The market is a controlled dynamic system. - page 26

 
Mathemat:
You did, you did, Yusuf. Not a councillor, an indulger. There are several witnesses, I believe them.
Proof, if there was such a suggestion.
 
I have no right, it was all in private. Sorry.
 
faa1947:

Here's a handsome forecast:

On the right are the forecast characteristics. I translate some captions to the numbers: Average absolute error = 6 pips. Average absolute error % = 4.9%

The grail!!!

This is what it looks like compared to the real thing:

Beautiful. In contrast to yours, the error is also shown.

Selling, but do not accept the claims of the drain.

Try to compare your regression forecast system (by average forecast error) with the system based on taking the last known price as a forecast for the future price. In my early delusion about the power of econometric regressions I found that taking the last price as a predictor of the next price has on average the same or even less prediction error than sophisticated prediction methods.

Svinozavr 16.10.2011 14:22

Let's agree right away: seeing the future is impossible. One can only hope for the duration (inertia, persistence) of the reaction from a perturbation. If you are trying to create a model where this perturbation is predicative, there is nothing to talk about. Not at all. You need to go to the asylum.One thing that remains is to be able to identify the FACT of the perturbation.

I agree with that to a large extent. The market moves on perturbations from outside. For example, Germany and France created optimism about the Greek bailout a week ago. The euro went up. Such an event cannot be predicted by econometric methods. Tomorrow the Greek proletarians will take over and announce the exit from the EU, which will send the euro and all banks sharply down. Those who claim that such an event can be predicted by an equation are either engaged in astrology or black magic.

 
faa1947:
Let's work together. I've got a lot of models, but I'm afraid to go out in the real world. How are you? You can tell me in person.

Start with the demo!, come to the "predictions of the investigation ..." people will help.
 
gpwr:

.... with a system based on taking the last known price as a forecast for the future price

I don't really get it. Is the forecast equal to the current price, right? Or, if there was an increment, the next one will also be an increment?

 
faa1947:

.... with a system based on taking the last known price as a forecast for the future price

I don't really get it. Is the forecast equal to the current price, right? Or, if there was an increment, the next one will also be an increment?

On random walk, the best prediction is the current position. This was established by Einstein a hundred years ago.
 
Svinozavr:

Let's agree right away: it is impossible to see the future. One can only hope for the duration (inertia, persistence) of the response from a perturbation. The perturbation itself is outside the system, outside the model.

There's a lot in one message!

future- psychics can see (guess) if you don't, then don't - shut up. (actually interpreting TA in a successful trader will go beyond the average - what is that? are you in favour?)

hope - the duration and (not at all worse) the end of the reaction.

The latter is the outrage itself - genuinely outraged, who told you that out? - looking at the timeline and bashing!!! (how else would it be).

epilogue: in all times, geniuses were hidden in asylums.

 
gpwr:

The market is moving on perturbations from outside. For example, Germany and France created optimism about the Greek bailout a week ago. The euro went up. Such an event cannot be predicted by econometric methods. Tomorrow the Greek proletarians will take over and announce the exit from the EU, which will send the euro and all banks sharply down. Those who claim that such an event can be predicted by an equation are either engaged in astrology or black magic.

But what if we assume that Forex is not a market? And market laws (supply/demand) are a fiction, as well as the next news have little effect on the future price, and the main purpose of Forex is the goal of player bankruptcy

SZZY: i have seen several times in the internet that TS working in commodity markets do not work in Forex.

:)

 
IgorM:

But what if we assume that Forex is not a market? And market laws (supply/demand) are a fiction, as well as the next news have little effect on the future price, and the main purpose of Forex is to ruin a player

SZZY: i have seen several times in the internet that TS working in commodity markets do not work in Forex.

:)

Liar, Minherz. By golly, liar. (с)

Did they tell you what these TCs are?

 
IgorM:

But what if we assume that Forex is not a market? And market laws (supply/demand) are a fiction, as well as the next news have little effect on the future price, and the main purpose of Forex is to ruin a player

SZZY: i have seen several times in the internet that TS working in commodity markets do not work in Forex.

:)

Rubbish.
Reason: