Looking for patterns - page 242

 
KGM22:
the very patterns https://profitgate.ru/posts/12629-pojasnenie-k-modeli-cenoobrazovanija.html

This model only describes short-range order and does not deal with long-range order.

In my opinion, long-range order for prices also exists and can be described by Chomsky's theory (generative grammars)

 

Let's assume that the price is influenced by supply and demand (more demand - the price goes up, more supply - the price goes down).

The strategy is simple, everyone has the same investment horizon and risk, and everyone's capital is also equal.

If a greater amount of money was bet on the growth, the price rises by $ 1, and those who bet on the decline, fix the loss and give money to those who guessed (which is distributed among the guessers). if the same amount was bet on the decline, the price drops by $ 1, again there is redistribution of money from losers to winners.

Questions:

1.What will the graph look like?

2.When will this process stop?

 
bilbo_b:

Let's assume that the price is influenced by supply and demand (more demand - the price goes up, more supply - the price goes down).

The strategy is simple, everyone has the same investment horizon and risk, and everyone's capital is also equal.

All the strategy is simple, each move, participants put on the rise or fall. if the largest amount of money was bet on the rise, the price rises by $ 1, and those who bet on the fall fix the loss and give money to those who guessed (which is distributed among the guessers). if the same amount was bet on the fall, the price drops by $ 1, again there is redistribution of money from losers to winners.

Questions:

1.What will the graph look like?

2.When will this process stop?

1) In a fair exchange market this is impossible - the amount bought is always exactly equal to the amount sold.

2) On an unfair market, it is impossible for the majority to win often - it would lead to the bankruptcy of the market operator. Therefore, on the contrary, the minority wins, and the difference between the majority's loss and the minority's gain goes to the organiser. This model has long been invented and is called a "minority game" in game theory. Intuitive considerations say that the price for this model will behave in a flat fashion. My small simulation confirms this assumption. This suggests that the model is unsuitable for describing trends.

 
bilbo_b:

Let's assume that the price is influenced by supply and demand (more demand - the price goes up, more supply - the price goes down).

The strategy is simple, everyone has the same investment horizon and risk, and everyone's capital is also equal.

All the strategy is simple, each move, participants put on the rise or fall. if the largest amount of money was bet on the rise, the price rises by $ 1, and those who bet on the fall, fix the loss and give money to those who guessed (which is distributed among the guessers). if the same amount was bet on the fall, the price drops by $ 1, again there is redistribution of money from losers to winners.

Questions:

1.What will the graph look like?

2.When will this process stop?

These are empty tasks for beginners.

One has to understand what makes market participants engage in exchange?

The players are speculators. Petty traders.

The real exchange takes place at the expense of large firms and banks, i.e. the participants in production and consumption.

 
Aleksey Nikolayev:

This model only describes short-range order and does not deal with long-range order.

In my opinion, long-range order for prices also has a place and can be tried to describe it by means of Chomsky's theory (generative grammars)

The logic of description? In language constructions the thought was that the child pronounces the words and constructions at once and the embedded semantics of the language gives the result of learning. So in rows, syntactic constructions will not give much, and how to approach the semantic constructions of a row.

 
Aleksey Nikolayev:

1) In a fair exchange market, this is impossible - the amount of an asset bought is always exactly equal to the amount sold.

2) In an unfair market, it is impossible for the majority to win frequently - it would lead to the bankruptcy of the market organiser. Therefore, on the contrary, the minority wins, and the difference between the majority's loss and the minority's gain goes to the organiser. This model has long been invented and is called a "minority game" in game theory. Intuitive considerations say that the price for this model will behave in a flat fashion. My small simulation confirms this assumption. This suggests that the model is unsuitable for describing trends.

This model does not contradict the "minority game", in the end one person will take all the money)
 
Aleksey Nikolayev:

1) In a fair exchange market, this is impossible - the amount of an asset bought is always exactly equal to the amount sold.

2) In an unfair market, it is impossible for the majority to win frequently - it would lead to the bankruptcy of the market organiser. Therefore, on the contrary, the minority wins, and the difference between the majority's loss and the minority's gain goes to the organiser. This model has long been invented and is called a "minority game" in game theory. Intuitive considerations say that the price for this model will behave in a flat fashion. My small simulation confirms this assumption. This suggests that the model is unsuitable for describing trends.

I don't understand the conclusion, why the confirmation of flat behaviour does not make it possible to describe trend models? If you add a directional damping component to the model and superimpose a minority game model on it you might get a similar result.

 

Messrs, I have read your comments and I will only say one thing.

With your intellectual level, especially - as a programmer, it is better not to comment on my post.


Ps,I see no point in commenting on your opuses anymore.

 
Renat Akhtyamov:
Of course, it's not bad, to see the logic in three candlesticks. But the topic of pricing is touched, ending with a single figure - price. Please give me a calculation of the current price in three candlesticks

The presented charts show the work of the sequential algorithm that combines three patterns into 1 , showing a variant of calculating and working out the volatility ,

in other words

you have been shown the only algorithm in the world, which can unambiguously answer

1 how many cycles must be completed to form a complete pattern

2 it shows a clear time interval necessary to build this cycle

3 the level of volatility working out is shown

4 the chart of structured price behavior is arranged

In other words,

You are shown the work of the system on which the algorithmsof Renaissance Technologies are basedand if you as a programmer are not able to add 2 +2, then there is nothing more to talk about


PS I do not need to calculate the price level, the task is elementary, from a point R1 to the combination of points R3-B1 it means, "fill" the position at the point R2 and wait for the point R3, which will become a point R3-B1 and so on to infinity, and since only 3 combinations of candles and 5 options for their development work, moreover, the time of their construction is known, why should I bother where it is not needed at all?

 
Valeriy Yastremskiy:

The logic of description? In language constructions the idea was that the child pronounces the words and constructions at once and the embedded semantics of the language gives the learning result. So in rows, syntactic constructions will not give much, and how to approach the semantic constructions of a row.

Semantics is also syntax) just of some other language. For example, when translating a program it is always just rewriting it into another language, and we always translate written or heard speech into some internal language.

On the merits of my comment - in his famous work Syntactic Structures, Chomsky explains that long-range order is important in languages. For example, if we get the word "if" at the beginning of a sentence, it increases the likelihood of the word "that" appearing later, even though there may be other words in between in large numbers.

The approach suggested by the proud comrade above is usually called 'Markovian' and suggests only a close order. Actually, Chomsky pointed out the shortcomings of this method for describing language.

Reason: