[R-SIG-Finance] Models for Day Trading

[Jeff Yan]

People usually use a signal generation mechanism based on either observable data or state space model.


-----Original Message-----
From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Joshua Ulrich
Sent: Wednesday, December 01, 2010 9:21 PM
To: FX Going
Cc: r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] Models for Day Trading

On Wed, Dec 1, 2010 at 3:23 PM, FX Going <fxongoing at hotmail.com> wrote:
>
> Newbie to R. Is there a model that I can use in R to estimate the best entry and exit point based on Mini ES for example during 3am-3pm for each day for six months to year? I also want to findo out how many days the trend has been up before heading down etc.
>
You will probably not get a satisfactory answer to your first question
because, as Pat Burns wrote to Michael "comtech" regarding a similar
question:

Those who say don't know.
Those who know don't say.

   Lao-tzu, Tao Te Ching


Yes, I just quoted a quote.  Nested quotes are the best.

--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com


>
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