Econometrics: one step ahead forecast - page 108
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Get the hell out of here.
An interesting observation about the team.
New production - predicting reversals
Surprising result.
And not a single post!
Maybe surprising, but whether it's my eyesight that's bad or something else, but the fitting and predictions in the pictures seem to have been done on the same area?
Could you elaborate, since there is not too much data in general, in the form of a table for fitting and separately for forecasts in the form: date and time of ZZ turning? It's a bit fuzzy in the pictures.
What, for example, is a sufficiently scientific rationale for ZZ? They are lines drawn with a ruler on a graph.
33 are not lines, they are points significant from the "point of view" of the 33 algorithm.
Maybe surprising, but whether my eyesight is bad or something else, but it seems like the fit and predictions in the pictures were done on the same area?
Is it possible to work out more details, because there isn't too much data in general, and format it in the form of a table for adjustment and separately for forecasts as: date and time of reversal ZZ? Because the pictures make it look very fuzzy.
I don't understand it myself.
Pattern broken: zz_high eurusd(-1 to -100) c @trend
I predict the dependent variable taking values "0" - no signal and "1" - reversal signal downwards. We take 100 bars EURUSD as a dependent variable, i.e. a random value. After evaluation of the regression coefficient we obtain:
ZZ_HIGH = 1-@CNORM(-(1033.56764818*EURUSD(-1) + 361.005725087*EURUSD(-2) - 659.271726689*EURUSD(-3) + 1289.20797453*EURUSD(-4) - 1024.9175822*EURUSD(-5) - 173.354947231*EURUSD(-6) - 500.755211559*EURUSD(-7) + 487.538133239*EURUSD(-8) - 1741.90012073*EURUSD(-9) + 1250.27027863*EURUSD(-10) + 1204.01840496*EURUSD(-11) - 625.209628018*EURUSD(-12) - 88.4193896778*EURUSD(-13) - 821.374855285*EURUSD(-14) - 754.491291165*EURUSD(-15) + 538.519551372*EURUSD(-16) + 3220.86311608*EURUSD(-17) - 518.070207767*EURUSD(-18) - 2332.53473806*EURUSD(-19) + 569.684891562*EURUSD(-20) - 1619.61207529*EURUSD(-21) + 1641.76931445*EURUSD(-22) - 1414.74117489*EURUSD(-23) - 114.280781428*EURUSD(-24) + 450.449461697*EURUSD(-25) - 337.460964818*EURUSD(-26) + 908.232164753*EURUSD(-27) + 601.738993689*EURUSD(-28) + 861.74494980071*EURUSD(-29) + 259.833316285*EURUSD(-30) - 46.5215488696*EURUSD(-31) - 820.583809759*EURUSD(-32) - 1423.98506887*EURUSD(-33) + 935.969451579*EURUSD(-34) - 803.436564451*EURUSD(-35) + 221.143701299*EURUSD(-36) + 335.777492236*EURUSD(-37) + 650.456824302*EURUSD(-38) + 350.318958532*EURUSD(-39) - 467.384535354*EURUSD(-40) - 1463.62960078*EURUSD(-41) + 1023.33692559*EURUSD(-42) + 531.53858297*EURUSD(-43) - 1804.43807812*EURUSD(-44) + 505.327400995*EURUSD(-45) - 20.3151847226*EURUSD(-46) + 1454.71062626*EURUSD(-47) + 149.481921853*EURUSD(-48) - 1985.4346906*EURUSD(-49) + 8.64522845766*EURUSD(-50) + 1301.22397609*EURUSD(-51) + 1398.9062339*EURUSD(-52) - 1812.25415112*EURUSD(-53) - 815.17727151*EURUSD(-54) - 465.973849717*EURUSD(-55) + 891.665097704*EURUSD(-56) - 33.8677278433*EURUSD(-57) + 1802.96642724*EURUSD(-58) + 103.739651059*EURUSD(-59) + 395.877119657*EURUSD(-60) - 1358.3140469*EURUSD(-61) + 17.0144218275*EURUSD(-62) + 645.959444744*EURUSD(-63) - 1935.40489961*EURUSD(-64) + 847.657103772*EURUSD(-65) - 348.287297241*EURUSD(-66) + 1674.82953896*EURUSD(-67) - 1399.09585978*EURUSD(-68) + 442.848712733*EURUSD(-69) + 498.667519817*EURUSD(-70) + 175.460595585*EURUSD(-71) - 3.23177058628*EURUSD(-72) - 502.970783886*EURUSD(-73) - 486.45378574*EURUSD(-74) - 1284.12753179*EURUSD(-75) + 2212.99339275*EURUSD(-76) + 1011.83438787*EURUSD(-77) - 2762.97407148*EURUSD(-78) + 1603.46426721*EURUSD(-79) - 441.847609369*EURUSD(-80) - 173.0306096*EURUSD(-81) - 672.051786135*EURUSD(-82) - 1106.57500684*EURUSD(-83) + 337.977251734*EURUSD(-84) + 1392.23135411*EURUSD(-85) + 1222.020799*EURUSD(-86) + 327.446848701*EURUSD(-87) - 1208.41468022*EURUSD(-88) + 741.85661795*EURUSD(-89) + 1585.08937121*EURUSD(-90) - 2098.86445785*EURUSD(-91) + 58.0598765644*EURUSD(-92) - 166.744222595*EURUSD(-93) + 67.6457712184*EURUSD(-94) + 98.7949064574*EURUSD(-95) + 1406.32082135*EURUSD(-96) - 1658.83294022*EURUSD(-97) - 273.851042947*EURUSD(-98) + 93.5879401275*EURUSD(-99) + 243.060588194*EURUSD(-100) - 1295.0210728 + 0.08150857192*@TREND))
Everything seems to be in place.
For some reason the prediction calculation coincides completely with the fact.
Just noticed now. When fitting the regression, one reversal was not fitted.
I don't understand it myself.
Pattern broken: zz_high eurusd(-1 to -100) c @trend
I am forecasting a dependent variable taking values "0" - no signal and "1" - reversal signal downwards. We take 100 bars EURUSD as a dependent variable, i.e. a random value. After estimating the regression coefficient we obtain:
ZZ_HIGH = 1-@CNORM(-(1033.56764818*EURUSD(-1) + 361.005725087*EURUSD(-2) ...
Once again, for special econometricians: I am not interested in the formula of the regression model, I am only interested in results and the time samples where these results were obtained, therefore, the question is still valid:
Is it possible to elaborate, as there is not too much data in general, in the form of RESULTS as a table for fitting and separately for forecasts as: date and time of ZZ reversal?
Once again, for the particularly gifted econometricians: the formula for the regression model is not of interest, only the results and the time samples on which these same results were obtained, so the question again stands:
Could you be more specific, since there's not much data in general, and formulate it RESULTS in the form of a table for fitting and separately for forecasts as: date and time of reversal ZZ?
Attachment
Excel 2002 will not open a file with the extension xlsx - this extension is not included in the list of file formats.
Therefore, one more time for the especially gifted econometricians:
Could you please elaborate, as there is not much data in general, in the form of a table for fitting... RESULTS as a table for fitting and separately for forecasts as: date and time of reversal ZZ?