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[RT] FW: ARIMA (Auto Regressive Moving Average )



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I only received one response to the programming of the ARIMA code. It was in
Fortran90 format. I would be glad to share this with anyone that is
interested. Thank you Mr. Simms. As far as writing this in code, has anyone
been able to get the same results for a "Linear Regression" trading system?


Response #1
Here it is....at least in Fortran90 format.....
all that is required now is:

1) a PhD in statistical theory
2) Fortran programming knowledge
3) Tradestation DLL-building expertise with a Fortran specialty

Piece of cake...right.

Response 2#
Don't think you are going to be able to do ARIMA in ELA format.  Its pretty
heavy duty.  Also I would say don't waste your time.     I spent lots of
time
with it a few years ago, using another program, and I can tell you it just
isn't reliable, which isn't a surprise. I just don't think you can "predict"
the future of the markets.





Bryan




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