Market theory - page 27

 
Yousufkhodja Sultonov:

Yusuf, are you not familiar with this indicator(Figure 7 shows an example of IndicatorES.mq5), from this article: Predicting Time Series Using Exponential Smoothing?

If not, you can quickly look through the article and write something that you think is necessary. I think yours has something in common with it...

And the wording is much the same as yours, for example,

"The only parameter of the indicator is the length of a sequence to be processed; its minimum value is limited to 24 bars. All calculations in the indicator are based on open[] values. Forecasting horizon is 12 bars. The IndicatorES.mq5 indicator code and the CIndicatorES.mqh file can be found in Files.zip at the end of the article".

When the indicator works, the 95% confidence interval of the forecast will take values corresponding to the optimal values of the model parameters found. The larger the values of the smoothing parameters, the faster the confidence interval increases as the forecast horizon increases.

With a simple modification IndicatorES.mq5 indicator can be used not only for currency quotes forecasting but also for creation of forecasts for different indicators or preliminary prepared data.

Here - themain purpose of this article was to introduce the reader to the additive models of exponential smoothing used for prediction, you have the Universal Regression Model. I think we have something in common... https://www.mql5.com/ru/articles/318

And the conclusions seem to be similar to YOUR conclusions..."However, the material presented in the article can only be seen as a first touch to a huge reservoir of forecasting-related problems and solutions."

Thank you.

Прогнозирование временных рядов при помощи экспоненциального сглаживания
Прогнозирование временных рядов при помощи экспоненциального сглаживания
  • 2011.09.06
  • Victor
  • www.mql5.com
Статья знакомит читателя с моделями экспоненциального сглаживания, использующимися при краткосрочном прогнозировании временных рядов. Помимо этого затрагиваются вопросы, связанные с оптимизацией и оценкой результатов прогнозирования, приведены несколько примеров в виде скриптов и индикаторов. Статья будет полезной при первом знакомстве с принципами прогнозирования на базе моделей экспоненциального сглаживания.
 
Roman Shiredchenko:

:-) It made me laugh at first. And then - got sucked in...

And, Yusuf, if you consider that the bulls and the bears are one and the same character, a certain Mr. Puppet, the market maker - then EVERYTHING falls into place! I am a follower of Larry Williams, he calls this character "the Big Boys" in his book"The Secrets of Futures Market Trading. Act with the insiders. I totally agree with you. I will practice and keep on working, taking a bit in the trades along with the market movements organized by IMI. I am even more convinced of my philosophical approach to trading on the market. I am grateful to you. From the bottom of my heart.

Cut more truth into the uterus.

The oil painting is GOOD, I would even say "SuperGood", as Shnur sings.

These big guys have a basic task - to take some money from the masses.

At the same time, you have to get the maximum result.

That means that you cannot always be in opposition to the masses, the market will freeze, you have to let the masses periodically move the market, ensuring a certain amount of tension. I would like to understand this case).

 
Oleg Tsarkov:

These big guys have the main task of taking some money from the masses.

At the same time, you have to get the maximum result.

This means that you cannot always stand in opposition to the masses, the market will freeze, you have to let the masses periodically move the market, providing a certain amount of tension. I wish I understood this case)

:-) We are working it out... I mean we are trying to understand... :-)

Out of the table dOSTAN and the work continues from my post at the mid to late 5th page of the 4k forum... World currency index bubble.

First post of page 8.:-)

Индекс мировых валют (четко видно как "мыльный пузырь" лопнул) - MQL4 форум
  • www.mql5.com
Индекс мировых валют (четко видно как "мыльный пузырь" лопнул) - MQL4 форум
 
Fin de la comedia!
 
Vizard_:
I'm not talking about economics )))
...econometrics is part ofeconomic theory, along with macro- and micro-economics.

Wikipedia


 
Boris:
Fin de la comedia!

No, that's the wrong answer!

I think the opposite is definitely there...

We expect great things and discoveries!

we are on the threshold of discovery!

we are waiting for an interesting and great work of and trade in the markets!

 
Boris:
Fin de la comedia!
This music will last forever...
If... )))

------------------------------------

Yusuf.
Here are some formulas (RK_2,RK_3).
You can name them yourself. But don't touch Koshi ! ))))

RK_1 = (Close+Lag_Close)/2 - (Close*Lag_Close)^0.5

RK_2 = Close*abs(Lag_Close - Close)^2/exp(Close + Lag_Close)

RK_3 = abs(Lag_Close - Close)^2/exp(Close + Lag_Close)

You can see the results yourself.

Correlations

RK_1 RK_2 RK_3
1.0000 0.9995 0.9946 RK_1
1.0000 0.9974 RK_2

1.0000 RK_3


Files:
RK.zip  5 kb
 
Roman Shiredchenko:

No, that's the wrong answer!

I think the opposite is definitely there...

We expect great things and discoveries!

we are on the threshold of discovery!

we are waiting for an interesting and great work of and trade in the markets!

Inglés NO!
 

Up to this point all is going well for the BAY position, opened at 97 on the baton transfer from the bears to the bulls, but, the behaviour of the managers and the bears is alarming:

Op! Next, the bears, unexpectedly for the calm bulls, are back in the arena with a firm intention to steer. We close the BAY and wait for developments:

Bulls are knocked out by the will of the managers. and bears are heading for the price at its peak. Pressing the SELL:


 
Yousufkhodja Sultonov:


Yusuf, would you be kind enough to replyto mine (ninth post of the previous page)? Thank you.