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what about translating the strategy into a system of linear equations?
What is it?
y(x)=k*x
It's not like it's a system. It seems to be a function in general.
By the way, y(x)= a*x^2+b*x+c and higher order are also linear. At least the regression is considered linear.
Stop!
Gentlemen, this is a serious thread, have some conscience!
Petros wanted to create a club for pros, it seems to me that there's no better alternative than this thread in the algotrading forum.
It's not like it's a system. It's a function, I think.
But we have two coordinates x and y, and x is known.
so there's no system of equations and there can't be one.
but we have two coordinates x and y, and x is known
so there's no system of equations and there can't be.
What is it?
this is theory....
any graph can be plotted as a linear equation, logically it is sufficient to map the definition area of the strategy to the current data - in order to immediately calculate the necessary parameters for the strategy. - Bypassing the fact of optimization itself. - This is of course the ideal.
Although I think we should start with small steps - like a simple construction of these systems. And in general it solves only a narrow segment of the financial market issues (namely, only a part of such a narrow sphere as technical market analysis) - which in fact tends to destroy any desire to think in this direction..... probably for nothing.
this is theory....
any graph can be plotted as a linear equation, logically it is sufficient to map the definition area of the strategy to the current data - in order to immediately calculate the necessary parameters for the strategy. - Bypassing the very fact of optimisation. - Although I think it is necessary to start small steps - like a simple construction of these systems. And in general it solves only a narrow segment of the financial market issues (namely, only a part of such a narrow sphere as technical market analysis) - which in fact tends to destroy any desire to think in this direction..... probably for nothing
the market is a reflection of different events. So to consider one strategy without filtering the other is simply silly at the very least. For example, according to the seasonal report every year in November, gas prom goes up (I bought it on October 25th by the way) ..... But you should not buy blindly but break it down into a number of different subsystems.
1 theory - if gazprom rises, demand for gas increases, which increases revenue.... which means the colder the winter in the west the more stable the growth should be.
But even if the opposite is true and there are three or four consecutive years of losses, it does not mean anything and very strong growth does not justify one strategy in its pure form.
Theory 2 - overbought/oversold market.... it is logical that if gasprom has rallied till November, then you should not buy it.
3 theory - the news, for example, there is also information about sanctions and other negative news.... on production for example
the 4th theory - gasprom's seasonal movement in November usually with no influential factor in points 2 and 3 (since they will just overlap all the seasonality and can even give a wrong direction)
5,6 - Let's add either levels or other patents to all of this
7 - Enter into the transaction by strategy - something in the style of smeared input for example by signals (.... on the pullbacks in other words)
Now we have considered only one trade
Personal request - don't call me by my name (I don't think you do it on purpose). Just call me Peter.
And don't try to think for me what I wanted to create in this thread. The first post is very clear.