Recent content by David Hoareau

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 better. But in fact, my question was about how interpret residuals from ARMA model. If we consider that the residuals distribution is normal (Shapiro...

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 the new forecast. What do you think? Thanks David

Hi to everyone, Yes I posted the same question on another forum. Is that a problem? Sorry, I did not know about that. David

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 new value by the old one. What do you think? David

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 you think? Thanks

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

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 working on EURUSD forex, and I am trying to find a way to place order based on ARMA modelling. Collecting Data, Data transformation, and Model...