Financial Time Series Analysis - Forecast Experiment - Trial

Hi Guys,
I'm trying some financial time serial analysis methods (non linear, non stationary, chaotic) for forecasting signals with SSA method.

Lubo.


WORK IN PROGRSS.


Edit: i will not post any others signals.
I'm looking for someone with mathematical skills who could understand how to make more realistic analysis and forecast with SSA

Softwares and resouces: Caterpillar SSA: http://www.gistatgroup.com/cat/
AutoSSA: http://www.pdmi.ras.ru/~theo/autossa/english/index.htm
SSA-MTM Toolkit: http://www.atmos.ucla.edu/tcd/ssa/
STSA: http://www.omatrix.com/stsa.html

Resouces: http://en.wikipedia.org/wiki/Singular_Spectrum_Analysis
http://www.census.gov/srd/papers/pdf/rrs2008-03.pdf

First Signal on GU is a sell stop at 1.6300, SL at 1.6350, TP 1.6200.

Next on EU sell stop at 1.4040, SL 1.4100, TP 1.3865

GU hit SL -50 pips.
EU wasn't opened.

GU sell stop 1.6350, SL 1.6380, TP 1.6300
GU buy limit 1.6300, SL 1.6250, TP 1.6380
EU buy limit 1.3960, SL 1.3915, TP 1.4010

GU hit SL, -30 pips
EU was not opened.

next projections show EU and GU ranging about 40 - 50 pips.

I have tryied some other signals before posting here, and wasn't good.
I think i'm not so able with this kinda of analysis, coz lack of mathematical skills.

Lubo.

Edit: If someone with mathematical skills is interested in this time series analysis, i'm posting some resources for softwares and pubblications in the first post.

I updated the fist post.

thanks.

Lubo.