Strategic foresight systems - page 40

 

So that there are no unnecessary questions about TR and SL they are not needed here. It is important for us to know the forthcoming movement of currencies.

Don't think that I am advertising here. I'm not a programmer, just messing around a bit :)


This is not a recommendation to trade. It is an open test!

 
ULAD:

...

that's curious, I'll look into it.

To keep the thread going :)

nah, I'm going to meditate on the 10 day horizon and I think I'm going to moderate my greed. it looks like a forecast with such a horizon is not realistic :o(

 

The situation today is as follows.

The two-day open positions will not be changed or added until Friday even if the situation changes.

 

Hooray, I now have some free time. I've been busy and participating in several tenders, albeit successful, has deprived me of the privilege.

I'm going back to testing the forecasts with the horizon of 10 days (not all hope is lost). Just a reminder, the current trend in this classification started on 02.15 and has been going on for more than forty days. In the initial calculations I have found an annoying error that has reduced the forecasted wave's spread almost twofold. Corrected it. I have also managed to increase the forecast accuracy a little.

This kind of pivot point forecast is somewhat "innovative" for me, so I have no idea how to use it and if it can be used at all. It's the first one and it might turn out to be a "cakewalk". It will be interesting to make the next prediction when the situation changes.

The current "wave", theoretically, should end and it, theoretically, should be replaced by a new "wave". That is what I try to find with my strategic forecast.

Refined frequencies of pivot points.

Frequencies of the end of the current wave (current uptrend, from 02.15)

End frequencies of the next wave

Numerical experiment

I introduced an estimation of the trend length and performed a numerical experiment, the meaning of which is simple - modeling of possible turning points and getting the probability field of two "waves" at once. The calculation of the wavelength was performed for "ideal", i.e. under deterministic conditions, without the influence of stochastics. In the long run, I will refine the calculation. I used Monte Carlo method for modeling (though there were not so many simulations, only 60000); basic vectors of increments were calculated sequentially, i.e. the second "wave" depends on the first one. The resulting array of pivot points is processed and the transition is made to the frequency field. In matcad, the frequencies of the pivot points in time are as follows:

3D

2D

IMPORTANT: The "beginning" of the field should be aligned with the price point 02.15 and investigated from it.

I was a bit surprised with the form, when I saw it for the first time, but there seems to be no obvious mistakes and everything seems to be understandable. I will try to explain. The upper explicit wave is the current wave from 02.15. The appearance of the second descending wave almost from the beginning can be explained by a theoretically possible, short duration of the first one.

But it is difficult to work with this because MathCAD displays the axis probability matrix as column and row numbers. Converted it to Excel. Here's such a picture, keeping in mind that the current price is not at the beginning, but "around" 45, i.e. approximately so many days have passed since the beginning of the trend:

The file itself is attached, if anyone is interested:

  • x-axis represents days
  • x-axis represents days and y-axis represents price levels

In general, the current trend is most probably coming to the end, and the level and the time of the second "wave" appearance is concentrated in the price area of 1.32 during the month. But maybe, though with a lesser probability, the ZZ has already formed :o(

PS: Reminder - not for trading, solely for discussion and opinion exchange.

 

the file didn't stick right away.

It won't load, though I'm uploading it as an rar. I'm not sure what to do with it, there's nothing interesting in it yet.

 
Farnsworth:

Hooray, I have some free time. ..........

IMPORTANT: The "beginning" of the field should be aligned with the price point of 02.15 and from it conduct research.

and the timing of the second "wave" is concentrated in the price area of 1.32, which the price can occupy within a month. .....


Glad to read you....))))) Today, tomorrow, there will be a reversal of the pair and the decline will begin. I have similar expectations....))))
 
ZetM:

Glad to read you....)))))

Likewise! but I was finding some time reading your predictions :o)

Today, tomorrow, there will be a reversal of the pair and the decline will start. I have similar expectations....))))

I hope so, because I got "hung up", I've entered the wrong place, I've been experimenting with 10 days, even though I've done it on demo. All, all that I have acquired before by honest work, three cameras, a cigarette case - three ..., ... :о)

Let's see, I hope I haven't made any childish mistakes now.

 
Farnsworth:

Everything, everything I've gained by honest work, three cameras, a cigarette case - three ..., ... :о)


Thanks for the upliftment....))))))))
 
ZetM:

Thanks, for the upliftment....))))))))
Always happy to help :o)
 

some more clarification:

We have to take into account that the calculation was made from 02.15 and did not take into account the fact that the price has been going up for more than 45 days. In the near future I will try to take into account the current state, i.e. the picture will change. It is like a game of Russian roulette - with every mischief the probability of initial states changes, so far... Well, let's not speak about sad things. Also stochasticity in duration estimation is not taken into account, and points for Monte Carlo are not enough, more is needed.

Reason: