ModifiedSVM for SP500 and EUROSTOXX

Trying to apply modified SVM (a quite simplified method a will describe in future) only to index data (open/close/high/low/volume), the results were:

1. For SP500 long prediction is quite good. SP500 is going up with a huge loses ModifiedSVM is avoiding. Short prediction is "almost" good: no points were predicted to get short.
   
2. For EUROSTOXX, machine crashes: market was long, but, suddenly, (january 6th, at 13:30) it started to get very short. My ModifiedSVM decided to go in long at 13:30.... oohh!!!

Conditions:

• Samples each 15 minutes
• Training with 96 samples, the most recent ones
• Stop Loss decide after testing training, looking for the greatest benefit
• Two machines for each index: one for short and one for long positions.

Tools:

• MQ4 code (working on MetaTrader) to get index values
• MQ4 code to operate in real time on MetaTrader platform
• Matlab to train and test the machine