Wednesday 7 September 2011

Additional Screenshots of Classifier in Action

10 Year US Treasuries
30 Year US Bonds
EurUsd forex
All charts are daily bars.

Classifier Mark 2 Update

I have now incorporated the revised code for my classifier in my production code and a screen shot of the output on recent S & P 500 data, as of last Friday, is shown below.
The most recent yellow candlesticks indicate that the market is classified as a "down with retracement" market, and the oscillator leading signals (downwards pointing triangles) indicate that the retracement is likely to be over. It will be interesting to see how the classifier performs, in real time, over the coming days.