Trend predictor back-test

Trend predictor back-test

Postby Kartuff » Fri Apr 06, 2012 2:00 pm

At the moment, when back-testing using trend predictor, it shows whether or not any given draw's trend was correct. For example back-testing for position 1 you get the results for trend - if the prediction for trend is correct, then a draw doesn't get crossed off, otherwise it does.
But I think that it would be great if it were possible to back-test in a different manner - by predicted value and error. For example if back-testing for position 1, then it should take into account the actual predicted value and then compare it with the actual draw... and then there should be optional error margins, like +/- 5 etc. So if you back-test using trend predictor and it predicts position1; 16, but the actual draw was 18 for position 1, then with error margins +/-5 that draw gets passed. What do you think ?
Kartuff
 
Posts: 22
Joined: Mon Sep 06, 2010 10:16 am

Re: Trend predictor back-test

Postby Da80th » Fri Apr 06, 2012 5:54 pm

Kartuff wrote:But I think that it would be great if it were possible to back-test in a different manner - by predicted value and error. For example if back-testing for position 1, then it should take into account the actual predicted value and then compare it with the actual draw... and then there should be optional error margins, like +/- 5 etc. So if you back-test using trend predictor and it predicts position1; 16, but the actual draw was 18 for position 1, then with error margins +/-5 that draw gets passed. What do you think ?


I think this is a good idea, I ran prediction on StdDev and then I add +/- 1 to the prediction results. Since the predictor cannot predicted exact value I have to be flexible (add +/-1). But if the predictor has built in margin of error set in then I the results should be different.

Da80th
Da80th
 
Posts: 382
Joined: Sun Mar 19, 2006 9:11 pm


Return to Comments, suggestions, feature requests

Who is online

Users browsing this forum: No registered users and 6 guests