Download MetaTrader 5

Forecasting indicators - page 33

To add comments, please log in or register
Mladen Rakic
83903
Mladen Rakic  
IXI:

Dear mladen

Thanks for comments, but I have not succeeded to test the indicator in EA. I tested to call difference between moving average buffer and future buffer or compare difference between future buffer values for example 0 and -1 or -2 with no success. In addition I noticed if you change future bar number input the result is always same and number of predicted bars can not be adjusted. Any comment?

nbtrading

I just want to check the future prediction result in EA with a normal moving average. A normal moving average if you open and close trades with its signal has a success rate between 20 to 40 percent, usually around 30 percent. Is  result from extrapolation which predict future is different? Maybe.

Best,

You can not use the value -1 or -2 for the buffer element. You simply have to use +1 and +2 and then you shall get the values that are first to the latest prediction (the one "most in the future")
-IXI-
44
-IXI-  
mladen:
You can not use the value -1 or -2 for the buffer element. You simply have to use +1 and +2 and then you shall get the values that are first to the latest prediction (the one "most in the future")

The problem is not negative value of buffer. If you call the indicator in tester it takes a strange long long time for a single opened trade to hit stop or profit which usually take less than a second. Normal?!

Best,

Mladen Rakic
83903
Mladen Rakic  
IXI:

The problem is not negative value of buffer. If you call the indicator in tester it takes a strange long long time for a single opened trade to hit stop or profit which usually take less than a second. Normal?!

Best,

I would need to see what parameters are you using in the iCustom() call
John Seekers
793
John Seekers  
One of the fundamental shortcoming of the popular analysis tools for time series is that they require the data to be taken at uniform time intervals. However, the real-world time series, such as those from financial markets, are mostly from irregular time intervals. It is a common practice to resample the irregular time series into a regular one, but, there are significant limitations on this practice. For example, if one is to resample the trading activities on a stock into hourly series, then the time series can only last through the trading day because there usually is no trading in the night. In this work, we directly explore the dynamics of irregular time series through a tool known as Non-Uniform Fast Fourier Transform (NUFFT). To illustrate its effectiveness, we apply NUFFT on the trading records of natural gas futures contracts for the last seven years. Results accurately capture well-known structural features in the trading records, such as weekly and daily cycles, and at the same time also reveal unknown or unexplored features, such as the presence of multiple power laws. In particular, we observe a new power law in the Fourier spectra in recent years.
Mladen Rakic
83903
Mladen Rakic  

Holt-Winters exponential double smoothing (with linear forecasting component) posted here : https://www.mql5.com/en/forum/175037/page954


Sergey Golubev
Moderator
103309
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

forecast on Forex

Sergey Golubev, 2016.04.18 13:02

News is different from forecast, and forecast is different from technical analysis.
This is how I understand it:

------

Forecasts. You are following some system which is 'black box' for you and can not be disclosed in public. You just believe in this unknown system/person/trader/coder which is making forecast for you. Forecasts are made with no any alternatives, for example: "buy EUR/USD at 1.2440 now/tomorrow at 10 am etc."
It is similar with weather forecast (no one is responsible for false signal for example). There are free forecasts and commercial forecasts.

Technical analysis. The person is using indicators or/and price action to make a technical analysis describing the market condition in the past together with price movement explanation to the future on alternative ways. For example: "if the price breaks this level to above so ...., alternative - if the price will cross this level to below so ...".
In this case - technical analysis is acting as the science which everybody can repeat in MT4/MT5, and you are always having the choice about what to do (to buy, or to sell, or to do nothing).
There are free technical analysis and commercial technical analysis.

There are some websites and sources which are publishing the articles with the word 'Forecast' (dailyfx.com and investing.com for example) but if you look at those articles so you will understand that it is the technical analysis only.

Analysts (the persons who are providing the technical analysis) consider the forecasts/forecasters as the forex scam (so, basicly they do not like each other).

We do not have forecasts on this part of the forum because it will be consider as an advertisement with commercial promotion anyway (technical analysis and forecasts can not be on the same subforums because of the differences between them: technical analysis is the science, and forecast is commercial or promotional service.

------

I mean - if someone will post some link to the website with the forex forecast/trading signals and so on (and if it will be real forecast without technical analysis) so this your thread will be deleted sorry.


Sergey Golubev
Moderator
103309
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

forecast on Forex

Sergey Golubev, 2016.04.18 13:17

But there are more confusion related to forecasts ... On the post above - I described the differences between technical analysis and forecasts.

And there are some differences between forecasts and signal services too. For example, the best way to check forecast/forecaster is to ask him to provide the signals so everybody will see/check the results. But in case of forecasts - it is not very good way because forecasts are making once in a month or once in a week so I think - no one will subscribe to the signals which are trading one time in a month/week just to prove some article/post about "where the price will go to in May" for example ... so ...

Forecasts, signal services and technical analysis are 3 different services: we have just one of them here - signals as a service (and free technical analysis by free indicators from CodeBase here on the forum).


Sergey Golubev
Moderator
103309
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

forecast on Forex

Sergey Golubev, 2017.03.29 13:10

As we know, almost all the brokers are making technical/fundamental analysis just to promote themselves and receive new clients.
So, the technical/fundamental analysis from the brokers are prohibited on the forum because of the strong promotional/advertisable purposes of such the brokers' analysis.

Anyway, the users can provide this activity on the brogs on inside the profiles for example.


Sergey Golubev
Moderator
103309
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

Gold is Reaching at 1270

Sergey Golubev, 2013.07.01 21:04

How can we know: correction, or bullish etc (in case of using indicator for example)?

well ... let's take AbsoluteStrength indicator from MT5 CodeBase.

bullish (Bull market) :

bearish (Bear market) :

ranging (choppy market - means: buy and sell on the same time) :


flat (sideways market - means: no buy and no sell) :

correction :

correction in a bear market (Bear Market Rally) :



To add comments, please log in or register