Extracted algorithm research record
KNN Machine Learning Momentum
Predictive KNN engine with EMA trend filter and dynamic ATR-based SL/TP zones.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded timeframes
- M5, M8, M15, M30, H1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| KNN | {"learning_window": 350, "prediction_threshold": 0.5} | close |
| EMA | {"period": 20} | close |
| ATR | {"period": 6} | high-low |
Extracted strategy rules
Recorded long-entry rules
- Bright Green Arrow
Recorded short-entry rules
- Bright Red Arrow
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- EMA trend filter
- Stop loss
- SL distance = ATR × 3.4
- Take profit
- TP distance = ATR × 1.6
- Position sizing
- null
Questions about this record
What entry rules are recorded for KNN Machine Learning Momentum?
Long: Bright Green Arrow Short: Bright Red Arrow These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, XAGUSD. Timeframes: M5, M8, M15, M30, H1. These are source-recorded labels, not verified execution behavior.