KNN Supertrend Horizon [LuxAlgo] for NinjaTrader 8 u2014 Free Conversion

Most SuperTrend variants are deterministic: ATR × multiplier sets the band width and the trend flips when price closes the wrong side. LuxAlgo’s KNN Supertrend Horizon takes a different swing — it runs a k-nearest-neighbors classifier over recent (RSI, ATR%) feature space, votes on the next-bar SuperTrend direction, EMA-smooths the probability, and only flips when the smoothed probability clears a hysteresis buffer.

On top of the ML-gated trend line, it overlays glow bars at the top and bottom of the panel that pulse in proportion to the model’s confidence, layered 3D-style rejection orbs on contradiction wicks, gradient candle coloring, and a corner-anchored SharpDX dashboard that reports the live probability, bars-in-trend, and ATR-relative volatility.

This post is the NinjaTrader 8 conversion. The full source compiles standalone in indTradingView/, exposes the SuperTrend value, ML probability, regime flag, and rejection signals as Series<> outputs for strategy use, and is yours to download as a NinjaScript Archive.

Original Pine Script: KNN Supertrend Horizon by LuxAlgo
License: Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)

🆚 What Makes KNN Supertrend Horizon Different

ML voting on the trend. Each bar, the indicator computes two features (RSI on a smoothed source, plus ATR/price as a relative-volatility metric), then finds the K most similar historical bars in that two-feature space. Each neighbor votes for the direction the SuperTrend was on its own next bar. The vote tally becomes a probability that the current SuperTrend direction is ‘correct.’

Hysteresis buffer prevents whipsaw. The smoothed probability has to clear 50% by a configurable buffer (default 5%) before the regime flips. So a flip from down to up requires sustained probability above 55%, and the reverse requires it to drop below 45%. The dead zone in the middle filters out the noise that plagues raw threshold crossings.

Layered rejection orbs and glow bars. When a wick contradicts the active trend (high pierces resistance in a down-trend, or low pierces support in an up-trend) and the wick-to-body ratio exceeds a threshold, the indicator draws a five-pass layered orb at the wick extreme — outer halo, mid glow, core, highlight, sparkle. Glow bars at the panel top and bottom pulse with the model’s confidence — visual reinforcement of the regime.

⚙️ Settings

KNN Supertrend Horizon exposes its inputs in six property groups: machine-learning parameters (K, search window), SuperTrend bands (ATR length, factor), noise filtering (HMA smoothing, ML buffer), rejection-orb gating, visual styling, and dashboard placement.

Machine Learning

Parameter	Default	Description
K-Neighbors	10	Number of nearest neighbors used to vote on the next-bar SuperTrend direction.
Search Window	500	How many historical bars to scan for nearest-neighbor lookups.

SuperTrend

Parameter	Default	Description
ATR Length	10	ATR period used inside the SuperTrend calculation.
Factor	3.0	ATR multiplier for the SuperTrend bands.

Noise Filter

Parameter	Default	Description
Smooth Price Input	True	Apply HMA smoothing to the price source before computing the RSI feature.
Smoothing Length	10	HMA length for the smoothed price source.
ML Confidence Buffer (%)	5.0	Hysteresis around 50% — smoothed probability must clear 50±buffer to flip direction.

Rejection Signals

Parameter	Default	Description
Show 3D Rejection Orbs	True	Render layered rejection orbs at wicks that contradict the current SuperTrend.
Min Wick-to-Body Multiplier	1.5	Wick must be at least this many times the body for an orb to fire.
Min Bubble Gap (Bars)	5	Refractory period between consecutive rejection orbs.

Visual

Parameter	Default	Description
Liquid Smoothness	20	EMA length applied to the raw KNN probability before threshold detection.
Vibrancy	1.5	Power curve applied to confidence intensity — higher values intensify saturation.
Gradient Candle Coloring	True	Recolor candles by trend with confidence-driven brightness.

Dashboard

Parameter	Default	Description
Show Dashboard	True	Render the SharpDX HUD with ML and SuperTrend stats.
Position	TopRight	Corner placement for the dashboard.
Size	Small	Overall dashboard scale.

🧠 How It Works

Each bar runs five layered computations: feature extraction, KNN voting, probability smoothing, regime gating, and visual rendering.

Feature extraction. Optionally HMA-smooth the source close. Compute RSI(14) on the smoothed source. Compute (ATR(14) / price) × 100 as a relative-volatility feature. These two scalars are the bar’s coordinates in feature space.
SuperTrend value. Compute the classic SuperTrend with band-locking — upper band ratchets up while the trend is down, lower band ratchets down while the trend is up. Direction flips on close-vs-band crosses. Store the prior bar’s SuperTrend direction as the ‘truth label’ for KNN training.
KNN voting. For each historical bar in the search window, compute Euclidean distance from the current bar’s (RSI, ATR%) to that historical bar’s (RSI, ATR%). Sort distances, take the K smallest, and tally how many of those neighbors had a bullish next-bar SuperTrend. The bull/(bull+bear) ratio × 100 is the raw KNN probability.
Probability smoothing. Run an EMA over the raw probability with the Liquid Smoothness length. The smoothed value drives all downstream visual decisions.
Regime gating with hysteresis. The MlBullish flag flips up when smoothed probability > 50 + buffer, and flips down when smoothed probability < 50 − buffer. In between, the flag holds its prior state — that's the noise dead-zone.
Rejection-orb detection. When a wick contradicts the active regime AND the wick-to-body ratio exceeds the configured multiplier AND we’re past the bubble-gap refractory, draw a five-pass layered orb at the wick extreme: black halo, theme-color mid, theme-color core, white highlight, white sparkle. Each layer has its own opacity and offset for the 3D effect.
Glow bars + gradient candles + dashboard. Render the panel-top and panel-bottom glow bars per visible bar, intensity proportional to that bar’s confidence. Recolor each candle via BarBrushes/CandleOutlineBrushes if Gradient Candle Coloring is on. Render the SharpDX dashboard at the configured corner with current regime, probability, bars-in-trend, ST distance, and ATR-relative volatility.

The indicator is non-repainting: every output is computed on the closed bar’s data and never updates after the bar confirms.

🛠️ Using It in a Strategy

KNN Supertrend Horizon exposes the regime, smoothed probability, and rejection signals as Series<> outputs. The simplest strategy gates entries on the regime flag transitioning, and uses rejection signals as counter-trend tactical entries.

Below is the lifecycle: instantiate in State.DataLoaded, then in OnBarUpdate read the regime and rejection signals.

private KnnSupertrendHorizon knn;

protected override void OnStateChange()
{
    if (State == State.SetDefaults)
    {
        Name = "KnnSupertrendHorizonStrategyExample";
    }
    else if (State == State.DataLoaded)
    {
        knn = KnnSupertrendHorizon(
            10,                                              // K-Neighbors
            500,                                             // Search Window
            10,                                              // ATR Length
            3.0,                                             // Factor
            true,                                            // Smooth Source
            10,                                              // Smoothing Length
            5.0,                                             // ML Buffer
            true,                                            // Show Orbs
            1.5,                                             // Wick Multiplier
            5,                                               // Bubble Gap
            20,                                              // Liquid Smoothness
            1.5,                                             // Vibrancy
            true,                                            // Color Candles
            true,                                            // Show Dashboard
            KnnSupertrendHorizon_DashCorner.TopRight,        // Dashboard Position
            KnnSupertrendHorizon_DashSize.Small              // Dashboard Size
        );
    }
}

protected override void OnBarUpdate()
{
    if (CurrentBar < 501) return;

    // Detect regime flip this bar
    bool flippedBull = knn.MlBullish[0] && !knn.MlBullish[1];
    bool flippedBear = !knn.MlBullish[0] && knn.MlBullish[1];

    if (flippedBull) EnterLong();
    if (flippedBear) EnterShort();

    // Rejection orbs as tactical counter-trend entries
    if (knn.BullRejection[0] && Position.MarketPosition != MarketPosition.Long)
        EnterLong("RejectionLong");
    if (knn.BearRejection[0] && Position.MarketPosition != MarketPosition.Short)
        EnterShort("RejectionShort");

    // Trail stop along the SuperTrend line
    if (Position.MarketPosition == MarketPosition.Long)
        SetStopLoss(CalculationMode.Price, knn.MlSupertrend[0]);
    else if (Position.MarketPosition == MarketPosition.Short)
        SetStopLoss(CalculationMode.Price, knn.MlSupertrend[0]);
}

private KnnSupertrendHorizon knn;

protected override void OnStateChange()
{
    if (State == State.SetDefaults)
    {
        Name = "KnnSupertrendHorizonStrategyExample";
    }
    else if (State == State.DataLoaded)
    {
        knn = KnnSupertrendHorizon(
            10,                                              // K-Neighbors
            500,                                             // Search Window
            10,                                              // ATR Length
            3.0,                                             // Factor
            true,                                            // Smooth Source
            10,                                              // Smoothing Length
            5.0,                                             // ML Buffer
            true,                                            // Show Orbs
            1.5,                                             // Wick Multiplier
            5,                                               // Bubble Gap
            20,                                              // Liquid Smoothness
            1.5,                                             // Vibrancy
            true,                                            // Color Candles
            true,                                            // Show Dashboard
            KnnSupertrendHorizon_DashCorner.TopRight,        // Dashboard Position
            KnnSupertrendHorizon_DashSize.Small              // Dashboard Size
        );
    }
}

protected override void OnBarUpdate()
{
    if (CurrentBar < 501) return;

    // Detect regime flip this bar
    bool flippedBull = knn.MlBullish[0] && !knn.MlBullish[1];
    bool flippedBear = !knn.MlBullish[0] && knn.MlBullish[1];

    if (flippedBull) EnterLong();
    if (flippedBear) EnterShort();

    // Rejection orbs as tactical counter-trend entries
    if (knn.BullRejection[0] && Position.MarketPosition != MarketPosition.Long)
        EnterLong("RejectionLong");
    if (knn.BearRejection[0] && Position.MarketPosition != MarketPosition.Short)
        EnterShort("RejectionShort");

    // Trail stop along the SuperTrend line
    if (Position.MarketPosition == MarketPosition.Long)
        SetStopLoss(CalculationMode.Price, knn.MlSupertrend[0]);
    else if (Position.MarketPosition == MarketPosition.Short)
        SetStopLoss(CalculationMode.Price, knn.MlSupertrend[0]);
}

All outputs are Series<>, so you can index back in time freely. The Update() wrapper inside each non-plot getter handles sync.

Public Outputs

Output	Type	Description
MlSupertrend[0]	Series	The active SuperTrend line value.
SmoothedProb[0]	Series	EMA-smoothed KNN voting probability (0–100). >50+buffer = bullish bias, <50−buffer = bearish.
MlBullish[0]	Series	Current regime flag — true when smoothed probability supports an up-trend.
BullRejection[0]	Series	True on a bar where a wick rejection contradicts the active down-trend (potential long signal).
BearRejection[0]	Series	True on a bar where a wick rejection contradicts the active up-trend (potential short signal).

🔄 Conversion Notes

A few things changed in the translation from Pine Script to NinjaScript:

Inline KNN with sorted-distance threshold. Pine’s array.sort + threshold extraction becomes an in-method allocation of distance arrays, sorted once per bar. The K-th smallest distance defines the threshold; all neighbors at or below it cast a vote.

Layered rejection orbs via SharpDX. Pine’s five label.new calls for the 3D-orb effect become five SharpDX FillEllipse passes per orb in OnRender, with cached per-color brushes and dispose-on-target-change lifecycle.

Glow bar palette quantization. Per-bar glow alpha would otherwise allocate hundreds of brushes per render frame. The conversion pre-builds an 8-level alpha palette per side (bull and bear) at OnRenderTargetChanged; per-bar render selects from the palette by quantizing the bar’s confidence.

Gradient candle coloring via BarBrushes. Pine’s barcolor() with confidence-modulated alpha is replaced by BarBrushes/CandleOutlineBrushes assignment per bar, with the alpha scaled by the smoothed probability.

SharpDX dashboard with corner placement and three-tier sizing. The Pine table is replaced with a SharpDX-rendered HUD that supports three corner positions and five overall size presets, with full font-size control and an opacity slider on the background panel.

Series-based public outputs. Five outputs are exposed as Series<> for strategy consumption — MlSupertrend, SmoothedProb, MlBullish, BullRejection, BearRejection.

📦 Download

The full source is available as a free NinjaScript Archive. To install:

Download the .zip file below.
In NinjaTrader 8, go to Tools → Import → NinjaScript Add-On.
Select the downloaded .zip file.
The indicator will appear under Indicators → indTradingView → KNN Supertrend Horizon [LuxAlgo] on your chart.

Download the NinjaTrader 8 (Open Source) KNN Supertrend Horizon [LuxAlgo] Indicator

📊 Chart Example

KNN Supertrend Horizon on a 1-minute chart with default settings. The trend line is gated by the smoothed KNN probability — notice how it holds direction through wicks the standard SuperTrend would flip on. Glow bars at the panel top and bottom pulse with confidence; rejection orbs mark wick contradictions; the corner dashboard shows the live ML state. Gradient candles encode confidence directly into the bar color.

🎉 Prop Trading Discounts

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The original Pine Script™ code is by LuxAlgo and is licensed under the Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0). This NinjaTrader 8 adaptation is by MyDailyTake.com. The use of LuxAlgo’s name or adapted code does not imply endorsement by the original author.

TradingView KNN Supertrend Horizon [LuxAlgo] Conversion to NinjaTrader 8

🆚 What Makes KNN Supertrend Horizon Different