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...
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...
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....
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...
Description This indicator's main component is the signal line which represents a very responsive market strength value calculated from real time data and normalized into a range (0 - 0.5 - 1). Indicator is using Stochastic and RSI functions to get raw value filtered through a linear regression, helping users predict imminent market directions. Lastly, this...
Helme-Nikias Weighted Burg AR-SE Extra. of Price is an indicator that uses an autoregressive spectral estimation called the Weighted Burg Algorithm, but unlike the usual WB algo, this one uses Helme-Nikias weighting. This method is commonly used in speech modeling and speech prediction engines. This is a linear method of forecasting data. You'll notice that...
Weighted Burg AR Spectral Estimate Extrapolation of Price is an indicator that uses an autoregressive spectral estimation called the Weighted Burg Algorithm. This method is commonly used in speech modeling and speech prediction engines. This method also includes Levinson–Durbin algorithm. As was already discussed previously in the following indicator: ...
Levinson-Durbin Autocorrelation Extrapolation of Price is an indicator that uses the Levinson recursion or Levinson–Durbin recursion algorithm to predict price moves. This method is commonly used in speech modeling and prediction engines. What is Levinson recursion or Levinson–Durbin recursion? Is a linear algebra prediction analysis that is performed once...
Fourier Extrapolation of Variety Moving Averages is a Fourier Extrapolation (forecasting) indicator that has for inputs 38 different types of moving averages along with 33 different types of sources for those moving averages. This is a forecasting indicator of the selected moving average of the selected price of the underlying ticker. This indicator will repaint,...
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...
A simple script to draw a realized volatility forecast, in the form of a box. The script calculates realized volatility using the EWMA method, using a number of periods of your choosing. Using the "periods per year", you can adjust the script to work on any time frame. For example, if you are using an hourly chart with bitcoin, there are 24 periods * 365 = 8760...
Hi Traders, Astrological signs of the tropical zodiac remain fixed relative to seasonal markers, such as the equinox and solstice points on the sky’s dome. The zodiac used for the calculations does not correspond to the astronomical zodiac, but to 12 zones of 30 degrees along the ecliptic, measured from the position of the Sun at the spring equinox. The...
ROAD TO DUBAI Useful for daily trading over all type of asset, from Stock to Crypto, Forex and Commodities. It works best with 5min to 1hr graphs, if you are a intraday trader. This is not a simple mashup of indicators, because you can add them as your own. This script is more like a tool to understand price action based on indicators position . Thanks to cross...
This indicator compares the % change in BTC price and the % change in BTC’s active addresses (BTC’s utility value). 1. % changes in BTC price & active addresses - Orange line: BTC’s price change (%) - Gray line: BTC’s active address change (%) - Red/Yellow/Green lines: Bollinger bands for change in active address 2. Trend: - Green circles:...
EXPERIMENTAL: Auto adjusting regressive channel with projection. Linear regression is a linear approach to modeling the relationship between a dependent variable and one or more independent variables. In linear regression , the relationships are modeled using linear predictor functions whose unknown model parameters are estimated from the data. Disclaimer...
Hi Traders, Planetary Aspects divided into 2 parts, Hard (Square and Opposition) & Easy (Trine and Sextile) Aspects, the Conjunction is depending on the planets. This Easy Aspects script, contains: 1. Trine is an angle of 120°, which is 1/3 of the 360° ecliptic 2. Sextile is an angle of 60°, which is 1/6 of the 360° ecliptic or 1/2 a trine (120°) The...
Hi Traders, This script is a little bit different than the others Moon Phase scripts, added Moon Eclipse and 4 Seasons.. The objectives of this script: 1. you can see the Moon Phase schedule at certain periods (you can double check it in mooncalendar.astro-seek.com) 2. you can see the correlation between the Moon Phase and market reaction 3. you can see the...
The following script allows for the extrapolation of a Cubic Bézier Curve fit using custom set control points and can be used as a drawing tool allowing users to estimate underlying price trends or to forecast future price trends. Settings Extrapolation Length: Number of extrapolated observations. Source: Source input of the script. Style Width:...