Testing real-time forecasting systems - page 56

 
grasn >> :

Below are the "winners", implementations with maximum entropy:

I don't get it. Can you explain why winners were chosen with maximum entropy and not minimum entropy? That would mean they are more random (with worse prediction). Zero entropy would give full predetermination.

 

Same forecast, only tool FDAXZ9


 

The prediction came true, the order closed on the take.


 

Tweaked the latest grasn file (with support for multiple columns and ';').

Here's what the five basic trajectories look like.


Files:
 
grasn писал(а) >>

to Yurixx

I suggest to play good old thimbles, you can use any strategies and look anywhere :o) Forecast on EURUSD M15 for 300 samples (from Monday to Wednesday included):

Option 1:

Process entropy: 13.84

Variant 2:

Process entropy: 13.01

Option 3:

Process entropy: 14.36

Which thimble are you picking up? :о)

Yurixx wrote >>

I don't play thimbles. But I like variant 2 better by the look of it. or is it just me wanting the eur to go up ? :-)

But Variants 1 and 3 are ok too, though they differ little from each other.

It is interesting, that one of variants ( grasn' s post on p. 52) has realized. Exactly - variant 2, i.e. with the lowest entropy. I also don't understand why in the last post grasn called new predictions with maximum entropy winners.

Although variant 2 differs quite decently in terms of trajectory shape from the actual movement of the eu in the last three days, it ultimately showed the correct exit at 1.5.

Kudos to the author !

 
I agree with the respect: +1. The last forecast (a couple of options up) also came true already, as usual ahead of schedule for some reason ;-). Too bad it went further up on tomorrow's plan - I could have put TP higher (on the demo ;-), but it's good as it is.
 

The forecast for the Dax today is as follows:

On the opening of the market, a buy order with a take at 5817.9

 

The order closed on the take:


 

The outlook for today is as follows:

Buy from 5768.0 with a take at 5810.0

 

Waiting for growth...