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- Mechthildche replied Jan 14, 2011
And two more with longer back_bars over a longer period. USDJPY coefficient again scaled by 100.
- Mechthildche replied Jan 14, 2011
PLSR continued — (USDJPY coefficient scaled by 0.01 in the ncomp=1 graph, by 100 in the others)
- Mechthildche replied Jan 14, 2011
PLSR continued — In my first post I forgot that in the EAs you also have to replace every occurence of coef(model) by model$coefficients[,,1] Here, [,,1] again means that only the first component is used,, [,,2] would correspond to the first ...
- Mechthildche replied Jan 14, 2011
I couldn't find anything useful in the Debugview output. It shows "Error: could not find function "plsr" " just as if the pls library hadn't been loaded.
- Mechthildche replied Jan 12, 2011
PCR, PLSR — I have tried to do a quick and dirty replacement of the simple least squares fit by principal components regression, using the pcr() function from R's "pls" package. However, the coefficients are fluctuating wildly using this ...
- Mechthildche replied Oct 23, 2010
7bit, is there a way to use this interface under Linux running Metatrader with Wine?
- Mechthildche replied Sep 17, 2010
Uhmmm... wait a minute... only 40% success rate? Worse than a coin toss???"
- Mechthildche replied Aug 13, 2010
Why do most of you guys insist on using a broker that allows simultaneous long and short positions on the same pair? Such a broker is not needed at all. Any combination of buy and sell orders on the same pair can be replicated by a single net ...
- Mechthildche replied Dec 5, 2009
7bit, why exactly did you chose AC as the basis for correlation search? AC is kind of a smoothed 2nd difference that uses two SMAs for smoothing, for some reason with 5 and 34 period lengths (probably by empirical optimization). Considering this, ...
- Mechthildche replied Oct 16, 2009
What does this imply if we do some kind of cycle analysis on the filtered data, then synthesize a signal using only cycles with a period >=2*105 bars and extrapolate it into the future? Would this extrapolated signal predict the future better than ...
- Mechthildche replied Sep 20, 2009
Now how about a weighted average of the closest matches with something like the inverse euclidean distances as weights?
- Posts by Member Search: 'Mechthildche'