ForeStock - ARIMA

ForeStock - ARIMA 1.0

Growing collection of advanced forecasting algorithms. Currently...

Growing collection of advanced forecasting algorithms. Currently implemented: ARIMA with automatic best parameter set search and smart seasonal trend detection.

Stepwise multivariate regression with the selection of the best regression subset over the whole bar history. Proven backhistory. Model is recalculated on each historical time step using only those data which were available prior to actual historical trade date, so you see performance exactly same as you would observe on real trades.

Full intraday capable solutions available on the synchronous with datastream basis. Real-time speed in model training. Models have accuracy comparable to most advanced neural network solvers while retaining the training speed allowing recalculate on the fly.

Ready to use professional style Expert Advisors, Indicators and System Testers. Open scripts for for writing your own trading strategies using direct algorithmic calls.