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Originally Posted by barnix
Hi SIMBA,
is a very good indicator.
Please read the Time series analysis and forecasting
on http://www.gistatgroup.com/cat/
I have this CatSSA.dll and I have a small Delphi program for
generating a forecasting for the price time series.
If you can generate a *.csv file with your indicator
values:
2001.09.07 00:00,1.461
2001.09.10 00:00,1.4562
2001.09.11 00:00,1.4754
...
we can forecasting this time series
with my small program.
Best regards,
barnix |
Hi Barnix,
Thanks for your kind comment and for the link on Singular Spectrum Analysis..I will check during next week and test its appliability regarding currency pairs forecasting,will post here if interesting.If you can elaborate about your experiences with SSA,it could be very helpful for everybody.
Which .csv time series do you want me to generate with "my indicator values"?
The SimbaConMan values?
The Hurst smas "centered",so as to project them into their "meeting" point?
The closing price of GBPUSD daily(these are the values that you posted in your 3 examples)?
Please inform.
Thanks again and Regards.
Simba