The market is a controlled dynamic system. - page 5

 
avtomat:

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Kazakov, Artemyev. Optimization of dynamical systems of random structure. - Moscow: Nauka. 1980.

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I use stochastic systems with random structure in my approaches for a long time. I told a little bit here https://www.mql5.com/ru/forum/129406/page15 (post 23.10.2010 23:27) and I plan to tell a little more in a branch on strategic forecasting(https://www.mql5.com/ru/forum/131898). But I don't have time for everything.

I believe such systems are the only way to explain the market. And one should search at a "macro-level", i.e. the classes of states and transitions between states, all the "physics" is there. However, the problem of identification of structures is the most difficult :o(

 
yosuf:
Do you think it is possible in principle for an EA to simultaneously optimise a certain part of the history and change the parameters of the orders opened from now on due to changes in the situation to reduce the impact of possible failures?

Yusuf, try to be closer to the subject. The subject is controlled dynamic systems.

If you are not on the subject, you had better stay here as a reader. I perfectly understand how you would like your (18) to be discussed - but not everything comes down to it, believe me.

 
Farnsworth:

I have been using stochastic systems with a random structure as the basis of my approaches for a long time. Here https://www.mql5.com/ru/forum/129406/page15 (post 23.10.2010 23:27) I told a little bit and I plan to tell a little more in the branch on strategic forecasting(https://www.mql5.com/ru/forum/131898). But I don't have time for everything.

I believe such systems are the only way to explain the market. And it is necessary to search at a "macro-level", i.e. transitions between states, there all "physics" is there. It is true that the problem of identification of the structures is the most difficult one :o(


In my opinion, it's a game. You should play it easy - use other people's mistakes without going too deep. And all such methods are from the category of "when you have a hammer in your hand everything seems like a nail")))

Though I've been sinning and deepening :) But it suits me if trading is just a hobby.

 
Avals:


I think it's a game and we should keep it simple - learn from others' mistakes without delving into the noble matters.

I think they meant something else. Or I don't really understand the term "to take advantage of someone else's mistakes" :o)

And all such methods are from the category of "when a hammer is in hand everything seems to be a nail")))

Well, no, I don't agree. You might as well call arithmetic a hammer. It's a complicated theory, and this complexity is a response to the complexity of the world around us. It cannot be simpler than that.

Although I have sinned and gone deeper :) But it only works when trading is only a hobby.

I don't really understand, are you repenting of your sins, what else do you want to add to what you've "tried"? :o) ... let's vote for the sin we like :o)

 
Farnsworth:

I think they meant something else. Or maybe I don't really understand the term "exploiting other people's mistakes" :o)

Well, no, I don't agree. You might as well call arithmetic a hammer. It's a complicated theory, and that complexity is a response to the complexity of the world around it. It doesn't get any simpler than that.

I don't really get it, are you repenting of transgression, adding what else you want from what else you've "tried"? :o) ... vote for the sin you like :o)


I'm in favour of a proper problem statement - where the money comes from. And then the methods of how to get it.

 
Avals:


I'm in favour of a proper problem statement - where the money comes from. And then the methods of how to get it.

You intrigue me, and where did you get the money from? :о) By the way, I used to know an official who used to say something like this: 'You need to find a pipe with money, a network on it and shut it off'. A very wise man, he used to design such 'dynamic systems'...

 
Farnsworth:

You intrigue me, and where do you get your money from?


So from other people's mistakes)))
 
Avals:

so from other people's mistakes)))
That is how the DCs work in their kitchens, and that is roughly how the market works. Those who come in have exactly one aim - to cheat the other market participants. All that remains is to wish them not to make mistakes. :о)
 
Avals:

Such topics would be best handled as an article. There is nothing to discuss yet, hence the flooding. Therefore it is not worth cutting since the topic-starter has chosen this way of presenting his thoughts. imha


The topic is not yet ripe for an article. It can be called a research or experiment, and only at its initial stage. There is a lot of work to be done here...

An article or series of articles, if there is interest, can be written on the basic fundamentals -- links, transfer functions, frequency and time characteristics, etc. -- which are implicitly known. -- knowledge of which is assumed by default.

 
Naturally, the article/cycle should also have some application to the market.