Testing real-time forecasting systems - page 22

 
aaa.... I'm the usual, all in the river and me in the swamp =)
 

I'll try to demonstrate what I'm getting at... :)

Predicting some function from moving averages. Entry should theoretically be made at inflection points or zero crossings.

 
lea >> :

I'll try to demonstrate what I'm getting at... :)

Predicting some function of moving averages. In theory, entry should be made at inflection points or zero crossings.

I think the forecast is not very correct, but it is by eye. If you look closely at the "form" of the forecast (some sort of structure), and the fact, you can see that they are different. The forecast series decays (except for the first extrema) which is evidently not peculiar to this indicator. But I repeat it by eye :o)

 
grasn писал(а) >>

I don't think the forecast is very correct, but that's by eye. If you look closely at the "form" of the forecast (some kind of structure) and the fact, you can see that they are different. The forecast series decays (except for the first extrema) which is evidently not peculiar to this indicator. But I repeat, it is by eye :o)

Indeed, the forecast series fades with a very long forecast length. (the image represents 250 bars; for real use the forecast length will naturally be less)

 
grasn писал(а) >>

...The system I am developing can be roughly classified as a non-linear stochastic control system with a fixed structure. At the moment it is very simplified, so there is still a lot of work to be done to improve it...

Dear grasn. Could you please describe in more detail how the levels are calculated in your matkad file.

 
gpwr >> :

Dear grasn. Could you please describe in more detail how the levels are calculated in your Matkad file.

OK, I will describe it conceptually, but in my branch https://forum.mql4.com/ru/17052. Be forewarned at once, I will do it as soon as I have free time, (I write rather slowly and am very busy at the moment, so it will take some time at all :). The system predicts the following:

  • Pivot levels
  • >> Local price concentration levels
 

The first results of my prediction

 
lea >> :

The first results of my prediction

hi lea pleas share your indicator RR or send me pleas an nicetradingday@gmail.com thank you

 
lea >> :

The first results of my prediction

How about a history tester to go through and collect statistics?

 
CL3RIC писал(а) >>

hi lea pleas share your indicator rR or send me pleas an nicetradingday@gmail.com thank you

Sorry, but I'm not ready to share my indicator right now. It's part of my private research work. Maybe later.
sol wrote >>

How about a tester to go through the history and collect statistics?

It is not possible yet. All this is implemented in mql4 and so far in draft version, so it's considered rather slow. When I get to my computer in my dorm - then we'll see, if I have time... The only thing I tested - I connected it to the chart when visually testing the EA.