|
PureBytes Links
Trading Reference Links
|
I have done some randomness testing in my development of forecasting
techniques.In one test I compared the ability of a uniquely determined cycle
to forecast a future turning point with a 3 day cycle since most markets
have an observed 3 day swing in their price series. The results indicated
the unique cycle method was twice as reliable as the 3 day method .
I am not sure that my methodology was pure so I have not published the
results however if someone would care to establish the ground rules for the
test, I will gladly supply my technique as the test case.
Jim White
----- Original Message -----
From: "Kent Rollins" <kentr@xxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 09, 2002 11:57 PM
Subject: Re: Re[2]: [RT] SPX
> I bet if you did a good job on the study, you could get it published in
> Active Trader or something.
>
> Kent
>
>
> ----- Original Message -----
> From: "ztrader" <ztrader@xxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Tuesday, April 09, 2002 10:14 PM
> Subject: Re[2]: [RT] SPX
>
>
> On Tuesday, April 09, 2002, 11:56:47 AM, Kent Rollins wrote:
>
> KR> 5. I bet that if you draw random horizontal lines on a chart and
> KR> lines based on Fib numbers, you will get the same percentage of
> KR> "hits".
>
> Might be a good bet. :-) Do you know of anyone who has tried to do a
> good analysis of this? I'd be curious about the results.
>
> ztrader
>
>
>
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
>
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
------------------------ Yahoo! Groups Sponsor ---------------------~-->
*** Web Design *** Flash Animation *** Programming ***
Find the best Designers, Programmers & Consultants at Elance
Post Your Project for FREE. Click Here.
http://us.click.yahoo.com/QgjnMD/GB0DAA/cosFAA/zMEolB/TM
---------------------------------------------------------------------~->
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|