Testing real-time forecasting systems - page 66

 
Sorento >> :
Exactly! Can you build a model by points?

A pseudo-attractor can be constructed using Tuckens' theorem

 

It's just that you said you would try it on a different instrument.

This will increase the prognosis tenfold :)

 
I am going to do that in the very near future :o)
 

Found a fourth cluster with an entropy of 152.3/ No more, I think.


Let's see what happens....

 

As a comparison, the prediction of the baseline system. All the same, including 33 trajectories, which formed the following "clusters", in order of increasing probability of realisation:

Cluster one, combines two very close groups with entropies of 5.5 and 6.2 (9 trajectories):

Cluster two, combines two close groups with entropies of 12.8 and 13.1 (8 trajectories)

Cluster three, entropy 14.1 (7 trajectories)

Clusterfour, entropy 16.9 (10 trajectories)


Files:
d_1.rar  28 kb
 

The picture today is as follows:

Buy at market opening, take at 5749, stop at 5616.

 

The market opened with a gap to the forecast:


 
mpeugep >> :

The picture today is as follows:

Buy at market opening, take - at 5749, stop at 5616 area.

Gap exactly on the take. )))

 

The position closed on the take:


 

The probability picture is changing a bit. Maybe the 1.5 level will sort of break through and go a bit higher (first and second cluster). OK, I'll get to the lab and check it out.