Forget random quotes - page 61
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Well it's quotes. Actually I have attached quotes for wheat and soybeans in the archive. I'm also attaching gold and euro here (weekly timeframe). That should be enough for now.
p.s. Alex, what is the point of discussing some kind of patterns on history and stop sizes here? everything from pages 57 to 60 is an offtopic for this thread. Please stick to the context.
p.s.s I suggest you start a specialised branch for such topics.
Chickens, eggs, Granger causal test or who was first?
the Granger test... so what conclusion can be drawn about this test? ;)))
and why does he have two sums in front of factors in the article? what is the summation based on, k?
I use an indicator that looks into the past and finds similar price movement patterns.
I want to agree with C-4 that patterns are off-topic for this thread, however I want to clarify why.
Let's compare any patterns, including yours, to apples in the orchard.
You come in early June and see apples among grass, earth, trees, twigs, leaves, sun, rain, night and day and teach your program to recognize those apples among all those circumstances. You test your program (TC) on a test sample and get a wonderful result (as in your post). As the "science" teaches us in TA, you do a forward test in July and everything is fine - the program recognizes a pattern (apples), here it is grail and shivers in the knees, in August you get confirmation of the grail on the demo and in September you put your grail for real. At the beginning it seems to be OK, but then it gets worse and worse, and in November we lose. This is a typical pattern for patterns.
The reason TCs fade on patterns is the lack of articulation of a general description of the market in which a pattern can exist - in the example it's summer, early autumn. There are no apples in the rest of the year.
This branch is trying to discuss these general market attributes on which patterns can be formulated.
I argue in this thread that the market is being manipulated, I argue that the market is being driven by investment, C-4 has its own idea. All of us in the next step are trying to learn to distinguish between changes in these underlying conditions, in my example above - the seasons. But without putting forward these basic assumptions - all TCs are rubbish regardless of the apparatus used.
I need the names of the variable pairs from the tables.
It is up to you to choose the pairs. There can be many combinations. For example, there is the closing price of the week. This is always the first element of the pair. The second element of the pair can be for example Net Operators or Short Operators or Percent Long NonCommercial in OI. I.e. we examine correlations between the price and various groups of participants. It goes something like this.
It is up to you to choose your own pairs. There can be many combinations. For example, there is the closing price of the week. This is always the first element of the pair. The second element of the pair can be for example Net Operators or Short Operators or Percent Long NonCommercial in OI. I.e. we examine correlations between the price and various groups of participants. Something like that.
Considers autocorrelation and correlation.
Yi = μi + ∑αkYi-k + ∑βkXi-k + εi - sums why stand? ∑ - summation by what attribute, by k? what does.... have to do with it?
Yi = μi + ∑αkYi-k + ∑βkXi-k + εi - sums why stand? ∑ - summing up according to what, k? What does.... have to do with it?
We have to look at Granger's work itself. k - lag shifts to find out the predictive power of one variable for another.
Are the ∑ signs there right or wrong? Why are they there? don't tell me what they are for, I understand what the lag shifts are for....
This is not a climbing job.
OK, if I say take column #6 from ZW_CONT10080.csv and column #16 from Meta COT Report COT - WHEAT - CHICAGO BOARD OF TRADE .csv, synchronise them by time and calculate the Granger test, would that make it easier for you?
OK, if I say take column #6 from ZW_CONT10080.csv and column #16 from Meta COT Report COT - WHEAT - CHICAGO BOARD OF TRADE .csv, synchronise them by time and calculate the Granger test, would that make it easier for you?
I'll take a look at it now.