The market is a controlled dynamic system. - page 89
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
As far as I understand it, a controlled dynamic system implies that there is some target state of the system (you could call it equilibrium) and there are forces that bring it to that state when deflected by some action. This target value changes with time. And the signal, input, output, etc. are all formalizations depending on the formulation of the problem. The control object is of course the price, while the control method is adjusting prices to a certain target value. Of course, trades are executed by market participants. But what is the target value is the question.)
I.e. the breakeven assumption is probably a condition that the target value must be reached sooner or later. Although this fact in itself does not say that all trades will be in the plus)
As a transfer function, you can take the formula of an ordinary machine and - voila - a controlled dynamic system?
That's fine. The main thing is that the formulation of the question implies searching for and ploughing in a "control signal". That is, if such a control signal turns out to be a wrecker - let it be a wrecker, if "un-questionable" means such a "control signal", we will use it. So it's all logical...(?). To my mind, this is a delusional formulation, and from some angles it looks like cybernetic paranoia. Like - look for (highlight) and digitize "the machination of the world behind the scenes" and make it work for us. ;)
But taki the implementation of the device can (with appropriate fitting) generate quasi-stable-positive (c) predictions. And what to call the "control" signal - in fact (for profit calculation) is absolutely unimportant. (There is a black box with a nice scientific name, it gives a usable output signal, why pick on its name?) One can even try to create a stable statistical advantage using multithreading (multisignal?). But instead of this kind of diversification the author makes the situation absurd by introducing the breakeven requirement....
er... good luck ...
It is possible to do so. The main thing is that the formulation of the question implies search and smell of a "control signal". That is, if such a control signal will turn out to be a wagon - let it be a wagon, if "not clearly what" means such a "control signal" today, we will smell it. It's all logical...(?). In my opinion, it's a delusional formulation, and from some angles it looks like cybernetic paranoia. We are looking for and digitizing "lies of the world behind the scenes" in kotir and make it work for us. ;)
But taki the implementation of the device can (with appropriate fitting) generate quasi-stable-positive (c) predictions. And what to call the "controlling" signal there in essence (for profit calculation) is absolutely unimportant. (There is a black box with a nice scientific name, it gives a usable output signal, why pick on the name?) You can even try to create a stable statistical advantage using multithreading (multisignal?). But instead of such a peculiar diversification the aftar brings the situation to absurdity by introducing the breakeven requirement....
er... good luck ...
Whether or not it's behind the scenes depends on the mission statement. More precisely, it probably depends on the scheme. For example, the equilibrium state of EURUSD is the ratio of all crosses such as EURGBP*GBPUSD, etc. The prices are reduced to this "equilibrium" or target value without any backstage work. Another thing is that it is very problematic to return to the target value in this formulation))).
Whether or not it's behind the scenes depends on the mission statement. More precisely, it probably depends on the scheme. For example, the equilibrium state of EURUSD is the ratio of all crosses such as EURGBP*GBPUSD, etc. Prices are reduced to this "equilibrium" or target value without any backstage work. Another thing is that it is very problematic to return to the target in this formulation))).
Problematic is an understatement. :) // This is so, a remark in relation to this particular one.
That's fine. The main thing is that the formulation of the question implies finding and ploughing in a "control signal". That is, if such a control signal turns out to be a wrecker - let it be a wrecker, if "unexplainable" means such a "control signal", we will use it. So it's all logical...(?). To my mind, this is a delusional formulation, and from some angles it looks like cybernetic paranoia. Like - look for (highlight) and digitize "the machination of the world behind the scenes" and make it work for us. ;)
But taki the implementation of the device can (with appropriate fitting) generate quasi-stable-positive (c) predictions. And what to call the "controlling" signal - in fact (for profit calculation) is absolutely unimportant. (There is a black box with a nice scientific name, it gives a usable output signal, why pick on its name?) One can even try to create a stable statistical advantage using multithreading (multisignal?). But instead of this kind of diversification the author makes the situation absurd by introducing the breakeven requirement....
er... good luck ...
Incoming signal no matter how you multiply/subtract/split it is the same incoming signal. The control signal in a UDS is something else.
In short, it's definitely not UDS. Here, the writer has of course deceived the public.
Inertia of thought -- that's the biggest brake on the public.
;)))
repent and get your diploma back.
Inertia of thought -- that's the biggest brake on the public.
;)))
something's wrong with the browser -- instead of edit, delete, instead of paste, quote.....
Yes, I think it is too much.
Breakeven is not at all equivalent to Equity Breakeven (the latter is hardly achievable in principle - even if we ignore the initial drawdown in the spread).
Even if break-even is achievable in principle (which I highly doubt), it is not at all optimal in terms of time spent per unit of profit. Instead of waiting for a position to go into a huge drawdown and then waiting for it to come out, it is easier to just cut it off after some drawdown and look for a new entry.