acmillions88 predictive indicatorsUnlike most scripts, this script actually predicts the mini trends. Works great with double bollingerbands.
Prediction
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)
Twiggs Money Flow_LB [SwetSwet]The modified indicator Twiggs Money Flow more convenient. The critical value is colored in green or red.
