The market is a controlled dynamic system. - page 11
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Yeah, it's not clear to me either, although I studied control system in my time. And in general, 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 you can, please explain this simple and illustrative analogy.
In continuation, it is not at all clear what the "control signal" is. And it's still not clear to me why the control signal is converted into a regular signal. So, the pilot decided to correct the aircraft, pulled the control knob, how is it converted into a regular signal? From the market point of view, the control signal is most likely the deal itself....
Oleg, your approach is just interesting and if it's not too much trouble and it's not a secret - describe it in more detail
I have seen schemes of ACS based on neural networks and adapting to GA control (learnable regulators) - only such schemes seem to me to be workable (in terms of profit) in the market. And the classic schemes with n/p/pid regulators are not viable in the market, IMHO (experimented at one time in TRACE MODE, who is interested, you can try quite a functional lightweight free version of the SCADA).
joo:
.... И вообще, как планируете бороться с задержкой регулирования?...
Otherwise, such SCADA will not be much different from the MA signals
Oleg, you could describe your vision in a little more detail, at least in terms of the model. Colleagues have probably figured it out, but it's not clear to me yet,
where is the quoting process itself. -- In the picture clearly indicate -- x
Perhaps f? But then why is this process classified as a "slow disturbance assignment"? -- This is the next level of abstraction ;)
If x, then again it is not clear, it turns out that EURUSD is a regular process with interference. -- Exactly the way I take it to be considered in the model -- as their additive mix.
But it is hardly true. -- And what is "real"? I mean, we don't know that. Don't we?
So the model is inadequate to begin with. -- So without knowing what it really is, you're already concluding that the model is inadequate?
Or am I missing something fundamental? -- A phenomenon and a model of a phenomenon are not the same thing. What matters is the criteria for their proximity.
Yeah, I don't understand it either, although I used to study control system at one time. And in general, 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.
You don't have to fight the regulation delay in this case ;).
.
:) exactly three years ago I started looking at exactly this analogy
http://www.procapital.ru/showthread.php?p=179965#post179965
http://www.procapital.ru/showthread.php?p=197253#post197253
This analogy played a role, but a lot of time has passed since then and it no longer describes the current state of affairs.
It can rather be seen as part of a bigger picture.
in continuation, It is not at all clear what the 'control signal' is. And it is still not clear to me why the control signal is converted into a regular signal. So the pilot decided to correct the aircraft, pulled the handle, how is this converted into a regular signal? From the market point of view, the control signal is most likely the deal itself....
Oleg, your approach is just interesting and if it's not too much trouble and it's not a secret - describe it in more detail
There is more of a terminological discrepancy here.
As for transformations and classifications, this is the language of TAU, which is used for description and construction, analysis and synthesis.
I have seen schemes of ACS based on neural networks and adapting to GA control (learnable regulators) - only such schemes seem to me to be workable (in terms of profit) in the market. And the classic schemes with n/p/pid regulators are not viable in the market, IMHO (experimented at one time in TRACE MODE, who is interested, you can try quite a functional lightweight free version of the SCADA).
Otherwise, such UMS will not differ much from the work on the MA signals.
You are making too hasty conclusions.
There is more of a terminological discrepancy here.
As for transformations and classifications, it is the language of TAU in which description and construction, analysis and synthesis take place.
I studied TAU a long time ago, used it in my time, recently did a cursory repetition. It seems to me you have mixed TAU terminology with the market. Which is fine, TAU is largely an applied science.
I studied TAU a long time ago, used it in my time, recently did a cursory repetition.
and this is what the add-on looks like with the "disturbance" and its "task"
However, it would not be correct to call this second level process a nuisance.
But it is possible to dig deeper in search of "interference" - to the third level, or the fifth ;)