From TradersList Editors

From TradersList Editors

Leverage historical data with machine learning to forecast closing prices and estimate errors, ensuring standardized, accurate predictions.

Leverage historical data with machine learning to forecast closing prices and estimate errors, ensuring standardized, accurate predictions.

NinjaTrader Indicator

NinjaTrader Indicator

Auto-Regressive Model Indicator: Machine Learning Price Forecasting with Error Bounds

Auto-Regressive Model Indicator: Machine Learning Price Forecasting with Error Bounds

NinjaTrader price chart displaying the Auto-Regressive Model Indicator with predicted value lines and error bounds overlaid on market price bars

by NinjaTrader_JoshG on NinjaTrader

NinjaTrader price chart displaying the Auto-Regressive Model Indicator with predicted value lines and error bounds overlaid on market price bars

by NinjaTrader_JoshG on NinjaTrader

🤖

🤖

Indicator

🤖

NinjaTrader

NinjaTrader

Price Action

Price Action

Auto-Regressive Model Indicator

Auto-Regressive Model Indicator

Auto-Regressive Model Indicator is a NinjaTrader indicator that uses historical data and machine learning to forecast closing prices. The algorithm learns relationships between current and past values with a decreasing learning rate for stability, provides error bounds and standardizes predictions by Z-scoring the time series.

Auto-Regressive Model Indicator is a NinjaTrader indicator that uses historical data and machine learning to forecast closing prices. The algorithm learns relationships between current and past values with a decreasing learning rate for stability, provides error bounds and standardizes predictions by Z-scoring the time series.

Get on NinjaTrader

This indicator is available on NinjaTrader charting platform. Signing up for a free account and downloading NinjaTrader software is required.

Get on NinjaTrader

This indicator is available on NinjaTrader charting platform. Signing up for a free account and downloading NinjaTrader software is required.

🔑

Open Source

Listing has publically available source code that can be audited and modified as needed.

🔑

Open Source

Listing has publically available source code that can be audited and modified as needed.

💸

Free Access

All features of this listing are fully free to use with no pricing tiers. Simply start using.

💸

Free Access

All features of this listing are fully free to use with no pricing tiers. Simply start using.

🌐

Popular Topic

Concepts and theories mentioned in listing are popular topics in web search

🌐

Popular Topic

Concepts and theories mentioned in listing are popular topics in web search

Published by NinjaTrader_JoshG on NinjaTrader

Published by NinjaTrader_JoshG on NinjaTrader

Machine Learning Price Forecasting

The auto-regressive model learns statistical relationships between current and past closing prices to predict future values. Unlike traditional indicators that only describe what has already happened, this algorithm projects a forward-looking price estimate, giving traders a quantitative forecast to evaluate against their own analysis.

Decreasing Learning Rate for Stability

The algorithm uses a decreasing learning rate, meaning early data points have a stronger influence on initial calibration, while later adjustments become progressively smaller. This approach prevents overfitting to recent noise and creates a more stable, reliable prediction that balances historical patterns with recent price action.

Machine Learning Price Forecasting

The auto-regressive model learns statistical relationships between current and past closing prices to predict future values. Unlike traditional indicators that only describe what has already happened, this algorithm projects a forward-looking price estimate, giving traders a quantitative forecast to evaluate against their own analysis.

Decreasing Learning Rate for Stability

The algorithm uses a decreasing learning rate, meaning early data points have a stronger influence on initial calibration, while later adjustments become progressively smaller. This approach prevents overfitting to recent noise and creates a more stable, reliable prediction that balances historical patterns with recent price action.

Error Bounds and Z-Scoring

Each prediction comes with error bounds that quantify the model's uncertainty. The time series is standardized through Z-scoring - converting prices to standard deviations from the mean. This normalization allows the model to work consistently across different assets and price scales without manual parameter adjustments.

Using Forecasts as Confluence

Rather than trading the forecast blindly, experienced traders use the predicted price as one layer of confluence. If the model forecasts a price increase that aligns with a support bounce and bullish volume, the combined evidence strengthens the trade thesis. Divergence between forecast and actual price can also signal emerging trend changes.

Error Bounds and Z-Scoring

Each prediction comes with error bounds that quantify the model's uncertainty. The time series is standardized through Z-scoring - converting prices to standard deviations from the mean. This normalization allows the model to work consistently across different assets and price scales without manual parameter adjustments.

Using Forecasts as Confluence

Rather than trading the forecast blindly, experienced traders use the predicted price as one layer of confluence. If the model forecasts a price increase that aligns with a support bounce and bullish volume, the combined evidence strengthens the trade thesis. Divergence between forecast and actual price can also signal emerging trend changes.

Predicted closes using advanced learning model

Predicted closes using advanced learning model

The Auto-Regressive Model learns statistical relationships between current and past closing prices to forecast future values. The algorithm includes error bounds and Z-score normalization, providing quantitative predictions that work consistently across different assets.

The Auto-Regressive Model learns statistical relationships between current and past closing prices to forecast future values. The algorithm includes error bounds and Z-score normalization, providing quantitative predictions that work consistently across different assets.

Add forecasts to your confluence stack

Use predicted prices as one layer of analysis alongside support, resistance and momentum. Multiple confirming factors strengthen trade thesis.

Reference predicted price levels

The forecast provides a quantitative target to evaluate against your own analysis. Compare actual price to predictions for edge detection.

Set forecast-informed targets

Use the predicted price as a potential profit-taking zone. Error bounds quantify uncertainty around the central forecast.

Common Questions About Auto-Regressive Price Forecasting

Common Questions About Auto-Regressive Price Forecasting

Auto-regressive models learn statistical relationships between current and past prices to project future values. These questions address how the algorithm works, its limitations and how to use forecasts as confluence.

Auto-regressive models learn statistical relationships between current and past prices to project future values. These questions address how the algorithm works, its limitations and how to use forecasts as confluence.

How does the model learn to forecast prices?

The algorithm learns relationships between current and past closing prices using a decreasing learning rate. Early data points calibrate the model while later adjustments become smaller, preventing overfitting to recent noise.

What do the error bounds indicate?

Each prediction comes with error bounds that quantify the model's uncertainty. The time series is standardized through Z-scoring, allowing the model to work consistently across different assets and price scales.

Should I trade the forecast blindly?

No. Use the predicted price as one layer of confluence. If the model forecasts a price increase that aligns with a support bounce and bullish volume, the combined evidence strengthens the trade thesis.

🌐

🌐

Web sentiment

Web sentiment

Traders on the web seem curious about the Auto-Regressive Model Indicator, as shown by its download numbers, but overall sentiment remains unclear due to a lack of explicit user feedback.

Traders on the web seem curious about the Auto-Regressive Model Indicator, as shown by its download numbers, but overall sentiment remains unclear due to a lack of explicit user feedback.

Source: Online Discussion

Source: Online Discussion

Source: Online Discussion

✍️

✍️

TradersList Reviews (3)

TradersList Reviews (3)

TradersList Community has given this listing three stars, indicating decent trust and value for traders' toolkit. Make sure you understand functionality before using.

TradersList Community has given this listing three stars, indicating decent trust and value for traders' toolkit. Make sure you understand functionality before using.

⭐️

⭐️

⭐️

⭐️

⭐️

Source: TradersList Reviews

Source: TradersList Reviews

Bookmark

Saved here

🤖

Get Indicator

Find Indicator

Review

Review Indicator

✍️

⭐️

⭐️

⭐️

⭐️

⭐️

3

Comments

Read on Telegram

Find More

Similar Indicators

Listing by third party publisher. Not financial advice.

Risk Disclosure

Share Listing

🤖

🤖

Get Indicator

Get Indicator

Find Indicator

Find Indicator

✍️

Review

Review

Review Indicator

Review Indicator

⭐️

⭐️

⭐️

⭐️

⭐️

3

3

Comments

Comments

Read on Telegram

Read on Telegram

Saved here

Bookmark

Listing by third party publisher. Not financial advice.

Listing by third party publisher. Not financial advice.

Risk Disclosure

Risk Disclosure

Share

🤖

3

Get Notified

New Listings Weekly

🤖

3

Get Notified

New Listings Weekly

🤖

3

Get Notified

New Listings Weekly

✍️

By Author

More by NinjaTrader_JoshG

🔥

New Listings

Featured this week

🤖

Similar Listings

Traders also viewed

All

NinjaTrader chart interface displaying the Mtg Gap Zones indicator with price bars showing market openings relative to the previous day's close, open, high and low

🤖

by dnoff

Free

NinjaTrader Indicator

Mtg Gap Zones

🔑

🌐

Mtg Gap Zones is a NinjaTrader Indicator that applies the Master the Gap Opening Gap Zone strategy, analyzing today's market open relative to the previous day's close, open, high, and low to form long/short bias for intraday trading.

NinjaTrader price chart displaying the ADXVMA Color Bands indicator with a color-coded adaptive moving average and volatility channels overlaying price bars. The central line changes color to indicate uptrend, downtrend and neutral market conditions while inner and outer bands visualize volatility ranges.

🤖

by bobc636

Free

NinjaTrader Indicator

ADXVMA Color Bands

🔑

ADXVMA Color Bands is a NinjaTrader Indicator that adds color-coded trend identification and customizable volatility channels to the ADXVMA. Users can set colors for up, down, and neutral trends and adjust volatility band multipliers for tailored price action analysis use cases.

NinjaTrader 8 price chart displaying the MeanReversal Strategy NT8 indicator applied to price bars and highlighting mean reversion signals.

🤖

by NinjaTrader_Jim

Free

NinjaTrader Indicator

MeanReversal Strategy NT8

🔑

🌐

🏅

MeanReversal Strategy NT8 is a NinjaTrader Indicator based on Anthony Garner’s 2019 backtested mean-reversion strategy, identifying assets that have moved to extremes from their mean for potential reversion.

NinjaTrader chart displaying the Fair Value Gap indicator with rectangular zones highlighting market imbalances on price bars. The visual shows gaps formed by three aligned bars where the wicks of the first and third bars do not overlap.

🤖

by zacharydw00

Free

NinjaTrader Indicator

Fair Value Gap (ICT)

🔑

🌐

Fair Value Gap (ICT) is a NinjaTrader Indicator that detects market imbalances, more specifically fair value gaps. In this implementation, FVG bars are required to align in trend direction and restricted on specific conditions like Silver Bullet criteria being met or regular trading hours being on.

NinjaTrader price chart displaying the ICT Macros indicator with highlighted vertical time zones representing algorithmic trading windows and liquidity intervals

🤖

by adtsystems

Free

NinjaTrader Indicator

ICT Macros

🔑

ICT Macros is a NinjaTrader indicator that identifies and classifies time intervals where algorithmic trading is believed to generate liquidity, highlighting key market periods in accordance with ICT concepts.

NinjaTrader price chart displaying the Quarterly Bars Type indicator segmenting trading data into US calendar quarters including Jan-Mar, Apr-Jun, Jul-Sep and Oct-Dec

🤖

by Sim22

Free

NinjaTrader Indicator

Quarterly Bars Type

🔑

🌐

Quarterly Bars Type is a NinjaTrader indicator that segments trading data into US quarters - Jan–Mar, Apr–Jun, Jul–Sep, and Oct–Dec - offering a structured view distinct from using standard three month timeframe.

NinjaTrader price chart displaying the Dynamicsrlines indicator with horizontal support and resistance lines drawn at historical swing high and low pivot points

🤖

by monpere

Free

NinjaTrader Indicator

Dynamicsrlines

🔑

🌐

Dynamicsrlines is a NinjaTrader Indicator that draws horizontal support and resistance lines where multiple swing highs or lows have formed previously, offering added confluence for high identifying high probability levels.

NinjaTrader 8 chart displaying Heiken Ashi 8 price action indicator with smoothed price bars

🤖

by NinjaTrader_Paul

Free

NinjaTrader Indicator

Heiken Ashi 8

🔑

🌐

Heiken Ashi 8 is a NinjaTrader 8 Indicator that uses Heiken Ashi candles to smooth price action and filter out market noise across various timeframes from tick charts to monthly charts.

NinjaTrader chart displaying UniRenko Universal Renko BarType 8 with price data visualized as Renko blocks indicating trends and reversals

🤖

by NinjaTrader_ChelseaB

Free

NinjaTrader Indicator

UniRenko Universal Renko BarType 8

🔑

🏅

UniRenko Universal Renko BarType 8 is a NinjaTrader indicator that converts regular price data into Renko block patterns.

NinjaTrader trading chart displaying the Opening Range Indicator with horizontal lines delineating the high and low prices of a user-defined opening period

🤖

by chartish

Free

NinjaTrader Indicator

Opening Range Indicator

🔑

🌐

The Opening Range Indicator is a NinjaTrader Indicator that marks key price levels by drawing lines at the highs and lows of user-defined range to calculate opening range.

NinjaTrader price chart displaying the Candle Quarters indicator marking 25% 50% 75% and Pivot levels within price bars to visualize intrabar support and resistance zones

🤖

by bobc635

Free

NinjaTrader Indicator

Candle Quarters

🔑

Candle Quarters is a free NinjaTrader indicator that marks the 25%, 50%, 75% levels within price action candles for quick and simple intrabar support and resistance.

NinjaTrader trading chart interface displaying price data and the McClellan Oscillator indicator in a bottom panel visualizing market breadth by measuring the difference between advancing and declining NYSE issues relative to a zero line

🤖

by NinjaTrader_Tim

Free

NinjaTrader Indicator

Mcclellan Oscillator

🔑

🌐

The Mcclellan Oscillator is a NinjaTrader Indicator that measures NYSE broad market momentum and direction by calculating the difference between advancing and declining issues, also known as market breadth.

NinjaTrader price chart displaying the Exponential Standard Deviation Bands indicator with upper and lower volatility lines surrounding price bars to show market fluctuation patterns and price positioning relative to the moving average

🤖

by NinjaTrader_PatrickH

Free

NinjaTrader Indicator

Exponential Standard Deviation Bands

🔑

🏅

Exponential Standard Deviation Bands is a free NinjaTrader indicator that applies exponential smoothing to standard deviation bands for quicker adaptation to market changes. Concept by Vitali Apirine, published in the February 2017 issue of Stocks and Commodities.

NinjaTrader price chart displaying the Automatic Trend Line Detection indicator with diagonal support and resistance lines connecting price swing points

🤖

by NinjaTrader_Ray

Free

NinjaTrader Indicator

Automatic Trend Line Detection

🔑

🌐

Automatic Trend Line Detection is a free Indicator for NinjaTrader that automatically detects and visualizes diagonal trend lines on stock charts. Concept originally published in the September 07 issue of Stocks & Commodities magazine.

NinjaTrader chart interface displaying the Mtg Gap Zones indicator with price bars showing market openings relative to the previous day's close, open, high and low

🤖

by dnoff

Free

NinjaTrader Indicator

Mtg Gap Zones

🔑

🌐

Mtg Gap Zones is a NinjaTrader Indicator that applies the Master the Gap Opening Gap Zone strategy, analyzing today's market open relative to the previous day's close, open, high, and low to form long/short bias for intraday trading.

NinjaTrader price chart displaying the ADXVMA Color Bands indicator with a color-coded adaptive moving average and volatility channels overlaying price bars. The central line changes color to indicate uptrend, downtrend and neutral market conditions while inner and outer bands visualize volatility ranges.

🤖

by bobc636

Free

NinjaTrader Indicator

ADXVMA Color Bands

🔑

ADXVMA Color Bands is a NinjaTrader Indicator that adds color-coded trend identification and customizable volatility channels to the ADXVMA. Users can set colors for up, down, and neutral trends and adjust volatility band multipliers for tailored price action analysis use cases.

NinjaTrader 8 price chart displaying the MeanReversal Strategy NT8 indicator applied to price bars and highlighting mean reversion signals.

🤖

by NinjaTrader_Jim

Free

NinjaTrader Indicator

MeanReversal Strategy NT8

🔑

🌐

🏅

MeanReversal Strategy NT8 is a NinjaTrader Indicator based on Anthony Garner’s 2019 backtested mean-reversion strategy, identifying assets that have moved to extremes from their mean for potential reversion.

NinjaTrader chart displaying the Fair Value Gap indicator with rectangular zones highlighting market imbalances on price bars. The visual shows gaps formed by three aligned bars where the wicks of the first and third bars do not overlap.

🤖

by zacharydw00

Free

NinjaTrader Indicator

Fair Value Gap (ICT)

🔑

🌐

Fair Value Gap (ICT) is a NinjaTrader Indicator that detects market imbalances, more specifically fair value gaps. In this implementation, FVG bars are required to align in trend direction and restricted on specific conditions like Silver Bullet criteria being met or regular trading hours being on.

NinjaTrader price chart displaying the ICT Macros indicator with highlighted vertical time zones representing algorithmic trading windows and liquidity intervals

🤖

by adtsystems

Free

NinjaTrader Indicator

ICT Macros

🔑

ICT Macros is a NinjaTrader indicator that identifies and classifies time intervals where algorithmic trading is believed to generate liquidity, highlighting key market periods in accordance with ICT concepts.

NinjaTrader price chart displaying the Quarterly Bars Type indicator segmenting trading data into US calendar quarters including Jan-Mar, Apr-Jun, Jul-Sep and Oct-Dec

🤖

by Sim22

Free

NinjaTrader Indicator

Quarterly Bars Type

🔑

🌐

Quarterly Bars Type is a NinjaTrader indicator that segments trading data into US quarters - Jan–Mar, Apr–Jun, Jul–Sep, and Oct–Dec - offering a structured view distinct from using standard three month timeframe.

NinjaTrader price chart displaying the Dynamicsrlines indicator with horizontal support and resistance lines drawn at historical swing high and low pivot points

🤖

by monpere

Free

NinjaTrader Indicator

Dynamicsrlines

🔑

🌐

Dynamicsrlines is a NinjaTrader Indicator that draws horizontal support and resistance lines where multiple swing highs or lows have formed previously, offering added confluence for high identifying high probability levels.

NinjaTrader 8 chart displaying Heiken Ashi 8 price action indicator with smoothed price bars

🤖

by NinjaTrader_Paul

Free

NinjaTrader Indicator

Heiken Ashi 8

🔑

🌐

Heiken Ashi 8 is a NinjaTrader 8 Indicator that uses Heiken Ashi candles to smooth price action and filter out market noise across various timeframes from tick charts to monthly charts.

NinjaTrader chart displaying UniRenko Universal Renko BarType 8 with price data visualized as Renko blocks indicating trends and reversals

🤖

by NinjaTrader_ChelseaB

Free

NinjaTrader Indicator

UniRenko Universal Renko BarType 8

🔑

🏅

UniRenko Universal Renko BarType 8 is a NinjaTrader indicator that converts regular price data into Renko block patterns.

NinjaTrader trading chart displaying the Opening Range Indicator with horizontal lines delineating the high and low prices of a user-defined opening period

🤖

by chartish

Free

NinjaTrader Indicator

Opening Range Indicator

🔑

🌐

The Opening Range Indicator is a NinjaTrader Indicator that marks key price levels by drawing lines at the highs and lows of user-defined range to calculate opening range.

Discover trading edge

Discover trading edge

Indicators, Platforms & Education

Indicators, Platforms & Education

Browse Listings

Browse Listings

or

Open Random

Open Random

TradersList

Discover trading edge

Follow

Disclaimer

Our goal is to achieve greater transparency, guidance and safety in trading and investing by providing means to discover, research and discuss trading/investing related sites/services.

Content provided on this site is not financial advice, meant for educational purposes only. TradersList does not endorse or guarantee any result for listed sites/services. Do your own research.

Read full disclaimer

TradersList

Discover trading edge

Follow

Disclaimer

Our goal is to achieve greater transparency, guidance and safety in trading and investing by providing means to discover, research and discuss trading/investing related sites/services.

Content provided on this site is not financial advice, meant for educational purposes only. TradersList does not endorse or guarantee any result for listed sites/services. Do your own research.

Read full disclaimer

Follow

Disclaimer

Our goal is to achieve greater transparency, guidance and safety in trading and investing by providing means to discover, research and discuss trading/investing related sites/services.

Content provided on this site is not financial advice, meant for educational purposes only. TradersList does not endorse or guarantee any result for listed sites/services. Do your own research.

Read full disclaimer