Linear SVM's for daily range estimation using Rapidminer - page 4
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The currency range estimate seems to be right on especially today with EurUsd how it bounced off the upper pivot projection will be interesting to see if it continues down.Really appreciate you showing us this Alex.
I am getting good results with EURUSD, GPBUSD and EURGPB. We had Cable trading below the projected pivot and EURUSD above. With that in mind, going long EURGBP was a decent trade this morning. If this correlation exists with pivots and options then it should show up in the WTI crude oil contract. A bit unrelated to forex but a good gauge of "risk". I will run the numbers later.
Alex
Cable
Here is Cable sitting at the projected pivot low. Slight overshoot here (this is cable), slight miss in EURUSD. Once the selling hit in EURGPB, everything seemed to go quiet.
Eurgpb
Here is the last part of the triangle.
Great thread...super work! Still studying this as I think this offers great potential.
On a side note: Can you kindly share this version of the Value Chart indicator (it looks like VC + BB)?
Thanks again to Alex for a great thread and mladen for providing some necessary tools.
Alex, regarding the use of OI lines, you might also be interested in this as an alternative:
I find the lines, based on real CME option volume, eerily accurate, they act as brilliant support and resistance. The volume traded is updated live and automatically every 30 minutes (or whatever you chose).
The tool is available for download here: fxcoder.ru (look for "RVL").
Alex, I have been watching the videos on RapidMiner, and setup RM following your setup in post #4.
Still struggling with some settings on some of the Attributes. Would you mind sharing your complete template?
Cheers,
Snow.
Great thread...super work! Still studying this as I think this offers great potential.
On a side note: Can you kindly share this version of the Value Chart indicator (it looks like VC + BB)?
Snow about the indicator original is here https://www.mql5.com/en/forum/179807/page90 the phase accumulation version couldn't find but its a very easy add on.
thanks snowski. yes i use that tool n it is very helpful. but i cannot get realtime data. the last data is 7th march. what is the server address to get real time (albeit delayed data) ? mine shows ftp://ftp.cme.com/pub/volprice/globex/ but i saw in the update that it has changed to ftp.cmegroup.com but still i could not get anything from it. my data is up to 7th march which i downloaded from the http://files.fxcoder.ru/cme/ftp/volprice/globex/ to get the data updated 1st, but the connection to cme group could not get me the 8th march data.
thanks snowski. yes i use that tool n it is very helpful. but i cannot get realtime data. the last data is 7th march. what is the server address to get real time (albeit delayed data) ? mine shows ftp://ftp.cme.com/pub/volprice/globex/ but i saw in the update that it has changed to ftp.cmegroup.com but still i could not get anything from it. my data is up to 7th march which i downloaded from the http://files.fxcoder.ru/cme/ftp/volprice/globex/ to get the data updated 1st, but the connection to cme group could not get me the 8th march data.
I found when I leave the address empty in the RVL server, it gets all the data just fine.