I am using R to do my research for Day Trading in INDIA. I have a list of 206 stocks to work with.
I have extracted a parameter of a stock based on the OHLC data of the stock. It includes values both less than and greater than 1 ( It basically is a ratio). I am using forecast package to predict the value of the parameter for the next day.
However, the value of the parameter is greater than 1 for all stocks! Actually, according to statistics, half of the stocks should have value less than 1 and half greater than 1.
Is this because of a one odd day or is there some techniques of properly handling the forecast package?
very many thanks for your time and effort...
AKSHAY M KULKARNI