Module reference
KNN Cluster AI
Adaptive KNN clustering for volatility regimes, liquidity pockets, and edge extraction.
Last updated April 2026
Overview
KNN Cluster AI applies adaptive nearest-neighbor clustering to recent price and flow-derived features. Clusters highlight where the market is structurally similar to its own recent history — pockets of recurring behavior, not smoothed overlays.
- Distance-based structure adapts as drift and volatility change
- Useful for context filters, regime alignment, and research workflows
Platforms & builds
Delivered for TradingView and NinjaTrader 8 under your license. Heavy compute on NT8 may require adequate machine resources for real-time use on dense charts.
Installation
Follow the post-purchase email: license validation, script access, or NT8 import steps. Keep your platform updated within the supported major version for your license tier.
Key parameters
- k — number of neighbors (higher = smoother, less local)
- Feature set — which inputs feed the distance metric (e.g. returns, range, volume-normalized features)
- Lookback — how many bars feed the neighbor search
- Decay — optional weighting toward more recent observations
Interpretation
Cluster identity and distance-to-centroid style readouts are contextual, not buy/sell labels. Pair with your own rules for entry, sizing, and invalidation.
Limitations & risk
Clustering is descriptive, not predictive. Sparse data and structural breaks can produce unstable neighborhoods. No tool replaces judgment or risk controls.
Want in on the build? Hit the team.