Quantitative Price Forecasting - The Quant Science

thequantscience Mis à jour   
This script is a quantitative price forecasting indicator that forecasts price changes for a given asset.

The model aims to forecast future prices by analyzing past data within a selected time period. Mathematical probability is used to calculate whether starting from time X can lead to reaching prices Y1 and Y2. In this context, X represents the current selected time period, Y1 represents the selected percentage decrease, and Y2 represents the selected percentage increase. The probabilities are estimated using the simple average.

The simple average is displayed on the chart, showing in red the periods where the price is below the average and in green the periods where the price is above the average.

This powerful tool not only provides forecasts of future prices but also calculates the distribution of variations around the average. It then takes this information and creates an estimate of the average price variation around the simple average.

Using a mean-reverting logic, buying and selling opportunities are highlighted.

We recommend turning off the display of bars on your chart for a better experience when using this indicator.

Unlock the full potential of your trading strategy with our powerful indicator. By analyzing past price data, it provides accurate forecasts and calculates the probability of reaching specific price targets. Its mean-reverting logic highlights buying and selling opportunities, while the simple moving average displayed on the chart shows periods where the price is above or below the average. Additionally, it estimates the average variation of price around the simple average, giving you valuable insights into price movements. Don't miss out on this valuable tool that can take your trading to the next level
Notes de version:
Added a function to adjust the average deviation calculation. Now the indicator modify the deviation data by calculating only the time period selected by the user interface.

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Script open-source

Dans le véritable esprit de TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par le règlement. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

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