The market is a controlled dynamic system. - page 238
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The first thing to do is to define what constitutes a controlled dynamic system and how this relates to the market, a phenomenon seen by many as random and chaotic.
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I will correct this later ...
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Let's start with that again. Does UDS refer to TC or market behaviour?
TS is built according to the market behavior. There are an infinite number of TS variants.
We always presume the future behavior of the symbol price. We predict that the price will pass in the necessary direction for us to gain some profit. What am I wrong about?
Good. Let's go back. And let's start at the beginning.
First, let's look at the definition of a dynamic system, and understand what a dynamic system is. Then let's try to understand how a dynamic system can be controlled.
For this I will make not only illustrative pictures, but also a couple of videos to see the dynamic system live, so to speak. But that will take some time.
Start completely from the basics, don't forget that there are noubs here, give a definition of a dynamic system. And the UDS, too.
That's exactly where we start, withthe definition of a dynamical system-- that's what I said just above. This already assumes some familiarity with differential equations. Or are you suggesting that we start with elementary arithmetic, just from the basics?
And maybe a simple enough variant of avoiding autoregression would be multiple regression? Predict the price of one currency pair based on prices of several currency pairs different from the desired one. And it would be convenient to use tester optimization to identify patterns and select input and output pairs.
This scheme is more complicated to implement than autoregressive one, but it is quite suitable for traditional testing and optimization, so the results will be quite clear.
Currency pairs are dependent, to put it mildly, on the papa, the dollar. And the papa depends on a mass of continuous and discrete factors.
Multiple regression doesn't cut it, imho, nor does autoregression, although the sermatic counterpart of the latter does. It's about simple graphical analysis.
I agree with Oleg's argument about the impracticality of statistical methods at trend change points (the most interesting points), but I would like to clarify: not only statistical methods, but any methods that imply evaluation by set of previous values, i.e. averaging data for some fixed period.
Let's start there again. Does UDS refer to TC or market behaviour?
The TS is built according to market behavior. There are an infinite number of variants of TS construction.
In any case we suppose the future behavior of the symbol price. We predict that the price will pass in the necessary direction for us to gain some profit. What am I wrong about?
And the "Market" is a controlled dynamic system.
And the "TS" is a controlled dynamic system.
And the "Market&TC" is a controlled dynamic system.
Another thing is that they have different objectives and tasks, different signals, different inputs/outputs.
Figuratively, we can think of the Market as a winding river and the TS as a boat.
'Bridge' of hot plasma 10 million light-years long between two galaxy clusters.
http://www.nkj.ru/news/23581/
It's just cell division
Currency pairs are dependent, to put it mildly, on the papa, the dollar. And the papa depends on a mass of continuous and discrete factors.
Multiple regression doesn't cut it, imho, nor does autoregression, although the sermatic counterpart of the latter does. It's about simple graphical analysis.
I agree with Oleg's argument that statistical methods do not work at trend change points (the most interesting points), but I would like to clarify: not only statistical methods, but any methods that imply evaluation by set of previous values, i.e. averaging data for some fixed period.
Unfortunately, I haven't seen anything close to that in the code.
There is such a thing, but I'd really like to try multiple regression. Daddy's daddy, but kids aren't always linearly obedient.
Unfortunately, I haven't seen anything close to that in the code.
Everything is always tied ONLY to gold and war. Before a war, EURUSD always goes down - during a war it goes up... This suggests that before a war the dollar goes up in price, and during a war, of course, it goes down in price.
Then comes oil, gold, etc.
But, the market - starts not in the spatial time continuum but at the beginning =) Which can be found on the minutes, and apparently just expand