4-8-14 GBPJPY Trading

ARIMA was LONG @ 172.30.
The lowest was 172.44. Miss by 0.14 or 14 pips as lowest lelong price for the day. Too bad.

GJ_4-8-14_15min

15:00
====
GJ_4-8-14_15min_DONE

ARIMA 15min
==========
GJ 15min
arima(x = Dataset$GJ, order = c(0, 1, 0), seasonal = list(order = c(0, 0, 0),
period = 1), include.mean = 1)
sigma^2 estimated as 0.002361: log likelihood = 831.6, aic = -1661.21

> predar3(ArimaModel.5,fore1=20)
pred lower upper
1 172.728 172.6328 172.8232
2 172.728 172.5933 172.8627
3 172.728 172.5630 172.8930
4 172.728 172.5375 172.9185
5 172.728 172.5150 172.9410
6 172.728 172.4947 172.9613
7 172.728 172.4760 172.9800
8 172.728 172.4586 172.9974
9 172.728 172.4423 173.0137
10 172.728 172.4268 173.0292
11 172.728 172.4121 173.0439
12 172.728 172.3981 173.0579
13 172.728 172.3846 173.0714
14 172.728 172.3717 173.0843
15 172.728 172.3592 173.0968
16 172.728 172.3471 173.1089
17 172.728 172.3353 173.1207
18 172.728 172.3240 173.1320
19 172.728 172.3129 173.1431
20 172.728 172.3021 173.1539

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