Testing real-time forecasting systems - page 44

 

Forecast for 6 bars usdchf H4

template in the archive

 
Hooray! That's the third or fourth failure out of about 80 launches! This needs to be injected! :о)
 
goldtrader >> :

Sergey, a short is open and the target is kind of marked at the bottom.

Is the stop intended or is it at the top outside the chart?

Stops are a separate story, I don't calculate them yet. I have a couple of philosophical ideas, I'll share them as soon as they are formed in my mind.

 
marketeer >> :

IMHO, it is advisable to give a time reference. Apparently the refined forecast is not from the beginning of the week (especially as it is ~2 days away), but the initial price seems to start in the middle of the 29th, which is of course possible, but unexpected. ;-)

Yes, a bit rushed and rambling. But I hope to transfer the forecast data to MQL soon. I'm working on the script now

 

Colleagues, just in case - the system is being tested, there is no need to trade on it. The testing means to collect statistics, plan experiments, and so on. At the same time it is being tested in real time, ... how to resist :o)


PS: In short - I do not recommend to trade by my signals, but it's just in case.

 
grasn >> :
>> Yay! This is the third or fourth failure out of about 80 launches!

Both the number of launches and failures give reason to be very optimistic about TC.

 
goldtrader >> :

Both the number of launches and failures give reason to be very optimistic about the TC.

One can hardly make optimistic predictions without knowing all the launch conditions in these experiments: if they were roughly the same (over a small period of time, on one instrument and one timeframe), then any step to the side (including just the future on the time axis) may break the system. If it were possible to publish some details of the statistics - at grasn's discretion of course - outside assessments would become more valid.

 
Piboli >> :

Forecast for 6 bars usdchf H4

pattern in the archive

is this a linear regression?

 
NEKSUS_ >> :

is this a linear regression?

Of course it is. There are some more templates in the archive with different settings M1,H1,H4

Files:
 
Piboli >> :

>> Of course you are.


What do you build with? A deductor or your own tool?
Reason: