[DMcL] Nadaraya-Watson Kernel

Adapted from jdehorty on tradingview.
Nadaraya-Watson Kernel in dark green
Find it works on longer timeframes, 6 Hour etc.
Added an EMA filter (in aqua), to only take longs in uptrend, shorts downtrend

Once you have saved the command, this is an example of a script to trade from its signals:

local alpha = Input('Alpha', 2)
local r = Input('Relative Weighting', 8)
local h = Input('Lookback Window', 8)
local x_0 = Input("Start Regression at Bar", 25)
local emaFilter = Input('Use EMA Filter', false)
local emaLength = Input('EMA Length', 200)

local nwk = CC_Nadaraya_Watson_Kernel(alpha, r, h, x_0, emaFilter, emaLength)

if nwk == SignalLong then
    DoLong()
end

if nwk == SignalShort then
    DoShort()
end

• This topic was modified 2 weeks, 2 days ago by dmaclennan.