INVITE-ONLY SCRIPT

SMA Stochastic Forecast

Updated
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
    snapshot
  • You can decrease an interval between forecasts to obtain a bunch of possible traectories
    snapshot
  • Decreasing a forecast interval for two instances, you will get the Kraken
    snapshot


This is the further improvement of my research work on forecasting
[RESEARCH] SMA Crossover Prediction


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.
Release Notes
  • Optimization update
Release Notes
  • Security update
Release Notes
  • Optimization fix
  • Security update
Release Notes
  • Security update
Release Notes
  • Update
Release Notes
  • Update
Release Notes
  • Update
forecastmartingalemodelmodellingnon-markovprocessSimple Moving Average (SMA)Stochastic OscillatorTrend AnalysisVolatility

Invite-only script

Access to this script is restricted to users authorized by the author and usually requires payment. You can add it to your favorites, but you will only be able to use it after requesting permission and obtaining it from its author. Contact everget for more information, or follow the author's instructions below.

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Author's instructions

Want to use this script on a chart?

Warning: please read before requesting access.

Freelance -> Telegram: @alex_everget

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