Hi Oxy
Sorry about the late reply, the volatility clustering effects kept me busy.About your XL sheet, looks interesting, however two points.
EOD data - You will have very hard time walking it forward, you should work on other TFs
Work on derivatives of Price as well along with working on Raw data itself.
Hi CV,
Thanks for your reply.
I've used EoD data due to availability of fundamental information. Learning a bit about predictive models, I've read that more related information available as inputs to train NN, better the reliability of the model. I've been collecting anything which affects close, which can be quantified, and is available or is decipherable. Thus, if the time frame was to be changed, I felt it would lead to fewer inputs to train NN.
Regarding using raw data as inputs, I've read that raw data (especially high and low) contain a significant amount of noise in them and can show extreme blips which, if used, could be mislead the predictive model, and it is better to reduce the clutter using a moving average etc and use them as inputs instead...
Shall be waiting for your PM.
Sincerely yours.