Brain-training tasks related to trading in one way or another. Theorist, game theory, etc. - page 17

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Hello, dear forum members. Help me find x by method except brute force, where x is a constant of degree value to open next position.

MiniLot^(x^0)+MiniLot^(x^1)+MiniLot^(x^2) ... + MiniLot^(x^(N-1))=VolMax,

where N is the maximum expected number of orders,

VolMax is the maximum possible aggregate volume of all N orders

so far by simple brute force search I find x
Does anyone know the solution to this equation where only x is unknown ?

 
Roman.:

Hello, dear forum members. Help me find x using the method except for brute force, where x is the constant of the degree value to open the next position.

MiniLot^(x^0)+MiniLot^(x^1)+MiniLot^(x^2) ... + MiniLot^(x^(N-1))=VolMax,

where N is the maximum expected number of orders,

VolMax is the maximum possible aggregate volume of all N orders

so far by simple brute force finding x
Does anyone know the solution to this equation where only x is unknown?

And so:

.

change the initial data:

.

is if I understand the meaning of.... correctly

But additional checks can be introduced.

(You can't solve it with one formula.)

 
avtomat:

but otherwise:

.

:

.

this is if I understand the meaning of.... correctly

But additional checks can be introduced.

(You can't solve it with one formula.)

Thanks for the interest, but what is root?

And can the inverse of log ( ab ) = log a + log b be used to convert , i.e.log a + log b = log( ab ) ?

и

 
The function is monotonic, so Newton's method rules.
 
Roman.: MiniLot^(x^0)+MiniLot^(x^1)+MiniLot^(x^2) ... + MiniLot^(x^(N-1))=VolMax,

Are you sure that the MiniLot here is being multiplied, not multiplied? Maybe the correct way to do it is this:

MiniLot*(x^0)+MiniLot*(x^1)+MiniLot*(x^2) ... + MiniLot*(x^(N-1))=VolMax

 
avtomat:

but otherwise:

.

:

.

this is if I understand the meaning of.... correctly

But additional checks can be introduced.

(You can't solve it with one formula.)


Thank you. I'll have a look... so far it's all a mystery to me, especially this one. root... I'm not familiar with that kind of thing... :-)

"Excuse me, I'm sorry, of the 'villagers' I'm a savage..." (c) a Russian folk joke - in theme... :-)

 
Mathemat:
Are you sure that MinLot is being multiplied here, not multiplied?
We do, in fact. You can't do it any other way.
 
Mathemat:
Are you sure that MinLot is being multiplied here, not multiplied?


I also thought about it, as soon as I saw this construction, because somehow it's asking for itself... :-)

This time, it is precisely being raised to a degree.

 
new-rena: We are taking it to a degree - that's a fact. You can't do it any other way

I just can't imagine what kind of trading task requires such strange optimisation.

But if you multiply the MiniLot to the power of x, it's still understandable. But to exponentiate it is something alien...

 
Mathemat:

Are you sure that the MiniLot here is being multiplied, not multiplied? Maybe the correct way to do it is this:

MiniLot*(x^0)+MiniLot*(x^1)+MiniLot*(x^2) ... + MiniLot*(x^(N-1))=VolMax

There's never enough money that way))))
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