Machine Learning: kNN-based Strategy (update)

19 thg 2, 2021

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.

20 thg 2, 2021

Phát hành các Ghi chú

Major fix: added scaling function for the mom feature. Mom requires scaling to the range of [0,...,100].