Discussion of article "The price movement model and its main provisions (Part 2): Probabilistic price field evolution equation and the occurrence of the observed random walk"
The theory is certainly well described. Thank you for your labours. I would like to turn the topic into a practical direction, maybe there is some conditionally free quantum oscillator, which can be chased by neural networks to search for alpha? Is there any research in scientific environment, is there any sense in googling?
Thank you for the evaluation of the work.
This model, the use of such mathematical apparatus for its disclosure and the obtained conclusions are entirely my development. It is useless to google here .
However, a long time ago on the forum one person said that in the West someone modelled price movement by waves in a certain continuum and got good results in price forecasting. I have not come across anything else like that. Google it and, if you find it, post it here. It will be interesting.
There are no indicators that predict price jumps (or, more precisely, as you have correctly noted, show probabilities of price appearance at this or that level) and forecast these levels on the basis of the presented analytics. I have yet to write them.
Thank you for your appreciation of the work.
This model, the use of such mathematical apparatus for its disclosure and the obtained conclusions are entirely my development. It is useless to google here .
However, when a long time ago on the forum one person said that in the West someone modelled price movement by waves in some continuum and got good results on price forecasting. I have not come across anything else like that. Google it and, if you find it, post it here. It will be interesting.
There are no indicators that predict price jumps (or, more precisely, as you correctly noted, show probabilities of price appearance at this or that level) and forecast these levels on the basis of the presented analytics. I have yet to write them.
I've heard of Dukascopy too, a mythical creature like Gunn.
A cursory search really doesn't find anything, there are some indicators like quantum levels and channels.
I've heard of Dukascopia too, a mythical creature like Gunn.
A cursory search really doesn't find anything, there are some indicators like quantum levels and channels.
The subject of your articles is very interesting and coincides with the latest scientific approach of description of any systems by means of mathematical tools used in quantum mechanics and nonlinear dynamics.
The only, in my opinion, essential flaw in your hypothesis is giving the factor of randomness a fundamental importance. There is nothing random in the world - if stars are lit or stock exchanges are opened, it means that someone needs it. According to Bayes, probability reflects the measure of our ignorance. In this case, the markettaker simply doesn't know when the maker will make it, but it will happen with over 90% probability. The laws of functioning of society, including economics, were derived by Zipf and Pareto, Mandelbrot also has interesting ideas on this topic.
Using mathematical apparatus to study stock exchange waves is a very promising direction. But here we need to go to Elliott, and dig much deeper, in philosophical terms, to the ontology of the Pythagoreans.
The topic of your articles is very interesting and coincides with the latest scientific approach of describing any systems using mathematical tools used in quantum mechanics and nonlinear dynamics.
The only, in my opinion, essential flaw in your hypothesis is giving the factor of randomness a fundamental importance. There is nothing random in the world - if stars are lit or stock exchanges are opened, it means that someone needs it. According to Bayes, probability reflects the measure of our ignorance. In this case, the markettaker simply doesn't know when the maker will make it, but it will happen with a probability of over 90%. The laws of the functioning of society, including economics, were derived by Zipf and Pareto, Mandelbrot also has interesting ideas on this topic.
Using mathematical apparatus to study stock exchange waves is a very promising direction. But here you need to go to Elliott, and dig much deeper, in philosophical terms, to the ontology of the Pythagoreans.
Thank you for your interest in my developments and their evaluation.
Regarding the genesis of randomness. Fundamental randomness is a model and for analytical description here (because of fundamental ignorance of particularities) it is impossible to use anything else (and has no practical use). Further, I use quantum apparatus, and there randomness, in most modern interpretations of this apparatus and quantum reality described by it, is of principal character.
Thank you for your interest in and appreciation of my designs.
Concerning the genesis of randomness. Fundamental randomness is a model and for analytical description here (because of principal ignorance of particularities) it is impossible to use anything else (and has no practical use). Further, I use quantum apparatus, and there randomness, in most modern interpretations of this apparatus and quantum reality described by it, is of principal character.
Whether our world is random or it is rigidly determined by its Creator is a question with thousands of years of history. If in principle we consider the world as some Whole having some formula of evolution, then in principle we can reach this formula and use it. And if you consider the world as a random fluctuation, you will not be able to do anything new and serious. You can read about the crisis in fundamental physics (and science in general) at kniganews.org/.
If you try to make a working Expert Advisor based on your model, you will see that theory and practice in this case are very far from each other, which is typical for all theories, indicators and Expert Advisors related to economics.
The reason, first of all, I see in the fact that in the best case the kinetic - visible - energy of the field of interaction of various forces is described. The field potential has never been considered (to my knowledge). Your desire to understand the mathematics and physics of stock market fluctuations will certainly encounter this problem, and probability theory will not help you to solve it.
In general, I am a humanist by education, and I approach to understanding of quantum structure of the world from the other side - from the side of metaphysics.
Whether our world is random or it is rigidly determined by its Creator is a question with thousands of years of history. If in principle we consider the world as a Whole with some formula of evolution, then in principle we can reach this formula and use it. And if we consider the world as a random fluctuation, then nothing new and serious can be done. You can read about the crisis in fundamental physics (and science in general) at kniganews.org/.
If you try to make a working Expert Advisor based on your model, you will see that theory and practice in this case are very far from each other, which is typical for all theories, indicators and Expert Advisors related to economics.
The reason, first of all, I see in the fact that in the best case the kinetic - visible - energy of the field of interaction of different forces is described. (1) No one has ever considered the field potential (to my knowledge). Your desire to understand the maths and physics of stock fluctuations is bound to run into this problem, and probability theory will not help you solve it.
(2) In general, I am a humanitarian by education, and I approach to understanding of quantum structure of the world from the other side - from the side of metaphysics.
(1) If you look at equation (10) of this article, there appears a potential in which the price wave field propagates.
(2) I am a professional physicist and of course I approach to understanding of quantum structure of the world from the side of physics, but your opinion is as important to me as any outside view on the problem. After all, such a view can bring fresh ideas.
(1) If you look at equation (10) of this paper, it involves the potential in which the price wave field propagates.
(2) I am a professional physicist and to understanding of quantum structure of the world, of course, I approach from the side of physics, but your opinion is as important to me as any outside view on the problem. After all, such a view can bring fresh ideas.
Could you please tell me how to calculate this potential?
Somehow I have posted in many places a problem related to this topic. No one has solved it yet. Could you take a look and suggest something?
(1) Can you please tell me how to calculate this potential?
(2) Somehow I have posted a problem related to this topic in many places. No one has solved it yet. Could you please take a look and give me some hints?
(1) This problem is complex and I don't have the final algorithms to solve it yet. But the way is as follows.
If the price movement is finite, and it is finite (the price does not jump to infinity and does not fall to zero), then the potential has the form of a pit, which leads (when solving equation (10)) to the appearance of a set of discrete levels. These levels, in principle, can be identified somehow from price history charts and , having solved the inverse problem, i.e. having a set of levels and equation (10) at our disposal, we can find an analytical expression for the potential and study it.
(2) You need to learn to formulate problems more correctly (correct formulation of a problem is almost half of its solution) and to imagine correctly what happens in what you describe (I understand that you imagine something, but in exact science it is necessary to formulate it correctly).
Firstly, your equation h = sqrt ( R ^2 - ( nt )^2) is just a circle equation, the trajectory will go to the point t < R / n , further it will become perpendicular to the time axis and the root will be complex.
Secondly, qualitatively identical force fields from different sources (if any) interfere, generating a single field, and there are no crossings of the lines of a single force field.
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New article The price movement model and its main provisions (Part 2): Probabilistic price field evolution equation and the occurrence of the observed random walk has been published:
The article considers the probabilistic price field evolution equation and the upcoming price spike criterion. It also reveals the essence of price values on charts and the mechanism for the occurrence of a random walk of these values.
There are currently two main types of access to foreign exchange liquidity.
The main liquidity providers have complete information about their depth of market with bid and ask prices and their volumes. Based on the lower boundary of sell offers, the provider determines the Ask price for its customers, and from the upper boundary of buy offers, the provider forms the Bid price. In other words, the reducible price, in fact, consists of two components. Speaking about the wave field of the price, we mean one of these components.
The corresponding prices, in essence, are determined by all those traders, associated with the quotes provider, who form their orders based on their market data. All market participants receive their data from a single information space for the whole world. Data is obtained almost instantaneously. Therefore, the price is reduced not only by the provider alone but also by its multiple clients whose role in the formation of price values is much greater than the role of the provider itself. Besides, due to the unity of the information space and the instant access of clients to it, the prices reduced by different liquidity providers turn out to be much similar.
Now let's talk about the ontology of the relation between reducible prices and emergent price waves. To reveal the topic, let's make a block diagram presenting the main elements of the complex system of relationships between the probabilistic and the reducible elements for the market.
Author: Aleksey Ivanov