forecasting

capissimo

There is not much to say - just vanilla locally weighted regression in PineScript 4. see: medium.com also: cs229.stanford.edu

capissimo Updated 

Tested on 5m TF with EURUSD. Settings should be modified appropriately for other TFs, lookbacks and securities. This indicator does not repaint.

capissimo Updated 

Holt's Forecasting method Holt (1957) extended simple exponential smoothing to allow the forecasting of data with a trend. This method involves a forecast equation and two smoothing equations (one for the level and one for the trend): Forecast equation: ŷ = l + h * b Level equation: l = alpha * y + (1 - alpha) * (l + b) Trend equation: b = beta * (l - l)...

alexgrover Wizard Updated 

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...

dep0tyoxxx

Sometimes it is more than convenient to differ fast from a genuine high or a B in an expanded flat (a very impulsive counter within a correction, resulting in an higher high than the genuine.) I tried to use the typical choppiness of Bs in general to indicate them (orange box in example). Therefore i used a momentum of close, relative to the bar's heights...

SegaRKO Updated 

The Alpha-Sutte model is an ongoing project run by Ansari Saleh Ahmar, a lecturer and researcher at Universitas Negeri Makassar in Indonesia, that attempts to make forecasts for time series like how Arima and Holt-Winters models do. Currently Ahmar and his team have conducted research and published papers comparing the efficacy of the Alpha-Sutte and other models,...

hofchris

Includes the 21, 50, 100 and 200 SMA and 6 bar forecast

alexgrover Wizard

Basic extrapolator for forecast a time-series, all forecasts are mades length periods ahead. This is not a estimation of the exact price This should only be used for forecasting direction, dont expect the price to be at the same value of its forecast. Bias, Mean absolute error, Mean percentage error...etc look useless here, its better to use...

RicardoSantos Wizard Updated 

EXPERIMENTAL: concept for fractal ma. can be used as zigzag as is, intended for hidden S&R extraction(kinda failed :p ).