Description

Strategy 3.17: KNN-based directional prediction

Strategy Logic

K-Nearest Neighbors classification strategy.

Parameters

Parameter	Default Value	Type
k	10	int
train_window	252	int
feature_lookbacks	[1, 5, 10, 21]	list
min_confidence	0.6	float

Risk Configuration

Risk Parameter	Value
Max Position Pct	8.0%
Stop Loss Pct	3.0%
Take Profit Pct	6.0%
Max Drawdown Pct	12.0%