// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.
0
International (CC BY-NC-SA 4.0) [Link]
// © Zeiierman {
//@version=5
indicator('AI Trend Navigator', overlay=true)
// ~~ Tooltips {
t1 ="PriceValue selects the method of price computation. \n\nSets the smoothing
period for the PriceValue. \n\nAdjusting these settings will change the input
values for the K-Nearest Neighbors algorithm, influencing how the trend is
calculated."
t2 = "TargetValue specifies the target to evaluate. \n\nSets the smoothing period
for the TargetValue."
t3 ="numberOfClosestValues sets the number of closest values that are considered
when calculating the KNN Moving Average. Adjusting this number will affect the
sensitivity of the trend line, with a higher value leading to a smoother line and a
lower value resulting in a line that is more responsive to recent price changes."
t4 ="smoothingPeriod sets the period for the moving average applied to the KNN
classifier. Adjusting the smoothing period will affect how rapidly the trend line
responds to price changes, with a larger smoothing period leading to a smoother
line that may lag recent price movements, and a smaller smoothing period resulting
in a line that more closely tracks recent changes."
t5 ="This option controls the background color for the trend prediction. Enabling
it will change the background color based on the prediction, providing visual cues
on the direction of the trend. A green color indicates a positive prediction, while
red indicates a negative prediction."
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Inputs {
PriceValue = [Link]("hl2", options = ["hl2","VWAP", "sma", "wma", "ema",
"hma"], group="", inline="Value")
maLen = [Link](5, minval=2, maxval=200, title="", group="",
inline="Value", tooltip=t1)
TargetValue = [Link]("Price Action", options = ["Price Action","VWAP",
"Volatility", "sma", "wma", "ema", "hma"], group="", inline="Target")
maLen_ = [Link](5, minval=2, maxval=200, title="", group="",
inline="Target", tooltip=t2)
// Input parameters for the KNN Moving Average
numberOfClosestValues = [Link](3, "Number of Closest Values", 2, 200,
tooltip=t3)
smoothingPeriod = [Link](50, "Smoothing Period", 2, 500, tooltip=t4)
windowSize = [Link](numberOfClosestValues, 30)
// knn Color
Upknn_col = [Link]([Link], title="", group="KNN Color", inline="knn
col")
Dnknn_col = [Link]([Link], title="", group="KNN Color", inline="knn col")
Neuknn_col = [Link]([Link], title="", group="KNN Color", inline="knn
col")
// MA knn Color
Maknn_col = [Link]([Link], title="", group="MA KNN Color", inline="MA
knn col")
// BG Color
bgcolor = [Link](false, title="Trend Prediction Color", group="BG Color",
inline="bg", tooltip=t5)
Up_col = [Link]([Link], title="", group="BG Color", inline="bg")
Dn_col = [Link]([Link], title="", group="BG Color", inline="bg")
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ kNN Classifier {
value_in = switch PriceValue
"hl2" => [Link](hl2,maLen)
"VWAP" => [Link](close[maLen])
"sma" => [Link](close,maLen)
"wma" => [Link](close,maLen)
"ema" => [Link](close,maLen)
"hma" => [Link](close,maLen)
meanOfKClosest(value_,target_) =>
closestDistances = array.new_float(numberOfClosestValues, 1e10)
closestValues = array.new_float(numberOfClosestValues, 0.0)
for i = 1 to windowSize
value = value_[i]
distance = [Link](target_ - value)
maxDistIndex = 0
maxDistValue = [Link](0)
for j = 1 to numberOfClosestValues - 1
if [Link](j) > maxDistValue
maxDistIndex := j
maxDistValue := [Link](j)
if distance < maxDistValue
[Link](maxDistIndex, distance)
[Link](maxDistIndex, value)
[Link]() / numberOfClosestValues
// Choose the target input based on user selection
target_in = switch TargetValue
"Price Action" => [Link](close,maLen_)
"VWAP" => [Link](close[maLen_])
"Volatility" => [Link](14)
"sma" => [Link](close,maLen_)
"wma" => [Link](close,maLen_)
"ema" => [Link](close,maLen_)
"hma" => [Link](close,maLen_)
knnMA = meanOfKClosest(value_in,target_in)
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ kNN Prediction {
// Function to calculate KNN Classifier
price = [Link](knnMA, close)
c = [Link](knnMA[1], smoothingPeriod)
o = [Link](knnMA, smoothingPeriod)
// Defines KNN function to perform classification
knn(price) =>
Pos_count = 0
Neg_count = 0
min_distance = 10e10
nearest_index = 0
for j = 1 to 10
distance = [Link]([Link](price[j] - price, 2))
if distance < min_distance
min_distance := distance
nearest_index := j
Neg = c[nearest_index] > o[nearest_index]
Pos = c[nearest_index] < o[nearest_index]
if Pos
Pos_count += 1
if Neg
Neg_count += 1
output = Pos_count>Neg_count?1:-1
// Calls KNN function and smooths the prediction
knn_prediction_raw = knn(price)
knn_prediction = [Link](knn_prediction_raw, 3)
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Plots {
// Plots for display on the chart
knnMA_ = [Link](knnMA,5)
knnMA_col = knnMA_>knnMA_[1]?Upknn_col:knnMA_<knnMA_[1]?Dnknn_col:Neuknn_col
Classifier_Line = plot(knnMA_,"Knn Classifier Line", knnMA_col)
MAknn_ = [Link](knnMA, smoothingPeriod)
plot(MAknn_,"Average Knn Classifier Line" ,Maknn_col)
green = knn_prediction < 0.5
red = knn_prediction > -0.5
bgcolor( green and bgcolor? [Link](Dn_col,80) :
red and bgcolor ? [Link](Up_col,80) : na)
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Alerts {
knnMA_cross_Over_Ma = [Link](knnMA_,MAknn_)
knnMA_cross_Under_Ma = [Link](knnMA_,MAknn_)
knnMA_cross_Over_Close = [Link](knnMA_,close)
knnMA_cross_Under_Close = [Link](knnMA_,close)
knnMA_Switch_Up = knnMA_[1]<knnMA_ and knnMA_[1]<=knnMA_[2]
knnMA_Switch_Dn = knnMA_[1]>knnMA_ and knnMA_[1]>=knnMA_[2]
knnMA_Neutral = knnMA_col==Neuknn_col and knnMA_col[1]!=Neuknn_col
greenBG = green and not green[1]
redBG = red and not red[1]
alertcondition(knnMA_cross_Over_Ma, title = "Knn Crossover Average Knn", message
= "Knn Crossover Average Knn")
alertcondition(knnMA_cross_Under_Ma, title = "Knn Crossunder Average Knn", message
= "Knn Crossunder Average Knn")
alertcondition(knnMA_cross_Over_Close, title = "Knn Crossover Close", message =
"Knn Crossover Close")
alertcondition(knnMA_cross_Under_Close, title = "Knn Crossunder Close", message =
"Knn Crossunder Close")
alertcondition(knnMA_Switch_Up, title = "Knn Switch Up", message = "Knn Switch
Up")
alertcondition(knnMA_Switch_Dn, title = "Knn Switch Dn", message = "Knn Switch Dn")
alertcondition(knnMA_Neutral, title = "Knn is Neutral", message = "Knn is Neutral")
alertcondition(greenBG, title = "Positive Prediction", message = "Positive
Prediction")
alertcondition(redBG, title = "Negative Prediction", message = "Negative
Prediction")
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
