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[amibroker] Backtesting and statistics



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Hi! Is it possible to make AB calculate where the close will be in 3 
days? And get the odds for that according to history? Maybe itīs even 
possible to get a possibility area where it is most likely the close 
of for example s&p500 will be later in the future? When this is 
calculated would you prefer to use the C of s&p500 or even predict an 
indicator that follows the C?

Now we only have to decide what to ask AB. We can use rules like; 2 
days down, 1 up and today neutral, then where will C be in 3 days. Or 
maybe 3 days down, 2 up and one neutral and then predict 3 days 
forward.

The more days backward we use the better statistics? Maybe not..
So how can we find the perfect question to ask in search of at least 
a 70% chance that the forecast is correct?

Can we instead program AB so that it will search for the 
question? "How many days backward should i use to get the best odds 
for my future prediction?", AB might ask him/herself.

Can this be written?

Thank you




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