一些想法和指导:Based on your statement (cit.:)
I did some searches and thought for a whole day, there is no a really good idea on how to do.
I can make you sure, there is no universally good idea, how to solve this, but this should not make you nervous. Generations of CTAs have spent their whole lives on doing this to their individual horizons of the best efforts they could have spent on mastering this, so at least, we can learn on what they have left us as a path to follow.
1)定义趋势:
作为最初的惊喜,我们应该考虑一个趋势,而不是一个由外部系统驱动(外部)的特性,它更多地与观点相关,而不是与时间序列数据(可观察)历史相关。
换句话说,一旦人们意识到,关于趋势的信息根本不存在于TimeSeries数据集中的内部,事情就会开始明显明朗化。
2)如果一个人对自己的趋势识别方法有足够的信心,那么他可以将这种趋势指示作为一种信念扩展到未来(一种推测)
3)市场只有市场才能验证(或忽略)这种“被接受”的信念。
4)共同的信念重新确认这样一种信念,作为一种受大多数人尊敬的趋势指示(以市场风险敞口的股票衡量,而不是以民意衡量,越少被人群高呼或CTA自我推销的叫嚣)
它有用吗?
上面的USDCAD示例屏幕反映了所有这些,并添加了一些基本事件的实例,这些基本事件是通过技术上起草的(定量支持的)主要吸引子引入的,显示了河流流动的一部分,称为外汇交易。