ANN Forecast Stochastic Oscillator [Noldo]

11 нояб. 2019 г.

In this script, I tried to integrate ANN Forecast Algorithm on Stochastic Oscillator.
It took me quite a while, but i guess it worth.
After selecting the ticker, select the instrument from the menu and the system will automatically turn on the appropriate Forecast Stoch system.
The system is trained with ANN values ​​of ANN MACD 25 in 1.
The Forecast algorithm is not open-source.
But I'm never remove this script.
You can use it forever for free.

As you can see in the presentation, although it is in the same period, it is more accurate and agile than standard Stochastic Oscillator .
I think even a bar is important in trade.

For those who don't see that command,listed instruments with alternative tickers and error rates:

WTI : West Texas Intermediate (WTICOUSD , USOIL , CL1! ) Average error : 0.007593
BRENT : Brent Crude Oil ( BCOUSD , UKOIL , BB1! ) Average error : 0.006591
GOLD : XAUUSD , GOLD , GC1! Average error : 0.012767
SP500 : S&P 500 Index ( SPX500USD , SP1! ) Average error : 0.011650
EURUSD : Eurodollar ( EURUSD , 6E1! , FCEU1!) Average error : 0.005500
ETHUSD : Ethereum ( ETHUSD , ETHUSDT ) Average error : 0.009378
BTCUSD : Bitcoin ( BTCUSD , BTCUSDT , XBTUSD , BTC1! ) Average error : 0.01050
GBPUSD : British Pound ( GBPUSD , 6B1! , GBP1!) Average error : 0.009999
USDJPY : US Dollar / Japanese Yen ( USDJPY , FCUY1!) Average error : 0.009198
USDCHF : US Dollar / Swiss Franc ( USDCHF , FCUF1! ) Average error : 0.009999
USDCAD : Us Dollar / Canadian Dollar ( USDCAD ) Average error : 0.012162
SOYBNUSD : Soybean ( SOYBNUSD , ZS1! ) Average error : 0.010000
CORNUSD : Corn ( ZC1! ) Average error : 0.007574
NATGASUSD : Natural Gas ( NATGASUSD , NG1! ) Average error : 0.010000
SUGARUSD : Sugar ( SUGARUSD , SB1! ) Average error : 0.011081
WHEATUSD : Wheat ( WHEATUSD , ZW1! ) Average error : 0.009980
XPTUSD : Platinum ( XPTUSD , PL1! ) Average error : 0.009964
XU030 : Borsa Istanbul 30 Futures ( XU030 , XU030D1! ) Average error : 0.010727
VIX : S & P 500 Volatility Index (VX1! , VIX ) Average error : 0.009999
ES : S&P 500 E-Mini Futures ( ES1! ) Average error : 0.010709
SSE : Shangai Stock Exchange Composite (Index ) ( 000001 ) Average error : 0.011287
XRPUSD : Ripple (XRPUSD , XRPUSDT ) Average error : 0.009803

Extras :

- Crossover and crossunder alerts
- Switchable barcolor

NOTE :

Australian Dollar / US Dollar ( AUDUSD ) removed due to high average error. (Average error > 0.013 )

Timeframe advice :

I suggest you to use that system TF >= 1D
My favorite is 1 week bars. (1W)

More info about forecast series (My last forecast example ) :

Special thanks :

Special thanks to dear wroclai for his great effort .

NOTE : I decided to build Autonomous LSTM on Stochastic Oscillator , i think Stochastic Oscillator one of the best and it contains naturally high-lows.