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There's no need to trend. This is your left-wing whim. Trade one bar to start with. Without the spread, that's enough. If there is a clear profitability in these conditions - there will be something to talk about further.
Well, all my forecasters are initially one-bar. It's another thing: it's too far from 100%...) And where else would you make a "pure experiment" with bar colour (trade direction)? How else can you provide a 100% prediction of the direction without preliminarily reading the history?
Better yet, tell me, is there a curwafitter in the stash? )
I do)) The aftar has it, I don't know.
Yes, the thought is interesting.
Test the grail in the tester. Quality. Expensive )
I have it)) The aftar has it, don't know.
Bummer... Don't tell me that on a clean graph...
Otherwise I'll have to tear up my template that it's impossible on pure graphics.
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Here's TC's picture, it shows perfectly that it's a fit.
is there a graph of the error distribution? If it's as thick-tailed as the incremental distribution, then f*ck it.)
P.S. you can even put them on the same graph for clarity
> summary(forecast.residuals)
Min. 1st Qu. Median Mean 3rd Qu. Max.
-3.353e-03 -3.636e-04 3.888e-05 5.263e-05 5.883e-04 3.181e-03
What's his tail?
There seems to be a weekly cycle.....
> summary(forecast.residuals)
Min. 1st Qu. Median Mean 3rd Qu. Max.
-3.353e-03 -3.636e-04 3.888e-05 5.263e-05 5.883e-04 3.181e-03
What's his tail?
There seems to be a weekly cycle.....
Did you check the error for a normal distribution? It's a standard econometrics requirement for predictive models
Well, normality is a bit much, but stationarity....
Missing..... Will do.
The choice of models was by AIC...
real. I don't agree 100%, just positive MO
frequency distribution to see if the error is normally distributed
I don't have enough knowledge to do that straight away.
Actually, as I recall, you have to check for a unit root.