The market is a controlled dynamic system. - page 55
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Not shown are outputs from which to take buy/sell signals, position holding, and lot management.
Or is it a "smaller tasks"? ;)
We are talking about building a model that matches the input process.
Building TS on the basis of the model is the next step.
Are you sure you have to divide the circuit into WL, WR, W0? Isn't one link enough to start with? And it's a good idea to take into account estimation and noise...
I have such a scheme, crookedly drawn, but it works))
Your main tasks are not really main, but auxiliary, and can be solved by hands-on experience. It is much more important to create an optimization algorithm (question mark in the solver on my scheme), by and large it is a trading system, everything else is a necessary add-on.
I will stick to my opinion.
Is it?
Is the poke method more convincing for you?
Is the poke method more convincing for you?
Yes
And I'll go my own way.
We are talking about building a model that matches the input process.
Building a TC based on a model is the next step.
A system that perfectly matches the input process is a block with transfer coefficient =1.
Without a prediction output in the block diagram in one form or another, the model may degenerate into some kind of low-lag machine.
But it's of no use at all.
If you require a future model to produce a certain kind of signal, the flowchart will be more understandable and those "smaller" tasks will become clearer.
However, it depends on taste and colour, as they say....
.
A system that perfectly matches the input process is a block with gear ratio =1.
Without a prediction output in the block diagram in one form or another and the model may degenerate into some kind of small-lag wrecker.
But it's of no use at all.
If you require the future model to produce a certain type of signal, the flowchart will be more understandable and those "smaller" tasks will become clearer.
However, it depends on taste and colour, as they say....
.
Wrong.
Wrong.
Iron argument))).
Whatever.)
It's still interesting to watch your experiments, Oleg.
Really, it is interesting.
Iron argument))).
Whatever.)
It's still interesting to watch your experiments, Oleg.
Really, interesting.
Thank you.
And about the iron argument ;)
I'll try to be more convincing,
The system, ideally corresponding to the input process - the block with transfer coefficient = 1.
Without putting the output with prediction in the block diagram in one form or another and the model can degenerate into some kind of small lag machine.
But it's of no use at all.
Having required from the future model issuing of a certain type of signal block diagram will be more understandable and those "smaller" tasks will become more clear.
However, it depends on taste and colour, as they say....
And I'll make a couple of clear test examples to show the fallacy of your assertions.