GriffithsPredictor
Adaptive LMS linear predictive filter for signal forecasting.
Usage
Use for short-horizon price prediction by projecting the dominant market cycle one or two bars forward. Works best in oscillating markets; disable in strong trends.
Background
The Griffiths Predictor uses autoregressive coefficients from the Griffiths cycle measurement to extrapolate the current dominant cycle one bar ahead. By fitting an AR model to cycle-filtered price, it generates a one-step-ahead forecast useful for anticipatory entries at predicted cycle turns.
Parameters
lower_bound(default: 18): Lower frequency bound (SS length)upper_bound(default: 40): Upper frequency bound (HP length)length(default: 18): LMS filter lengthbars_fwd(default: 2): Number of bars to predict forward
Formula
[ \mu = 1/L ] [ \bar{x} = \sum_{i=1}^L xx_{L-i} \cdot coef_i ] [ coef_i = coef_i + \mu(xx_L - \bar{x})xx_{L-i} ]