The market is a controlled dynamic system. - page 127

 
avtomat:

The global goals of the System are unknown to us, and beyond that, they are volatile. But we will still be able to make judgments about the unknown goals, albeit indirectly, based on the managing influences brought into the system, if we are able to identify them, assuming the expediency of the identified management in terms of achieving the current goal of the System.


(I would like to consider this more easily with an example))

For example, we have an ecosystem inhabited by different creatures) The number of some depends on the number of others. Wolves multiply, they devour hares, and then starve themselves to death. The system also depends on external factors, e.g. one forest was cut down and other forests perished, but other systems appeared, etc.

We do not see or know anything about this system except dynamics of total number of all animals. You can make a graph, even a candlestick graph)) The system is dynamic, controlled by the unknown hand of Mother Nature. How do you build a model of this system to predict the dynamics of the total population of all creatures?

 
Mathemat:

There is an idea here, a very interesting one: the market as a controlled dynamic system has a place. I have my own evidence of the same - only as a bluntly informational system rather than a dynamic system. My assumptions are different, and the equations are different, but the conclusion remains: the market is manageable.

Information is not instantly assimilated: it remains partly in the past, and it also governs the present and the future.

It's just that a lot of people here don't want to understand anything and are looking for control in the trader himself.

Management is on the part of those who are above the market, not the trader himself, who is inside. We do not see these "above", they are immortal and invisible.

It seems to me that the author has set himself too high a goal - to break-even always and everywhere. I hope the snowmobilers make more sense.


I think I'll give you a little input - I think the market is really being manipulated.

One of the clearest examples is USDJPY's strong and sharp drop (which I saw myself) on Sunday night, right after Fukushima and then a PRACTICAL RETURN to the original value in a few hours!

An accident is force majeure, it is not planned and as a consequence unacceptable, which means it requires a correction - the logic of any control.

So the market is the market, but it is not only monitored, but also driven in the right direction if necessary.

That's how it is...

 
ktest0:


I think that the market is really being manipulated.

One of the clearest examples is USDJPY's strong and sharp drop (which I saw myself) on Sunday night, right after Fukushima and then a PRACTICAL RETURN to the original value in a few hours!

An accident is force majeure, it is not planned and as a consequence unacceptable, which means it requires a correction - the logic of any control.

So the market is the market, but it is not only monitored, but also driven in the right direction if necessary.

That's how it is...

In order to try to apply the TAU apparatus to the market, conspiracism is not necessary at all, although it is (for sure) present in the quotidian from time to time.

It is enough to assume that there is a cause-and-effect relationship between the past value of the exchange rate and the current one.

It is this very controlling relationship that is of interest.

 
sergeyas:

It does not require conspiracism to try to apply the TAU apparatus to the market, although it is (for sure) present in quotation marks from time to time.

The assumption that there is a causal relationship between the past value of the exchange rate and the current value is sufficient.

It is this controlling connection that we are interested in.

If there is such a relationship - use correlation and regressionanalysis

TAU needs a functional relationship "input signal - control - output signal".

 
FAGOTT:

if this relationship exists - use correlation and regression analysis

TAU requires an input-control-output functional relationship.

I posted a tutorial on control object identification to Yusuf a few pages ago.

There is nothing stopping you from looking at it - the correlation and regression method is also described there and does not contradict TAU.

 
sergeyas:

I posted a tutorial on control object identification to Yusuf a few pages ago.

There is nothing stopping you from looking at it - the correlation-regression method is also described there and does not contradict TAU.

Is there a link in the VS-U-IS quotes? Show
 

If you watch the price carefully, you can see the shape of the candle at the end of the TF for the combination that someone needs (read manipulation). Let's say it's a case of a conditional dummy)) to attract liquidity that he needs at the moment.

A buzz is created for liquidity, then GAM and eaten on the spot, leaving no trace behind.

Mid-term and ds positions have an advantage, but the drawdown on them can be corresponding.

IHMO the TS should be as simple as possible, react quickly to changes in the market and in the world.

One schoolboy made about 46,000% in a one-day contest. This can be considered a random result, but he was legitimately raising profits, with very high risk of course.

Every trader must have a TS and still believe in it, otherwise it does not work.

 
FAGOTT:
Is there a correlation in the "VS-U-IS" quotes? Show

Primitive-simplistic:

Incoming signal ("IC"): the change in price at a particular time interval (i) minus the outgoing signal ("IS") of the preceding time interval (i+1).

The cause-effect relationship ("C") between "VS" and "IS" is a found relationship.

What should we do with the found connection ("Y") ? - Make a prediction based on it.

"VS", "Y", "IS" are interdependent and changeable over time.

There is no novelty of any kind.

 
sergeyas:

Primitive-simplistic:

Incoming signal ("IC"): the change in price at a particular time interval (i) minus the outgoing signal ("IS") of the preceding time interval (i+1).

The cause-effect relationship ("C") between "VS" and "IS" is a found relationship.

What should we do with the found connection ("Y") ? - Make a prediction based on it.

The "Q", "Y", "IS" are interdependent and changeable over time.

There is no stunning novelty.

The novelty here, in fact, is stunning - you got your degree for nothing and in vain.

The main task of TAU is to have an input signal and obtain an output signal with given characteristics by changing the control action.

Finding the correlation between past and present price is not ..... ah, ok, that train left long ago.

P.S. please consider me a parasite too

 
FAGOTT:

if this relationship exists - use correlation and regression analysis

TAU requires a functional "input-control-output-signal" relationship.


You seem to believe that you can successfully learn TAU from wikipedia... You've been suggested several times to open the books, but... you don't need to -- you've got wikipedia -- a treasure trove of knowledge...

Open some books though and you will learn a lot of new and interesting things that you won't find on wikipedia.