Extrapolator

Burg Extrapolator – EA MetaTrader 4

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Burg Extrapolator - expert for MetaTrader 4
Updates: 12/26/2008 – corrected the lots calculation function The EA uses the method of Burg’s linear prediction. The linear prediction is based on finding the future values as the values of the lienar functions of the past values. Assume that we have a number of prices x[0]..x[n-1] where the higher index is compliant with the … Read more

Extrapolator – indicator MetaTrader 4

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Extrapolator - indicator for MetaTrader 4
The indicator is based on several methods that can be chosen by the Method input variable: Method 1: Fourier’s extrapolation; the frequencies are calculated using the Quinn-Fernandes Algorithm Method 2: Autocorrelation Method Method 3: Weighted Burg Method Method 4: Burg Method with Helme-Nikias weighting function Method 5: Itakura-Saito (geometric) method Method 6: Modified covariance method … Read more

HP Extrapolator – indicator MetaTrader 4

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HP Extrapolator - indicator for MetaTrader 4
Author: gpwr The distinctive feature of the Hodrick-Prescott filter is that it does not delay. It is calculated by minimizing the objective function F = Sum((y[i] – x[i])^2,i=0..n-1) + lambda*Sum((y[i+1]+y[i-1]-2*y[i])^2,i=1..n-2) where x[] – prices, y[] – filter values. Below is the example of the filter behavior (see the file HP.mq4 attached below) If the Hodrick-Prescott … Read more

Burg Extrapolator – EA MetaTrader 5

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Burg Extrapolator - expert for MetaTrader 5
Author of the idea: Vladimir, mq5 code author: barabashkakvn. The Expert Advisor uses Burg’s method for linear prediction. Linear prediction is based on finding future values as linear functions of previous values. Suppose we have the x[0]..x[n-1] price range where the higher index corresponds more recent prices. The prediction of the x[n] future price is … Read more