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Herman,
I need some more time, more checks, more examples etc.
This was a good session.
85% of the predicted Lows were in the light category [<2% error]
65% of the predicted Lows were in the tough category [<1% error]
and , although it is not over yet, I do not expect many things to
change.
Since you know me, you would also know that codes are upside down, I
will give a more proper appearence tomorrow.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Nice DT, did i miss the code on this thread?
>
> I know you DT, You love to keep us in suspense before popping the
code!
>
> Herman
> -----Original Message-----
> From: Dimitris Tsokakis [mailto:TSOKAKIS@x...]
> Sent: Monday, June 16, 2003 1:03 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] The [unknown] next bar Support
>
>
> Here is my first attempt to predict the next bar Low.
> The statistical results are not bad at all.
> In the attached gif, next bar candles are plotted together with
todays
> Support prediction for tomorrow
> [the last candle is missing, since it is not known yet.]
> The support line is green when we predict tomorrows Low with less
than 2%
> error
> For ^NDX it was possible 148 from the last 200 bars [74%] , from
the end
> of last Aug.
> For AMGN it was the 84%
> 71 stocks of the N100 database obtained less than 2% Low
approximation for
> more than the half of the 200-bar test period.
> How about a less than 1% error between the predicted and the
actual Low?
> For ^NDX it was possible the 48% of the last 200 bars.
> 9 stocks were between 50% and 60% of this period.
> The decay rate was not dramatic, 34 stocks were "less than 1%
correct"
> more than the 40% of their trading bars.
> Instead of various artificial [and many times unrealistic]
Support levels
> [previous supports, Fibonacci supports, even trendlines supports]
> is it better to *know* next bar Low with less than 2% error for
the
> majority [71%] of the stocks ?
> Think about...
> Dimitris Tsokakis
>
>
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