An autoregressive (AR) (or linear prediction) model is given by:
x[n] = -Sum(a[i]*x[n - i], i = 1..p)
The model coefficients a..a[p] can be fitted to the past data by a variety of methods. This indicator uses the Burg method.
The inputs of the indicator are:
The indicator plots two curves: the blue curve represents the model outputs during its fitting, the red curve shows predicted future prices.
Linear regression slope normalized to SMA.A simple RKD Expert Advisor based on a specified custom RKD indicator
This is a simple Expert Advisor, that uses a specified custom RKD indicator.