DALA Forecast
- Indikatoren
- Grigorii Matsnev
- Version: 1.1
- Aktualisiert: 23 September 2022
About the indicator:
DALA Forecast is a universal tool for predicting the dynamics of time series of any nature. For prediction, modified methods of nonlinear dynamics analysis are used, on the basis of which a predictive model is built using machine learning methods.
To get the trial version of the indicator, you can contact me in private messages.
How to use the indicator:
Apply the indicator to your chosen financial instrument or indicator with the settings you need.
The prediction will be displayed on the selected chart.
It is not recommended to apply the indicator directly to the chart of a financial instrument! The indicator should be applied to smoothed time series using moving average, decomposition, SSA or other "smoothing methods".
Indicator Parameters:
The correct choice of parameters significantly affects the accuracy of predictions!
The parameters of the indicator suggest changing the style and display parameters of the predicted values, as well as the parameters of the model used for training and forecasting:
- Model settings:
1) Size of lag is an internal parameter of the model that determines the dimension of the lag space.
2) Number of neighbors - an internal parameter of the model that determines the number of neighbors to build a predictive model.
3) Size of timeseria used for model learning - the number of bars to train the model (0 - all bars).
4) Ignore last bar - whether to use the data of the last bar to build a prediction.
5) Use direct method - whether to use the direct method of making a forecast.
- Plot settings:
1) Forecast horizon - the number of bars for which the system builds a prediction.
2) Start bar - indent in bars to start the forecast.
- Lock code:
1) Code for unlocking high values - used to block the possibility of setting high values of model parameters for validation. To remove the restrictions, use the code: 111.
For my clients, I offer to pick up the parameters of the model for the financial instrument or indicator they are interested in for free.
Afterword:
Any of your questions and suggestions are welcome and can be sent in private messages.
Thank you in advance to all those interested, good luck in conquering the market!
