Data Modeling and Forecasting Swings

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

  1. interdim

    interdim

    A long at 74 would confirm a break in the 5min 3x3.
     
    #81     Dec 22, 2020
  2. interdim

    interdim

    upload_2020-12-22_11-58-22.png
     
    #82     Dec 22, 2020
  3. interdim

    interdim

    We hit a 10 point target...but the chart says up until 1400. Will it turn at 1400, get below the 3x3 and stay below it? I don't know. You could ride it out, take profits on some contracts, let the others run and cover when it goes back under the 3x3, or just outright cover.

    upload_2020-12-22_13-34-4.png
     
    #83     Dec 22, 2020
    userque likes this.
  4. interdim

    interdim

    Done for the day...Busy time of the year. They could easily sell it off from here but that depends on them moving the market back down under the 3x3's. Will post this evening and tomorrow but afterwards not until Sunday.
     
    #84     Dec 22, 2020
  5. interdim

    interdim

    Okay here we go for this evening and tomorrow 12/23/2020. Data preparations aren't hard but time consuming. The goal in 2021 will be to have everything ready around 6pm or shortly thereafter so moves like we just saw aren't missed.

    upload_2020-12-22_20-23-5.png
     
    #85     Dec 22, 2020
    userque likes this.
  6. userque

    userque

    Interesting work you're doing.
    What are you using to generate your forecasts: Neural networks, Support vector machines, etc.?
     
    #86     Dec 22, 2020
  7. interdim

    interdim

    I do not use Neural networks or Support Vector Machines. Approximately 3500 calculations take place to derive the result for each data point you see on the chart. None of the data is optimized.
     
    #87     Dec 22, 2020
    userque likes this.
  8. userque

    userque

    Are you willing to share your algo's platform? Python, Excel, etc.?
     
    #88     Dec 22, 2020
  9. interdim

    interdim

    Not willing to share the algo's platform, but I will say all of it is done in C++.
     
    #89     Dec 22, 2020
  10. userque

    userque

    I understand ... I kinda have a guess. :)
     
    #90     Dec 22, 2020