Burg Extrapolator - MetaTrader 5 Expert - MT4/MT5 Resources
Author of the idea : Vladimir , author of the mq5 code : Barabashkakon .
Expert Advisor uses the Burg method for linear prediction. Linear forecasting is based on finding future values as linear functions of previous values. Suppose we have x[0]..x[n-1] price range, where higher indices correspond to newer prices. The prediction of the future price of x[n] is calculated as follows:
Here a[i=1..p] is the model ratio and p is the model order. Burg's method finds the a[] ratio by reducing the mean square error of the last training np bars.
Only one of the UseMOM and UseROC variables can be true, that is, UseMOM=true and UseROC=true is not allowed.
Like most optimized Expert Advisors, Burg Extrapolator only works on training bars. Without constant re-optimization, the Expert Advisor will continue to lose money.
Attachment download
📎 burg_extrapolator.mq5 (36.07 KB)
Source: MQL5 #19046
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