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Forgot...
I try to predict at t+1 with AR model and Trigonometric model too.
Seems prediction are ok too. But i don't ty to make some stats to
know how good they predict.
Did someone try to compare ? :
- DT close cross
- linear predictor
- AR predictor
- TrigFit predictor (should be very powerfull for StochD at t-1 for
example !)
- Non linear/non continuous predictor : i mean by this a predictor
based on threshold taking in consideration : angle between the two
curves, space between the two curves, etc...
We can imagine that for a large angle and a small space, there is a
good chance the cross will occurs
- some neurals net maybe ??? or another technics from the SF world
but which will be common tomorrow ; ) ?
I expose just ideas to share.
Cheers,
Mich.
--- In amibroker@xxxxxxxxxxxxxxx, "john_dxd_smith"
<john_dxd_smith@xxx> wrote:
>
>
> Dimitris Tsokakis is live and well.
>
> See his article "Anticipating Moving Average Crossovers" in February
> 2007 issue of Technical Analysis of STOCKS & COMMODITIES.
>
http://www.traders.com/Documentation/FEEDbk_docs/Abstracts_new/Tsokaki
s/tsokakis.html
>
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