Data Modeling and Forecasting Swings

Discussion in 'Journals' started by interdim, Dec 10, 2020.

  1. interdim

    interdim

    The AllPlus Chart identified the low of the day during 0030. Since then the market has stayed above the 3x3 with one exception of the 30min bar closing under it at 0700. At 0730 at a turning point in the data the market jumped almost 10 points.
     
    #31     Dec 15, 2020
  2. interdim

    interdim

    Based on the AllPlus Chart this could be the last significant swing down for the regular trading hours. It looks like a long for the rest of the day. 5Min overlapping the 3x3, once the 30Min 3x3
    is hit that should confirm the upside.
     
    #32     Dec 15, 2020
  3. interdim

    interdim

    Granted this was done in simulation mode, but much progress has been made in a short time.

    upload_2020-12-15_12-48-34.png

    In a day or so I will begin trading with real money. Otherwise what was my mistake in this trade? Not letting profits run! Using the 5Min 3x3 as a trailing stop would have kept me in the trade. At this moment if the market hit the 3x3 at 3674.00 I would have covered, or possibly covered with at 3678.25, that would have been a 20 point winner because it went to 3679.25

    upload_2020-12-15_13-4-7.png
     
    #33     Dec 15, 2020
    Laissez Faire likes this.
  4. interdim

    interdim

    Very pleased with this chart and the swings it shows...

    upload_2020-12-16_6-35-21.png
     
    #34     Dec 16, 2020
  5. What's your input data (if it's not a secret)? Does it update in real time?
     
    #35     Dec 16, 2020
  6. interdim

    interdim

    Here was todays simulation result...I thought 0600 would be a top from the ALLPLUS CHART that should hold for a good move down

    upload_2020-12-16_9-46-40.png
     
    #36     Dec 16, 2020
  7. interdim

    interdim

    I have been following the polynomial on the PLUS/MINUS CHART...It has help up well in testing too:

    upload_2020-12-16_9-49-0.png
     
    #37     Dec 16, 2020
  8. interdim

    interdim

    No need to update in real time as the forecast is "etched in stone" for the entire intraday, daily, or weekly, based on what a trader wants to forecast.

    The forecast are generated from a complex, non-optimized mathematical model.
     
    #38     Dec 16, 2020
    Laissez Faire likes this.
  9. Very interesting. Is it a black box approach or do you fully understand the math/logic behind?

    I'd imagine updating it as the day/week progresses would be valuable as the markets are changing.

    I'll be following as a fellow 'predictor'. Good luck. :)
     
    #39     Dec 16, 2020
  10. interdim

    interdim

    The Q Plus/Minus Chart is indicating a reversal between 1430 and 1500. The 30Min 3x3 would confirm a trend change at 3688.75. Above the 5min 3x3 at this moment.
     
    #40     Dec 16, 2020