📊 Dynamic Price Projection Algorithm 📈

This algorithm combines **statistical calculations**, **technical analysis**, and **Bayesian theory** to forecast a future price while providing **uncertainty ranges** that represent upper and lower bounds. The calculations are designed to adjust projections by considering market **trends**, **volatility**, and the historical probabilities of reaching new highs or lows.

Here’s how it works:

🚀 Future Price Projection
A dynamic calculation estimates the future price based on three key elements:
1. **Trend**: Defines whether the market is predisposed to move up or down.
2. **Volatility**: Quantifies the magnitude of the expected change based on historical fluctuations.

🧠 **Bayesian Probabilistic Adjustment**
- Conditional probabilities are calculated using **Bayes' formula**:
\[
P(A|B) = \frac{P(B|A) \cdot P(A)}{P(B)}
\]
This models future events using conditional information:
- **Probability of reaching a new all-time high** if the price is trending upward.
- **Probability of reaching a new all-time low** if the price is trending downward.

- These probabilities refine the future price estimate by considering:
- **Higher volatility** increases the likelihood of hitting extreme levels (highs/lows).
- **Market trends** influence the expected price movement direction.

🌟 **Volatility Calculation**
- Volatility is measured using the **ATR (Average True Range)** indicator with a 14-period window. This reflects the average amplitude of price fluctuations.
- To express volatility as a percentage, the ATR is normalized by dividing it by the closing price and multiplying it by 200.
- Volatility is then categorized into descriptive levels (e.g., **Very Low**, **Low**, **Moderate**, etc.) for better interpretation.

---

🎯 **Deviation Limits (Upper and Lower)**
- The upper and lower limits form a **projected range** around the estimated future price, providing a framework for uncertainty.
- These limits are calculated by adjusting the ATR using:
- A user-defined **multiplier** (`factor_desviacion`).
- **Bayesian probabilities** calculated earlier.
- The **square root of the projected period** (`proyeccion_dias`), incorporating the principle that uncertainty grows over time.

🔍 **Interpreting the Model**
This can be seen as a **dynamic probabilistic model** that:
- Combines **technical analysis** (trends and ATR).
- Refines probabilities using **Bayesian theory**.
- Provides a **visual projection range** to help you understand potential future price movements and associated uncertainties.

⚡ Whether you're analyzing **volatile markets** or confirming **bullish/bearish scenarios**, this tool equips you with a robust, data-driven approach! 🚀

0.0

Đánh giá: 0

Đánh giá của khách hàng

Sản phẩm này chưa có đánh giá nào. Bạn đã dùng thử chưa? Hãy là người đầu tiên chia sẻ với mọi người!

NAS100

NZDUSD

XAUUSD

Stocks

Forex

EURUSD

GBPUSD

Crypto

BTCUSD

USDJPY

Sản phẩm khác của tác giả này

Hàng đầu

ZigZag

pinescriptlabs

4.3

(6)

Sản phẩm khác của tác giả này

Bạn cũng có thể thích