Trading Systems: Econometrics EURUSD One-Step-Ahead Forecast

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New article Econometrics EURUSD One-Step-Ahead Forecast has been published:

The article focuses on one-step-ahead forecasting for EURUSD using EViews software and a further evaluation of forecasting results using the programs in EViews. The forecast involves regression models and is evaluated by means of an Expert Advisor developed for MetaTrader 4.

Author: СанСаныч Фоменко

 
MetaQuotes Software Corp.:

New article Econometrics EURUSD One-Step-Ahead Forecast has been published:

Author: СанСаныч Фоменко

Hello,


I read your article about 1-step forecast for EURUSD and since it was  written in 2012 I have a few questions.

- did any follow up took place to improve  the forecasting model somewhere on the forum ??

- are you still using Eview for forecasting as for today rather MATLAB or R are more popular ??

- do you post somewhere else similar posts like your Econometrics articles ??


regards, Krzysztof

 
krzysiaczek99:

Hello,


I read your article about 1-step forecast for EURUSD and since it was  written in 2012 I have a few questions.

- did any follow up took place to improve  the forecasting model somewhere on the forum ??

- are you still using Eview for forecasting as for today rather MATLAB or R are more popular ??

- do you post somewhere else similar posts like your Econometrics articles ??


regards, Krzysztof

1. No. I do not now

2. I am using R

3. See my profile. I use machine learning 

 

Very good article, thank you. But, I took those errors. What's the problem you think?

I did copy to the right place that Indicator and EA. Other files (EViews files) are in MQL4\Files. Is that correct?

2019.01.18 21:34:44.547 2010.01.15 00:00:00  EViewsMT4 EURUSD,H4: Error (5020) deleting KOTIR.txt

2019.01.18 21:34:44.547 2010.01.15 00:00:00  EViewsMT4 EURUSD,H4: Error (5020) deleting work.wf1

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