Wednesday 7 September 2011

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.

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