From theory to practice - page 251

[Vizard_]

Maxim Dmitrievsky: I think it's a DC bot.

I wish I had something to think about)))

[secret]

Serge:  Do you know it or is it a guess?

K2 wrote about this somewhere in the middle of the thread.

Serge: A normal bot should do much more than just buy/sell commands.

Well yes, for example 99% of my code is technical risk handling. But we are talking about strategy here.

[Maxim Dmitrievsky]

Vizard_:

I wish I had something to think about)))

If only there was something to think about

[Alexander_K2]

Vizard_:

I wish I had something to think about...))

Welcome back, Maestro! Don't leave us, you foolish children, any longer! And Fa and Yusuf have disappeared... Boring...

[secret]

Novaja:  Can you suggest something else to read?

What topic? If it's about random processes in general, I wouldn't advise you to go into a lot of formulae, it's not very useful, it's more important to understand what you're doing.

[Violetta Novak]

bas:

What topic? If about random processes in general, I would not advise to go deep into the formulae, it is of little use, it is more important to understand the essence of what you are doing.

Somewhere I also said it, or wrote to someone, the main thing is to understand the process, and the formula will be found. Yes, on the subject of random processes, control, boundary states of these processes at transition from one to another, well something like that, your experience will prompt)))

[secret]

For example:https://www.twirpx.com/file/431721/

You can also watch lectures - Small SHAD, Savvatev, etc. https://www.youtube.com/watch?v=UXhM8owABL8

But none of these are directly profitable :)

[Andrei01]

Alexander_K2:

But for Markovian processes there are diffusion equations. Everything is clear and straightforward.

And why not apply classical algorithms to Markovian processes?

http://speech-text.narod.ru/chap4_2.html

[Maxim Dmitrievsky]

Andrei:

Why can't classical algorithms be applied to Markov processes?

http://speech-text.narod.ru/chap4_2.html

If there was a pseudo-Markovian process they would have already applied it, but VisSim seems to be unable to dig it out now)

[Andrei01]

Maxim Dmitrievsky:

If there was a pseudo-mark process, it would have been applied by now, but VisSim seems to be unable to get it out now)

Where does the postulate that a price process is non-Markovian come from? Precisely the condition of Markov process is fulfilled, that the future does not depend on the past and the present is fixed...