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Strategies & Market Trends : Predictions + Projections
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To: MechanicalMethod who started this subject1/23/2002 6:49:36 AM
From: Steve Lee  Read Replies (2) of 26
 
OK, I have made a first attempt at your model.

1)Signal is extrapolation of midpoints of previous 2 bars.
2)Min/max highs and lows are based on historical ranges about the midpoint, excluding 10% of outliers at each end of the range. They are calculated as percentage changes rather than absolute values.

Here is the predicted bar for today's QQQ:

Sig:  37.51
Low:  36.26 - 37.12
High: 37.91 - 38.77


Sanity check - here is how the system would have predicted yesterdays bar:

Sig:  38.18
Low:  36.90 - 37.78  Actual: 37.33
High: 38.58 - 39.45  Actual: 39.02


Pretty good eh? Let's make some money <vbg>
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