Kind time of days, at once I wish to ask a pardon for quality of messages, I do not speak English and consequently I write through on-line the translator.
So, in this thread I offer share with each other predicting индикатороми, shares and to test.
I spread everything that is:
Indicator Hologram
Research on the indicator
Indicator Extrapolator
The description:
At the heart of the indicator some methods which can get out entrance variable Method are necessary:
Method 1: Extrapolation of Fure of a number; frequencies are calculated using Quinn-Fernandes Algorithm
Method 2: Autocorrelation Method
Method 3: Weighted Burg Method
Method 4: Burg Method with Helme-Nikias weighting function
Method 5: Itakura-Saito (geometric) method
Method 6: Modified covariance method
Methods 2-6 are methods of a linear prediction (linear prediction). The linear prediction is based on a finding of the future values as linear functions of last values. We will admit there is a number of the prices x [0]. x [n-1] where more senior index corresponds to more recent prices. The prediction of the future price x [n] is as
x [n] =-Sum (a [i] *x [n-i], i=1. p)
Where a [i=1. p] - model factors, p - a model order. The listed methods 2-6 find factors a [] by reduction of a sredne-square-law error on training n-p last bars. Certainly it is possible to reach a zero error of a prediction on training bars if to solve the system of the linear equations resulted above directly at n=2*p a method of Levinsona-Durbina. Such method of a prediction is called Prony Method. Its lack is instability at a prediction of the future values of a number. Therefore атот the method is not included.
Other entrance data are:
LastBar - number of last bar in the last data
PastBars - quantity of last bars of future values used for a prediction
LPOrder - an order of linear model as fraction from quantity of last bars (0. 1)
FutBars - quantity of the future bars in a prediction
HarmNo - a maximum quantity of frequencies for the Method 1 (0 chooses all frequencies)
FreqTOL - an error of calculation of frequencies for the Method 1 (> 0.001 can not converge)
BurgWin - number of weighing function for the Method 2 (0=Rectangular 1=Hamming 2=Parabolic)
The indicator draws two lines: синия the line displays the prices of model for training bars, the red line displays the predicted future prices.
Examples
Method 1 (extrapolation of Fure of a number)
Method 3 (Berg's method)
Method 6 (Modified Covariance Method)
Extrapolator with Mover
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It is the same indicator, as above only it works in a place with a script. Throw the indicator on chart, then a script, there is a channel which you set "template" for the forecast, in my opinion, quality of forecasting in this version of the indicator, on many above. Excuse, I have not found the exact description.
MACDmExtrapolation
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Anything especial about this indicator I can not tell, it not especially is pleasant to me, somebody can will alter it.
Now, I will not spread two paid projects, these indicators as I very much respect the author of these workings out, I use these indicators and I wish to tell that they I am the best than those which have laid out, but всёже I have got used to other indicators and these two I use in the TS together with other predicting indicators.
The first project, it
NNEA™ Neural Network Expert Advisors, on this site are created indicators and EA on the basis of a neural network. I use the indicator "Neural Network Trend Predictor", at this working out, quality of forecasting at the highest level
I have got the second project, which working out, is called "
FX13 - the alternative technical analysis" it Extrapolator realised on system "Manhetton" if it is short, a principle of work such, the indicator does set of forecasts with different factors and when forecast lines pass the friend on the friend the forecast, very qualitative system of forecasting is formed if to use together Hologram, Trend Predictor and FX13, very qualitative forecasts turn out.
I hope that somebody will lay out still any predicting indicators, I wait for your opinion.
Yours faithfully NEKSUS