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? :)
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.
Where are the financial indicators of the models created and tested? - Or did I miss something?
what is "trendofollowing"?
trendfollowing
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? :)
Take the TC - test it, evaluate the results. If they don't fit, we take another one. What's the advantage of your technology? :)
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
what is "trendofollowing"?
"trendophilia"
From the article. The final assessment in running the TC through the tester. Above I wrote about intermediate assessments.
"trendophilia"
and then there's "trendophobia" ;))
(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