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- 11260
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- Published:
- 2010.07.06 09:50
- Updated:
- 2016.11.22 07:32
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Trend indicator with the simple smoothing algorithms. Based on the indicator trend.mq4 with some modifications.
It has an only one parameter - period (use period=24 for EURUSD).
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/132
![Fourier extrapolation of price](https://c.mql5.com/i/code/indicator.png)
This indicator fits a trigonometric model to prices and extrapolates it in the future.
![AR extrapolation of price](https://c.mql5.com/i/code/indicator.png)
This indicator uses an autoregresive model to extrapolate prices
![Price prediction by Nearest Neighbor](https://c.mql5.com/i/code/indicator.png)
This indicator uses the Nearest Neighbor clustering technique, also called k-NN, to search for the most similar pattern in history and use its past prices as predictions of the current pattern future prices.
![Price prediction by Nearest Neighbor found by a weighted correlation coefficient](https://c.mql5.com/i/code/indicator.png)
This indicator finds the nearest neighbor by using a weighted correlation coefficient, in which more recent prices have larger weights. The weight decays linearly from newer to older prices within a price pattern.