by 
This indicator uses a Lorentzian distance k-nearest neighbors classification algorithm to predict market direction based on up to five technical features, such as RSI, WaveTrend, CCI, and ADX. It compares current feature values against historical bar patterns
Indicator · Pine Script v5 · On the chart
KNN Machine Learning Momentum Indicator
An indicator on the price chart that applies a k-nearest neighbours classifier to short-period RSI and moving average deviation features.
GitHub stars1on the repository
Pine versionv5runs as is
Lines of code200
Settings16inputs
LicenceNone stated
Last update6 months ago11 Apr 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above. It reads the file straight from GitHub.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
The code stays on GitHub. The author has not published this script under an open licence, so ForexR does not show its code. Copy script reads the file straight from GitHub into your clipboard, so you can still try it on your own chart. Ask the author before reusing the code anywhere else.
Overview
Features are z-score normalised, optionally compressed with principal component analysis, and compared with a rolling training window using a Minkowski distance. Past bars are labelled bullish, bearish or neutral by what happened over a momentum window, and a signal needs a probability above a set threshold. It also offers bar coloring, a trend EMA and a performance table.
- K-nearest neighbours signal model
- RSI and moving average deviation features
- Optional PCA compression
- Probability threshold and performance table
Details
Published by
Focal-QuantAI on GitHub
Type
Indicator, Pine Script v5
Draws
On the price chart
Category
AI / machine learning, Oscillators & momentum
Markets
Any symbol
Timeframes
Any timeframe
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| K-Neighbors (K) | int | 5 | k_neighbors |
| Learning Window Size | int | 400 | window_size |
| Prediction Threshold | float | 0.9 | prob_threshold |
| Momentum Window | int | 4 | momentum_window |
| Short RSI Period | int | 2 | rsi_short_len |
| Mid RSI Period | int | 3 | rsi_mid_len |
| Long RSI Period | int | 4 | rsi_long_len |
| Short MA Period | int | 2 | ma_short_len |
| Medium MA Period | int | 3 | ma_medium_len |
| Long MA Period | int | 4 | ma_long_len |
| Signal Line Period | int | 4 | signal_len |
| Minkowski Parameter (p) | float | 2.0 | p_param |
Show all 16 settings
| Setting | Type | Default | Variable |
|---|---|---|---|
| Enable PCA Compression | bool | true | use_pca |
| Dynamic Bar Coloring | bool | true | use_bar_color |
| Show Model Performance Table | bool | true | show_table |
| Trend Filter (EMA) | int | 20 | ema_len |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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