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Imho, the charts show otherwise )
Yes?....
There's no drawdown..... Only a plus...
I don't get it.
I conclude from the graph: the model is not hopeless, but it won't make money.
We need to work.
The question remains: how to use the forecast?
The answer is given:
Начни с малого.
Сделай и оттестируй на реальных котировках эту систему вообще без спреда. Если не заработает - выбрось нах...
А вот если будет работать (даже с просадками) - есть смысл ковыряться дальше, потому как вообще есть что совершенствовать.
I conclude from the graph: the model is not hopeless, but it won't make money.
We need to work.
The question remains: how to use the forecast?
Is there a graph of the error distribution? If it is as thick-tailed as the distribution of increments, then immediately ff))
P.S. you can even put them on the same graph for clarity
Yes?....
There's no drawdown..... Only a plus...
I don't get it.
Can't find the function
na.locf(p, na.rm = F)
In which package? which class?
library(TTR)
The answer is given:
Начни с малого.
Сделай и оттестируй на реальных котировках эту систему вообще без спреда. Если не заработает - выбрось нах...
А вот если будет работать (даже с просадками) - есть смысл ковыряться дальше, потому как вообще есть что совершенствовать.
Yes there is no question about it.
The model is giving a point value with an error. And I'm going to trade a trend and the model doesn't give it.
Therefore.
Which trend trade signal should I test? Above the previous one - long, below - short.
Is it so?
That's exactly what I want to justify - a trading signal.
library(TTR)
Yes there is no question about that.
The model gives a point value with an error. And I'm going to trade a trend and the model doesn't give it.
Therefore.
Which trend trade signal should I test? Above the previous one - long, below - short.
Is it so?
That's exactly what I want to justify - a trading signal.
There's no need for any trend trading. This is your left-wing whim of some kind. Trade one bar, for starters. Without the spread, that's good enough. If there is a clear profitability in these conditions - there will be something to talk about further.
is there a graph of the error distribution? If it's as thick-tailed as the incremental distribution, then f*ck it.)