Meister Shredder - Simple Moving Averages x4 ForecastIncludes the 21, 50, 100 and 200 SMA and 6 bar forecast
Forecasting
Linear ExtrapolationBasic extrapolator for forecast a time-series, all forecasts are mades length periods ahead.
This is not a estimation of the exact price
This should only be used for forecasting direction, dont expect the price to be at the same value of its forecast.
Bias, Mean absolute error, Mean percentage error...etc look useless here, its better to use correlation as a accuracy measurement.
Correlation(Forecast ,close,period)
Rescaling for a better forecast ?
Transforming a non-stationary signal to a stationary signal can increase the forecasting accuracy, this can be done by detrending. Here is a list of somes detrending methods:
Auto-Bias : price - price
Mean-Bias : price - price moving average
Log transform : log(price/price moving average)
Correlation : correlation(price,n,period)
[RS]Fractal MA V0EXPERIMENTAL: concept for fractal ma. can be used as zigzag as is, intended for hidden S&R extraction(kinda failed :p ).
