Stochastic resonance - page 6
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What you say can be right and wrong at any point in time :o)))
I'm in a much better mood now. I'm getting kinder now. :о))) It's not about labour-intensiveness, could Mendeleev have spent hours on inventions, for example, of vodka? It's just experiments to be made. For a channel the potential energy can be found, and in several variants, but for the model of stochastic resonance, and even in relation to forex - I'm afraid that in principle it's impossible.
I'm grabbing it for a simple reason - the transition from one flat level to another is already using and as I "boasted" earlier, it works fine. I even wanted to write an article about it but gave up when I realized I was a bad pro-shooter. I'd forgotten about the noise, though.... but in vain.
Tell me, do you know the formula for calculating noise intensity?
PS: am I correct in assuming that you are Candid c https://www.mql5.com/ru/forum/50458? If yes, hello! If not, hello anyway. :о)
Have read a lot of untranslated literature and in general for
I read a lot of untranslated literature and it looks like...the models to predict markets/routines/runs have been built by big financial institutions for a very long time (15-20 years).
And a modern model should take into account the fact that market participants have already used market simulations and the market itself has already been influenced by existing models.
It means that nowadays you have to build a model with the presence of
other models.
... and we are late as always.
here's my five cents...
I've read a lot of untranslated literature and it looks to me
I have read a lot of untranslated literature... it looks to me like... models to predict markets/routines/runs are built by very large financial institutions and have been built for a very long time ( about 15-20 years).
And a modern model should take into account the fact that market participants have already used market simulations and the market itself has already been influenced by existing models.
It means that nowadays you have to build a model with the presence of
other models.
... and we are late as always.
Wow, that's five kopecks, that's a decade's worth of work for a full-time research institute...
For the channel potential energy can be found, and in several variants, but for the model of stochastic resonance, and even in relation to forex - I'm afraid that it is impossible in principle.
...
Tell me, do you know the formula for calculation of noise intensity?
PS: am I correct in assuming that you are Candid c https://www.mql5.com/ru/forum/50458? If you are, hello! If you are not, hello anyway. :о)
So the standard model for SR consists of the dynamic part (read potential), the cyclic signal and the noise. So if you insist on SR you can't get away from them. Of course we have to choose (to start with) the simplest but adequate model. IMHO, if we are interested in direction there should be three steady states - one current, one below and one above. They don't have to be called potential pits :), but you can call them so. The most controversial part (imho) is the cyclic signal. And I have no objection to a regular time structure - we're not even talking about sessions, weekends, quarterly reports, elections etc. Sometimes I think that "news" was invented by someone extremely clever (or cunning :) - exactly to regularize signals and consequently, to simplify calculations in a model unknown to us :). The only problem is that the amplitude and sign of the signals, I suspect, are very close to random (at least with our degree of awareness).
The formula for noise intensity ... Can you define it? That's not an excuse, the formula is only possible for a specific value (say, the value given in the model).
Of course I'm that Candid, who else can be met in such a branch :). So hello back! :)
here's my five cents...
Have read a lot of untranslated literature and in general for
I read a lot of untranslated literature and it looks like...the models to predict markets/routines/runs have been built by big financial institutions for a very long time (15-20 years).
And a modern model should take into account the fact that market participants have already used market simulations and the market itself has already been influenced by existing models.
It means that nowadays you have to build a model with the presence of
other models.
...and we are, as always, behind the curve.
Well, hence the formulation of the problem, which I think is adequate - to calculate the "normal" behaviour from the actual market (which will include all models, no matter what) and catch the signal as a deviation from the "normal" behaviour. The most unpleasant thing here would be active models, which also react to the situation and affect the market. But the market is still too big and important to be influenced so easily, I hope.
I don't understand something about potential pits, something I'm obviously missing, where can I look it up? In the Niroba branch on methaquotas?
What is it exactly?
All my life I have been fascinated by global theories. From the roots, to the axiomatics, to the specific calculations of the quantities used in practice. But the more I deal with forex, the less I am attracted to it. Why this global fundamentalism (or fundamental globalism :-) ? Do you guys really think that you can build a fundamental theory here ? Then at least try to outline the range of phenomena that underlie forex, identify the basic objects and their interactions that define its nature.
And if it is just a question of applying a newfangled model to the market, then it is the same phenomenology, and fundamentally it is no different from all other attempts to pull forex (excuse the pun) on any other, known and unknown, mathematical methods. On its own it is OK, especially if, at least from general considerations, the internal structure of the market is more or less close to that of the model. But there is one circumstance - the complexity of the model, which cannot be neglected. If, as Sergei says, you have to create a research institute, then why is it needed at all. Or are you going alone to compete with large and well-funded teams that serve foundations?
If you create phenomenological models, they should not be too complicated, though not too primitive. The market is changing anyway. Why spend 10 years developing a model which, when completed, will no longer fit the market ? It's just as futile as catching forex on MA crosses.
Look at the championship leader's expert. He gives 80% a week. It is based on oscillators, a good MM and non-trivial logic. It was made by one person. I do not know how it will work further, but the results of these two weeks is a nearly ideal result of what one person can do alone.
Can we discuss how it can be ? :-))
2 Yurixx: one of the statements of systems theory says that the model of the system under study must not necessarily match the complexity of the original. So, there are prospects, even in application to forex. Well, Axelforex' s Expert Advisor is working well so far, and it has given as much as it did during these two weeks. Let's see what happens next...
The discussion between you and grasn here seems to imply that communication about potential pits has already taken place. So it seems to me. Or am I wrong?