Econometrics: one step ahead forecast - page 7

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joo:
Where are the financial indicators of the models created and tested? - Or did I miss something?
See the table I use above. Three indicators: profit factor in pips, profit factor in trades and recovery factor.
 
sever31:
what is "trendofollowing"?

trendfollowing
 
faa1947:

Change staff or beds?

Once again, a common technique: take the initial quotient and see what can be formalised in it. Always trend and bias. Formalised, not necessarily with Hodrick-Prescott. Other methods are much more common. We look at the residual. Is there a trend? If not, try to model the residual, etc.



Take TC - test it, evaluate the results. If they don't fit, we take another one. What's the advantage of your technology? :)
 
Avals:

Take the TC - test it, evaluate the results. If they don't fit, we take another one. What's the advantage of your technology? :)
For the last time: the possibility of step-by-step evaluation of development quality. And you don't take something else, but refine it. And it's not mine at all - millions of traders in the world use it.
 
joo:
Where are the financial indicators of the models created and tested? - Or did I miss something?

(I left the most interesting)

Model: All ticks (the most accurate method based on all the smallest available timeframes)

Model quality: 25.00%
Profitability: 0.82
Expected payoff: -1.73
Total trades: 117

 
sever31:
what is "trendofollowing"?

"trendophilia"
 
C-4:



From the article. The final assessment in running the TC through the tester. Above I wrote about intermediate assessments.
 
Tantrik:

"trendophilia"
and there is also "trendophobia" ;)))
 
avtomat:
and then there's "trendophobia" ;))
and then there are the cool peppers but this year's crop is bad!
 
C-4:

(Left the most interesting)

Model: All ticks (most accurate method based on all smallest available timeframes)

Model Quality: 25.00%
Profitability: 0.82
Expected payoff: -1.73
Total trades: 117

f*ck it!
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