Edge effect on the way to the GRAAL - page 9
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What is "homokedastic"?
Here is the model (regression): EURUSD = 0.999639862102*HP(-1) - 0.0587695175407*HP_D(-1) - 0.426573959137*HP_D(-2)
HP is a Hedrick-Prescott filter. We smooth out the quotient itself and the residue from the filter.
Here is the H1 forecast:
And here is the error of this forecast:
The error peak is 34 pips for the hour mark and it is obviously a random value. Should we trust the forecast with such an error?
Aleksandr Aleksandrovich, do you personally know at least one person who has made at least one forecast decision in his life?
Aleksandr Aleksandrovich, do you personally know at least one person who has made at least one forecast decision in his life?
Peak error 34 pips for an hourly, and clearly a random value. Will we trust a forecast with such an error?
You can't trust a 0.0000001 pip error either... very easy to get with NS...and the smaller the sample, the easier it is to get...
The numbers are nothing - it may be a crooked one ...but it will work...
And there are no other options. Any TS based on the postulate "history repeats itself" is a prediction. We find a pattern and assume it will repeat and make a profit. But the error in making this decision is not known.
Yea ... All life is a prediction.
at an error of 0.0000001 pips you can't trust either... very easy to get with NS...and the smaller the sample, the easier it is to get...
The numbers are nothing - it may be a crooked one ...but it will work...
Don't flatter, men. Don't flatter.
We got this.
at an error of 0.0000001 pips you can't trust either... very easy to get with NS...and the smaller the sample - the easier it is to get...
The numbers are nothing - it may be a crooked one ...but it will work...
We've met before.
I agree. I refer to NS as a smoothing model. To work with it you need to test it for stability. Without that, the numbers are nothing and about nothing.
Don't flub, men. Don't flatter.
We'll do it ourselves.
Cancel
Mgya ... All life is a prediction.
I have explained my point of view many times on this forum. I've even written an article.
I will try to publish an article on prognosis. I can't do it without an article as there is too much information to imply
We've met before.
I agree. I refer NS to the smoothing model. To work with it you need to test it for stability. Without it the figures are nothing and about nothing.
I would say more as a search model...but often the search comes down to a fit...
In principle, any algorithm fits... so the bigger the sample in a model search - the better (for the same error for example)... and you should pay not insignificant attention to it...