SMA Stochastic Forecast

30. Juni 2019

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.

16. Aug. 2019

Versionshinweise

• Optimization update
  

3. Sept. 2019

Versionshinweise

• Security update
  

6. Sept. 2019

Versionshinweise

• Optimization fix
  
• Security update
  

3. Okt. 2019

Versionshinweise

• Security update
  

14. Feb. 2020

Versionshinweise

• Update
  

18. März 2020

Versionshinweise

• Update
  

13. Juni 2020

Versionshinweise

• Update