a trading strategy based on Elliott Wave Theory - page 94

 
Oh I don't know whether to be happy or not, I spent all morning writing a post about it<br/ translate="no">
Somehow I'm sure the productions will be "slightly" different from each other.


I made up a whole poem :) I'll be glad anyway, if you're right I hope you'll give me a hint, if not I have not been typing in vain and I'll post my viewpoint ;)


Get it out there! :о))))

It's very simple! I get it. No need to approximate current prices with the parabola, no need to extend it further - it's all unnecessary. The parabola is built, but not there and at slightly different points.

You have obtained channels with confidence intervals. You have extended them into the future. When a lot of lines intersect behind the zero mark, what do you get? So this is the space where you need to minimize the quadratic function. And its extremum will be a turning point.

I did not have time to check it completely, I was testing it under laboratory conditions, so to speak.
 
And then it is quite clear where the optimisation problem comes from. There are so many points to go through, "their own and other people's" and find the optimum coefficients. I hope that I have not violated licensing? Because I'm confused by your legal relations. :о)

PS: Post your poem anyway. Let's compare notes.
 
Spread it! :о))))


OK :) But I said this is just an understanding of what we are looking for.

Somehow I'm sure that the formulations will differ "slightly" from each other.


Yes, I also have my suspicions and if we all agree then the effectiveness will increase. My suggestion is to refer to the concepts operated by Vladislav:
1) Potential energy;
2)Functional.

1) If with the first one more or less it is clear (all studied approximately from the same textbooks at school). On a nutshell, it is the ability of the field (force) to do work on the body. But in relation to price it is not clear what we see as the source of the field (force). In my opinion the sources are news, both past and future, the question of influence arises since different news in different situations have different influence, of course, all the same gradation, and may be the differences arise only because of the super position of events. It is still necessary to define with the sign, IMHO the events of the past repel the events of the future attract. it in terms of my representation, and formulas I myself still find it difficult :)

2) Here in general it is not clear as I am not sure that I even understand what it is, since this concept I have only encountered in this branch. I opened the first handbook on mathematics (Bronstein Semendyaev). The term appears there in the section of calculus of variations. A definition is given:
A function (linear) is a numerical function defined on some class of functions. :) (Very much like it is a FUNCTION, not a number!)
Seems clear, but at the same time it's not clear what's wrong with this case. Further on there is an example which seems to explain everything, I personally can't figure out where some formulas come from. Here is an example http://kursovye-diplomy.narod.ru/brahistohron.rar

Once I asked Vladislav

... In my opinion, Vladislav simply determines the potential energy in the channel using the quadratic function found in some way, and thus selects channels with minimum energy (since any system tends to the state with minimum energy, this channel will be the most stable and give the best forecast in the future).

and got the answer.
Quite right - I wrote about it, in fact, that the minimum of the potential energy functional serves as one of the criteria for selecting channels. And this is a property of the potentiality of the price field, and I'm not looking for the trajectory itself due (again) to the fact that all trajectories that fit within the confidence interval must be considered equivalent for a given probability. That is, the construction of projections is reduced first to sampling, then to linear algebra.


And it follows that one must compare the sample and the potential energy and choose the one with the lowest values. Here is my view of the problem.
 
And hence it follows that you have to compare the sample and potential energy and choose with the lowest values.

Clarification:
one should compare the sample and the potential energy FUNCTIONAL and choose with the smallest values of the FUNCTIONAL.
 
And how will we take potential energy from the news? :о)))
PS: That was a joke.
 
А отсюда следует что надо сопостовлять выборку и потенциальную энергию и выбирать с наименьшими значениями.

Clarification:
we have to compare the sample and the potential energy FUNCTIONAL and choose with the lowest FUNCTIONAL values.


How do you search for the functional?
 
As far as I understand - by numerical integration.
 
As far as I understand - by numerical integration. <br / translate="no">.


Hm. And what is there to integrate? The current values of the price?
 
:-D. I was responding to this, guys.

For some reason, I am sure that the solutions will be "slightly" different from each other.


The problem is not so simple, and I am already tired of typing an example(Yurihu respect, he sent me half a page of formulas, and did not miss a thing).

About the energy from the news, well, I do not know something still has time and speed, and the change in speed, too, you can look, so in principle, so far no restrictions can be seen, I just have to try, and maybe it will work. At the expense of your grasn idea, maybe I am slow, not yet fully understood, still kumeteu.
 
Jhonny is absolutely right. The calculus of variations at the very beginning shows both what a functional is, and what conditions its minimum requirement leads to, and how to integrate over trajectories.
Reason: