage, so you know which setups have the most potential. A weak divergence barely worth noting gets scored low, while a major divergence with significant price-RSI separation scores high.

Signal Intelligence

Every potential signal gets assigned a confidence score from 0 to 100. This score factors in trend strength, momentum, volume confirmation, divergence presence, ADX readings, and timeframe alignment. A score above 70 means all the pieces are in place. Below 40 means something important is missing.

The indicator calculates ADX automatically to measure trend strength. Even if RSI shows oversold conditions, a weak ADX reading suggests the market is ranging and mean reversion might not work. Strong ADX with extreme RSI readings often produces the best setups.

Market condition classification tells you whether you are in a strong bull trend, bear trend, pullback, sideways chop, or volatility expansion phase. Each condition requires different trading approaches, and the indicator adapts its signals accordingly.

Volatility Analysis

Real-time volatility state monitoring shows you whether volatility is exploding, expanding, stable, or contracting. Contracting volatility often precedes big moves. Exploding volatility suggests you should reduce position size or stay out entirely.

The system compares current volatility to historical levels using percentile rankings. If current ATR is in the 90th percentile, you know volatility is unusually high even if you have not traded this asset before.

Volume profile approximation analyzes where volume is accumulating at different price levels. While not as detailed as true market profile software, it gives you insight into support and resistance zones based on actual trading activity.

What This Indicator Does Well

The Laguerre filtering genuinely reduces lag compared to standard RSI. You will notice signals forming 1-3 bars earlier than traditional RSI implementations, which can make a significant difference in fast-moving markets.

Multi-timeframe confluence is calculated automatically instead of forcing you to manually switch between charts. When all five timeframes align, the visual confirmation is immediate and the probability of success increases dramatically.

Dynamic threshold adjustment based on volatility is something most RSI indicators lack entirely. This prevents you from taking low-probability trades just because RSI hit 30 or 70 during unusual market conditions.

Volume integration with every signal helps filter out weak setups. RSI might show oversold, but if volume delta is negative and selling pressure continues, the indicator knows not to generate a buy signal.

Divergence strength calculation goes beyond just marking divergences with arrows. Knowing that a divergence has 75% strength versus 20% strength completely changes how you should trade it.

The ADX integration prevents you from trying to trade reversals in ranging markets where mean reversion strategies fail. ADX below 20 with extreme RSI readings typically results in continued chop rather than reversals.

What This Indicator Does Not Do Well

The multi-timeframe data requests can cause slight delays on lower-end computers or slow internet connections. If you are running multiple indicators simultaneously, you might notice brief calculation lags.

Divergence detection requires at least 10-15 bars of history to identify pivot points accurately. On brand new charts or immediately after timeframe changes, divergence signals may be absent for several bars.

The Laguerre filtering, while reducing lag, can occasionally produce false signals during extreme volatility spikes like news releases or market opens. The smoothing cannot completely eliminate noise during truly chaotic conditions.

Dynamic thresholds work well most of the time but can occasionally adapt too slowly during rapid volatility regime changes. If ATR suddenly doubles, it might take 5-10 bars for the thresholds to fully adjust.

The indicator uses significant processing power with five timeframe requests plus all the calculations for volatility, volume analysis, divergences, and signal scoring. On very low timeframes like 1-second or tick charts, this could cause performance issues.

There is no built-in backtesting functionality. You can see historical signals on the chart, but you cannot generate statistical performance reports without exporting data and analyzing it separately.

Best Use Cases

This indicator excels for scalpers and day traders who need fast, reliable RSI signals with proper context. The reduced lag from Laguerre filtering combined with volume confirmation catches reversals quickly enough to matter on 1-5 minute charts.


Swing traders benefit from the multi-timeframe alignment feature. Before entering a multi-day position, you can verify that momentum is aligned across your entry timeframe, swing timeframe, and position timeframe. This significantly improves win rates.


Range traders can use the dynamic thresholds and volatility analysis to identify when markets are coiling up for breakout moves. Contracting volatility with neutral RSI readings often precedes the best trending moves.


The divergence detection with strength calculations makes this valuable for reversal traders. Instead of taking every divergence, you can filter for only high-strength divergences above 60% for better risk-reward setups.


What This Is Not

This is not a standalone trading system. It provides momentum analysis and signal quality scoring, but you still need proper risk management, position sizing, and confluence with price action or other technical factors.

This is not a high-frequency trading tool. While the Laguerre filtering reduces lag, it is not designed for sub-second timeframes or algorithmic trading where microseconds matter.

This is not a volatility prediction system. It measures current and recent volatility states, but it cannot forecast whether volatility will expand or contract in the future beyond basic statistical tendencies.

This is not a replacement for understanding market structure. RSI divergences and extreme readings mean different things at major support and resistance versus in the middle of nowhere. You need context.

Technical Details Worth Knowing

The Laguerre filter uses a gamma parameter that you can adjust. Higher gamma values (0.8-0.9) produce smoother lines with more lag. Lower values (0.5-0.6) respond faster but with more noise. The default of 0.7 balances both reasonably well.

The three RSI lengths serve different purposes. The 5-period catches very short-term momentum for scalping. The 14-period is standard for swing trading. The 21-period keeps you aligned with longer-term trends. You can adjust these based on your trading timeframe.

ATR normalization divides current ATR by a 50-period moving average of ATR. This creates a volatility factor that adjusts thresholds dynamically. When volatility doubles, overbought might move from 70 to 85 automatically.

Volume delta is calculated as volume times the percentage where price closed within the bar's range. An up-close at the high gets full positive delta. A down-close at the low gets full negative delta. This approximates buying and selling pressure without tick data.

Signal strength scoring uses weighted factors. Trend direction gets 30% weight, momentum gets 20%, volume confirmation 15%, divergence presence 15%, ADX strength 10%, and timeframe alignment 10%. This creates a 0-100 composite score.

ADX calculation uses the standard Wilder smoothing method with directional movement indicators. The trend classification shows whether bulls or bears have control, while the strength rating (weak, moderate, strong, extreme) tells you how much conviction is behind the move.

Final Assessment

This is a well-designed RSI indicator that adds genuine value beyond what basic RSI provides. The Laguerre filtering works as advertised for lag reduction. The multi-timeframe analysis saves time and provides clarity. The dynamic thresholds adapt intelligently to changing volatility.

The signal scoring system is particularly useful because it prevents you from chasing low-quality setups. A 35% confidence score tells you immediately that something is wrong with the trade even if RSI looks tempting.

However, this is definitely not a beginner indicator. There are a lot of moving parts and the learning curve is real. You need to understand RSI basics, divergences, volume analysis, and volatility regimes to use this effectively. Someone new to trading would be overwhelmed.

For experienced traders who already understand momentum indicators and want more sophisticated analysis, this is legitimately valuable. The combination of features is not commonly found in free indicators, and the implementation quality is solid.

The main limitation is that it is still just an RSI indicator at its core. No amount of filtering, multi-timeframe analysis, or scoring can overcome the fundamental limitations of oscillator-based trading. You need confluence with price action, support and resistance, and proper market context.

If you trade primarily based on momentum and reversals, this indicator provides most of what you would need in one package. If you are a pure price action trader or trend follower, this probably would not change your approach significantly.

Overall, this is a 7.5 out of 10 indicator. It does what it claims to do well, adds meaningful improvements over basic RSI, and provides useful analysis tools. It is not revolutionary, but it is a solid professional-grade tool for the right type of trader.