Discussion of article "Universal Regression Model for Market Price Prediction" - page 3
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
I apologise, but I have a question at once.... And it is precisely in order to better understand your view, and then to specify something competently.
Tell me how the price is formed in time on Forex and other similar markets. Let's say there are participants, they are there EN kinds, ..... they have done this and that, let's say sellers have placed their offers and buyers their bids. Well, in general, describe the general picture, even a certain even just a "model".
I apologise, but I have a question at once.... And it is precisely in order to better understand your view, and then to clarify something competently.
Tell me how the price is formed in time on Forex and other similar markets. Let's say there are participants, they are there EN kinds, ..... they have done this and that, let's say sellers have placed their offers and buyers their bids. Well, in general, describe the general picture, even a certain even just a "model".
The robot knows this, we have traced and examined the path of its reasoning several times, we will do it again in the light of your questions a little later
You didn't read the article or didn't pay attention to it, where it is approximately as follows: since imperatives (4), (5), (9) and balance (19) turned out to be true, we conclude that all the assumptions made are true, I recommend you to read the article more carefully again in order to better clarify this situation for yourself
So, according to you, the fact that three randomly taken (and this is exactly so, because, I repeat, there are no logical explanations for it in the article) functions sum up to give an identical unit is a proof that these functions rule the Forex market?
No. It's a good and valid question about the dimensionality of quantities that you didn't answer. So what about the dimensions P, D and H?
By the way, do you happen to know whether articles are deleted in general, or are they deleted as soon as they get into the anals, and that's it - forever?
Why delete it? Imho, the main purpose of the article is to stimulate the desire to think and create something independently from the MQL5 point of view.... and if everything is laid out in the article and a ready-made Expert Advisor hangs in the attachment, it will be time to hang the Closed sign on Forex:-))))
1. Up to the 38th point the robot is engaged in the analysis of facts and their approximation by formulas (11)-(14), and then it starts to evaluate the situation, formulate verdicts regarding its further behaviour on the market and determine the trading strategy by formulas (15)-(19), by the way, it does this starting from the third point continuously, as information from the market arrives, even in the form of ticks, it manages to do all this before the next tick, no matter how short or long they were. With two points - the robot is blind and helpless, but it does not bring harm to its master, it does not even analyse the market, the robot and the whole trading process is triggered by the third point or tick, as you wish, and from the fourth point it is ready to launch an avalanche of orders in the necessary direction, if the situation on the market and the condition of justifying the spread in the multiplicity set by the master allows it
2. This seemingly calm at the moment, appraisal-forecasting line, to which you point, is a trace of the moment when the robot with all its fantastic power collapsed with an avalanche of sell orders and calmly earns without seeing any fear in the foreseeable future, but at any moment, which he himself determines, he immediately closes all orders, at that the former calm curve acquires a terrible look, bifurcates, on the left side becomes like a tail of an avalanche of orders.similar to the tail of a swallow, on the right to the rails, indicating the ticks of future possible amplitude maximum and minimum price values with a stick thrown across the rails, indicating a possible moment of trend change and constantly moving it along the rails of price ticks indicating changes in the moment of trend change according to formulas (11)-(19), as the forum participants yesterday during the testing of the robot to create an expert for mt4 on the programme made in exel, even one of the participants asked: this terrible kind of curve you call forecasting, nonsense, and I postponed for later the announcement of such a situation
Having read the threads, I see that forumers have some difficulties in understanding your ideas. I believe that if you post a dozen pictures with forecasts and descriptions, we will understand you better. For your article says:
Now the regression equation (10b), for predicting the market price P(t), takes the following final form:
You also give a graph of the "calm at the moment, approximation-prediction line".
Then suddenly "the calm curve gets a scary look, bifurcates!!!, on the left side it becomes like a swallow's tail, on the right side it becomes like rails indicating ticks of future possible amplitude maximum and minimum values of prices with a stick thrown across the rails indicating a possible moment of trend change and constantly moving it along the rails ticks of prices indicating changes of the moment of trend change according to the formulae".
It's not quite clear how your forecast formula bifurcates. Without picture explanations it's not always clear where the raw data is, where the forecast data is, etc etc etc. Please post real currency forecasts or at least pictures. And more details, please, instead of metaphors like "the robot with all its fantastic power collapsed with an avalanche of orders".
A good valid question with a hasty incorrect, in my opinion, auto-answer
1.According to my newly proposed vision of dynamic transient processes, the philosophy of the process, you postulated: Let us also assume that the change in market price P(t) with the passage of time t from the beginning of the impact of the specified force, continuously increasing from zero value by some, unknown to us yet, regularity, tends to reach the value P(∞) = D0 in infinity. So, you have predetermined the development of price from the beginning of the impact to ∞. - I have divided the whole cycle from the moment of price destabilisation to its completion into three periods-future (L), present (M) and past periods. - These three periods are equivalent, speculative, as they do not follow from your modelling postulates and are named so only by virtue of your arbitrariness. Further you postulate again without any grounds, though you already hide it from yourself: It turns out (from where? from your arbitrary assignment?), in this process the primal is the integral unit function (L), as can be seen from (1) and (6). - There is only a Mechmatist approach to the market here, namely, maths is there, mechanics is there, the market is not. - How is it formed and why is the market driven by the future? - You are the one who called part of your rigorously postulated impact development "the future". It's not the future of the market. It's just part of your model. Don't imagine that the impact development predetermined by your model points to the future of the market until you can confirm it. How do you realise this fact? - Very simply, you are locked into your logic. By speculative splitting you reflect your postulate back to yourself and suck the supposed paradox about the future out of it. Your model is not yet synchronised with the market, so it is too early to ask rhetorical questions about what controls what. There seems to be a contradiction with our ideas about the causes of market destabilisation, it seemed to be linked to the past. I decided to understand this inconsistency in the following way: before price destabilisation first tensions build up (tensions - is this another phantom of the market? the essence and the formula, please post it), the market tries to stabilise the market by the law of supply and demand, but the residual unhappy tension accumulates into a unit function (L) to hit the market at a certain moment of time ,taken by us as t=0 with the first stabilising, from the point of view of the market, (and from our point of view - destabilising) portion, increasing the price by an amount proportional to the non-unitary function (M1), having the maximum possible value 1/e = 0.3678... The next portion (L) pushes the first portion (L), which was numerically equal to (M1), into the past, which gradually add up in the past (i.e. all the pushed back portions (M)) to form a unitary (because all the unitary (L) eventually passes into the past through the present (M)) integral (because all (M) coming from the present are summed up) function (S), which will eventually absorb all (L) through (M). The new price is fully formed on the market, the tension is removed, from the point of view of the market and it should seemingly calm down. Mathematically, this process is shown by two formulas without numbers between formulas (8) and (9). Your maths is related to the market only by metaphors and rhetorical questions. Please bother to show the predictive power of the model - how your regression predicts price. What you have demonstrated so far predicts price no better than the MA50, which also "with all its fantastic power has unleashed an avalanche of sell orders and is quietly making money..."