The Forecast Oscillator is a technical indicator that compares a security close price to its time series forecast. The time series forecast function name is "tsf" and it calculates the projection of the price trend for the next bar.
The Forecast Oscillator and therefore the time series forecast are based on linear regression. The time series forecast indicator...
Reverse Indicator calculation: Oscillators value output are calculated based on the input price (open, high, low or close). This means certain input price can generate the according to the output value of the oscillator. They are both sides of an equation, the process is reversible. Once we know one side of the equation, we can get the value of the other side. We...
experimental:
zigzag indicator with all the zigzag methods that im aware of(that matter atleast), theres something for all tastes there :P
this will be the basis for zigzag tools i make in the future.
note: some zigzags REPAINT.
description:
• Zig Zag indicator plots points on the chart whenever prices reverse
by a percentage greater than a pre-chosen variable.
• Forecasts area based on zigzag statistics.
• Displays labels with detected patterns.
• Displays slope information rate of price, time diferentials and angle(experimental)
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...
EXPERIMENTAL:
Using keltner channels with automatic multiplier finding, offsets and show_last cutoffs to generate a forecast area.
video showing why its named keltner worms :p..
streamable.com
Moving Regression is a generalization of moving average and polynomial regression.
The procedure approximates a specified number of prior data points with a polynomial function of a user-defined degree. Then, polynomial interpolation of the last data point is used to construct a Moving Regression time series.
Application:
Moving Regression allows one to smooth...
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...
Introduction
If you rescale a sine wave to the price you will need to correlate it with it in order to show good results, today i present a different method that does not involve correlation to "morph" a sine wave to the price in order to provide forecast's and highlight market periodic patterns.
Parameters
length control the period of the sine wave, ...
Today we'll link time series forecasting with signal processing in order to provide an original and funny trend forecasting method, the post share lot of information, if you just want to see how to use the indicator then go to the section "Using The Indicator".
Time series forecasting is an area dealing with the prediction of future values of a series by using a...
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...
This script is for a triple moving average strategy where the user can select from different types of moving averages, price sources, lookback periods and resolutions.
Features:
- 3 Moving Averages with variable MA types, periods, price sources, resolutions and the ability to disable each individually.
- Crossovers are plotted on the chart with detailed...
WARNING:
Experimental and incomplete.
Script is open to development and will be developed.
This is just version 1.0
STRUCTURE
This script is trained according to the open, close, high and low values of the bars.
It is tried to predict the future values of opening, closing, high and low values.
A few simple codes were used to correlate expectation...
This script is for a triple moving average strategy where the user can select from different types of moving averages, price sources, lookback periods and resolutions.
Features:
- 3 Moving Averages with variable MA types, periods, price sources, resolutions and the ability to disable each individually
- Crossovers are plotted on the chart with detailed...
This script is written totally thanks to Alex Grover (). Here it is implemented in conjunction with the seasonal forecast I showed in one of my previous posts. It takes the calculated QReg curve and extends its last section (Season) into the future (Forecasted periods).
![XBT: Reverse Stochastic [BApig Gift]](https://s3.tradingview.com/h/HGkKQl4C_mid.png "Reverse Stochastic [BApig Gift]")
![SQ: [RS]ZigZag Multiple Methods - Forecast - patterns - labels](https://s3.tradingview.com/3/3W5o68jP_mid.png "[RS]ZigZag Multiple Methods - Forecast - patterns - labels")
![USDCAD: [RS]ZigZag Percent Reversal - Forecast - patterns - labels](https://s3.tradingview.com/s/seTYoI2K_mid.png "[RS]ZigZag Percent Reversal - Forecast - patterns - labels")
![SPX500USD: [RS]Simple Forecast - Keltner Worms](https://s3.tradingview.com/e/EQlOGqrF_mid.png "[RS]Simple Forecast - Keltner Worms")
![EURNZD: [RS][V4]ZigZag Percent Reversal - Helper - AntiSlope](https://s3.tradingview.com/g/GsZBoKjr_mid.png "[RS][V4]ZigZag Percent Reversal - Helper - AntiSlope")
