Indicators: AR extrapolation of price

[Automated-Trading]

AR extrapolation of price:

This indicator uses an autoregresive model to extrapolate prices.

The indicator plots two curves: the blue curve represents the model outputs during its fitting, the red curve shows predicted future prices.

Author: Vladimir

UseDiff=false:

UseDiff=true:

[bima]

possible loss of data due to type conversion

[Vladimir]

bt062:

possible loss of data due to type conversion

This warning appears for the following line

Npast=kPast*Ncoef;

You can ignore this warning, because it tells that a double value on the right will be converted to an integer value on the left, which is exactly what the code intended. If you prefer not see this warning, change the above line to

Npast=(int)(kPast*Ncoef); 

[Denis Lazarev]

I am very interested in the topic of predicting price behaviour, but could you post a comparison of its prediction and the actual price value, so to speak, to check how effective this indicator is and whether it makes sense to work with it

[Anatoli Kazharski]

lazarev-d-m:
I am very interested in the topic of predicting price behaviour, but could you post a comparison of its prediction and the actual price value, so to speak, to check how effective this indicator is and whether it makes sense to work with it

So hang it for a minute, make screenshots and compare then. ))

[Yedelkin]

lazarev-d-m: I am very interested in the topic of predicting price behaviour, but could you post a comparison of its prediction and the actual price value, so to speak, to check how effective this indicator is and whether it makes sense to work with it

I think that some time ago in the tester there was an opportunity to run the indicator in the visualisation mode. Try it, maybe you will be able to compare it yourself.

[Denis Lazarev]

Yedelkin:
I think some time ago in the tester there was an option to run the indicator in visualisation mode. Try it, maybe you will be able to compare it yourself.

Yes, I got lazy, sorry

[MathQuant]

Thank You

[علی راشدی]

Thank You

[vivian]

Hello, MT4 software, how to use it?

[Young Ho Seo]

I have no idea where this algorithm comes from. Not a standards Autoregressive model I know or described in many text book. One must be very careful using this algorithm.