The market is a controlled dynamic system. - page 133

 


A PF of this form, with non-integer n, is characteristic of systems with distributed parameters.

Integer n is for systems with concentrated parameters.

 
yosuf:
I don't mind. That is, if I understood correctly, you propose to investigate the formation history and future behaviour of fractals instead of bars.

Fractals have nothing to do with it.

Simply the physical sense of drawbacks and vices of the model's application has come to light.

Although (and before Oleg did this great work) you were told about the flaws by many people on the forum.

1st:use of a sliding window;

2nd:fixed size window;

3-rd: we haven't considered (we haven't subtracted) the influence of noise;

4th:no signal model itself, which should be used as a starting point to calculate a possible trajectory before the completion of the phase transition of the kotir.

Your model needs to be fed with specially prepared data and statistics collected for further use.

Except whether it makes sense to attach an excavator bucket to a car is still unclear.

 
sergeyas: 4th: there is no signal model itself to be used as a starting point to calculate a possible trajectory before the cotier phase transition is complete.

What is "kotir phase transition" as you understand it?

You mentioned such a term, which implies at least some clarification.

 
Mathemat:

What is "phase transition coterie" as you understand it?

You mentioned such a term, which suggests at least some explanation.

In this case, I meant the transition from the price level where the process started to the new price level where the transition ends (the process fades out).

It would probably be more accurate to use another definition, such as a transition from an equilibrium state at one level to an equilibrium state at another level.

 
yosuf:
You have a right way of thinking and you reject it with pessimism. Correctly understand the situation and the problem, try to get rid of the feeling of hopelessness.

No, Yusufkhoja, I don't have a sense of hopelessness at all. On the contrary, I am a confident person. I am just interested to observe the progress of your work. All what you are doing can of course be done much easier and of higher quality with the help of simple MAKs. You can use them to get a clear and timely signal, but you are going along a difficult path, and I welcome this way and therefore watch. I don't want to offend you, but the example of your trading shows zero results, although a large number of trades are opened. They are eventually resolved, but in the end =0. You've probably been in the market not long enough to merge with it. The process of knowledge and understanding of the market takes at least 5-10 years. These are not my conclusions, but the words of the most successful traders. This is not a pushover, but a wish for success.



 
yosuf:

Moving average - ....

Mashka is a finished product, the recipe and dynamics of which we do not know.


Why don't we know? We do. Mashka is a discrete version of a 1st order aperiodic link.
 
sergeyas:

Fractals have nothing to do with it.

It's just the physical meaning of the flaws and vices of the model application that has come to light.

Although (and before Oleg did this great work) you were told about shortcomings by many people on the forum.

1st: the use of a sliding window;

2nd:fixed size windows;

3rd:no effect of noise is taken into account (not subtracted);

4th:no signal model itself, which should be used as a starting point (starting point) to calculate the possible trajectory before the completion of the phase transition of the quotient.

Your model needs to be fed with specially prepared data and statistics collected for further use.

But it is not clear, whether it makes sense to attach an excavator bucket to a car.


I think the model has merit. The fact that it moves into the domain of systems with distributed parameters, thereby introducing additional (substantial) complexity of description, may be an advantage rather than a disadvantage as a result. But the model needs to be refined. And, for example, the simple introduction of feedback into the model will negate the listed disadvantages. And the introduction of a second loop will allow noise to be isolated and the signal to be extracted.

And if you manage to get the signal, then the prospects of its further use will open.

 
avtomat:


I think the model is noteworthy. The fact that it moves into the field of systems with distributed parameters, thereby introducing additional (essential) complexity of description, as a result it may be an advantage, rather than a disadvantage. But the model needs to be refined. And, for example, the simple introduction of feedback into the model will negate the listed disadvantages. And the introduction of a second loop will allow noise to be isolated and the signal to be extracted.

And if you manage to get a signal, it will also open up prospects for further use.


What does the market have to do with it?) Should the weather chart work too? Are you inventing a universal predictor? How about guessing by hand?))
 
Avals:

What does the market have to do with it?) Should the weather chart work too? Are you inventing a universal predictor? How about guessing by hand?))


I don't understand the reason for your sarcasm...

What does the market have to do with it?

 
avtomat:


I don't understand the reason for your sarcasm...

The market has nothing to do with it.


you're building a model that has nothing to do with the market. Where is he in your model?
Reason: