Testing real-time forecasting systems - page 51
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Your prediction is just more realistic. We break through the middle of the channel at 1.5050 in one day and go back down.
Well, up it went ... but not very much, it's going to be flat today or so :)
well, up it went ... but not too much, it's gonna be flat or something today :)
Siarhei, and you try to trade with your computations in real or demo, and what are the results? You have more data, as you say (you don't show all of them). Or just studies so far. And by the way, how is the data calculated on older periods combined with a further move and the same on 15M?
Sergey, have you tried trading in real or demo mode using your calculations and what are the results? Well, you have more data, as you say (you may not present all of them). Or just researches.
I'm testing this particular system here and there, more trades on the demo of course. I have only one losing trade (on demo so far) - I have lost 600 bucks, but it is not so noticeable in general background. It is too early to draw any conclusions, I'm planning a big experiment in MathCAD and at the same time I'm porting the system to MT.
And by the way, how is the data calculated on older periods combined with further moves and the same on 15-minute periods?
They are combined 1:1, I will explain in more detail. The model uses structural identification as well as model identification based on maximum likelihood method. So, it was a little unexpected for me but if the solution is found on 15 minutes, then a very close solution will be found on completely different series (M30, M60). Then, like in the joke, "the probability of meeting a dinosaur is 50/50, either you will or you won't" :o)
I'm testing this particular system there and there, of course there are more trades on the demo. I have only one losing trade (on demo so far) - I have lost 600 bucks, but it is not so noticeable in general background. It is too early to draw any conclusions, at the moment I'm planning a big experiment in MathCAD and at the same time I'm porting the system to MT.
They are combined 1:1, I will explain in more detail. The model uses structural identification as well as model identification based on maximum likelihood method. So, it was a little unexpected for me but if the solution is found on 15 minutes, then a very close solution will be found on completely different series (M30, M60). Further, it is like in the joke: "the probability of meeting a dinosaur is 50/50, either you will or you will not" :o)
Yes... Honestly, I could have a schnappsicle in the ceiling by now. And you're like, "I'm not sure, I'm not sure. :))
Yes... Honestly, I could have a schnappsie on the ceiling by now. And you're like, "I'm not sure, I'm not sure. :))
The system has one significant disadvantage - rather large drawdowns (in my understanding), all the same trading levels, these are levels with a high concentration of price. But how the price comes to them...
The system has one significant disadvantage - rather large drawdowns (in my understanding), after all trading levels are levels with a high concentration of price. But how the price will reach them...
Then you have to use big capital and small lot... Stops should be placed far away (for force majeure).
Then you have to use a larger capital and a smaller lot... Stops should be placed far away (for force majeure).
In this case the system will work as there are many of them now - with overhosting tactics. The chart is beautiful, but trading using such a system is rather shaky.
Then you get a system that is already full of them, with overhosting tactics. The chart is beautiful, but trading using such a system is kind of creepy.
I don't think the overexposure tactic works here. Once a period (chosen based on the research performed) the targets are recalculated.
I predict realizations (trajectories), but in my trading decisions I focus on "frequency" characteristics, e.g. average value of +/- the most probable trajectories on the prediction horizon. These are more reliable as far as targets are concerned, but the price path to these levels can be very convoluted. I am of course working on the second approach to estimate local reversal zones. As for MM as such it is not so simple, it seems to be a separate, serious task.
grasn покажет какой-нибудь стейт, разговор станет более предметным.
exactly for this reason, which is the subject matter of the conversation, I am in the process of translating code from MathCAD to MT. It will make statistical sense to have a testing period of at least 6 months (by eye). So, I'll post the state a bit later.
By the way, have a programming question, because I'm stuck (I'm not much of a programmer):
(1) How to properly initialize a multidimensional array (all its dimensions). This code, as I understand it, will be correct for a one-dimensional array and the first found dimension in the multidimensional one:
double memRow[];
ArrayResize(memRow, N);
ArrayInitialize(memRow, 0.0);
But what to do with more dimensions?
(2) How to dynamically extend univariate and multivariate arrays?
for(i=0; i<=N-1; i++)
{
...
memRow[];
...
}
In this case, array memRow[] should increase by some value at each iteration, no matter what, let it be 1 for simplicity. Similarly, for 2D array, it should grow in two directions by i and j - memRow[i][j]