The market is a controlled dynamic system. - page 350
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Oleg, it's a good question - the odds
They can't find
Who was looking for? Well, to be able to :))
Who was looking for it? Well, to be able to :))
Read a lot on the subject, tried it.
The delay is disproportionate to the forecast
)
I've read a lot on the subject, tried it out.
The delay is disproportionate to the forecast.
)
Whoa, whoa... What are you talking about? What delay? What prediction? Have you even tried what?
To clarify: At this stage, the first option under consideration is aself-organising system.
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No, it isn't.
The control of both players (both escaping and catching up) is the result of differential operators (each one different). Price is the generating function that sets the dynamics of the players.
So, the players in your model are an abstraction not related to any market players?
So the players in your model are a kind of abstraction, not correlated with any market participants?
By name? Bulls and bears? No, of course not.
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In real data, contact chattering is bound to occur at extremum points. In order to eliminate this it is necessary to introduce a dead zone in one way or another.
In order to organise the insensibility zone it seems necessary to introduce a third player into the game. This would allow the voting mechanism to be used. This seems to me to be preferable. At least for the time being.
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In real data, contact chattering is bound to occur at extremum points. In order to eliminate this it is necessary to introduce a dead zone in one way or another.
In order to organise the insensibility zone it seems necessary to introduce a third player into the game. This would allow the voting mechanism to be used. This seems to me to be preferable. At least for the time being.
That is, the spread is in favour of the market
It's not the spread we're talking about.
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Inthe second option, the operation of the external target selector ("switch") may look as follows:
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The task of identifying the operation of the target setter is set.