The market is a controlled dynamic system. - page 114
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Where should one look, then, for this information if not in the price? I think this is the other extreme of pessimism. I think the key to profitable TS lies in the study of several properties of price: volatility, volatility, repetition of past, inevitable return to a similar point, and the TS itself must be ready to enter at any time and immediately exit when the signal changes, no stop-orders. Requirement for TS: net profit within a certain period of optimization or just training run, must be 1-10, or more times greater than the maximum drawdown.
What do you think is the difference between volatility and volatility? I thought it was the same thing.
The concept of volatility is quite important for maximising profits, in simple terms the term stands for the range of fluctuations of the exchange rate http://forexluck.ru/para/916-volatilnost.
By volatility I would like to simply mean the fact that the price fluctuates, while volatility is the width of fluctuations. Some sources indeed equate volatility with volatility.
Many people's misunderstanding of the term 'Managed Dynamic System' seems to stem from a subconscious attempt to try on the control function. This is a misconception.
Here is a prime example of this:
Figuratively speaking, it's akin to taking a bus from point A to point B. You buy a ticket, you get on the bus, you go to your destination. You are the passenger on that bus. You're not driving. And what may happen on the road is not up to you. And where the steering wheel may take you is also not up to you. But no one would argue that the bus is a Managed Dynamic System.
The misunderstanding of the term 'Managed Dynamic System' seems to come from a subconscious attempt to try on the control function. This is a misconception.
Here is a prime example of this:
Figuratively speaking, it's akin to taking the bus from point A to point B. You buy a ticket, you get on the bus, you go to your destination. You are a passenger on that bus. You're not driving. And what may happen on the road is not up to you. And where the steering wheel may take you is also not up to you. But no one would argue that the bus is a Managed Dynamic System.
This is just the classic example of an uncontrolled dynamic system, because the bus is not even driven by a driver, but by a robot which receives commands from millions of "drivers" at the same time and in different directions. The robot generates the resulting force and the bus rushes along the direction chosen by the robot, regardless of the will of each "driver" individually, much less of the passenger.
The greatest integrity, which often cannot be ignored in analysis, is the whole world.
Often the 'chauffeur' only imagines himself to be driving ;) .
.
Oleg, why should you waste your energy on figuring out whether the market is "manageable" or "unmanageable"? It is much more relevant to investigate the problems associated with managing one's own funds when entering this spontaneous market.
It's an important question. You could say it's conceptual. The choice of strategy depends on it. In particular, equity management.
To put it in an exaggerated way: You can either blindly trust the theory of probability or act consciously.
Markets and forex in particular are more like a mountain serpentine with possible unexpected collapses and landslides.
History or P(t) cannot know this, or even anticipate such events.
H controls the process, gives direction to the movement.
One has to consider the strength of the event in H that will affect B.
Interesting discourse. But again it turns out to be a dead end for trading?
Markets and forex in particular are more like a mountain serpentine with possible unexpected collapses and landslides.
History or P(t) cannot know this, or even anticipate such events.
H controls the process, gives direction to the movement.
One has to consider the strength of the event in H that will affect B.
Interesting discourse. But again it turns out to be a dead end for trading?
You are right, I have yet to prove that these inferences have anything to do with forex in any way. I assume that the I, P, H and B functions are formed under the influence of, among others, the serpentines and collapses mentioned by you. A probabilistic monotonous picture of the process in the future is formed, of course without any prediction of future collapses. One thing is certain: landslides will be around the expected, probabilistic, curve. The direction of the path is indicated, but what it really is in terms of quality is impossible to foresee. The rest is a matter of luck.
I merely state that mathematically I have flawlessly revealed the existence and validity of the relationship: History = Past + Present.
AND = P+H.
Here I could not avoid a curiosity: when I integrated the function P in parts, it fell apart into the functions AND and H as follows and I only had to notice this fact
P = I - H
AND is the integral historical function;
P - Integral past function, which is obtained by integrating the H function;
1 - AND - Superexponent, the progenitor of the set of exponents, which turns into "our" exponent e = 2.7181..... only at n = 1;
Consequently, I have to admit the possibility of existence of multitude of exponents, which will be categorically denied by mathematicians brought up on the immutability of the number e = 2.7181...
Since, logically, 1 - AND = B, one can and logically argue that the Future flows into the Present as a particle of this superexponent.
The world turned out to be much more complicated than one can imagine. Everybody thought that we deal with one model of space - time, but it turned out to be a countless number, each time taking a different shape depending on prevailing situations of the course of a particular process. Strange as it may seem, there are many spaces and corresponding times. Apparently, the rest of my life will not be enough to explain this phenomenon to people, if I do not have followers who want to understand me and help me. All hope lies with Oleg.
I merely state that mathematically I have discovered the existence and validity of the relationship: History = Past + Present.
AND = P+H
I is the integral historical function;
P - Integral function of the past, which is obtained by integration of H function;
1 - AND - Superexponent, the progenitor of the set of exponents, which turns into "our" exponent e = 2.7181..... only at n = 1;
Consequently, I am forced to admit the possibility of the existence of multiple exponents, which will be met with a categorical denial by mathematicians brought up on the immutability of the number e = 2.7181...
Since, logically, 1 - AND = B, it is possible and logical to argue that the Future flows into the Present as a particle of this superexponent.
The world turned out to be much more complicated than one can imagine. Everybody thought that we deal with one model of space - time, but it turned out to be a countless number, each time taking a different shape depending on prevailing situations of the course of a particular process. Strange as it may seem, there are many spaces and corresponding to them times. Apparently, the rest of my life will not be enough to explain this phenomenon to people, if I do not have followers who want to understand me and help me. All hope lies with Oleg.
There you go. But this is even less relevant to the market.
One does not want to consider the consequences of a d>=1.5km meteorite attack as the formula would lose relevance.
At the beginning of my acquaintance with forex, it seemed to me promising to consider markets in multidimensional space and time, I had to give it up. It turned out that everything brilliant hides in simplicity and lies unnoticed on the surface.
In any case, you have to go all the way in order to trade successfully.
I'll be watching closely. Interesting.
There you go. But this is even less relevant to the market.
I don't want to consider the consequences of a d>=1.5km meteorite attack as the formula would lose relevance.
At the beginning of my acquaintance with forex, it seemed to me promising to consider the markets in multidimensional space and time, I had to give it up. It turned out that everything brilliant hides in simplicity and lies unnoticed on the surface.
In any case, it is necessary to go all the way for successful trading.
I will be watching closely. Interesting.
It is good that you have paid attention to the possibility of the existence of multidimensional space and time. And about applicability, look at the patterns https://www.mql5.com/ru/forum/133625/page111, in the form of numbers. It's a sin not to try to use them for forex research.
Facts Present History Past+Nast=Future Past+Nast+Future Past+Nast+Bud
1,46356 0,122264003 0,149790895 0,027526893 0,149790895 0,850209105 6,41532E-10 1,000000001
1,46417 0,240428551 0,367600953 0,127172402 0,367600953 0,632399047 1,35367E-11 1
...
I don't quite understand the formula for decomposing the "Actual data" column?
Explain.
I don't deny the connection between P and B, on the contrary even an ardent supporter. I am confused only by the formula with a smooth flow in time, similarly to MA with a certain period and accordingly a lag. Judging by a large number of open orders in your TS I can assume we are sampling n variants of one process without sufficient analysis of entry and exit.
H can be compared to the steering wheel that directs the movement.
And the market is a controlled dynamic system, but it is controlled by more players. Hence, there is a time lag until everyone realigns themselves. Many people do not even know that you can make incredibly accurate currency forecasts if force majeure events do not occur.