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You could download from elite section.
__________________
Last edited by Linuxser; 01-19-2008 at 01:22 AM. |
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Is the market an n-th order polynomial?
I started playing with some indicators on the forecasting thread started by newdigital and when I ran a simulation of how the indicator behaved (I backtested an EA in visual mode and dropped the indicator on the chart), I saw that the type of regression (highest power of the variables in the regression equation) should be dynamic, and not too high either, so I wondered: if the GARCH (generalized autoregressive conditional heteroskedacity) model works by expressing the regression equation in function of the error term of the regression, couldn't this type of higher-order regression work by expressing the N (highest order) as a function of the difference between the extrapolated regression and the regression itself, where the N with the smallest mean square error is selected for the model, thereby effectively creating a sort of higher-order auto-adjusting GARCH model for superior results.
in short: you select your m variable (of the custom indicator) to get the smallest possible difference between the i0 (extrapolated polyfit) and the polyfit: because if you had the perfect fit, there would be no difference between extrapolated fit and the regression function itself, RIGHT? Some feedback please. |
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igorad
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the question is : how much candle should we go back to calculate the center of gravity? coz the center of gravity will change everytime we calculate different number of candles so we will have more than one center of gravity and thats wrong. isnt? |
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It is very similar with Igorad's indicator from elite section.
Or from some indicator from this public threads forecasting indicators This threads also Linear Regression Indicator |
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HELP to code latest Ehlers indicator
Is there anybody who could code he latest Ehlers indicator that just came out on the magazine "Stocks and Commodities"
Traders Tips - March 2008 I have tried to code it but it is not working properly. Thanks! Marc |
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Thanks |
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| Posted By | For | Type | Date | |
| ■テクニカルについて語ろう■Part5 | This thread | Refback | 06-18-2008 12:42 PM | |
| イヒ、タ、ォ、颶X、ヌ、筍ェ | ・ィ。シ・鬘シ・ケウォネッ、ホ・、・・ク・ア。シ・ソ、ホMetaTraderネヌ、マキケスヘ、チ、ニ、、、゙、ケ。」 | This thread | Refback | 06-13-2008 12:44 PM | |
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| ChronicDisorder's bookmarks on del.icio.us | This thread | Refback | 03-08-2008 05:39 PM | |
| livemarket2 / ■テクニカルについて語ろう■Part5 | This thread | Refback | 01-13-2008 07:51 AM | |
| livemarket2 / ■テクニカルについて語ろう■Part5 | This thread | Refback | 01-13-2008 07:51 AM | |
| Cykle | This thread | Refback | 11-27-2007 12:23 PM | |
| Cykle | This thread | Refback | 11-27-2007 08:04 AM | |
| Cykle | This thread | Refback | 11-26-2007 11:28 PM | |
| Cykle | This thread | Refback | 11-26-2007 11:12 PM | |
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