Fractal theory - page 4

 

I've completely forgotten my maths. Please help me solve the system

x/y=126

z/y=420

z/x=189

respectively need to find XYZ, how to solve it?

 
That's it, it's sorted.
 
Candid:
Then the scaling will be set by the zigzag parameters. If you mean a continuous enumeration of the zigzag parameters (in addition to the time cycles), then the task is rather cumbersome to say the least. My idea was to try to build a hierarchy of specific horizons in a more economical way. That is, to catch the scaling factors which are objectively inherent to the market. If of course they are intrinsic to it :).
The construction of the model depends on what you want to know in the end. If only the direction of the next bar (say, the direction of price in the next period for trading options), it's one thing, but if the price levels that the market can reach in the next period, it's another. And the mathematical apparatus has to be chosen for the task at hand. As far as I understand you, in terms of horizons, you mean price levels. I'm a bit unclear about the phrase "economically build", what is there to economize on? )) On ideas and imagination. They are important in a business like this. Let go of limits on implementation, give freedom of thought. We live in a world of high technology, almost any idea can be realized)). And in general, I support any constructive idea about "how to screw the tap to the world's cash flow" )))
 
elugovoy:
The construction of the model depends on what you want to know in the end. If only the direction of the next bar (say, the direction of price movement for the next period to trade options), it's one thing, but if the price levels the market can reach in the next period, it's another. And the mathematical apparatus must be chosen for the task at hand. As far as I understand you, in terms of horizons, you mean price levels. I'm a bit unclear about the phrase "economically build", what is there to economize on? )) On ideas and imagination. They are important in a business like this. Let go of limits on implementation, give freedom of thought. We live in a world of high technology, almost any idea can be realized)). And in general, I support any constructive idea about "how to screw the tap to the world's cash flow" )))

Are you sure you are still talking about the fractal approach to the market? That's all I've been talking about all along.

Horizons have nothing to do with levels, a horizon is actually a time scale, rather it is analogous to timeframes. The difference is that timeframes are a limited number of artificially chosen time scales. If you misinterpret the concept of "horizon" you can hardly understand my posts of course.

You can certainly not skimp on ideas, the need to skimp often arises when trying to implement ideas. Your idea seems to me to be of this category. I am referring to the number of computational operations, i.e. the time it takes to do the calculations.

 
Candid:

Are you sure you are still talking about the fractal approach to the market? That's all I've been talking about all along.

Horizons have nothing to do with levels, a horizon is actually a time scale, rather it is analogous to timeframes. The difference is that timeframes are a limited number of artificially chosen time scales. If you misinterpret the concept of "horizon" you can hardly understand my posts of course.

You can certainly not save on ideas, the need to save often arises when trying to implement ideas. Your idea seems to me to be of this category. I mean the number of computational operations, i.e. the time it takes to do the calculations.

As for the number of computational operations... I've been optimizing computations since I studied assembler. On 8-bit processors with ~3.5-3.7 MHz this was the main occupation, when every processor cycle was valued. Modern technology, on the other hand, makes it possible to use scalable computing. If you don't have enough capacity on one server, you can organise your calculations on 10 cloud servers. This is where the overall performance comes in at a cost. How about a cloud server with 32 processors of 3.5 GHz each? I think any calculations can be done in a reasonable amount of time. It costs about $7 per hour. If it is profitable from the economic point of view, you won't have any problems with implementation. I mean that, from a technical point of view, "savings on calculations" should not limit and distort the idea.

And the idea I talked about above, I have implemented, in a modest form (limited by imagination of the customer). In terms of a lyrical digression, I will tell briefly.

In general, the client came along and offered to implement an algorithm, which was discussed at who knows what forum, discounted the docs and correspondence on the forum. In general, there guys were sharing a similar idea. One of them implemented it and reported his achievements.

Worked with files, loaded them into arrays and performed recalculation at each bar. It took me about 3-4 minutes to recalculate the whole history, that's why I launched my brainchild on M5.

I have revised, studied and made one in one, but using DBMS and calculations on the server side (the server is installed locally). The performance has increased not by times, but by two or three orders of magnitude.

As the result the idea is the same, the result is the same, but the implementation and speed are different. That is, the efficiency of the solution is also determined by the technologies used but not by the economy of computational operations.

Rationality of use of resources and technologies should be present at any way of realization of ideas.

About "horizon", I understood the sense. Only I don't like the term itself because of its meaning - it is an imaginary line separating the earth and the sky, which gets away from us as soon as we try to get close to it (or something like that). That is, a priori, there is a kind of ambiguity that cannot be grasped. I don't like the term in that sense. Otherwise, the idea of "horizons" is good enough. I was thinking about the speed and acceleration of the market... to feel the volatility with my hands... but I'm not up to it now.

Good luck with fractals, if the final idea comes to light, it will be very interesting to read. Don't give up now))

 
elugovoy:

1. Regarding the number of computational operations...

2. About the "horizon", I get the point. I just don't like the term itself because of its meaning - it is an imaginary line separating earth and sky, which gets away from us as soon as we try to get close to it (or something like that). That is to say, a priori there is a kind of ambiguity that cannot be grasped. I don't like the term in that sense. Otherwise, the idea of "horizons" is good enough. I was thinking about the speed and acceleration of the market... to feel the volatility with my hands... but I'm not up to it now.

3) Good luck with fractals, if the final idea comes to light, it will be very interesting to read. Don't abandon the branch ))

1. However, one can always come up with an almost unsolvable problem. Try breaking a modern cipher :)

2. The horizon is not just a line, it's the boundary of the field of view. If we go one step higher, we see farther; if we go one step higher, we see farther... That is the hierarchy of horizons. And the size of steps depends on the properties of time series. The question is: are they steps for the market or a smooth rise? I think it's a good term, very fractal and marketable :))

3. The idea is old, I've done something with it, but once I abandoned it, it's unlikely I'll come back. Unless someone else will continue the theme. You described a similar problem and I shook off the old ones :).

 
Candid:

1. Nevertheless, it is always possible to come up with an almost unsolvable problem. Try breaking a modern cipher :)

2. The horizon is not just a line, it is the boundary of the field of vision. If we go one step higher, we see farther; if we go one step higher, we see farther... That is the hierarchy of horizons. And the size of steps depends on the properties of time series. The question is: are they steps for the market or a smooth rise? I think it's a good term, very fractal and marketable :))

3. The idea is old, I've done something with it, but once I abandoned it, it's unlikely I'll come back. Unless someone else will continue the theme. You described a similar problem and I shook off the old ones :).

1. Which modern cipher do you mean exactly? With DES, everything can be broken in a reasonable amount of time. With RSA, the very possibility of tampering or impossibility of tampering is not strictly proven. Maybe there are some new ones, I am just old for such tasks already. But concerning ciphers breaking, this is a little bit different. There are different approaches in cryptanalysis. Bruteforce is the most resource-intensive and most inefficient, but there are many other approaches.

2. What are you smoking? )))

3. if the same ideas come to different people, then there's something in it...

 
elugovoy:

1. Which modern cipher exactly is being referred to? Based on DES, all can be opened in a reasonable amount of time. With RSA, the very possibility of tampering or impossibility of tampering is not strictly proven. Maybe there are some new ones, I am just old for such tasks already. But concerning ciphers breaking, this is a little bit different. There are different approaches in cryptanalysis. Bruteforce is the most resource-intensive and most inefficient, but there are many other approaches.

2. What are you smoking? )))

3. If the same ideas come to different people, then there is something in it...

1. Meaning an honest autopsy, of course ). Reasonable time - for whom is reasonable ?

2. I'm fine with fantasy without it )

 
Candid:

1. Meaning an honest autopsy, of course ). Reasonable time - for whom is reasonable?

2. I'm fine with fantasies without it )

From 7 to 72 hours on usual workstation (CPU ~2.7-3GHz) at KA1 crypto-attack level (only encrypted message is known).
 
If there were an algorithm that predicts prices with low error probability and small deviation range, there would be a machine that would read it quickly, I don't think there is a problem with that now. The easiest way is to upload the calculations to the MQL cloud, even with that approach everything will work. It is unlikely you will need more resources, and if you do, you will always find a way out. The main thing here is to come up with a good idea, you will have to think about implementation later, at the next step).
Reason: