Testing real-time forecasting systems - page 68

 
The neural network is from gpwr, the methodology is in general terms from Golovko. As my computational power is not enough to do a proper calculation, the predictions are quite "as is" ;-). The forward test for November looks good, but does not guarantee anything.
 
grasn >> :

It would be interesting to know the concept of gnosis (I've posted mine :o), unless of course it's quite a trade secret. What do the red segments show? There doesn't seem to be anything unusual about them to the eye.

The red segments indicate places where the predicted trajectories diverge greatly. I can't get to Student's, so this is some kind of conditional confidence interval replacement.

 
marketeer писал(а) >>

The red segments indicate where the predicted trajectories diverge greatly. I can't get to Student's, so it's a kind of conditional replacement for the confidence interval.

I got that, I meant the red segments in the centre curve.

 
My system does not give any predictions at all. I mean, there are signals, but it is dragging behind the market. Buy signal I buy, sell signal I sell. I don't make any predictions like "I expect 1.50 in a couple of weeks". Where the signal goes, I go... and then the price moves. Do I have to post my trades here? So I'll create a 500-page movement here by myself)))) I apologize if it's a stupid question.
 

to E_mc2

А у меня система вобще никаких прогнозов не даёт. То есть канешно сигналы есть, но она в смысле тупо волочица за рынком. Сигнал Бай я покупаю, сигнал на селл я продаю. И никаких там прогнозов аля " жду 1,50 через пару недель" .

And what, you think it's somehow new? Don't get me wrong, I was dealing with such systems for two years until I came to the conclusion that it's, er, shall we say, not a good approach. But that's my assessment and my understanding. I could go on about all TA, but I already understood, something like "it is difficult to be a prophet in his own country", and talking to some fanatically-minded colleagues, I came to the conclusion, that there is no need. :о)))

Where the signal - there and became ... and then the grass grows.

Just imagine that there are other approaches, and they work quite well.

Why should I post my trades here? So I'm the only one who will create a 500-page movement here)))

"And talk"? (С). :о) Personally, I do not need your deals (they are yours), but I am curious, 500 pages for how long will you do?

Sorry if it's a silly question.

It's a normal question.

 
grasn >> :

>> I got that, I meant the red segments on the centre curve.

That's exactly what I wrote about. ;-) Marked places where too many trajectories are beyond the variance shown by the dotted line.

 
marketeer писал(а) >>

That's exactly what I wrote about. ;-) Marked places where too many trajectories are beyond the variance shown by the dotted line.

Ahh, got it. That's an interesting trick. :о)

 
grasn >> :

to E_mc2

And what, you think it's somehow new? Don't get me wrong, I was dealing with such systems for two years until I came to the conclusion that it's, er, shall we say, not a good approach. But that's my assessment and my understanding. I could go on about all TA, but I already understood, something like "it is difficult to be a prophet in his own country", and talking to some fanatically-minded colleagues, I came to the conclusion, that there is no need. :о)))

You just imagine that there are other approaches and they work quite well

"And talk?" (С). :о) Personally, I don't need your deals (they're yours), but I'm curious, 500 pp in how much time will you rack up?

It's a normal question.


The system is new to me. Recently developed. I'm testing it on micro-real at the moment. I decided to check if Martingale is as evil as they say it is. That is, it is already clear that the TS uses elements of Martin. But not stupid Martin's 2-fold. And its own MM. Lot is selected depending on various factors. But the element of Martin is present. Although all soft, but there is. We'll see if it's not the best approach. The score is real but it's micro. If it's a dead end, I won't lose much. But it's worth checking. I have read about the movement on 500 pages. There are a lot of signals. The disadvantage is that there may be a lot of stops in a row and 10. Well, nothing is perfect. I may have more pairs, but the spreads in my microreal account are hell. No spread under 5 pips. Even on Eurobucks, the spread is 5 pips. From pairs like eurofrank or euro pound had to renounce spreads respectively 7 and 5 pips and volatility is low. And pairs selection is not big in this brokerage company. I tried to use all pairs with low spreads and very rich pairs selection. I have decided to test it in combat conditions. I do not know what will come out of it. But anyway it is necessary to try.

At the moment I opened a Buy on the Canadian from 1.0565 TP is at 1.0665. Stop on the opposite signal to the sell.


 
E_mc2 писал(а) >>

The system is new to me. I have recently developed it. Tests are running on microreal at the moment. I have decided to check if Martingale is really such an evil as they say about it. That is, it is already clear that the TS uses elements of Martin. But not stupid Martin's 2-fold. And its own MM. Lot is selected depending on various factors. But the element of Martin is present. Although all soft, but there is. We'll see if it's not the best approach. The score is real but it's micro. If it's a dead end, I won't lose much. But it's worth checking. I have read about the movement on 500 pages. There are a lot of signals. The disadvantage is that there may be a lot of stops in a row and 10. Well, nothing is perfect. I may have more pairs, but the spreads in my microreal account are hell. No spread under 5 pips. Even on Eurobucks, the spread is 5 pips. From pairs like eurofrank or euro pound had to renounce spreads respectively 7 and 5 pips and volatility is low. And pairs selection is not big in this brokerage company. I tried to use all pairs with low spreads and very rich pairs selection. I have decided to test it in combat conditions. I do not know what will come out of it. But in any case, I should try it.

At the moment I opened Buy on the Canadian from 1.0565 TP stands at 1.0665. I also got a reverse Sell order.

Of course you need to try, examine and check everything yourself! The market is deceptive in many ways, and very often everything that surrounds the market is deceptive. In this sense, I wish you good luck and favorable trends. I finally refused to work near the price. It's all a bit jumpy there, not calm :o).

Yes, 10 pairs, 5 minutes, it's really 500 Pt in a couple of days, and then in "small print".

 

I don't think you should bring a martin here (in this thread, I mean), you won't have time to trade with your hands.

But I'm testing the martin myself:

I made this in three days, although I can't brag about it - the system is still unstable...

Reason: