The market is a controlled dynamic system. - page 87

 
avtomat:

But the interrelationship of cause and effect has been discussed before, but it has been stalled without being understood...

The answer to this whole thread was given by Reshetov on the first page.

The market is not a controlled dynamic system - there is no controlling influence on quotes. Theoretically, this system could be built by a market maker like the Central Bank of Japan, for example - money issuance, information impact on the market, market operations, etc. All this can be done there, measured, effect detected, etc. In fact some kind of statistical model is being built, but the whole theory is dragged on by the ears for relevance.

The whole text regarding the causes and consequences - the author fell into the well-known logical post hoc ergo propter hoc trick. If two occurrences on the price chart repeated one after the other N times, then:

1. it does not mean that "after" means "because of".

2. it does not mean that the second phenomenon will continue to follow the first one in further observations

 
Demi:

The answer to this whole thread was given by Reshetov on page one.

The market is not a controlled dynamic system - the afftar cannot make any controlling influence on the quotes. Theoretically this system can be built by a market maker like the Central Bank of Japan, for example - money issuance, information influence on the market, market operations, etc. All this can be done there, measured, effect detected, etc. In fact some kind of statistical model is being built, but the whole theory is dragged on by the ears for relevance.

The whole text is about cause and effect - the author has fallen into the famous post hoc ergo propter hoc logic. If two occurrences on the price chart repeated one after the other N times, then:

1. it does not mean that "after" means "because of".

2. it does not mean that the second occurrence will continue to follow the first one in further observations.


Don't take your stupidity, your ignorance, your misunderstanding out in public, aftar, man.

You're sitting on a bench, you're eating sunflower seeds, and something flies in the sky. I tell you: it is a controlled dynamic system called an aeroplane. You're saying cleverly: the plane is not a controlled dynamic system - you can't exert any control over it. And then you puffed out your cheeks and exclaimed in addition: Therefore it is a UFO, an unidentified phenomenon.

 
sergeyas:

Oleg, there is no contradiction here, without a solution to the second (your) problem - the first one cannot be solved.

It is simply two stages of one problem.

Step 1: "Determine the X-cause leading to the Y-effect".

Although determining the cause of the 1st stage is not enough to solve the problem of the 2nd stage.

Stage 2: Using the results of stage 1: "Determine the Z-effect based on the Y-cause".

Separately, both tasks - a waste of time.


It's far from straightforward.
 
avtomat:


Don't take your stupidity, your ignorance, your misunderstanding out in public, you aphtar, man.

You're sitting on a bench, you're munching sunflower seeds, and look, there's something flying in the sky. I'm telling you, it's a controlled dynamic system called an aeroplane. You're saying cleverly: the plane is not a controlled dynamic system - you can't exert any control over it. And then you puffed out your cheeks and exclaimed in addition: Therefore it is a UFO, an unidentified phenomenon.

You can control the plane, measure the response, simulate it, etc. The aircraft is a dynamic controlled system.

There is a market, the only observable numerical characteristic is quotes. How is the process of controlling quotes carried out within the model?

There is a forex pricing process prior to your "controlling" influence - opening a $100 position. Have you produced a controlling influence - a response? What is the difference in the price flow with and without your position?

 
Demi:

You can control the aircraft, measure the response, simulate it, etc. The aircraft is a dynamic controlled system.

There is a market, the only observable numerical characteristic is quotes. How is the process of controlling quotes carried out within the model?

There is a forex pricing process prior to your "controlling" influence - opening a $100 position. Have you produced a controlling influence - a response?


What makes you think it's my controlling influence? I'm not the one making the impact. I build a model which determines the governing signal corresponding to the observed price flow.

Does that make more sense to you?

 
avtomat:


What makes you think it's my controlling influence? I don't make that controlling influence. I'm building a model within which I determine the control signal that corresponds to the observed quote flow.

Does that make more sense to you?

is it like the intersection of two wagons as a "control signal" for an upward trend?
 
Demi:
is it like the crossover of the two flappers is a "control signal" for an upward trend?


Apparently, for many people, all knowledge is limited to the intersection of two dots...
 
avtomat:

Apparently, for many, all knowledge is limited to the intersection of two flies...

what is the "control signal"? In general terms?

As far as I understand only the quote stream is available - are they the control signal? Are the quotes controlling the quotes?

 

I'll do a couple of illustrative examples at my leisure, like TAU training problems. From which it will be clear what a "control object" is, what a "control signal" is, what a "misalignment" is and so on and so forth...

There is abundant literature on the subject. The main thing is not to be lazy.

 
avtomat:
I'll do a couple of illustrative examples at my leisure, like TAU training problems. From which it will be clear what a "control object" is, what a "control signal" is, what a "mismatch" is and so on, so on, so on...
what is a "control signal"? In general terms?

As far as I understand only the quote stream is available - are they the control signal? Are the quotes controlling the quotes?