Discussion of article "Universal Regression Model for Market Price Prediction" - page 4

 
Academic:

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 big picture, even some even just a "model".

Please read the article carefully, then I will answer all your questions, but for now I will inform you that Forex is no different from other markets, where market prices are formed, by the regularities described in the article, it is just dynamic, and this factor is easily taken into account when forming the value of the constant time of the process according to the formula (13).
 
Academic:
Excuse me, who knows? The robot knows what is the scheme (model, essence, principle, algorithm - it doesn't matter) of how the price is formed on the market? Perhaps I don't understand, I apologise. But could you somehow more clearly state your thought, I'm afraid that I did not understand. Especially, you said that you have already considered several times, "the way of reasoning", I searched, but still I do not understand.
yosuf 2011.02.08 04:47 2011.02.08 04:47:53 #
Vita:
According to the legend of the above graph P1 is a dark blue smooth curve. Is it it somewhere from the 38th count showing the prediction?

1. Up to the 38th point the robot is engaged in 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 harm 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 that is 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 values of prices 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.

 
yosuf:
Please read the article carefully, then I will answer all your questions, but for now I will inform you that Forex is no different from other markets, where market prices are formed, by the regularities described in the article, it is just dynamic, and this factor is easily taken into account when forming the value of the constant time of the process according to the formula (13).
In general, it is clear, "avalanches of orders" is another schizoid idiocy.
 

yosuf:

... thus the former calm curve gets a scary look, bifurcates, on the left it becomes like a swallow's tail, on the right it becomes like rails, indicating pincers of future possible amplitude maximum and minimum values of prices with throwing a stick across the rails, indicating a possible moment of trend change and constantly moving it along the rails pincers of prices indicating changes of the moment of trend change ...

you can also use chicken giblets....
 
Academic:
I see, "order avalanches" is just another schizoid idiocy.
It was said figuratively
 
yosuf:
Please read the article carefully, then I will answer all your questions, but for now I will inform you that Forex is no different from other markets, where market prices are formed, by the regularities described in the article, it is just dynamic, and this factor is easily taken into account when forming the value of the constant time of the process according to the formula (13).

yep, we should introduce 6, no better 7 decimal places for currency quotations - the dynamism will become even greater ;)

Have you tried to analyse how much currency passes during a week in %, and during a month? The dynamics is amazing, there are seasonal trends and economic component.

 
C-4:
Another attempt to stretch the market on a "brilliant" mathematical function. Of course, without an open EA and convincing results of testing at least on history.
Give me a small piece of the market and I am also interested in how the robot will figure it out, whether it will be able to change your mind. From this moment, let's temporarily leave theory questions alone and try to bring the robot closer to traders or bury it, and without bias and according to some scheme that someone may suggest. Gentlemen, let us calmly understand and start with a plan of rigid testing of the robot. Let everyone say what abilities of the robot should be publicly tested, what requirements should be set before it. I propose to do this: I have real statistics, provided by Alsu from a thousand ticks. Let's start the robot at the beginning of the path and see if it can reach the 1001st point with a profit, with what or will be in the minus. I guarantee the purity of the experiment, as I am interested in it myself. Your opinions? That is, we will not demand any forecast from the robot, but we will judge by the results of possible trades, I think the understanding of the theory lacks just such a rigid experiment.
 

Yusufkhodja,

please answer the question about the dimensions in the equations

H(t) = V(t) = β*m

и

D(t) + H(t) + P(t) = D0.

 
yosuf:
Give me a small piece of the market and I am also interested in how the robot will understand, whether it will be able to change your mind, from this moment, let's temporarily leave theory issues alone and try to bring the robot closer to traders or bury it, and without bias and according to some scheme that someone may suggest. Gentlemen, let us calmly understand and start with a plan of rigid testing of the robot. Let everyone say what abilities of the robot should be publicly tested, what requirements should be set before it. I propose to do this: I have real statistics, provided by Alsu from a thousand ticks. Let's start the robot at the beginning of the path and see if it can reach the 1001st point with a profit, with what or will be in the minus. I guarantee the purity of the experiment, as I am interested in it myself. Your opinions? That is, we will not demand any forecast from the robot, but we will judge by the results of possible trades, I think the understanding of the theory lacks just such a rigid experiment.
Considering that 1001 ticks will be either positive or negative, the probability of the robot's output in plus on 1001 ticks is equal to 50%. And seriously, I understand that the robot is still only at the stage of creation. So we can't talk about anything yet. After such a robot is created, it would be good to monitor its work on Onyx and run it for at least two or three months in public (with open trades, for example). Then, depending on the results, we can talk about something further.
 
alsu:

Yusufkhodja,

please answer the question about dimensions in equations

H(t) = V(t) = β*m

и

D(t) + H(t) + P(t) = D0.

1. $/h = $/h = $/h*(0.....1/e.....0)

2. $ + $/h*1h + $ = $