PROTECTED SOURCE SCRIPT
Multi-Confidence Brownian/Monte-Carlo Forecast with
**NOTE** default values expect a paid membership to load 10000 historical bars
📊 Multi Brownian Forecast (Time-Adaptive, Probabilistic)
This indicator uses a sophisticated Geometric Brownian Motion (GBM) Monte Carlo simulation to project future price paths. It adapts to any chart timeframe and provides quantitative, multi-period probability signals.
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🧠 Core Mathematical Methodology
The model relies on GBM, which is a continuous-time stochastic process that models asset prices. It models drift and volatility, then samples weighted values in the history to determine the most likely probabilities for price movements at various confidence ratios and determines how much the price will move, all backed by a configurable simulation parameter to determine how many samples to extrude.
It will also adapt to various noise and allow you to weight the price movements on volume as well.
📊 Multi Brownian Forecast (Time-Adaptive, Probabilistic)
This indicator uses a sophisticated Geometric Brownian Motion (GBM) Monte Carlo simulation to project future price paths. It adapts to any chart timeframe and provides quantitative, multi-period probability signals.
---
🧠 Core Mathematical Methodology
The model relies on GBM, which is a continuous-time stochastic process that models asset prices. It models drift and volatility, then samples weighted values in the history to determine the most likely probabilities for price movements at various confidence ratios and determines how much the price will move, all backed by a configurable simulation parameter to determine how many samples to extrude.
It will also adapt to various noise and allow you to weight the price movements on volume as well.
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Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
Script protegido
Esse script é publicada como código fechado. No entanto, você pode usar ele livremente e sem nenhuma limitação – saiba mais aqui.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.