The market is a controlled dynamic system. - page 138

 
yosuf:
The model does this by constantly recalculating model parameters from bar to bar.


IHMO this model has more pluses than minuses.
 
yosuf:
The model does this by constantly recalculating model parameters from bar to bar.

Mashka does the same job just as hard, just as accurately and with the same quality.

It consumes less RAM.

The benefit is obvious.

 
sergeyas:

For it (the regularity) to appear "in hand" some time is needed for its detection, i.e. for the accumulation of data with the help of a created model.

The model should be run for a while to collect data and identify patterns before attempting to make predictions.


Enough has been said and talked about the shortcomings of the Yusuf model and its incorrect application.

Perhaps something can be corrected, and Oleg is in control.

And your patterns are real?

Or is it?


(Every market is a set of chaotic regularities on which you can build a TS.)

How to understand them is a different question.

 
ULAD:

of chaotic patterns

Decipher it, if possible.

If you swap the words around, there would be (it seems to me) less absurdity.

But would it add meaning to the post?

 
sergeyas:
Decipher if possible.

Meaning an optional bounce of price from a resistance line or a trend line and so on. Don't be ridiculous you don't understand)).
 
sergeyas:

Mashka does the same work, just as diligently, accurately and with the same quality.



By definition Maschka has no continuation in the future, for all its simplicity and finesse, do you understand it or not? And the PNB model is exactly the same as the Machka, determining the position of the average price in the current bar, has a theoretical possibility of continuation of the average line to infinity, although it is not required. If you like, I agree with this assessment that PNB is a modified machca. Therefore, it is incorrect to contrast the yashka with the PNB. It's like pitting a specialist against a worker. A specialist can always replace a worker, the other way round is unlikely.
 
yosuf:
By definition there is no future continuation, do you understand that or not? And the PNB model is exactly the same as the Macha, determining the position of the average price in the current bar, it has a theoretical possibility of continuation of the average line to infinity, although it is not required. If you like, I agree with this assessment that PNB is a modified machca. Therefore, it is incorrect to contrast the yashka with the PNB. It's like pitting a specialist against a worker. A specialist can always replace a worker, the other way round is unlikely.

Evaluation is by final profit.

If the specialist is as bad as the worker, then the "specialist" should be demanded more severely.

 
sergeyas:

Are your patterns real?

Or are they?

I have a sliding window - whether a pattern appears in the future or not is of no concern to me. I just want it to last for at least one more iteration
 
yosuf:
By definition, there is no future continuation, do you understand that or not? And the PNB model is exactly the same as the Macha model, by determining the position of the average price in the current bar, has the theoretical possibility of a continuation of the average line to infinity, although this is not required.

That's not quite a correct statement. You don't know the state of bar -1. on which the state of your exponent will depend.
 
ULAD:
Meaning an optional bounce of price from a resistance line or trend line and so on. Don't be ridiculous you don't understand)).

The market cannot be 100% predictable, particularly the enemy of any TS.

What are we fighting for?

A statistical advantage, isn't it?