Indicators: AR extrapolation of price

 

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:

AR extrapolation of price

UseDiff=true:

AR extrapolation of price

 

possible loss of data due to type conversion

 
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); 

 
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
 
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. ))
 
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.
 
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
 

Thank You

 

Thank You

 
Hello, MT4 software, how to use it?
 

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.