The market is a controlled dynamic system. - page 103

 

I guess I have to repeat my old pictures here....

===========================================================

Let's carefully examine the values of interest:
Balance, Funds, Margin, Free, Level, Profit
and their interconnections.


Let's assume for now that only one position opens.

.

From position opening to position closing:
Balance remains unchanged, i.e. over the whole life of the position B=const
Margin remains unchanged, i.e. over the whole life of the position M=const
The only independent variable is Profit, i.e. P=var

The remaining values are functions of the previous three.

.

We are interested in the behavior of these functions:

.

====================================================================

Believe me, I understand the role of equity, and I also understand the point you are trying to make.

But equity is also secondary and is a function of the Profit variable.

What you really need to pay maximum attention to is the Profit variable. And this is a direct task of TC.

Therefore, I will stick to my opinion and rely on the balance as a reference point for the position lifetime. Besides, it is much more convenient than floating/jumping equity.

 
avtomat:

I guess I have to repeat my old pictures here....

===========================================================

Consider carefully the values of interest:
Balance, Funds, Collateral, Free, Level, Profit
and their interrelationships.


Let's assume for now that only one position opens.

.

From position opening to position closing:
Balance remains unchanged, i.e. over the whole life of the position B=const
Margin remains unchanged, i.e. over the whole life of the position M=const
The only independent variable is Profit, i.e. P=var

The remaining values are functions of the previous three.

.

We are interested in the behavior of these functions:

.

====================================================================

Believe me, I understand the role of equity, and I also understand the point you are trying to make.

But equity is also secondary and is a function of the Profit variable.

What you really need to pay maximum attention to is the Profit variable. And this is a direct task of TC.

Therefore, I will stick to my opinion and use the balance as a reference point for the position lifetime. Besides, it is much more comfortable than floating/jumping equity.

I have to go back to the discussion again:

1. You pretend to exhaustive analysis of the dynamic system while relying on the conditionally-constant factor (balance) - nonsense 1;

2. You reject the analysis of the dynamic factor (equity) reflecting the TS reaction to market changes (dynamics); moreover you unreasonably rank the values of one order, such as equity and profit, attributing the primary and the secondary importance to profit. They synchronously reflect the dynamics of the trade and are equal in any respect and each reacts to the next tick - nonsense 2;

3. The market cannot be a controlled dynamic system. The concepts of 'market' and 'control' are antipodes. If the market is manageable, it is no longer a market. It is like saying "water oil". It is also incorrect to say "unmanageable market" because the concept of unmanageability is concentrated in the word "market", you get "butter". Trying to control a dynamic system like the market is like trying to control a comet with no leverage. The topic is better suited to "Investigating the behaviour of a particular TS in the market". Sorry if anything is wrong.

 
yosuf:

Trying to control a dynamic system like the market is like trying to control a comet with no leverage. The topic is better suited to "Investigating the behaviour of a particular TS in the market".

I think avtomat had two friends - one got trampled in the Forum, and the other turned out to be a traitor...
 
zoritch:

You seem to have made things a bit more complicated...

In any case, no more than the balance minus the stop out, and if the free margin is less than the balance, then no more than that...

negative balance - nonsense - they will not give a position to open

( i.e. cache withdrawal is the usual logical expression... :-))

Well, Zorich, it's not just the withdrawal of funds, it's also easier to fill up a depot)))) Also logical...
 
Space:

Not a single serious topic on the mql4-mql5 forums in recent weeks on the subject of market analysis approaches.

Who wants to see how spectral analysis in volume space works in Level 2, using eur\usd as an example?


Create your own thread and show
 
yosuf:

Forced to return to the discussion again:

1. You pretend to exhaustive analysis of the dynamic system and in doing so you rely on a conditionally constant factor (balance) - nonsense 1;

2. You reject the analysis of the dynamic factor (equity) reflecting the TS reaction to market changes (dynamics); moreover you unreasonably rank the values of one order, such as equity and profit, attributing the primary and the secondary importance to profit. They synchronously reflect the dynamics of the trade and are equal in any respect and each reacts to the next tick - nonsense 2;

3. The market cannot be a controlled dynamic system. The concepts of "market" and "control" are antipodes. If the market is manageable, it is no longer a market. It is like saying "water oil". It is also incorrect to say "unmanageable market" because the concept of unmanageability is concentrated in the word "market", you get "butter". Trying to control a dynamic system like the market is like trying to control a comet with no leverage. The topic is better suited to "Investigating the behaviour of a particular TS in the market". Sorry if anything is wrong.



Why are you lumping everything -- the general and the particular -- into one pile... Hence your misunderstanding and rejection of my approach.
 
Demi:
avtomat had two friends - one was trampled under foot in the henhouse and the other turned out to be a traitor...


You should now, at Tolstoy's instigation, under a train like Anna Karenina... ;)))

 
avtomat:


You should now, at Tolstoy's instigation, under the train, like Anna Karenina... ;)))

faa - banned, yosuf - traitor, and me - under the train?

Terrible...

 
That's how we find out the names of our friends
 
Vinin:
That's how we find out the names of our friends
the pin numbers of the credit cards, the secret passages to the caves of the forty robbers...