Grail indicators - page 8
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1. You can safely use something without understanding it.
2. The market is not "overpowered" by any algorithm, leave this fatal business and invest in pamm, it uses a simple idea - the inertia of the process.
And no huge number of transactions - a maximum of one per day.
Where is PAMM and will there be an acceptable (friendly) offer?
In al pairs.
B(c)=f(P(c),H(c))
f-? :) These formulas are of no use. You have to study the processes - their internal times and phases. In the market it is complicated by the fact, that there are a lot of processes and their price is resulting, processes are not periodic (period in astronomical time is not a constant) and they change.) It remains to consider only part of the processes and expect that they will not disappear quickly.
We are looking for this f and trying to find the internal process time, which should lead us to the market phases you mentioned.
It is clear that everyone is searching for f. But writing it in formulas does not bring us any closer to the solution of the problem.)
A conversion error has crept in unnoticed. The statements are incorrect:
then past == P(in)=H(in-1),
and the future == B(c)=H(c+1).
P(c) and B(c) are integral functions, while H(c) is a differential function and they cannot be equated in this way.
B(c) = 1- E
E = Integral(from 0 to t) (t/τ)^(n-1)/G(n)*exp(-t/τ)dt - introduced, by me, function, so that E=H(in)+P(in) .H(c)= (t/τ)^n/G(n+1)*exp(-t/τ)
P(B) =Integral (from 0 to t)(t/τ)^(n)/G(n+1)*exp(-t/τ)dt
G(n+1) =Integral(0 to infinite) x^n*exp(-x)dx -Hamma Euler function
G(n+1) = 1*2*3*....*n = n! - for integer values of n;
The sign of the integral is not shown, I think you will see.
OK, let's clarify if I understand the formulas you wrote out correctly.
1) With Euler's gamma-function it is clear, there are no questions. And since the counting is in bars, n is integer. So everywhere we use G(n+1) = 1*2*3*....*n = n!
2) H (c)= (t/τ)^n/G(n+1)*exp(-t/τ)
This is the current present
Here n and t are parameters. And the task is to choose these parameters for the nearest fit to the actual data.
Have I written out the formula correctly? I honestly have my doubts about the correctness...
Confirm or clarify -- and then let's move on.
OK, let's clarify if I understand the formulas you wrote out correctly.
1) Euler's Gamma function is clear, no question. And since the counting is in bars, n is integer. So everywhere we use G(n+1) = 1*2*3*....*n = n!
2) H(c)= (t/τ)^n/G(n+1)*exp(-t/τ)
This is the current present
Here n and t are parameters. And the task is to select these parameters for the nearest fit to the actual data.
Have I written out the formula correctly? I honestly have my doubts about the correctness...
Confirm or clarify -- and then let's move on.
Perhaps, in our case, n is the largest conglomerate of banks, funds, market makers, traders, ...., deciding the fate of the price and not necessarily an integer. This is only a guess, to be honest I admit that the role of this parameter is not completely clear to me, I am only convinced that such a parameter must exist.
The formula itself is correct. But you are wrong in interpretation of n. In my case n is the number of ideal mixing cells in the black-box model, in this case the market, while tau is the process time constant linking our time with the process time of which Awals spoke, and he absolutely correctly understands it as internal process time and both these parameters are to be found by fitting, as you say, to actual data. Perhaps, in our case, n is the largest conglomerate of banks, funds, market makers, traders, .... who decide the fate of the price and not necessarily an integer. This is just a supposition, frankly speaking, I confess that the role of this parameter is not completely clear to me, I am only convinced that such a parameter must exist. Here t is just the number of bars symbolizing time. The ratio t/tau normalizes the function and the ratio itself indicates the degree of completion of the process. For example, if the ratio = 3, the process (trend) is 80% complete, 4 - 90%, 5 - 95%, 6 - 97%, 7 - 99%, ..... Note that this function H(c) does not describe the price itself, but its increment (loss) for each bar, and you should also enter the proportionality factor (beta), because it is a normalized function, i.e., price increment (t) = (beta)*H(c) or price increment (t) = (beta)*H(t, n, tau).
Given what you have just said, I need to rethink my understanding and interpretation.
The behaviour of this function in itself is very interesting.
.
The behaviour of the function in time tau is very similar to some kind of transient process. In this case the parameter n appears to be some measure of the speed of the transient:
With what you just said, I need to rethink my perception and interpretation.
The behaviour of this function in itself is very interesting.
.
The behaviour of the function in time tau is very similar to some kind of transient process. In this case the parameter n appears to be some measure of the speed of the transient process:
BEAUTIFUL!!! Pleasant and interesting to read...
Let's come to a common denominator... create variants of trading conditions, take-stop levels, other parameters for exposures...