The market is a controlled dynamic system. - page 306

 
Олег avtomat:


Well... If market movements are"indistinguishable from Brownian motion" for you andit's "easier to trade statistically stable input rubbish", then so be it.

But don't bring up"tails", let alone that"tails will come by themselves and fit in".

And about"predicting" - this is not the place. There was a huge thread somewhere, where they tried to forecast everything, waving their tails. I don't know where those tails went and where they fit in... That's where you belong. That's not the point here.

Yes, I'm sorry, I guess it's really not the place for me.))

Although, in adaptive systems it is the input that changes first and foremost, which is reflected in the output, but with a long delay inherent in any input integration, including the market.

 
Yuriy Asaulenko:

Yes, I'm sorry, I guess I really don't belong here.))

Although, in adaptive systems it is the input that changes first and foremost, which is reflected in the output, but with the long delay inherent in any input integration, including the market.


;)) Isn't it like that in non-adaptive systems? In non-adaptive systems, does the output change first, and then those changes are reflected in the input, and without delay?

Folk wisdom shoots the bull's-eye on this point: Heard the bell, but don't know where it is.

 
Олег avtomat:


;)) Isn't this the case with non-adaptive systems? In non-adaptive systems, does the output change first and then that change is reflected in the input, and without delay?

Folk wisdom shoots the bull's-eye on this one: Heard the bell, don't know where it is


You forgot about feedback... in adaptive systems. And the thread is about them, not systems without OS. I can see that you need to spell it out, so you don't understand. Just trying to make your interlocutor look like an idiot. However, I have already left.
 
Yuriy Asaulenko:

You forgot about feedback... in adaptive systems. We are talking about them in this thread, not about systems without OS. I can see that you need to spell it out, so you don't understand. Just trying to make your interlocutor look like an idiot. However, you have already left.


;)) Is feedback really only in adaptive systems? And there is no feedback in non-adaptive systems? Oh... ...you're a literate...

You need to chew textbooks, not chew them up, to get an understanding of the purpose of feedback. And at the same time you will learn about the classification of systems, on what principles, and by what characteristics it is made.

 
Олег avtomat:


;)) Is feedback really only in adaptive systems? And there is no feedback in non-adaptive systems? Eh... ...a literate person...

You need to chew textbooks, not chew them up, to get an understanding of the purpose of feedback. And at the same time you will learn about the classification of systems, on what principles, and according to what characteristics it is made.

I thought we'd already said goodbye, but it turns out you haven't said it all. I won't stop you from puffing up your cheeks and looking clever. Carry on.
 
;)
 
Yuriy Asaulenko:

The normal distribution is easily reduced to the real market distribution, then the pictures will be indistinguishable at all. I.e. simply a random process has generated a time series equivalent to the market, .....

The picture of the market movement will be different from the random walk, and this will be visible to the naked eye without instruments.
 

Happy May 1st !



 
Yuriy Asaulenko:

I don't get it. What do you mean by "Why not all at once?"?

If the tail, it will automatically trade through, it does not need to be traded on purpose. And the centre, out of 50 pips, we will take 30-40. Taking into account possible entry errors, we will get ~20 pips on average.
Or do you mean market exit? In general, I don't understand, clarify.


Of course we trade the centre of the distribution, but which one? If slanted t-distribution, then we trade profitably around the centre, and when tails emerge (very strong, but rare movements) not only do not drain the depo, but have thoughts about the timing of market settling to the centre of the distribution.
 
Олег avtomat:


;)) Is feedback really only in adaptive systems? And there is no feedback in non-adaptive systems? Eh... literate...

You need to chew the textbooks, not chew them up, to get an understanding of the purpose of feedback. And at the same time, you will learn about classification of systems, on what principles, and according to what characteristics it is made.

There was an academician Glushkov, a world-class automatonist and director of the Institute of Cybernetics in Kiev. In the mid sixties he was claiming that if he was given a resource, he would be able to create such a plan for the country, which would take into account every little detail without exception. He had been bamboozling for 10 years because he was more influential than the ministers. I joined the State Planning Committee in 1978 and everyone there, without exception, thought it was sheer nonsense. That's the whole feedback in automatic systems.


Still trying to navigate a rough sea on a land bike.

Reason: