Econometrics: one step ahead forecast - page 62

 
faa1947:

overbought/oversold is the use of the return property of real processes

It is a reflection of the opinion of the crowd on incoming information. Overbought: something is too much of a good thing. and vice versa, too much of a bad thing. Retraceability has nothing to do with it. Trends have been around for years.


trend is an ex post facto definition which can also be detected on a cb chart. Trendiness is somewhat different. One of the formal definitions is persistence
 
C-4:
Rather, it means that Mashka tends to catch up with the price:)))))

No, the price has not been recalculated. I.e. we take the waving at time t1 and look at the relative price deviations from it in the future on some window
 
C-4:
Rather, it means that Mashka tends to catch up with the price:)))))
Lag behind. The price is there but the mashka isn't, and we're just about to figure it out.
 
Avals:

trend is an ex post facto definition which can also be detected on a cb chart. Trendiness is somewhat different. One of the formal definitions is persistence.
Screw it, overbought. I would very much like to understand your conclusions
 
Avals:

why?
Because Peters has more than 45 degrees and we get equality, it's strange.
 
Avals:

No, the wristband has not been recalculated. I.e. we take the waving at time t1 and look at the relative price deviations from it in the future on some window

This is already interesting.
 
Avals:

For example, let us take the close price as a benchmark and analyse how the price moves away from it over time and compare it with the SB according to Einstein's formula. For any timeframe we have the following picture

Can I have the formula, please?
What is deducted from what - what is observed.

I mean, the less the price deviates from the scale.
the more the scale characterizes the price?
 
C-4:
Because the same Peters has more than 45 degrees, and we get equality, it's all strange.


Yes, I was hasty when I said it was for all timeframes(coincidence with sb). Checked only for small timeframes (up to h1) It's different for days:

Well, you really need a logarithmic scale for accuracy here, as the % ratio already changes the price considerably.

 
Avals:


Yes, I jumped the gun when I said it was for all timeframes (the same as Sat). Checked only for small timeframes (up to h1) It is different for days:

in red sb.

Not responding to my posts.

Is the price predicted?

Predicts only error relative to the last value of the swing frame?

 
faa1947:

Not responding to my posts.

Is the price predicted?

Is only the error in relation to the last value of the waving machine predicted?


Yes, in fact, the forecast is based on the value of the scale at time t1. The deviation of the price from it is considered