Library "FunctionBaumWelch"
Baum-Welch Algorithm, also known as Forward-Backward Algorithm, uses the well known EM algorithm
to find the maximum likelihood estimate of the parameters of a hidden Markov model given a set of observed
feature vectors.
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### Function List:
> `forward (array pi, matrix a, matrix b, array obs)`
> `forward (array pi, matrix a,...
This indicator was written in order to apply bar limit in strategies and it was published as open code so that everyone can use it. When backtesting with stock market api data, we determine how many bars should be, not from which date the data will be drawn. For example, we can draw 1000 bar data from stock exchange and perform the backtest on this data. You can...