The market is a controlled dynamic system. - page 19

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Vizard:


It's OK...but I'd like to see it in TS...

I think we're all set - what's the problem... or is it still in development...?

And it works.

But, as they say, there is no limit to perfection ;)

It's like --- you dig deeper and you see new possibilities, hidden before.

And it's ok ;)

 
Vizard:

well that's fine ... you can look at equi for 6-10 years or whatever you have...get excited...(fix lot including spread) if you have...
if you're talking about tester runs, I'm disappointed -- I haven't used a tester in 6-8 years ....
 
faa1947:
The error must be stationary, otherwise it is undefined on the forecast one step ahead and may be arbitrary, even though everything is fine on the sample.
The error at a certain number of steps is always defined for any row and counts unambiguously. You are completely confused with this package of yours.
 
-Aleksey-:
The error for a certain number of steps is always defined for any series and counts unambiguously.

Once again, if it is stationary, which is quite difficult to achieve. That's what econometrics is all about - that's the basics, sorry.

You are completely confused with this package of yours.

The beauty of the package is that it's impossible to get confused.

 
yosuf:
First we need to find such a market function R...

Yusuf, I have a thought in this direction... Now I have to figure out which set of suitable basic functions to use....

Anyway, let's see what comes out of it ;)

 
Vizard:


i know what they're talking about...but of course just a rough estimate ( about not liking the tester i agree )

How many points per year does a Jew get, for example, roughly?

The real reason for this is that the profitability of the forex brokerage is very low and the profitability of the forex brokerage is very low.

 
Vizard:


i can't even remember what this setting means...but i have another question: how many last bars on the right will be subsequently re-drawn ? (it will be re-drawn anyway when the quote arrives)

and is the rightmost bar with the Hedrick value (i.e. 1 bar of a closed candle) taken into the quote pattern ?

how many last bars on the right are subsequently re-referenced

it is not interesting, because the forecast uses the regression evaluation only once

is the rightmost bar with the Hedrick's value (i.e. 1 bar of the closed candle) taken into the markup model ?

In MQL4 terms +1 for HP and +1 and +2 for remainder of HP

 
Vizard:

)))) I'll take your word for it...
well, it shows the whole process ;)
 
faa1947:

Once again, if it is stationary, which is quite difficult to achieve. That's what econometrics is all about - that's the basics, sorry.

You are completely confused with this package of yours.

The beauty of the package is that it's impossible to get confused.

You are wrong, it counts unambiguously for a certain number of steps in either case - whether it is stationary or not. Perhaps you don't know how to do it. But that is not the main thing, the main thing is that you work and keep digging. If you want, I can teach you. Obtaining a stationary residual with HP indicates that a non-determined trend has been identified, which cannot be predicted by conventional econometrics further than one step, as far as I understand it. And why is it necessary to predict a stationary random residual instead of predicting a detrended trend? You're putting it all upside down. Before using the package as a calculation tool, you need to understand the meaning of what you want to do.
 
Vizard:

looked at it...impressed...but it's a short period of time...I hope it works for a couple of years...and then it's time to retire)))
Keep working ;)
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