Disliked{quote} I did an analysis once, long time ago. On zigzags LN((B - C) / (A - B)) has normal distribution characteristics, but I couldn't get anywhere with that info... Than I tried linear regression of the following form: Input 1: LN((B - C) / (A - B)) Input 2: LN((C - D) / (B - C)) Output: LN((E - D) / (D - C)) This was fairly successful in predicting the height of the upcoming swing but I couldn't find any trading angle to exploit this info... Hopefully you can come up with a better and more useful model...Ignored
Thanks to PipMeUp and felixis for introducing me to ELM in the ML thread (below). In R I'm using package elmNN.
http://www.forexfactory.com/showthre...25#post8069225