당사 팬 페이지에 가입하십시오
- 조회수:
- 9852
- 평가:
- 게시됨:
- 2016.12.05 08:48
- 업데이트됨:
- 2017.03.28 17:15
-
이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
The name of the indicator might be a bit misleading. Holt's double exponential smoothing is mostly used for forecasting, not as an average. The forecasting method usually used with it is a sort of linear forecasting.
Like the regression forecast, the double exponential smoothing forecast is based on the assumption of a model consisting of a constant plus a linear trend.
The estimate a and b at time T are based in the observation at time T and the estimates for the previous period, T -1.
The forecast for the expected value for future periods is the constant plus a linear term that depends on the number of periods into the future.
To make it usable in both manners though (as an average or as an "average" with forecasting), setting the number of forecasted bars to <= 0, turns the forecasting part off.
As usual with the forecasting parts, it is strongly advised not to use it in signaling mode. The forecasting part is a subject of change and should be used only as an estimation of trend component of the double smoothing, not as signal. Alerts in this indicator are not alerting on the change of the forecast part, but on the change of the "past" part - which is not going to change with time past.
![TicksVolume](https://c.mql5.com/i/code/indicator.png)
Tick volumes indicator. It shows the price change with an increase and decrease.
![Stochastic experiment](https://c.mql5.com/i/code/indicator.png)
Stochastic - one classical and 3 new types of stochastic.
![Maksigen channels - 2](https://c.mql5.com/i/code/indicator.png)
Maksigen channels - extended version.
![CCI - experiment extended](https://c.mql5.com/i/code/indicator.png)
CCI - very extended version of the "experiment".