Example function of a markov chain monte carlo simulation.
This is an experimental study designed to forecast the range of price movement from a specified starting point using a Monte Carlo simulation. Monte Carlo experiments are a broad class of computational algorithms that utilize random sampling to derive real world numerical results. These types of algorithms have a number of applications in numerous fields of study...
This indicator simulates the physics of a particle attracted by a distance-dependent force towards the evolving value of the series it's applied to. Its parameters include: The mass of the particle The exponent of the force function f=d^x A "medium damping factor" (viscosity of the universe) Compression/extension damping factors (for simulating...