Volume SuperTrend AI runs on MT4 and MT5. It's a SuperTrend with two changes: the line it
tracks is volume weighted rather than a plain average, and the colour of that line is
decided by a nearest neighbour classifier rather than by the trend flip alone.

Gold H1 through late August. The line runs green while the classifier reads bull and red while it reads bear, with short blue stretches on 13 and 18 August where the three nearest neighbours disagree, and arrows at each change of trend.

What the number actually is

Three layers, and they're worth keeping apart.

The average. Instead of a moving average of price, it uses

VWMA = MA(close × volume, len) / MA(volume, len)

with len at 10 and the MA type your choice of SMA, WMA or RMA. WMA is the default. The
effect is that a bar which moved a long way on very few ticks pulls the line less than a
bar that moved the same distance on heavy activity.

The bands. Standard SuperTrend from there: upper and lower bands at factor × ATR(len)
either side, and the usual ratchet, where a band only moves toward price and never away
until price closes through it. factor is 3.0 by default.

The classifier. This is the part the name is about, so here's exactly what it does. It
takes the last Data values of the SuperTrend line, ten by default. Each of those bars
gets a label: was the 20 period average of the close above the 100 period average of the
SuperTrend line at that bar, yes or no. It then finds the Neighbors closest of those
values to today's SuperTrend value, three by default, and takes a distance weighted vote of
their labels.

The vote decides the colour. Unanimous bull is green, unanimous bear is red, and a split
vote is blue. Blue is uncommon and that's the point of it: it appears where the three
nearest historical situations disagreed about what came next.

Where this differs from a SuperTrend

What a SuperTrend has to decide What most of them do What this one does
What line to build the bands around A moving average of price A volume weighted average, so quiet bars count for less
How wide the bands are ATR times a factor The same, and the factor interacts with the average type
When the trend flips Price closes through the band The same
What colour to draw The flip decides it A three neighbour vote decides it, and it can disagree with the flip
What "undecided" looks like There is no such state A blue stretch of line

The fourth row is where it earns the name. A SuperTrend flip and a colour change are two
different events here, and they don't always land on the same bar. When the line flips but
the vote hasn't followed, you get an arrow without a colour change; when both agree, you
get both.

Gold H4 across eleven weeks. One long red leg through July, green from early August into the 27 August high, and a red arrow at the turn, with the blue neutral colour appearing only briefly at each change.

What you actually see

The line, coloured green, red or blue as above.

Two kinds of arrow. One marks the start of a trend, drawn when the colour changes.
The other marks a continuation, drawn when the SuperTrend flips in the direction the
classifier already reads. Both sit one ATR clear of the line so they don't sit on it.

Two buffers for an EA. The trend state and the signal are exposed as indicator
buffers, so you can read them from an Expert Advisor with iCustom rather than parsing
what's on the screen. That's why they're in the Data Window with the values 1 and -1.

What it doesn't move

The current bar is deliberately left blank. On every pass after the first, only the last
closed bar is calculated and the forming bar's line value is cleared, so the line you see
ends one bar back and nothing on it can change afterwards.

Arrows are drawn once, on the bar that produced them, and are not revisited.

Alerts are on by default, set to the platform alert. That's unusual for these listings
and it's the shipped default, so if you attach it to five charts you'll hear from it. Turn
Notification type to Do not notificate if you'd rather it stayed quiet. On MT5 the
block also takes a Telegram bot token and channel id; the MT4 build does platform alerts
and email only.

The MT4 build on gold H1, drawing the same green, red and blue line and the same arrows as the MT5 build within a bar or two.

What it can't do

Volume here is tick volume. There is no central exchange in forex, so what MetaTrader
calls volume is a count of price updates. It correlates with real activity well enough to
weight an average and it is not the same thing. The whole premise of this indicator rests
on that number, so it's worth knowing exactly what it is.

factor and the average type are not independent. The default 3.0 is tuned for the
WMA. Switch the moving average source to SMA and 3.0 is far too wide; the source comment
suggests 1 instead. Change one and you have to revisit the other.

Only three averages are selectable. SMA, WMA and RMA. EMA and a nested VWMA are in the
code but switched off, so don't go looking for them in the dropdown.

Blue is rare and it isn't a signal. It means the three nearest neighbours disagreed.
That is worth seeing, and it is not an instruction to do anything.

You won't find a win rate table in this listing, and I'd be careful with any indicator
listing that has one. It draws a band, colours it by a vote, and marks the turns.

The fiddliest part of shipping this had nothing to do with the trend maths. MQL4 numbers
its bars backwards from MQL5, so the neighbour at offset j is a different bar on each
platform. Line the labels up with the wrong direction and the classifier still compiles,
still runs, and quietly votes on the wrong ten bars.

EURUSD H1 across three weeks. Two down arrows in late August and early September on a symbol that trends less cleanly, with the band stepping down in stages as price falls.

Questions you'll have

Does Volume SuperTrend AI repaint? No. Only closed bars are calculated and the forming
bar is left blank on purpose, so the visible end of the line is always a bar that has
already closed.

What does the blue line mean? The three nearest neighbours disagreed about the label,
so the vote came out split. It shows up at changes of state and rarely lasts long.

Is the AI actually doing something? It's a k nearest neighbour vote over the last ten
SuperTrend values, described in full above. It is not a neural network and there is no
training step; call it a classifier and you're on solid ground.

Can an EA read the signal? Yes. The trend and the signal are indicator buffers, so
iCustom gets you 1 or -1 without scraping the chart.

Why is it alerting me? Alerts ship switched on. Set Notification type to Do not
notificate.

What are the best settings for Volume SuperTrend AI? Leave Neighbors and Data
alone at first and change factor and Length, which is where a SuperTrend usually needs
fitting to the symbol. If you switch the moving average source, revisit factor at the
same time.

MT4 or MT5? Both, and your subscription covers both. Same formula, same defaults, one
download each.

Support

Message me through the site with a screenshot showing the chart, plus the symbol and
timeframe. That's usually enough for me to tell you what happened. Updates are included
for as long as your subscription is running.

Analysis tool. It places no trades and makes no profitability claim. Past price
behaviour is not a guide to future price behaviour.