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Pastimes : Predictions - Does Anybody Get It Right? -- Ignore unavailable to you. Want to Upgrade?


To: Steve Lee who wrote (71)1/28/2002 11:43:59 AM
From: Dale Baker  Read Replies (1) | Respond to of 117
 
Of course they move, Steve. But what value does that assign to a given prediction on a given day? "Here's what will happen unless it doesn't."

Being clever enough to adjust predictions in light of current events is fine. Doesn't change the accuracy of the initial prediction, however.

Your Al project with individual trades is much more interesting than all the armchair guessing about where the Naz goes short-term, IMHO.

(If I had wanted to harass Zeev, Mark Johnson has given us the model. I don't do that to anyone, even a couple of loonies who try to do it to me periodically.)

Regards.



To: Steve Lee who wrote (71)1/28/2002 2:37:54 PM
From: MechanicalMethod  Respond to of 117
 
the goalposts do move

I agree but for the fun of it here's an old school look at the markets.

FieldGoal:

1. Day 1: Open in top 25% of today's daily range.
2. Day 1: Close in bottom 25% of today's daily range.
3. Day 1: Today's range > xaverage(range,21).
4. Day2: Open <= bottom 25% of Day1 range.
5. Day 2: Close in top 25% of today's daily range.
6. Day2: Today's range > xaverage(range,21).

Note: the code "hits" after the "left" and "center" goal posts show up.
You have to check for day 3 that the Open >= Day 2 close and you want a
move above Day2's High.

condition1 = O[1] >= L[1] + (.75 * range[1]);
condition2 = C[1] <= L[1] + (.25 * range[1]);
condition3 = range[1] > xaverage(range[1],21);
condition4 = O <= L[1] + (.25 * range[1]);
condition5 = C >= L + (.75 * range);
condition6 = range > xaverage(range,21);

if condition1 and condition2 and condition3 and condition4 and condition5 and condition6 then buy h stop;