Basic extrapolator for forecast a time-series, all forecasts are mades length periods ahead.
This is not a estimation of the exact price
This should only be used for forecasting direction, dont expect the price to be at the same value of its forecast.
Bias, Mean absolute...
This script is for a single moving average with as many features as I can possibly fit into a single moving average. If you can think of more, or have questions regarding this script, please message me or contact me via social media.
- A single moving average (MA).
- Standard MA inputs.
- MA type.
- MA period.
- MA price.
This script helps you evaluate the fair value of an option. It poses the question "if I bought or sold an option under these circumstances in the past, would it have expired in the money, or worthless? What would be its expected value, at expiration, if I opened a position at N standard deviations, given the volatility forecast, with M days to expiration at the...
The oscillator version of the stationary extrapolated levels indicator. The methodology behind the extrapolated levels where to minimize the risk of making a decision based only on a forecast, therefore the indicator plotted levels in order to determine possible reversal points, signals where generated when the detrended series crossed over/under...
Beta Peek/Valey based forecast
The idea behind this indicator is to extrapolate a stationary time series and find the peeks of the extrapolated result. The highest and lowest of the extrapolated data represent really precise support and resistance if the data and its extrapolation are barelly equal with an error lower than the average.
update: added weekly and monthly pivots, the offset is a average approximation so there may be inconsistency on the date forecasted to be end of week/month.
(using diferent sessions or limited time intervals is not possible).
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.
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...
This indicator shows the ROI % of Bitcoin from when it passed its ATH of the previous bull cycle. I found it interesting that each time it crossed its ATH it took around 260-280 days to peak for each one. This bull run seems to follow between both of the previous bull runs including this recent dip.
There are a couple issues I want to fix but can't figure out:
Experimental script to plot a forecast for the Donchian Channels indicator.
By using show_last = 2 , the forecast shows a solid line, this gets messed up on the bar when a new high or low is made.. Like the image below. I don't know how to fix that, please tell me if you do :)
This is a scaled version of a Forecast Oscillator, which may be used as a standalone indicator or as a filter. Scaling allows to reduce data to a standard interval, say, 0..1 or -1..1. Oftentimes, it also makes data more contrastive.
The core idea is that given a deaths count and a death ratio, we can calculate how many cases must exist.
Total Cases <-> 100%
Deaths <-> Death Rate
This script plots the total cases for two different death rates.
Death Rate = (Deaths * 100) / Total Cases
Remember to update the DEATHS_X value in the script settings so that it matches the COMFIRMED_X graph...
Method for linear Forecast, same as found in excel and other sheet packages.
forecast(sample_x, sample_y, target_x) linear forecast method.
sample_x : float array, sample data X value.
sample_y : float array, sample data Y value.
target_x : float, target X to get Y forecast value.
This is my original indicator that was inspired by "Mayer Multiple" and "Chande Forecast Oscillator" (CFO).
I decided to search truth of trend power with SMA and LinReg and found it in a somewhere of the middle. Also, I added a limit area, where you need to keep a more attention, because it can show a potential reversal.
You can change parametrs with a your own...