Econometrics: one step ahead forecast - page 104

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Tantrik:

first the trends (70-80% successful predictions) then the reversals can be watched :)))) successful predictions!
You're writing it wrong. Then you won't even want to watch the reversals.
 
paukas:
You write it wrong. Then you won't even want to look at the spreads.

Maybe, or it's all short and to the win!
 

Sitting and sitting and thinking, what should be predicted?

The level (price value)?

price increment?

direction of movement?

The pivot point?

Pivot level (a corridor around the pivot point with e.g. spread width)?

distance between pivot points?

The gradient (speed of descending and ascending)?

Or something else? Or all of them together?

In general, what are we fighting for?

 
faa1947:

Sitting and sitting and thinking, what should be predicted?

The level (price value)?

price increment?

direction of movement?

The pivot point?

Pivot level (a corridor around the pivot point with e.g. spread width)?

distance between pivot points?

The gradient (speed of descending and ascending)?

Or something else? Or all of them together?

In general, what are we fighting for?


of course the price increment is the profit/loss :)
 
Avals:

of course the price increment is the profit/loss :)
Not obvious. In trend strategies, the direction of movement is predicted - these are buy/sell orders, and the targets are SL and TP. And we have wider possibilities. In breakout strategies the channel is the level and where is the increment. Let's imagine a TS that works based on increments and what: until you reach it, you won't exit? And if we have reached it, we will exit? No, there is something wrong with the idea of increment.
 
faa1947:
Not obvious. In trend strategies, the direction of movement is predicted by buy/sell orders and the targets are SL and TP. And we have wider possibilities. In breakout strategies the channel is the level and where is the increment. Let's imagine a TS that works based on increments and what: until you reach it, you won't exit? And if we have reached it, we will exit? No, there is something wrong with the idea of increment.

So that it is not predicted, and the result of a trade is the difference between the entry and exit price. I.e. the price increment
 
faa1947:
Not obvious. In trend strategies, the direction of movement is predicted by buy/sell orders and the targets are SL and TP. And we have wider possibilities. In breakout strategies the channel is the level and where is the increment. Let's imagine a TS that works based on increments and what: until you reach it, you won't exit? And if we have reached it, we will exit? No, there is something wrong with the idea of increment.

So that it is not predicted, and the result of a trade is the difference between the entry and exit price. I.e. the price increment
 
Avals:

so that it is not predicted, and the result of the trade is the difference between the entry and exit price. I.e. the price increment
There is a prediction (future) and there is a result of the prediction (fact). Feel the difference.
 
faa1947:
There is the prediction (future) and there is the result of the prediction (fact). Feel the difference.

I see what you mean, but the forecast is always a price increase :) Another thing is how this prediction is implemented. And here there are variants - fixing the value of increment, fixing the time of increment, not fixed in advance - according to the signal
 
Avals:

I see what you mean, but the forecast is always a price increment anyway :) How this prediction is made is another matter. And there are variants here - fixing the value of increment, fixing the time of increment, not fixed in advance - according to the signal
Increase is an estimate. It is tempting to predict profit immediately, but maybe we lose some properties of the quote and get a bad forecast because of it.
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