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Machine Learning: kNN-based Strategy (update)

capissimo Updated   
Relative Strength Index (RSI) Commodity Channel Index (CCI) Volatility Trend Analysis machinelearning knn prediction MOM
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kNN-based Strategy (FX and Crypto)

Description:

This update to the popular kNN-based strategy features:
improvements in the business logic,
an adjustible k value for the kNN model,
one more feature (MOM),
a streamlined signal filter and
some other minor fixes.

Now this script works in all timeframes !

I intentionally decided to publish this script separately
in order for the users to see the differences.
Release Notes:
Major fix: added scaling function for the mom feature. Mom requires scaling to the range of .
Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

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