Indicator: https://www.tradingview.com/v/WhBzgfDu/
Backtest Adapter: https://www.tradingview.com/v/Pu38F2pB/
️ Patreon: https://www.patreon.com/user/about?u=83066936
Buy me a Coffee: https://www.buymeacoffee.com/jdehorty
Timestamps:
0:00 Introduction
1:15 Machine Learning Background
2:01 Nearest Neighbors Intuition
3:42 Distance Algorithm Visualization
4:40 Analogy to Space-Time and General Relativity
5:50 Comparison of Euclidean and Lorentzian Distances
6:46 The Warping of Price-Time by Economic Calendar Events
9:49 General Overview of Indicator Settings
10:13 Feature Engineering Settings
11:17 Filter Settings
13:28 Kernel Settings
14:49 Backtesting the Indicator with a Backtest Adapter
16:26 Tips for Optimizing Backtest Results
Source