The market is a controlled dynamic system. - page 10

 
You are not interested in the final variant at all ... It is a pity that we cannot repeat your calculations (because they are incomprehensible). A study is true and interesting only when another scientist can repeat it. To get the same result with the same set of input data is otherwise meaningless. You are simply wasting your time. Neither we can help you, nor you can enlighten us (give us new knowledge).

Let's say PF (if I've deciphered it correctly - transfer function (TF)). What causes you difficulty?

1. Selecting the type of PF

2. Or have you already defined the PF type (interesting to hear the rationale), but can't define the PF parameters ?

 

PF... There was an attempt to use standard links, but came to the conclusion that there was no way around it. We need to introduce a more complex structure.

 
avtomat:

PF type... There was an attempt to use standard links, but came to the conclusion that there was no way around it. We need to introduce a more complex structure.

And this is exactly what would be interesting to discuss.

1. What kinds of PF. Have you investigated them?

2. What was the criterion used for culling?

3. I think this knowledge would be useful to forum participants. Perhaps some of them would not reject these indicators. They would be a good addition to their existing system ... don't you think that's right and good?

Do you know why a teacher knows a subject better than a pupil? When you explain to others what you are doing and why, how to do it right, then you create a coherent and perhaps a beautiful picture, a chain of logical (mathematical) reasoning, conclusions and checks.

Z.Z.S., you can put out the matcad. Many people here know it well.

 

Aperiodic, oscillating, forcing links in a direct circuit were considered, i.e. according to the formulated problem, their inverse operators (with additional filters to eliminate undesirable effects)

The next step is to insert a tracking system as W.

Still in contemplation...

 
Trolls:

It's kind of weird. The pictures do not correspond to the ideology described earlier. You have 3 oscillators and there should be correspondingly 3 controls. each one works at its own time and switches the autogenerator on (off). logically this control is discrete 1 works 0 does not. Please describe pictures of what you have drawn here (built) mathematics (if possible) how one option differs from the other?

It is unclear what is here and how you get. That would be clearer, what you need to set forth, I will lay out my picture. With the assertion that my control is better (lower chart)



This indicator only looks good on history... in real/demo it overdraws and "adjusts" to the price
 

avtomat, if you don't want this thread to turn into a flooded one, at least give us a qualitative summary of your thoughts.

What kind of control, what kind of links are envisaged, why these. What is the OS for - and if so, what does it regulate?

What is the place of noise in this model (and it is there, you can't avoid it), what characteristics do you think it has?

In any case, before you formalise the problem, you have to have a meta-idea in your head that can be expressed in a few phrases. If you don't have such an idea, you shouldn't even try to apply the apparatus of dynamical systems theory.

 

I have outlined the general idea from the beginning (page 3) - enough for general perception and understanding. Now I'm working on its implementation.

And so that the branch wasn't "flooded", didn't seem "flooded", -- I'll continue to work on the implementation of my idea.

Sync by honeybunny

But a debate on "what the OS is for - and if it is, what it regulates" would be, in my opinion, "flub", to put it mildly...

"To spell out the obvious by appealing to an expert is a sign of mistrust of their qualifications"

.

I'm inclined to think that I was wrong to bring it up here...

 

Not to flood, but just to record the current result and inform the "initiated" ;))))

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An experimental version of the system is under study at the moment

It's a general scheme. But at the same time it gives an idea of my general approach to the problem.

When unfolded, the system has a multi-layer hierarchical structure.

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Current construction results




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ps.
It may help someone in his research.

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Work on ;)
 
avtomat:

Not for flooding, but just to record the current result and inform the "initiated" ;))))

....

Oleg, you should describe your vision in more detail, at least in terms of the model. Colleagues have probably figured it out, but for me it is not clear where the quotation process itself is. Perhaps f? But then why is this process classified as a "slow disturbance assignment"? If x, then again it is not clear, it turns out that EURUSD is a regular process with interference. But that is hardly the case in reality. I.e. the model is inadequate from the start.

Or am I missing something fundamental?

 

Yeah, I don't understand it either, although I used to study control system in my time. And anyway, how do you plan to deal with control delays? What is the control signal and what is the process itself?

The simplest and most obvious example, which is an analogy of filling a tank with liquid from a pipe, in which the liquid moves in one direction and then in another. By operating the flap valve at the proper moment, it is possible to achieve that the liquid fills the tank (the wrong flap position causes withdrawal of the liquid from the tank). You should also consider that the liquid flows out of the tank (spread) when moving the flap from one position to another, which is why you should not turn the flap too often.

Here, if possible, please explain with this simple and clear analogy.