Brain-training tasks related to trading in one way or another. Theorist, game theory, etc. - page 18

 
Mathemat:

I just can't imagine what kind of trading task requires such a strange optimization.

If you multiply MiniLot by powers of x, it's understandable. But to multiply MiniLot to powers of x is something alien...


The answer on this page is to calculate the constant of degree value for the starting volume to calculate the volume to open the next averaging order.
 
Roman.: The answer on this page is the calculation of the degree value constant for the initial volume to calculate the volume to open the next averaging order.

Still nothing cleared up, Roman. Tell me what volumes you're opening orders with, say, MiniLot =0.01, x=2 and n=3. No maths, just numbers. I.e. what are the summands there?

At first I thought it would just be a geometric progression. But it appears to be some sort of transcendent alien progression... I'm getting numbers like this:

0.01^(2^0) = 0.01,

0.01^(2^1) = 0.0001,

0.01^(2^2) = 0.00000001. Is it like that?

Or is it like this:

0.01*(2^0) = 0.01,

0.01*(2^1) = 0.02,

0.01*(2^2) = 0.04.

 
Mathemat:
Still nothing cleared up, Roman. Tell me what volumes you're opening orders with, say, x=2 and n=3. Don't need any maths, just numbers. I.e. what are the summations there?


It's still a bit of a grey area for me... :-)

I'll ask the author...

 
Mathemat:

Still nothing cleared up, Roman. Tell me what volumes you're opening orders with, say, MiniLot =0.01, x=2 and n=3. No maths, just numbers. I.e. what are the summations there?

At the beginning I thought it would be just a geometric progression. But it's some kind of forbidden alien...

Exactly, X<1. You just ran it through matcad above.
 
new-rena:
Exactly, X<1. You just ran it through matcad above.

So what if it's matcad. avtomat could have made a mistake too, literally interpreting the problem statement.

OK, consider at x=0.5:

0.01^(0.5^0) = 0.01,

0.01^(0.5^1) = 0.1,

0.01^(0.5^2) = 0.316. Is it like that?

 
new-rena:

Thanks for your interest, but what is root?

And can the inverse of log ( ab ) = log a + log b be used for conversion , i.e.log a + log b = log( ab ) ?

и

root is a solution search function -- solving equations in matcad, including non-linear ones.

But further I do not understand the question.... what to convert to where? and....?

 
Mathemat:

So what if it's a matcad. avtomat could have been wrong too, literally interpreting the problem statement.

That's why I immediately made the caveat, "if I understood the meaning correctly..."

And at first I had the urge to correct for the work. But I think, OK, I'll do it as it is in the original formulation... and then we'll see...

 
avtomat:

which is why I immediately made the caveat, "if I understood the meaning correctly..."

And at first I had an urge to correct for the piece. But I think, OK, I'll do it as it is in the original formulation.


And how can this solution be transferred to mokl? Especially, as you write.

"But additional checks can be introduced.

(You can't solve it with a formula alone.)"

Or it's easier to compare left and right sides of equation MiniLot^(x^0)+MiniLot^(x^1)+MiniLot^(x^2) ... + MiniLot^(x^(N-1))=VolMax,

by simply trying x in a cycle from 0 to 1 in steps of 0.01?

 
avtomat:

which is why I immediately made the caveat, "if I understood the meaning correctly..."

And at first I had an urge to correct the work. But, I think, OK, I'll do it as it is in the original formulation... and then we'll see...

I.e. we carefully give the geometric progression of lot increase. And we don't get a graph of change of calculation result, provided that we take only minimum lot and above? And about and - the picture is not inserted:

i.e. bx = N and log ( ab ) = log a + log b, i.e.log a + log b = log( ab )

Using these formulas we seem to get something

 
Roman.:


And how can this solution be transferred to mokl? Especially, as you write.

"But it is possible to introduce additional checks.

(You can't solve it with one formula)".

Or it is easier to compare left and right side of equation MiniLot^(x^0)+MiniLot^(x^1)+MiniLot^(x^2) ... + MiniLot^(x^(N-1))=VolMax,

by simply trying x in a loop from 0 to 1 in steps of 0.01?

Using numerical methods for solving equations.