Put in a good word about the occasional wanderer...

 
It is often argued on the forum in the heat of the discussion that the wandering price is completely random.
Let it not always be so. But randomness and not... difficult to supposedly distinguish.
The theorems of the arcsine and double logarithm are occasionally discussed or quoted directly, or just the conclusions.
It's kind of murky...
I have a question for theorists and practitioners.
Has anyone studied "straying after a collision"?
The task is as follows - there are two conditional characters "BAY" and "SEL".
Let some increment be generated for each of them.
Depending on the hero, let's call them "offensive increment" and "defensive force".
The starting position in the next iteration will be the result of these "offensive increments" and "defensive force".
If the increment for 'Bai' is positive, e.g. 15, and for 'Sel' -12 (negativity is panic force ;) the offset is 27,
in the case of B=15 and C=17, the offset is -32.
B=10, C=12 will give -2. If B=12 and C=10, the offset is +2.

What properties would this process have ?
And is there any point in digging ? ;)
 
avatara писал(а) >>
It is often argued on the forum in the heat of discussion that the wandering price is completely random.
Let it not always be. But randomness and not... difficult to supposedly distinguish.
The theorems of the arcsine and double logarithm are occasionally discussed or quoted directly, or just the conclusions.
It's kind of murky...
I have a question for theorists and practitioners.
Has anyone studied "straying after a collision"?
The task is as follows - there are two conditional characters "BAY" and "SEL".
Let some increment be generated for each of them.
Depending on the hero, let's call them "offensive increment" and "defensive force".
The starting position in the next iteration will be the result of these "offensive increments" and "defensive force".
If for 'Bai' the increment is positive, e.g. 15, and for 'Sel' -12 (negativity is panic force ;) the offset is 27, in case of B=15 and C=17, the offset is -32.
B=10, C=12 will give -2. If B=12 and C=10, the offset is +2.

What properties would this process have ?
And is there any point in digging ? ;)


If increments B and C are independent and equally distributed (e.g., normally), then the distribution of their difference will also be distributed with MO=MOB-MOS and variance equal to the sum of variances Disp=DispB+DispS, RMS=SQRT(DispB+DispS)

 
Are we talking about generating synthetic BP and studying its properties?
 
Avals >>:


если приращения Б и С независимы и одинаково распределены (например нормально), то распределение их разности так же будет распределено с МО=МОб-МОс и дисперсией равной сумме дисперсий Дисп=Диспб+Диспс, СКО=SQRT(Диспб+Диспс)

that we know.

That is, you are saying that theoretically the distribution after the "impact of the participants" is not different from their free flight. Only the "corridor" is wider.

paradox.

 
Candid >>:
Речь идёт о генерации синтетического ВР и изучении его свойств?

Exactly.

If you also give a praxeological meaning to these forces. For example, by fancy information about current pending orders, options, etc.

 
avatara писал(а) >>

we know that.

That is, you are arguing that theoretically the distribution after the "impact of the participants" is no different from their free flight.

paradox.


is different - the value of the mathematical expectation and the variance. But this is only in the case of independence. In the simplest cases, if for example B and C are positively correlated, their variance (volatility) will be greater than the sum of their variances. If they are negatively correlated, it will be less. This is the basis for diversification, for example.
 
avatara >>:

это мы знаем.

Т.е. Вы утверждаете, что теоретически распределение после "соударения участников" не отличается от их свободного полёта. Тока "коридор" шире.

парадокс.

Let's make a correction.

If the panic force (or -) is modulo greater than the opponent's increment - the resulting "increment" only doubles the opponent's intent. i.e. there is no excessive panic involved in the calculation.

In the case of B=-17 and C=15, the offset is not -32 but -30.

How then?
 
avatara >>:

Именно..

Если еще придать праксеологический смысл эти силам. Например, по модной информации о текущих отложенных ордерах, опционах

Except in a praxiological way. If the source of power is considered as some potential (created by the same pending orders, options, etc.) it would be a potential approach. In general it would be interesting to try to model the potential of "fashion information" but it is a very big job with absolutely unclear chances of success.

P.S. Praxiology is a field of sociological research which studies the methodology of consideration of various actions or a set of actions from the point of view of establishment of their efficiency. :)

 
Candid >>:

Ну разве что праксиологический. Если источником силы считать некий потенциал (создаваемый теми же отложенными ордерами, опционами и т.д.) это будет уже потенциальный подход. Вообще было бы конечно интересно попытаться помоделировать потенциал по "модной информации" только это большая очень работа с совершенно неясными шансами на успех

P.S. Праксиология - область социологических исследований, изучающая методику рассмотрения различных действий или совокупности действий с точки зрения установления их эффективности. :)

Indeed!

let's have a look...

;)

 
avatara писал(а) >>

Let's make a correction.

If the panic force (or -) is modulo greater than the opponent's increment - the resulting "increment" only doubles the opponent's intent. i.e. there is no excessive panic involved in the calculation.

In the case of B=-17 and C=15, the offset is not -32 but -30.

How then?

i.e. if -C>B, then -2C, otherwise 2B?
In the simplest case, if MOB=MOS and DispB=DispS (MOS=2MOS=2MOB, Disp=SQRT(2)*DispS), then it will be the same as in the previous case. If the parameters of distributions B and C are different, the formulas for calculating ME and variance will be more complicated, but it will still be the same distribution
 
avatara >>:

Внесём поправку.

Если паническая сила (или -) по модулю больше приращения противника - результирующее "приращение" только двойная задумка противника. т. е. в расчётах не участвует излишняя паника.

в случае Б=-17 и С=15, смещение не -32, а -30.

Как тогда?

If the two processes are independent, they are both just noise. If you add or subtract the two noises, you just get a third noise. That is, the resulting process will be

y(i) = y(i-1) + e(i), where e(i) = b(i)+s(i) or e(i) = b(i)-s(i); + or - is irrelevant.

Random wandering is pure water. Minor modifications, like clipping panics, won't seriously change anything. Only if your processes are not independent can miracles begin to happen.

Reason: