Extrapolation

Variable Sine Wave Fit [LuxAlgo]The Variable Sine Wave Fit indicator uses Ordinary Least Squares (OLS) to fit a dynamic, damped, or expanding sine wave with an underlying linear trend to recent price action. This tool aims to identify cyclical patterns and project their potential continuation into the future, providing a mathematical framework for understanding market regimes and turning points. This indicator is subject to repainting and is displayed retrospectively. 🔶 USAGE The indicator fits a complex trigonometric mo

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LOWESS Channel & Extrapolation [LuxAlgo]The LOWESS Channel & Extrapolation indicator calculates a Locally Weighted Scatterplot Smoothing (LOWESS) curve to define a non-linear trend and projects it into future bars using local regression slopes. It provides a dynamic channel based on the standard deviation of residuals, helping traders identify overextended price levels and potential mean-reversion points. The LOWESS Channel & Extrapolation indicator is subject to repainting and displayed retrospectively. 🔶 USAGE This tool is pr

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Whittaker Envelope [LuxAlgo]The Whittaker Envelope indicator is a visualization tool that uses Asymmetric Least Squares (ALS) to create a smooth, non-linear envelope that adapts to price extremes and troughs. This indicator is for visualization purposes only and should not be used for direct trading signals without confirmation. It is important to note that this script is displayed retrospectively . Because it calculates the best fit over a fixed historical window (the last N bars) using an iterative optimization proc

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Singular Spectrum Decomposition [LuxAlgo]The Singular Spectrum Decomposition indicator is a powerful analytical tool that decomposes price action into distinct, interpretable components—Trend, Periodic cycles, and Noise—using the Singular Spectrum Analysis (SSA) methodology. It provides traders with a clear view of underlying market structures and offers a jump-free, extrapolated trend forecast based on Linear Recurrence Relations (LRR). Warning: This decomposition is displayed retrospectively ; historical values observed are sub

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Bitcoin Expectile Model [LuxAlgo]The Bitcoin Expectile Model is a novel approach to forecasting Bitcoin, inspired by the popular Bitcoin Quantile Model by PlanC. By fitting multiple Expectile regressions to the price, we highlight zones of corrections or accumulations throughout the Bitcoin price evolution. While we strongly recommend using this model with the Bitcoin All Time History Index INDEX:BTCUSD on the 3 days or weekly timeframe using a logarithmic scale, this model can be applied to any asset using the daily timefra

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Birdies [LuxAlgo]The Birdies indicator uses a unique technique to provide support/resistance curves based on a circle connecting the last swing high/low. A specific, customizable part of this circle acts as a curve of interest, which can trigger visual breakout signals. 🔶 USAGE The script projects a bird-like pattern when a valid Swing point is found. Multiple customization options are included. 🔹 Trend & Support/Resistance Tool The color fill patterns and the wing boundaries can give insights

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Extrapolated Previous Trend [LuxAlgo]The Extrapolated Previous Trend indicator extrapolates the estimated linear trend of the prices within a previous interval to the current interval. Intervals can be user-defined. 🔶 USAGE Returned lines can be used to provide a forecast of trends, assuming trends are persistent in sign and slope. Using them as support/resistance can also be an effecting usage in case the trend in a new interval does not follow the characteristic of the trend in the previous interval. The indicator

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Advanced Donchian Channels Advanced Donchian Channels displays future donchian channel values based on the current information on the chart. It displays a normal donchian channel at the specified user length with the future values extending from the current bar. Depending on the direction of price movement, these values do not repaint. It is known when it does and does not repaint, and the actions are normal. See below for more information. In a down trend, when the price is making new lows, the future "channel low" val

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Fourier Spectrometer of Price w/ Extrapolation Forecast [Loxx]Fourier Spectrometer of Price w/ Extrapolation Forecast is a forecasting indicator that forecasts the sinusoidal frequency of input price. This method uses Linear Regression with a Fast Fourier Transform function for the forecast and is different from previous forecasting methods I've posted. Dotted lines are the forecast frequencies. You can change the UI colors and line widths. This comes with 8 frequencies out of the box. Instead of drawing sinusoidal manually on your charts, you can use th

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Ehlers Linear Extrapolation Predictor [Loxx]Ehlers Linear Extrapolation Predictor is a new indicator by John Ehlers. The translation of this indicator into PineScript™ is a collaborative effort between @cheatcountry and I. The following is an excerpt from "PREDICTION" , by John Ehlers Niels Bohr said “Prediction is very difficult, especially if it’s about the future.”. Actually, prediction is pretty easy in the context of technical analysis. All you have to do is to assume the market will behave in the immediate future just as it

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Polynomial Regression Bands w/ Extrapolation of Price [Loxx]Polynomial Regression Bands w/ Extrapolation of Price is a moving average built on Polynomial Regression. This indicator paints both a non-repainting moving average and also a projection forecast based on the Polynomial Regression. I've included 33 source types and 38 moving average types to smooth the price input before it's run through the Polynomial Regression algorithm. This indicator only paints X many bars back so as to increase on screen calculation speed. Make sure to read the tooltips

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Nearest Neighbor Extrapolation of Price [Loxx]I wasn't going to post this because I don't like how this calculates by puling in the Open price, but I'm posting it anyway. This does work in it's current form but there is a. better way to do this. I'll revisit this in the future. Anyway... The k-Nearest Neighbor algorithm (k-NN) searches for k past patterns (neighbors) that are most similar to the current pattern and computes the future prices based on weighted voting of those neighbors. This indicator finds only one nearest neighbor. So,

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Hodrick-Prescott Extrapolation of Price [Loxx]Hodrick-Prescott Extrapolation of Price is a Hodrick-Prescott filter used to extrapolate price. The distinctive feature of the Hodrick-Prescott filter is that it does not delay. It is calculated by minimizing the objective function. F = Sum((y(i) - x(i))^2,i=0..n-1) + lambda*Sum((y(i+1)+y(i-1)-2*y(i))^2,i=1..n-2) where x() - prices, y() - filter values. If the Hodrick-Prescott filter sees the future, then what future values does it suggest? To answer this question, we should find the d

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Modified Covariance Autoregressive Estimator of Price [Loxx]What is the Modified Covariance AR Estimator? The Modified Covariance AR Estimator uses the modified covariance method to fit an autoregressive (AR) model to the input data. This method minimizes the forward and backward prediction errors in the least squares sense. The input is a frame of consecutive time samples, which is assumed to be the output of an AR system driven by white noise. The block computes the normalized estimate of the AR system parameters, A(z), independently for each successi

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Itakura-Saito Autoregressive Extrapolation of Price [Loxx]Itakura-Saito Autoregressive Extrapolation of Price is an indicator that uses an autoregressive analysis to predict future prices. This is a linear technique that was originally derived or speech analysis algorithms. What is Itakura-Saito Autoregressive Analysis? The technique of linear prediction has been available for speech analysis since the late 1960s (Itakura & Saito, 1973a, 1970; Atal & Hanauer, 1971), although the basic principles were established long before this by Wiener (1947).

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Fourier Extrapolator of Variety RSI w/ Bollinger Bands [Loxx]Fourier Extrapolator of Variety RSI w/ Bollinger Bands is an RSI indicator that shows the original RSI, the Fourier Extrapolation of RSI in the past, and then the projection of the Fourier Extrapolated RSI for the future. This indicator has 8 different types of RSI including a new type of RSI called T3 RSI. The purpose of this indicator is to demonstrate the Fourier Extrapolation method used to model past data and to predict future price movements. This indicator will repaint. If you wish to u

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Quadratic Regression Fit a quadratic polynomial (parabola) to the last length data points by minimizing the sum of squares between the data and the fitted results. The script can extrapolate the results in the future and can also display the R-squared of the model. Note that this script is subject to some limitations (more in the "Notes" section). Settings Length : Number of data points to use as input. Offset : Determine the number of past fitted values to be displayed, if 0 only the extrapolated values a

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Forecasting - Drift Method Introduction Nothing fancy in terms of code, take this post as an educational post where i provide information rather than an useful tool. Time-Series Forecasting And The Drift Method In time-series analysis one can use many many forecasting methods, some share similarities but they can all by classified in groups and sub-groups, the drift method is a forecasting method that unlike averages/naive methods does not have a constant (flat) forecast, instead the drift method can increase or de

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Time Series Forecast Introduction Forecasting is a blurry science that deal with lot of uncertainty. Most of the time forecasting is made with the assumption that past values can be used to forecast a time series, the accuracy of the forecast depend on the type of time series, the pre-processing applied to it, the forecast model and the parameters of the model. In tradingview we don't have much forecasting models appart from the linear regression which is definitely not adapted to forecast financial markets, inst

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Linear Channels Introduction I already made an indicator (simple line) that tried to make lines on price such that the results would not repaint and give a good fit to the price, today i publish a channels indicator based on the simple line indicator. The indicator aim to show possible support and resistance levels when the central line posses a low sum of squares with the price, a linear extrapolation was also provided in order to show possible future price positions respective to the channels. The Indicat

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Stationary Extrapolated Levels Oscillator Introduction The oscillator version of the stationary extrapolated levels indicator. The methodology behind the extrapolated levels where to minimize the risk of making a decision based only on a forecast, therefore the indicator plotted levels in order to determine possible reversal points, signals where generated when the detrended series crossed over/under those levels. The Indicator First we detrend the price, this is because forecasting the trend is often harder than a series without

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Pseudo Polynomial Channel Introduction Back when i started using pine i made a script called periodic channel who aimed to rescale an average correlated sine wave to the price...don't worked very well. So i tried to fix problems induced by the indicator without much success, i had to redo it from scratch while abandoning the idea of rescaling correlated smooth functions to the price, at that time i also received requests regarding polynomial channel, some plateformes included this indicator, this led me to the idea to

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Spiky Iguana Multi RSI Bands (Reverse RSI for the Price) by RRB Spiky Iguana Multi RSI Bands by RagingRocketBull 2018 Version 1.0 This indicator shows multiple RSI Bands with prices corresponding to specified overbought/oversold RSI levels. It is used to extrapolate the exact price levels currently matching a given set of RSI levels based on prior price/RSI levels action. You can think of it as a reverse RSI where RSI levels are moving dynamically around the price instead of price bouncing between straight lines. Features: - 6+6 = 12 customizable Overboug

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by RagingRocketBull

Stationary Extrapolated Levels Beta Peek/Valey based forecast The idea behind this indicator is to extrapolate a stationary time series and find the peeks of the extrapolated result. The highest and lowest of the extrapolated data represent really precise support and resistance if the data and its extrapolation are barelly equal with an error lower than the average. When the detrended price ( in blue ) crossover the lower level then the indicator detect a valey and the possibility of an up movement, if the higher

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