SMA Stochastic Forecast

2019年6月30日

This tool uses a discrete-time non-Markovian Martingale stochastic process (Please do not confuse with the strategy of the same name) under the hood to forecast a future (up to 28 bars, customizable) behaviour of the Simple Moving Average. The longer the average period, the more accurate the forecast.

The common cases are the next:

• You can apply two instances of this indicator to your chart to obtain a crossover forecast
  
• You can decrease an interval between forecasts to obtain a bunch of possible traectories
  
• Decreasing a forecast interval for two instances, you will get the Kraken
  

This is the further improvement of my research work on forecasting

Mr. @syrinxflunki was the only one who provided a clear and useful feedback after testing, so he get a free lifetime access. I respect a fair play.

If you have any questions you can concat me via private messages.
Good luck.

2019年8月16日

發行說明

• Optimization update
  

2019年9月3日

發行說明

• Security update
  

2019年9月6日

發行說明

• Optimization fix
  
• Security update
  

2019年10月3日

發行說明

• Security update
  

2020年2月14日

發行說明

• Update
  

2020年3月18日

發行說明

• Update
  

2020年6月13日

發行說明

• Update