|
PureBytes Links
Trading Reference Links
|
You are on the right track DT, all we need to know is tomorrow's change and
we can double the profits on all our systems as a results of better entries
and exits. One day heh? I remember long ago you told me my systems were too
fast, in fact you wrote that you couldn't think that fast ;-)) are
times-a-changing?
One day at 70+% correct prediction sounds like the solution for me; would
make a nice qualifier for almost any system. I am looking forward to what is
coming up; your presentations have style and are basically mini-tutorials,
always with an interesting angle.
Thanks and take care DT,
Herman.
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Monday, June 16, 2003 3:52 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: The [unknown] next bar Support
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
>
>
> Yahoo! Groups Sponsor
>
>
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|