- A+

**Author of the idea**: Vladimir, **mq5 code author**: barabashkakvn.

The Expert Advisor uses Burg's method for linear prediction. Linear prediction is based on finding future values as linear functions of previous values. Suppose we have the x[0]..x[n-1] price range where the higher index corresponds more recent prices. The prediction of the x[n] future price is calculated as follows:

here a[i=1..p] are model ratios, and p is the model order. Burg's method finds the a[] ratios by decreasing a mean-square error on the last training n-p bars.

### Input Parameters

**MaxRisk**- maximum risk of all simultaneously performed deals.**ntmax**- maximum number of deals in one direction.**MinProfit**- minimal predicted profit at which positions will be opened.**MaxLoss**- maximal predicted loss at which positions will be closed.**TakeProfit**- Take Profit value.**StopLoss**- Stop Loss value.**TrailingStop**- the Trailing Stop function.**PastBars**- the number of previous bars used to predict future values.**ModelOrder**- the order of Burg's model as a fraction of the number of past bars (0..1).**UseMOM**- enables detrend of input data: mom(i)=log[p(i)/p(i-1)].**UseROC**- enables detrend of input data: roc=100*(p(i)/p(i-1)-1).

Only one of UseMOM and UseROC variables can be true, i.e. UseMOM=true **AND** UseROC=true is not allowed.

Like most of optimized Expert Advisors, Burg Extrapolator only works well on training bars. The Expert Advisor will steadily lose money without a constant re-optimization.

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