Econometrics: one step ahead forecast - page 67
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I don't use neural networks and I don't believe in them at all.
I don't go down the route of "let's try another gimmick". I identify the problem and try to solve it. I practically solve it myself in the hope that someone will join in, but it's not happening.
I formulated the criteria for the "goodness" of the model above, but it's not interesting. I am waiting for it to be interesting.
Fuzzy Logic allows the output to be a prediction of the size of the next candle (or candles) as a percentage or decimal of the desired, say 50p.
The output, for example, is 0.86, i.e. the probability of a candle of 50 pips == 86%.
I don't use neural networks and I don't believe in them at all.
I don't go down the route of "let's try another gimmick". I identify the problem and try to solve it. I've practically solved everything myself in the hope that someone will join in, but it's not happening.
Above I articulated the criteria for the "goodness" of the model, but it's not interesting. I'm waiting for it to get interesting.
Any system with a fixed stop loss less than the vol of the forecast period (1 bar in your case) will pass your criteria. For days, take a stop<50 pips and the error will be stationary, etc. etc. And there is no profit :)
Any system with a fixed stop loss less than the vol of the forecast period (1 bar in your case) will pass your criteria. For days, take a stop<50 pips and the error will be stationary, etc. etc. And there is no profit :)
Fuzzy Logic outputs a prediction of the size of the next candle (or candles) as a percentage or decimal fraction of the desired size, say 50 pips.
The output is, for example, 0.86, i.e. 50p == 86% probability of a candle.
Fuzzy Logic outputs a prediction of the size of the next candle (or candles) as a percentage or decimal fraction of the desired size, say 50 pips.
The output is, for example, 0.86, i.e. 50p == 86% probability of a candle.
Please ! Applause!
Click on the illustration for a better view. Now for an explanation:
After the moment of price purchase (along with the 13th sale of a muv) it is necessary to accompany the position, waiting for the moment when the situation becomes favorable. We should always make sure that at the current moment the muv is always sold. When the next bar is closed, the earliest part of the mouve should be closed and a new one should be opened (sold). You don't need to do the same with the price.
Selling muv - in parts of 0.01, and buying price - in parts of 0.13, because here the muv period is 13.
But at netting after the 13th step we are out of the market all the time :(
And the impression is that it is possible to make a profit even on a Wiener process!
But in order to buy the muv back, you must also split the buyback into 13 iterations. And only the market knows at what level your final redemption muve will be after 13 bars:
Please ! Applause !
Just walking around for now. Looking for the entrances.
Do some reading, get to grips with the issue. It's very(!) interesting.
Just walking around for now. Looking for the entrances.
Do some reading, get to grips with the issue. It's very(!) interesting.
Any system with a fixed stop loss less than the vol of the forecast period (1 bar in your case) will pass your criteria. For days, take a stop<50 pips and the error will be stationary, etc. etc. And there is no profit :)
There is no stop or takeout. It is clear that you are not talking about them. But, there are none. No one cuts the peaks and troughs. What would happen if they did is another matter...
No, not really, and to put it bluntly, not interesting at all.
You may be right.
It is tantamount to saying that red is better than blue.
And it's more a question of the appropriateness/appropriateness of applying one or the other.