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In
<A
href="">http://groups.yahoo.com/group/amibroker/message/42637
was exposed an experimental attempt to predict next bar Low,
through the RevEngRSI method applied on <FONT color=#800080 face=Verdana
size=2>Min<FONT
size=2>(R1,Min<FONT face=Verdana
size=2><FONT
face="Times New Roman">(R2,R3));
In
<A
href="">http://groups.yahoo.com/group/amibroker/message/42690
Herman referred to another proposal for use of (H+L)/2 for
better performance [and "better stats"]
Here is the correlation of these two proposals.
In 1COMPARISON gif we have the population of the N100 stocks
with actual/predicted approximation less than 0.5%[black],
1%[white] and 2%[red] for both methods APPROX H and APPROX D
In 11COMPARISON gif we have detailed comparison for each
percentage.
The black line is the the <FONT face=Verdana
size=2>Min(R1,<FONT
size=2>Min<FONT
face="Times New Roman">(R2,R3)) proposal and the white line is the (H+L)/2
proposal.
The test period was June2000 till now.
Dimitris Tsokakis
PS: Detailed codes for the composite tickers used for the
comparison are available
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