Testing real-time forecasting systems - page 48

 

Made some changes to the NS block, assembling a model of future implementation. So, you don't have to have much faith. Forecast for three days (300 counts) from now (publication time minus 20-30, which is not crucial), EURUSD, M15

Files:
process.rar  1 kb
 
grasn >> :

Made some changes to the NS block, assembling a model of future implementation. So, you don't have to have much faith. Forecast for three days (300 counts) from now (publication time minus 20-30 minutes, which is not crucial), EURUSD, M15

The CSV-file without a time column is difficult to use. Of course it is possible to additionally generate, but everyone will have to do it, instead of generating one at unloading ;-).

I do not understand, what are the levels (on the chart) - I have a price 1.48 at the specified time. The chart is supposed to go to the left of it. Enlighten pliz. PS. In CSV-file the values are different.

 
marketeer писал(а) >>

A CSV file without a time column is difficult to use. You can of course generate it, but this way you have to do it each time, instead of generating it once when unloading ;-).

Well, how to generate? I wrote that M15, 1 counting - 15 minutes, ie, each new value is +15 minutes. starts from the time of publication of the post, it is roughly (the calculation is still performed about 30 minutes). Accordingly:

1.487485
1.487035
1.487435
1.487685
1.487285

....

will be for each bar M15 (H+L)/2,

14.10.2009 11:50

14.10.2009 11:45 1.487485
14.10.2009 12:00 1.487035
14.10.2009 12:15 1.487435
14.10.2009 12:30 1.487685
...

something like this

I do not understand what are the levels (on the chart) - I have the price 1.48 at the given time. It's supposed to go to the left of it. Enlighten pliz. PS. In CSV-file the values are different.

I don't understand it very well. On the graph - the black ones are the fact and the grey ones are the prediction. I only gave the grey ones. Explain more specifically, maybe I got something wrong...

 
anubis >> :


or Sberbank, for example

Sberbank index at 48 h. :

There is a template in the archive

Files:
tpl.rar  4 kb
 

to marketeer

I think I understand, you must mean [date]:[time] [quote]. Then it's more complicated, MathCAD doesn't seem to be able to work with dates, I'll try to search for functionality.

 
grasn >> :

OK, how do you generate? I wrote that M15, 1 countdown - 15 minutes, ie, each new value goes by +15 minutes. starts from the time of publication of the post, this is rough (calculation still performed about 30 minutes). Accordingly:

1.487485
1.487035
1.487435
1.487685
1.487285

....

will be for each bar M15 (H+L)/2,

here I don't really understand. On the chart - the black ones are the fact and the grey ones are the prediction. I only gave the grey ones. Explain more specifically, maybe I got something wrong...

I'm not quite sure how this was unloaded now, but suppose Matcad would write something like [pseudocode] before the value column: round_time(time(), 15min)+autoincrement(count)*15min. This would be useful just to formalise the synchronisation when importing. I'm now going to manually set time in the indicator via a parameter. In general, it's almost enough, except for the fact that the actual date should be looked for separately in the forum text, i.e. the file is not separable ;-). Another suggestion is to use in its name the name of instrument and timeframe. By the way, if the column with timeframe is bothersome, you can also generate the initial date of forecast in the file name. Maybe it would be the easiest way to start.

I didn't get it right with the graph ;-), I forgot about the difference between black and grey.

 
Here is a sketch of the indicator for visualisation.
Files:
 
marketeer писал(а) >>

I'm not quite sure how this was unloaded now, but suppose Matcad would write something like [pseudo-code] before the value column: round_time(time(), 15min)+autoincrement(count)*15min. This would be useful just to formalise the synchronisation when importing. I'm now going to manually set time in the indicator via a parameter. In general, it's almost enough, except for the fact that the actual date should be looked for separately in the forum text, i.e. the file is not separable ;-). Another suggestion is to use in its name the name of instrument and timeframe. By the way, if the column with timeframe is bothersome, you can also generate the initial date of forecast in the file name. Maybe it will be the easiest way to start.

I missed the graph ;-), forgot about the difference between black and gray.

Yeah, not very convenient. Ok, I'll try to attach your file. I think the first line can be the date and time when the forecast starts.

PS: I've decided not to do it (visualization), because the trading signals in MT will be output, not the process itself. But it may be useful for debugging.

 
Piboli >> :

The sberbank index at 48 h. :

In the archives there is a template


Thank you!

was the forecast calculated in mt4?

 
grasn >> :

Made some changes to the NS block, assembling a model of future implementation. So, you don't have to have much faith. Forecast for three days (300 counts) from now (publication time minus 20-30 mites, which is not crucial), EURUSD, M15

Sergey. So we are expecting a severe three-day flat with a range of 50 pips?

P.S. All for the sake of understanding the integrity of the forecasts and the reality.

Reason: