Looking for patterns - page 249

 
By the above man with his 3 candles and could not answer the question of pricing. Let's start with the simplest one. One sells for 20, the other buys for 10. The volumes are equal. What price will the market set?
 
Renat Akhtyamov:
By the above man with his 3 candles and could not answer the question of pricing. Let's start with the simplest one. One sells for 20, the other buys for 10. The volumes are equal. What price will the market set?


((20 * volume) + (10 * volume))/2 = 15
 
Aleksey Nikolayev:

I used a formalization of the Mandelbrot method where each price movement at each step is replaced by a polyline of three movements - first movement, correction and second movement.

If you formally define the type of grammar you get something like L-system stochastic, parametric and with context dependence.

I didn't know there were complex entities in fractal theory)))))

And how did it work out? Is the variable a correction or is the first and second movement with some logic too?

 
Valeriy Yastremskiy:

Didn't know there were complex entities in fractal theory)))))

So how did it work out? Is the variable a correction or is the first and second movement with some logic too?

Only valid ones) here's a picture from the internets:

mb

The model parameter turns out to be a functional - a joint probability distribution function of the magnitudes of the three motions. We can calculate this distribution for SB and see if there are significant deviations from it in the statistics for real prices.

I've done enough work with it in my time - Haskell has turned out to be very handy for it. I didn't get much practical use out of it, but it was interesting.)

 
Aleksey Nikolayev:

Only valid) here is a picture from the internet:


The model parameter turns out to be functional - a joint probability distribution function of the magnitudes of the three movements. We can calculate this distribution for SB and see if there are significant deviations from it in the statistics for real prices.

I've done enough work with it in my time - Haskell has turned out to be very handy for it. Not of any particular practical use, but it was interesting.)

It's a pity the inverse task for today in the open, for a given structure to fit the L-system.

Rules can be selected by applying them from a larger TF to a smaller one and see the hit accuracy. There is something to that, of course.

Haskell, Rust... )))) I haven't finished reading Python yet)

Certainly more convenient for mathematics, that's what it was written for.

 
Aleksey Nikolayev:

Only valid) here is a picture from the internet:


The model parameter turns out to be functional - a joint probability distribution function of the magnitudes of the three movements. We can calculate this distribution for SB and see if there are significant deviations from it in the statistics for real prices.

I've done enough work with it in my time - Haskell has turned out to be very handy for it. Not of any particular practical use, but it was interesting.)

They gave me a Nobel Prize for the theory of auctions... And this is a more limited task)))))

 
Valeriy Yastremskiy:

Haskell, Rast... )))) Python hasn't finished yet)

Of course it's better for maths, that's what it was written for.

For mathematicians there's Coq, which is a very entertaining and brain destroying toy) Although, it is still used for program verification.

Valeriy Yastremskiy:

Something in it, of course.

Good exercise for the mind)
 
Aleksey Nikolayev:

For mathematicians there is Coq, which is a very entertaining and mind-blowing toy) Although, it seems to be still used for software verification.

Good exercise for the mind)

Yes, the things they can think of to find their users. Interesting stuff. You can really rack your brains on coinductive data types...

It never hurts to get a good charge, especially a regular one)

 
Evgeniy Chumakov:


((20 * volume) + (10 * volume))/2 = 15

ok. now a trader comes in and buys at 15, volume

which of them benefits and what happens to the price?

 
Renat Akhtyamov:


I always read your posts with admiration - you really penetrated into all the mysteries and hidden mechanisms of financial markets, you have grasped their essence...

I have one question that worries me (and many other newbies): how can I get a link to your signal or PAMM?

Reason: