Predictor of the MA
Description of the indicator
Probably almost every trader once, but dreamed about nonretarded MA. I realize this dream in his display. With this indicator, you can predict the future values of the MA! The indicator can be used in four different ways:
- The first - it yourself forecast for the desired number of bars. Thus, you can estimate the approximate price behavior in the future.
- The second - the creation nonretarded "medium". This can be done by sliding the MA back half of the averaging period and putting the forecast for the desired number of bars forward.
- Third - it is everyone's favorite intersection of two or more AI, not only in the present and in the future. Using the intersection of future AI, you remove the main disadvantage of this method - the delayed signal to the input and the output.
- Finally, this indicator can be useful for those who want to trade on the Bill Williams. Create an "alligator" of the predicted average and you can filter out a lot of "false inputs", thereby increasing the yield of their system.
The indicator is available all the standard settings of the terminal MA. You can set the shift backward / forward, select the averaging method and the price to which the averaging.
Forecast can be done by using five different methods that are specified in the settings. The first method - a calculation by spectral analysis using Fourier transform. The remaining 4 method - a method of linear prediction in different variations.
The indicator shows good results if you put the past bars = 1000, harm No = 400 and use the first method. If you want to use the methods of linear prediction, then I recommend past bars = from 2000 to 5000.
Explanation settings
- Method - prediction method (1 - through a Fourier transform, 2, 3, 4, 5 - linear prediction methods).
- LastBar - bar number at which to start the forecast (0 - the current, any other number - the number of bars in the past).
- PastBars - the number of bars, used for the analysis (Fourier method recommended from 100 to 1000, higher value slows down the calculations, it is possible to put more than 10,000, but will have to wait a long time for other methods).
- LPOrder - forecasting accuracy from 0 to 1 (used only for linear prediction methods).
- FutBars - the number of bars to be predicted (should be no more PastBars, and 2-3 times lower is better).
- HarmNo - the maximum number of frequencies to Fourier method (recommended to be put in 1/2 or 1/3 of the PastBars, greatly affects the calculation speed, the higher the number, the slower said. There should not be more than PastBars, if the value is large, you will see a message about this) .
- FreqTOL - forecast accuracy for the Fourier method (the higher the accuracy, the slower considered. We recommend no more than 0.00000001).
- FreqMax - maximum number of iterations for the frequency information (can not change).
- BurgWin - function for weighted averaging (for linear prediction techniques; 0 = no weighted averaging method Hamming = 1, 2 = parabolic method).
- ma_period - during the MA, installed as a standard display.
- ma_shift - shift average forward / backward as the standard display. To move back, specify a negative number of bars.
- ma_method - averaging method. 1 - simple averaging, 2 - exponential averaging, 3 - weighted averaging, 4 - linear regression.
- applied_price - type of prices - what price taken for averaging. 1 - CLOSE, 2 - OPEN, 3 - HIGH, 4 - LOW, 5 - HL / 2, 6 - HLC / 3, 7 - HLCC / 4.
work especially
To make nonretarded MA, set Last bars = ma_shift = 1/2 ma_period. ma_shift thus should be a negative number.
The calculations may take from a few tenths of a second to several minutes or even tens of minutes or even days, depending on the established depth history for analysis. If the terminal stops responding, it means that there is calculation and have to wait. LED never "hang" the terminal, he eventually finished the calculation. Do not put the Fourier transform analysis of more than 3000 bar (for other methods - more than 20 000), as it will slow down the work.
Recalculation indicator comes on every new bar, so watch out for, so that the calculation of the duration does not exceed the established timeframe. If you put a large number of past bars, check first on the H4, how many it will take, otherwise the calculation will never be completed (with the recommended settings on a desktop computer, you can safely put the timeframe M5).
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