To follow up - page 34
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About 2-3 parameters: it is hoped that if the system enters mainly on trend sections, these parameters will be "almost enough", because during catastrophes the number of degrees of freedom of the market is likely to decrease significantly (it becomes simpler).
And in general, I would not focus on the number of degrees of freedom. We are not looking for a function that fully explains the market, but only a more or less robust TS on it. Let it be wrong sometimes (and it surely will be!), but we can hope that 2-3 parameters will be enough for most cases.
Alexey, do you think the same statements are true for some subspace of FP as for the whole FP ?
A set of FP parameters should, by definition, provide a one-to-one correspondence between the set of market states and the points of the FP. What about a subset of this set ? What to do about the fact that a projection onto a subspace may cause different clusters in that projection to overlap or move at all ?
Граничные параметры оптимальной зоны все равно так или иначе превращаются в скрытые параметры самой ТС - неважно, как они получены, стандартным подходом или кластеризацией контекста. Тем самым получается, что от параметризации ТС мы все равно никуда не убежали.
Насчет 2-3 параметров: есть надежда на то, что если система будет входить в-основном на трендовых участках, этих параметров будет "почти достаточно", т.к. в периоды катастроф число степеней свободы рынкета, вероятно, существенно снижается (он становится проще).
И вообще я бы не стал ориентироваться на число степеней сввободы. Мы ищем не функцию, целиком объясняющую рынкет, а всего лишь более-менее робастную ТС на нем. Пусть она иногда ошибается (и обязательно будет!), но можно надеяться, что 2-3 параметров хватит для большинства случаев.
The boundaries of the optimum zone are a function of the same parameters, so we are not adding any new ones. Which is good.
The role of the total number of degrees of freedom should not be underestimated, imho. As Yury rightly pointed out above, it is the completeness of the parameter set that determines whether we are dealing with an inertial "body" or its much more fluid "shadow".
Nice image, by the way. At once a thought comes to mind that may not we use the position of projections at different times to try to reconstruct the body's form? Reeks of the Tuckens theorem it seems.
Naturally, I cannot agree with Yury about the methodology :). Lots of people calculate parameters and draw charts and graphs, including Forex. So this "methodology" is neither new nor "different". But I will argue more :), neither he nor I have new arguments. To speak about it (about "methodology") in terms of phase space is really much more convenient, it was well suggested by Yury (it seems that FP has begun to figure here).
I will not repeat about what I consider to be the most fundamental difference, but I want to note one more point. I came to the use of the mean profit surface just in search of a compromise with the requirements of statistics. In fact, regardless of the local density of points in FP, we always have an averaging over a specified number of trades. If their total number is large enough, there is a hope of moving from the average hospital temperature to the average room temperature. This of course is not sufficient for individual treatment, but it might allow us to distinguish between an infectious disease ward and a surgical ward.
Context has been replaced by climax. :о) (from) grasn >>
Mythical "best" inputs, where are they?
As a youngster I ask - if a FP is used, who prevents to compare each CP point (by history from the end to the beginning :) with an acceptable waiting time and a possible entry into the market - profit/loss, according to the time of "closing"? Then draw these trajectories in FPs and argue about the importance and usefulness of coordinates, robustness of estimates, etc..
And so "branchy" grows more and more. We discuss some inputs... without seeing anything. Alleged cuts.
"Netrebka" with screenshots rests and smiles nervously on the sidelines.
The "masters" draw more scientifically.
;)
Of course I can't agree with Yury about the methodology :) . A lot of people calculate parameters and draw charts and graphs, including in Forex. So this "methodology" is neither new nor "different". But I will argue more :)
You are very good in the part about "can not agree in any way" and "will argue more".
All the same, I want to make it clear. Calculating parameters, drawing diagrams with charts is not a methodology at all. Alexei called it "new", "different", "paradigm", not me. And he was referring to the methodology of using FP, not charts or parameters. But even FP is not something new either.
From my post on page 17, 01.01.2010:
Phase space is a physical term with a clearly defined meaning. It refers to a means of describing systems of any nature. If this term has frightened you, it is nothing, it will pass with time. There is no complexity in it. It is just a space of parameters, the totality of which is necessary and sufficient to describe the behaviour of the system.
So it's before our time, in the 18th century.
But if you don't care who says what, but just want to argue with me, with me and only with me ... that's love. :-)
We must do something urgently. :-(
Мифические "лучшие" входы, где они?
Как юннат спрошу - если уж используется ФП, кто мешает для каждой точки ЦР (по истории с конца в начало :) сопоставить ей ( а значит и возможному входу в рынок) приемлемую по времени ожидания и наступления "закрытия" прибыль/убыток? Затем нанести эти траектории в ФП и до хрипоты спорить о значимости и полезности координат, робастости оценок и пр...
А так "ветвистая" произростает всё больше. Обсуждаем некие входы.. не видя ничего. Якобы резы.
"Нетребка" со скринами отдыхает и нервно курит в сторонке.
"Мэтры" рисуют наукообразней.
;)
I already asked about it on a previous page. "The "gurus" said, "No way!
Я уже спросил об этом на предыдущей странице. "Мэтры" сказали: "Не катит!".
A small remark...
Not the ideal entry points, but the whole CR.
And then in FP, look - and where did the "ideal" end up.
;)
Как юннат спрошу - если уж используется ФП, кто мешает для каждой точки ЦР (по истории с конца в начало :) сопоставить ей ( а значит и возможному входу в рынок) приемлемую по времени ожидания и наступления "закрытия" прибыль/убыток?
In general, it is a very popular system, entry/exit by bar opening/closing. And who prevents you from calculating the FP parameters for this system, draw pictures and speak here "on the case"?
Do you have a complicated relationship with open doors?
There's no agreement with Yuri:).
Did Alexey call "Calculate parameters, draw diagrams with graphs" a new paradigm? It seemed to me that he meant something completely different.
Yuri, I'll explain at once that I reacted to this logical connection, so you won't be misunderstood about my motives.
The new paradigm, as Alexei
called it, is just another methodology....
Using FP according to its definition and function, imho, is the methodologically correct approach.
All that has been done without using the FP definition and could well have been and is described without involving that concept. There are plenty of input-output systems, above in this post is another ... er ... discussed :) . Parameterization of FPs is all people do, just not everyone realizes it :). But you stubbornly ignore the essential points, imho. And I'm not going to argue, what I would like to explain to you, you've written yourself: "But even and FP is not something new". Only "even and" is not clear why in this phrase. :)
In general it seems that I'm allergic to the FP combination. :) That's after it turned out that a few pages earlier I had engaged in a fervent and heated discussion not about the entities of approaches but about the very concept of FP.
Маленькое замечание..
Не идеальные точки входа, а весь ЦР.
А затем в ФП, смотрим - а где же "идеал" очутился.
;)
I don't care if it's the entire history since the time of King Gorokh. And the ideal entry points, I did not mean as kinks of zz, but "real ideal" taking into account the requirements of MM.
Imagine each bar of history as individual chromosome genes in GA. And alga! Study FP, or whatever you want to study, you're welcome to do so.
Вообще это весьма популярная система, вход-выход по открытию-закрытию бара. И кто вам мешает рассчитать для этой системы параметры ФП, нарисовать картинки и выступить здесь "по делу"?
У вас сложные отношения с открытыми дверями?
No. The relationship is fine. It's just the worm is mushrooming - maybe they're in the wrong 'steppe'. :)
In general I seem to be allergic to the FP combination. :) This is after it turned out that a few pages earlier I had engaged in a fervent and heated discussion not about the entities of approaches, but the very concept of FP.
And apparently I'm not the only one.
And it's interesting to know the results that allowed the claim to be made
1404
Maybe it should be like this:
1) Determine ideal entry points on history taking into account spread, profit maximisation, number of trades, drawdown, etc. (100% sure, it won't look like it will be far away on zz)
2) Using Kohonen Maps or other methods, determine the relation of the obtained deals to the current context (total indicator readings or other)
3) Trade using the patterns found.
No way out (I tried it myself)
There are a lot of regularities of different time duration + randomness, and every single ideal entry point may have a cause in one or more regularities masked by randomness. As a result of highlighting the context we only get a fit to this random mix, rather than highlighting individual patterns and their context of use. Each pattern has its own context. imho.
А идеальные точки входа, имел ввиду не как изломы зз, а "реальные идеальные" с учетом требований ММ.
So the Maitres are just as 'ideal' to actually enter.
But on the branch, not in the market. ;)
Let's temporarily forget about strategies and TS and get back to the "climax-context" (hereafter - CC :)