Machine Learning: kNN-based Strategy (mtf)

capissimo Updated   
This is a multi-timeframe version of the kNN-based strategy.
Release Notes:
Added custom performance testing.
Release Notes:
Updated signal filtering, added data normalization plus some minor fixes.
Release Notes:
Price fix in the custom performance testing module.
Release Notes:
Minor fix.
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.


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.

Want to use this script on a chart?