Market Trader - Ready Decision

FAM Model

 

Sergey Tarassov

Data Length

2,3 - 5 years

Forecastig Intervlal

few months

Technique

Black Box (Neural Net)

Target Function

Detrended Oscillator (1,10,10)

Market Trader Version

Silver,Gold,Platinum

 

This model based on Floating Angle Model. I checked it on few different stocks. As an example I downloaded 3 years stock (Aefna):

I will use for forecasting relative price oscillator (1,10,10). To create it you should press this button:

And fill out the form this way:

The oscillator is ready. It looks this way (red thin curve):

Run Black Bow window:

First of all you should define the index you want to forecast, we will forecast "Relative price oscillator (1,10,10)".

To do it you should press "Price Event" button (Step A), choose "Relativ Price Oscillator (1,10,10)" item and press "Try" button (Step B), press OK button (Step C).

 

The target function (the index we want to forecast) is ready, you can see it in bottom part of the window:

 

Now we will create the astronomical model to make forecast.

Press button and choose "Add Model From List" item:

You will get "Choices of Criteria" window. To create FAM model you should: choose "Anle Between (FAM)" item (Step A),  uncheck "Aspects Between Planets" option (Step B) ,press "Add to List" button (Step C) and press "OK" button:

Now press button and press to begin the optimization process.

After approximately 10000 steps of optimization (or more): you can select any time interval in upper diagram to see the result of optimization.

It looks:

The blue region - optimizing zone, the red - testing zone. The program DO NOT use the points from red zone to do the optimization. The result looks not bad.

Take attention: this model (FAM) do not use natal chart at all.

It looks:

This model analyze the sencitive points on Zodiac, probably these points are corresponds some points for natal charts, but for us it doesn't matter because  we analyze all Zodiac. The Orb/Shift optimization allows to locale these points very accurate (it designed special for this purpose). 

The event like this: means the Sun located in 18 degrees of Taurus with orb=8 degress.Actually the program looking for the sencitive point in this diapason.

But there is one important parameter in FAM model: . It is kind of model resolution. If you decrease this parameter the model can identify more sencitive points on Zodiac therefore the foreacting curve will be not so smooth:

It is very important to find the appropriate step parameter for FAM model.

This model do not work for stock with history less then 2,5 years (we can't specify the planets influence for this period). For period more than 4,5 years the Mars involved in analyzed data. But for long data (more than 5 years history) sometimes this model works not so good (it depends on data). I think the reason of this is nonlinearity, another words long price history the stock changes structure. The Neural Net module (Platinum version) allows to catch this. 

The last notes: suppose ...