Very interesting indicator. Do you have any more info some place on how to use it?

What is the the yellow or gold line trying to say?

And why does it move from the red bars that are part of the forecast (prediction) to the blue bars? It (yellow/gold line) shifts up and down and down and up sometimes.

And it also stays in place for a few bars some times also. What is this all about the yellow line?

Lastly, during London session the first few hours of it the indicator was forecasting really well but now during the start of the New York session - it is forecasting really poorly.

So it seems time of day matters or is it volatility that matters? New York session not volatile but London session was. Much bigger bars on 1 minute chart on London session.

I am using on 1 minute charts .. seems to work best on those. You agree? I am using the default settings also.

The indicator calculates 2 variats of the "future":

• full mirroring by vertical (price) and horizontal (time) axes, which is colored in red;
• horizontal mirroring (by time), which is colored in blue.

Which one is "best" is determined on the Depth bars by calculation of least square error between every variant and actual price changes on the Depth bars.

When the "best" one is chosen, it's highlighted by the yellow line. On every new bar the selection of the best model is repeated, and as far as input data changes the result may also change.

At the moments when algorithm switches between red and blue (or vice versa), the yellow line jumps. If the selected model persists, the yellow line changes smoothly.

The indicator can not predict new "actions" which usually happen as a result of news (so don't use it in anticipation of important headlines), but it better shows "reactions". I think a great deal of high impact news during New York session is the reason of the disturbance you noticed.

Good info on yellow line. Thanks. I got more questions:

I understand full mirroring based on time and price but what is horizontal mirroring? How do you mirror just based on time?

Do you mean "new actions" or "news actions"? I think you mean actions based on the news since they are coming in the "future" and the algo runs based on the present and past.

I did not think to check how much news was coming out during London session vs New York session but that would explain why the algo may not function optimally. Good comment.

Does PIP (price movement) volatility up or down have anything to do with the algo running better or worse?

Do you have a favorite time frame (1M, 5M, 1H etc) for this indicator? Do you have a favorite currency pair for this indicator? What other settings you suggest I try besides the default settings?

Thanks for your replies and time.

Mirroring by time is a reflection from left to right without a reflection from upside down and/or backwards.

I mean new (forthcoming) actions, but they are tightly bound to news, so news actions (price actions initiated by news) is semantically very close.

If you have an action with high volatility in past, the mirror will predict high volatility in future. There is no difference in algorithm in regard to volatility.

When you enlarge depth, you make selection between 2 models more accurate, but this takes more bars for lookup "stealing" them from "future". You should play with settings and find your preferred setup.

The indicator is general purpose. I think any pair and timeframe should demonstrate the action/reaction behaviour. But do not take it as a complicated self-sufficient predictor, this is just a mirror as its name says.