Time series forecasting with Deductor Academic 5.2 - page 3

 

Not familiar with this kind of product yet.

It will be interesting to see.


Just wanted to ask one question for clarification:

These kinds of predictive systems work without regard to fundamental analysis.

Could this seriously affect (in a negative way) the quality of their forecasts?

 
Morzh09 >> :

Just wanted to ask one question for clarification:

These kinds of predictive systems work without regard to fundamental analysis.

Can't it seriously affect (in a negative way) the quality of their prediction?

There is no fundamentals, but there is the psychology of crowds ;)

It's just that the deductor analyses 10 times faster than MQL4, but it also needs to adjust a lot of parameters (number of history data, neurons, epochs, % errors.....),

>> so that the result takes into account the technical and foundation analysis.

 

Friends, good afternoon.


I apologise for the inconvenience.

Could you, when you have the time and opportunity, give me some guidance on how to work with Deductor?


Such complications arise:

Do I understand the concept correctly:

1. we use the s_forDED_MA script to generate a data file which we will import into the Deductor project.

2. In the Example_MA_H1 project, specify the file generated by the script in step 1 as the imported file.

specify a file to export data generated by the analysis in Deductor

3. Run script s_GraphFiles, which "draws" data from the export file.

________________________________________________________________________________________________________________

Am I getting the idea of the work right?


I just have a problem at step 3 - the data is not drawn on the graph... :(


Please advise how to fix it.


Thank you very much in advance.

 
Morzh09 >> :


There's just a problem in step 3 - the data doesn't show up on the graph... :(


1.Read here.

2.Post the export file.

 

A word of advice: the LINEAR REGRESSION handler does not set the minimum error value (the default is 0.05).

To set your own value, open the .ded file in Notepad++, find the line <RecognitionErr>0.05</RecognitionErr>,

change 0.05 to your min.error value, save it, open it in the deductor, re-optimize it with the new value, see % of recognized samples....

 

The problems are about the same as with the optimizer's selection of indices in TS - until the trend changes everything is fine and sometimes even very accurate (forecasts), when the trend changes - the bugs... And increase of reversible forecasts, etc...

More powerful tools are in STATISTICA6-8 (the same principle - use data from CDS file, process-forecast-executed in CDS) the Russian site is full of information about working with the program... I use it and a couple of other programs ... + my vision ...

ps.it's a thankless job predicting prices....

But so eager to look into the future...)))))))))

 
I don't understand why you can't use Currency_Loader.mq4 to make quotes. And then it's not clear how you get the forecast. And then I venture to guess that you haven't got the forecast. You have got the reversal of 30 previous bars. If you want to check if it is not a rollover you have to load Currency_Loader.mq4, then you will visually see.
 
Yes, only PolAnal is ten times more analytical than Grandpa. These programmes are of a different level. But you can't just get a prediction there either.
 
If you're willing to deal with Ded, I'll give you a full-featured version.
 
Exp for the deductor:
Files:
e_ded_hcl.mq4  12 kb
Reason: