Testing real-time forecasting systems - page 20
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>> Senx!
Oh man - I was sure I should get an expression like "D' 2009 01.01 ...", but it turns out I can just get a numeric value. Yeah, I'll have to study the math :o)
I'm so very, very cool! :о))) I wrote a loader, it works, I mean it loads something(Talex - thanks for the formula :):
#property copyright ""
#property link ""
int start()
{
int Handle;
int N;
string D1;
string D2;
string D3;
string FILE="LEVEL.csv";
double level;
double sco;
Handle=FileOpen(FILE, FILE_CSV|FILE_READ,",");
ObjectsDeleteAll();
if(Handle<0)
{
if(GetLastError()==4103)
{
Alert("Нет файла с именем ",FILE);
}
else
{
Alert("Ошибка при открытии файла ",FILE);
}
return;
}
while(FileIsEnding(Handle)==false)
{
D1=FileReadString(Handle);
D2=FileReadString(Handle);
D3=FileReadString(Handle);
N=StrToInteger(D1);
level=NormalizeDouble(StrToDouble(D2), 5);
sco=NormalizeDouble(StrToDouble(D3), 5);
ObjectCreate("A"+D1, OBJ_TREND, 0, Time[0]+(N-30)*Period()*60, level, Time[0]+N*Period()*60, level);
ObjectCreate("B"+D2, OBJ_TREND, 0, Time[0]+(N-30)*Period()*60, level+sco, Time[0]+N*Period()*60, level+sco);
ObjectCreate("C"+D3, OBJ_TREND, 0, Time[0]+(N-30)*Period()*60, level-sco, Time[0]+N*Period()*60, level-sco);
ObjectSet("A"+D1, OBJPROP_RAY, FALSE);
ObjectSet("A"+D1, OBJPROP_STYLE, STYLE_DOT);
ObjectSet("A"+D1, OBJPROP_WIDTH, 0);
ObjectSet("B"+D2, OBJPROP_RAY, FALSE);
ObjectSet("B"+D2, OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("B"+D2, OBJPROP_WIDTH, 2);
ObjectSet("C"+D3, OBJPROP_RAY, FALSE);
ObjectSet("C"+D3, OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("C"+D3, OBJPROP_WIDTH, 2);
if(FileIsEnding(Handle)==true)
break;
}
FileClose(Handle);
return(0);
}
This is a rough prediction for now, to debug the loader:
For those who haven't noticed, this is the very first real-time "lock-in". Although a bit "rushed", it can be argued that the first level has been passed:
And that's where we should recalculate the new structure, define new levels and clarify the old ones, but come on, let's see what happens next without recalculation. It's more interesting :o)
PS: Colleagues, maybe somebody else is working intraday, I get bored if I do it alone. :о(
PS: Colleagues, maybe someone else is working intraday, I'm getting bored on my own. :о(
>> Sergey.
I follow it, I wonder if it is possible to make a forecast or not. I don't make forecasts myself, I'm not good at coding and I've got little special knowledge.
The only thing I can say is that it is better to find a "law - nature" of instrument's movement in the nearest future, than to make a forecast of levels and time of their achievement. By the way, my words are indirectly confirmed by your latest screenshots.
For those who haven't noticed, this is the very first real-time "lock-in". Although a bit "rushed", it can be argued that the first level has been passed:
And that's where we should recalculate the new structure, define new levels and clarify the old ones, but come on, let's see what happens next without recalculation. It's more interesting :o)
PS: Colleagues, maybe somebody else is working intraday, I get bored if I do it alone. :о(
Share your indicator thanks
I'm so very, very cool! :о))) I wrote a loader, it works, I mean it loads something(Talex - thanks for the formula :):
I have already written in this thread above
"... if you take the Renko chart as the basis for analysis and predictions..."
"... the main attention will be paid to the levels, and the question of the time of the event occurrence will be of secondary importance when the sequence of extrema achievement is preserved,
because that's what we're all interested in first and foremost."
The so-called quantum indicators resonate with Renko's graphs
http://www.quantumtrading.ru/index.php?option=com_content&task=blogsection&id=5&Itemid=38
One is a special case of the other...
Let's be clear, what are we primarily interested in?
Not time (!!!), but the next price extremes.
Even the sequence of their achievement would fade into the background, if we knew with high probability these very nearest goals - maximum and minimum.
This is what we should focus on, without giving much attention to the timeline. It could be non-linear, reflecting only the sequence of events as in Renko's graphs.
Another point. Price is not all information... Analyzing the change in price as a function of time is largely absurd...
Imagine yourself in the shoes of a player who has ALL the information, including the volume of open positions and pending orders ...
All cards are open for him, he is not playing a game openly, he is not guessing by coffee grounds and he NEVER LOSES. :)
Our task - to try at least by indirect signs, since we have no other, to figure out what will be profitable for the player who is sure to win,
or on the contrary, what's not advantageous to the one who's sure to lose. We know this player for sure - the majority of traders or an average player is a loser.
The already mentioned Oanda can help us with this
http://fxtradeinfocenter.oanda.com/orderbook/open_positions.shtml
http://fxtradeinfocenter.oanda.com/orderbook/open_orders.shtml
But the information shown on these charts is not very informative...
Even in this form
http://forextools.com.ua/analyse/oanda.html
is just a script...
When you run it on your terminal, you will see only a "slice of a tree", where instead of the trunk, branches, leaves and roots there are only scattered "dots and lines".)
To assess the situation and to be able to analyse and make predictions, in my opinion, it is necessary to
- be able to create continuously updated history files of these volumes for all the 10 pairs there (on Oanda)
- present this information in a convenient form, where we may observe the sequence of order accumulations and their processing by the price
- Analyzing this information, and not only the statistics "price-time", it is possible to understand where and when it is profitable (for the game organizer) for the price to go.
That is where it will go.
I've already written in this thread above
"... if you take the Renko chart as the basis for analysis and predictions..."
"... the main attention will be paid to the levels, and the question of time of the event occurrence will be of secondary importance, while the sequence of extremums achievement will be preserved,
because that's what we're all interested in first and foremost."
The so-called quantum indicators resonate with Renko's graphs
http://www.quantumtrading.ru/index.php?option=com_content&task=blogsection&id=5&Itemid=38
One is a special case of the other...
Let's be clear, what are we primarily interested in?
Not time (!!!), but the next price extremes.
Even the sequence of their achievement would fade into the background, if we knew with high probability these very nearest goals - maximum and minimum.
This is what we should focus on, without giving much attention to the timeline. It could be non-linear, reflecting only the sequence of events as in Renko's graphs.
Another point. Price is not all information... Analyzing the change in price as a function of time is largely absurd...
Imagine yourself in the shoes of a player who has ALL the information, including the volume of open positions and pending orders ...
All cards are open for him, he is not playing a game openly, he is not guessing by coffee grounds and he NEVER LOSES. :)
Our task - to try at least by indirect signs, since we have no other, to figure out what will be profitable to the player who is sure to win,
or on the contrary, what's not advantageous to the one who's sure to lose. We know this player for sure - the majority of traders or an average player is a loser.
The already mentioned Oanda can help us with this
http://fxtradeinfocenter.oanda.com/orderbook/open_positions.shtml
http://fxtradeinfocenter.oanda.com/orderbook/open_orders.shtml
But the information shown on these charts is not very informative...
Even in this form
http://forextools.com.ua/analyse/oanda.html
is just a script...
When you run it on your terminal, you will see only a "slice of a tree", where instead of the trunk, branches, leaves and roots there are only scattered "dots and lines".)
To assess the situation and to be able to analyse and make predictions, in my opinion, it is necessary to
- be able to create continuously updated history files of these volumes for all the 10 pairs there (on Oanda)
- present this information in a convenient form, where we may observe the sequence of order accumulations and their processing by the price
- Analyzing this information, and not only the statistics "price-time", it is possible to understand where and when it is profitable (for the game organizer) for the price to go.
That is where it will go.
I'll put in my five cents. Don't discount the time. After all, if you know the TIME of the next price extremum, you don't care what that extremum will be - you just collect a hypothetical maximum from the market.
I am trying to predict both time and price.
I'm interested in what you'll do with the tumbler - imagine that you have it - in fact it's not so difficult to get access to it for not very much money, and in some places even for free.
.. Don't discount the timing. After all, if you know the TIME of the next price extremum, it does not matter what extremum it will be
I wonder what you will do with the tumbler - imagine that you have it - in fact, it is not very difficult to get access to it for not very much money, and in some places even for free.If we know the level of extremum, it is not difficult to put a corresponding pending order...
Knowing the time in advance... seems much less likely to me for some reason. I haven't seen such bold predictions, where exactly the time of price extremums was specified.
The difference in timing, if levels are predicted correctly, is not a problem, but a serious level error can be fatal:)
Of course it would be good to know both for sure, but even without going into the theory (those who are much more competent in the matter can be found) I am sure it is impossible to predict both simultaneously.
What would I do with a glass? I would like to get acquainted with its contents first, if you tell me where it can be done for free, as even "very little money" is very much a problem for me at the moment. The crisis has inadvertently touched me... :)
If we know the level of the extremum, it is not difficult to place an appropriate pendulum...
Knowing the time in advance... seems much less likely to me for some reason. I have not yet encountered such bold predictions where the exact time of price extremums was specified.
The difference in timing, if levels are predicted correctly, is not a problem, but a serious level error can be fatal:)
Of course it would be good to know both for sure, but even without going into the theory (those who are much more competent in the matter) I am sure it is impossible to predict both simultaneously.
What would I do with a glass? I would like to get acquainted with its contents first, if you tell me where it can be done for free, as even "very little money" is very much a problem for me at the moment. The crisis has inadvertently touched me... :)
"Confidence" without a good reason usually leads to a drain. Time, like price, can be predicted with a certain probability, what may prevent you from predicting both is beyond my comprehension.
If you want to avoid fatal mistakes, you have to be very attentive at MM.
(about the glass, see personal info)