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That would be dreamland, wouldn't it? Knowing the Close three days from now
i mean :-)
However the Time Series Forcast function TSF(C,3) attempts predict the
next's bar Close based on Linear Regression extrapolation. Also you may want
to search the archives for "prediction", TD did a lot of work to try and
predict next-bar event.
Good luck,
Herman.
-----Original Message-----
From: Johan [mailto:epostens@xxxxxxxx]
Sent: Saturday, September 27, 2003 2:59 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Backtesting and statistics
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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