Recent Content by David Hoareau

  1. Trading Strategy based on ARMA Model

    Hi tradingComputer, thanks you very much for your suggestion. I am sure that if I include an other indicator into the algorithm, the model will be...
    Post by: David Hoareau, Jan 5, 2016 in forum: Strategy Building

  2. Trading Strategy based on ARMA Model

    Hi Syswizard, In fact my first idea was to close my trade every day and I will open a new trade position at the beginning of the next day with...
    Post by: David Hoareau, Jan 5, 2016 in forum: Strategy Building

  3. Trading Strategy based on ARMA Model

    Hi to everyone, Yes I posted the same question on another forum. Is that a problem? Sorry, I did not know about that. David
    Post by: David Hoareau, Dec 22, 2015 in forum: Strategy Building

  4. Trading Strategy based on ARMA Model

    Hi, I am fitting in sample: every day, I run my program that will make the forecasting for the next days based on the past 3 years replacing the...
    Post by: David Hoareau, Dec 22, 2015 in forum: Strategy Building

  5. Trading Strategy based on ARMA Model

    Hi, I was thinking to open a trade at the beginning of the day and close it at the end of the day. Then the expected ATIT will be 1 day. What do...
    Post by: David Hoareau, Dec 22, 2015 in forum: Strategy Building

  6. Trading Strategy based on ARMA Model

    Hi, Thanks you for your reply. Yes, in fact I plan to use it with RSI indicator. Do you have an other idea? Thanks David
    Post by: David Hoareau, Dec 22, 2015 in forum: Strategy Building

  7. Trading Strategy based on ARMA Model

    Hi to all, I would like to share with you what I am doing to get your point of view, and to make a better trading system in collaboration. I am...
    Thread by: David Hoareau, Dec 22, 2015, 14 replies, in forum: Strategy Building