forecast

voided

Note: This description is copied from the script comments. Please refer to the comments and release notes for updated information, as I am unable to edit and update this description. ---------- USAGE This script gives signals based on a volatility forecast, e.g. for a stop loss. It is a simplified version of my other script "trend_vol_forecast", which...

LuxAlgo

This indicator returns pivot point high/lows alongside the percentage change between one pivot and the previous one (Δ%) and the distance between the same type of pivots in bars (Δt). The trailing mean for each of these metrics is returned on a dashboard on the chart. The indicator also returns an estimate of the future time position of the pivot points. 1....

DonovanWall

This is an experimental study designed to forecast the range of price movement from a specified starting point using a Monte Carlo simulation. Monte Carlo experiments are a broad class of computational algorithms that utilize random sampling to derive real world numerical results. These types of algorithms have a number of applications in numerous fields of study...

RicardoSantos

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)

balipour

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...

RicardoSantos

Functions to handle Box-Cox Transform from sample data.

RicardoSantos

Function to calculate a forecast using a linear regression approach, this is the same function used on excel and other data sheet programs. reference: - support.microsoft.com -...

RicardoSantos

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.

KivancOzbilgic

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...

alexgrover

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...

RicardoSantos

EXPERIMENTAL: Forecasting using a polynomial regression over the estimates of multiple linear regression forecasts. note: on low data the estimates are skewd away of initial value, i added the i_min_estimate option in to try curve this issue with limited success "o_o.

alexgrover

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...

alexgrover

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...

tbiktag

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...

alexgrover

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...

Noldo

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...

RicardoSantos

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

alexgrover

Introduction Technical analysis make often uses of classical statistical procedures, one of them being regression analysis, and since fitting polynomial functions that minimize the sum of squares can be achieved with the use of the mean, variance, covariance...etc, technical analyst only needed to replace the mean in all those calculations with a moving average,...