a trading strategy based on Elliott Wave Theory - page 113

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Uh-huh, solving the deflection boom went through integration and eventually led to quadratic forms. <br / translate="no">


Now that's more interesting.
 
See here http://www.physdep.isu.ru/kosm/method/obsh/lab/1-5.pdf
and here http://ums.physics.usu.ru/nphysi/Lab4.pdf


To be honest, I don't really understand where the quadratic shapes come from. Well, never mind. :о)
 
I remember vaguely :) Take the cross-sectional slice dx, multiply by the slice area S, get dV.
Multiply by the density ro, you get mass. This mass begins to pull the remaining piece of bar with a force F, which in turn causes deformation in the cross section, proportional to the coefficient k. This displacement of the upper layers with respect to the lower ones gives the angle alpha, in vertical direction, proportional to sin(alpha). For small dx we have small alpha, then we can write dShift proportional to alpha and proportional to dx. Then we start piling up all these microdisplacements in the integral via the xdx construction => here we have quadratic forms. True, all this is unreliable, because I can not remember where I got the Taylor expansion, and why neglecting the third order term I managed to reduce the formula very nicely. I only remember that I had to do about 20 transitions/transformations from formula to formula. And I seem to remember the name of the author of the physics textbook where the initial plan of formula derivation was shown. His surname (if I am not mistaken) was Strelkov, published around 50-60s.
 
Then we start piling up all these micro shifts in the integral via xdx construction => here you have quadratic forms


It may well be, although still not very clear where exactly the quadratic forms come from. As far as I remember, they somehow managed to do without it (I mean, without quadratic forms). But never mind. :о)))
 
Gentlemen, there is a philosophical question. Suppose we have defined some function, U=f(P), where
U is the potential energy of the system
P - price
Can we argue that, let's say, some local extemsems of potential energy, will correspond to overbought and oversold zones?
 
Can it be argued that, let's say, certain local extemes of potential energy, will correspond to overbought and oversold zones?


There is a thing called physical sense. Whatever theory or model you take, it is full of letters (U, P, ...). And between them there are all sorts of connections. They are based on a couple of abstract assertions (potentiality, the law of conservation...). And the art begins when someone comes along and says: U is potential energy, P is price and the price field is potential because ... . Then all these variables and statements acquire a physical meaning. And with it, the results (i.e. predictions) of the model take on meaning.

I don't think it is necessary to say that if something is mixed up in all this, the model's conclusions will not correspond to reality.

So, anything can be said. What matters is what physical meaning your model has. It may be true for some models, but not for others.

For example, in a model associating the market with a physical pendulum, price fluctuations occur around an equilibrium position. In this model, it would be wrong to say that minima of potential energy correspond to oversold conditions and maxima correspond to overbought conditions.
Precisely because it would not correspond to the physical meaning of the model.
 
It was not an assertion. It was a question, in the process of research. In general I agree, it won't fit, due to one thing - physical sense. Just getting some kind of potential energy curve for the channel, the idea of "squeezing" a bit more out of it, an additional characteristic. But that's all out of "greed" :o))))
 
2 Rosh
Ran a primitive swing EA (it was hard to resist :) )

I finished building channels the other day and decided to see what it all looked like in the picture. I did. It looks nice. But there is one problem. Unlike various numeric indicators that do not change their values on completed bars, channels and other chart items may change their appearance on every new bar in the past. That's why, for example, the picture I've got reflects only a certain point in time, and not the most interesting one.

So I decided to make a cartoon of the story, to watch, as if in real time, how events were unfolding, how channels were being rearranged, at what moment the conditions for making a decision by an expert were formed, etc. After a short effort, this cartoon spins. The red vertical line on the chart marks the "current" moment in time. To the left of it, the channels are dynamically developing, and to the right, the "future" about which the program is not aware. It is instructive.

Why am I saying all this? I see that you are using a tester. It is certainly a great tool, thanks to MetaQuotes. But it has its own peculiarities. In particular, you cannot rely on its results. On the other hand, it's not difficult to create a script-tester, to implement all the indicators used as subroutines - functions or procedures, and take the logic of the Expert Advisor as the content and use this script to work out the entry/exit conditions. You can even simulate the price behavior inside the current bar that will use the limited OHLC random generation of price sequences. I think such a script tester will create conditions very close to reality for an Expert Advisor. Accordingly, the test results will also be obtained.

And if we also combine these two things, we can visualize the work of the Expert Advisor on history. Sometimes it is much more useful to see how an Expert Advisor behaves in certain spots than to get a complete profit report along with a set of optimized parameters.

You could make a useful and instructive article out of all this.
I suggest this topic to you.
 
It was not an assertion. It was a question, in the process of research. In general I agree, it won't fit, due to one thing - physical sense. Just getting some kind of potential energy curve for the channel, the idea of "squeezing" a bit more out of it, an additional characteristic. But it's all from "greed" :o))))

No, Sergey, everything is all right. You simply put a question which cannot be answered without knowing the meaning you attach to it, without knowing the idea of the model.
And I gave for an example an idea of model and knowingly not corresponding to it a variant of interpretation.
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