capissimo

Machine Learning: kNN-based Strategy (mtf)

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.

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