Data Modeling and Forecasting Swings

upload_2020-12-22_11-58-22.png
 
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
 
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.
 
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
 
interdim said:
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.

View attachment 247152
More...
Interesting work you're doing.
What are you using to generate your forecasts: Neural networks, Support vector machines, etc.?
 
userque said:
Interesting work you're doing.
What are you using to generate your forecasts: Neural networks, Support vector machines, etc.?
More...

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.
 
interdim said:
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.
More...
Are you willing to share your algo's platform? Python, Excel, etc.?
 
You must log in or register to reply here.
Back
Top