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SMA Stochastic Forecast

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This tool uses a discrete-time non-Markovian Martingale stochastic process (Please do not confuse with the strategy of the same name) under the hood to forecast a future (up to 28 bars, customizable) behaviour of the Simple Moving Average. The longer the average period, the more accurate the forecast.

The common cases are the next:
  • You can apply two instances of this indicator to your chart to obtain a crossover forecast
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  • You can decrease an interval between forecasts to obtain a bunch of possible traectories
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  • Decreasing a forecast interval for two instances, you will get the Kraken
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This is the further improvement of my research work on forecasting
[RESEARCH] SMA Crossover Prediction


Mr. @syrinxflunki was the only one who provided a clear and useful feedback after testing, so he get a free lifetime access. I respect a fair play.

If you have any questions you can concat me via private messages.
Good luck.
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