The market is a controlled dynamic system. - page 229

 
dentraf:

I am thinking more and more about the theory that analyzing time series is a stupid thing to do, at least in short-term trading. We should analyze equity and then proceed on the basis of equity history. After all, any equity is inefficient.


Denis, you are too pessimistic.
 
Avals:


If as a whole, it is the algorithm/code of the system. Its inputs are price series (or whatever else they use), the output is buy and sell signals. There is no such thing as a single entity))

You could, of course, generalise the algorithms by separating out the functional blocks and the interaction between them. Like input data goes to the primary processing block, which already outputs binary signals. Binary because comparison operations can also be attributed to the primary processing block.

Then they go to the input of the logic block, as well as the signals from the MM block. It analyses them together (Boolean logic or NS, etc.) and issues buy and sell commands. It is clear that each block can be detailed and described in more detail. The most non-trivial block of logic is how it is constructed. I wrote about it in the previous post.

If we are speaking of the TS task, it is transformation of one time series (price) into another (equity). The second one must have a stable up-trend)).

algorithm != code

But that's not even the point, as this is already the level of implementation.

The functional blocks inside the system, which make up its internal architecture, are the necessary components that determine its internal behavior. But it must be subject to an imperative external to the system.

I, on the other hand, raise the question of the external function of the system.

Yusuf mentioned in passing(item 1) a very important point, but then passed it over in passing. As often happens in life, we don't pay much attention to what seems self-evident to us.

 
avtomat:

As is often the case in life, we do not pay enough attention to what seems to go without saying.

Now you are talking to a person who can really make money on forex and you are trying to tell him that he does not understand what a trading system is. That's ridiculous.

 
TheXpert:

Now you're talking to someone who can really make money in forex and you're trying to tell him that he doesn't understand what a trading system is. That's ridiculous.


Do you understand? Explain, at least in a nutshell, how you understand.

And mind you, I'm not trying to tell anyone anything or impose anything. You have a distorted perception, hence your "hee-hee."

 

I will respond to a post that was deleted for some reason.

Any system has an objective, tasks to achieve that objective and functions whose realisation is necessary to achieve those tasks; each of those functions can be optimised according to a chosen criterion.

What of all this bypass are we talking about?

 
tara:

I will respond to a post that was deleted for some reason.

Any system has an objective, tasks to achieve that objective and functions whose realisation is necessary to achieve those tasks; each of those functions can be optimised according to a chosen criterion.

What of all this bypass are we talking about?


It is the PURPOSE !!! But the creators of TS somehow forget about this most important category of purpose, without which there is no system as such. (And it's not about TP and SL, as it may seem at first glance).

.

zy.

I don't know about the deleted post.

 
I don't know about anyone else, my aim is to make money.
 
TheXpert:
I don't know about anyone else, my aim is to make money.

What is your goal in the TS?
 
avtomat:


Think about what coordinates are, what they are for, what the result of their use is. Think how, without using coordinates, without setting a system of coordinates, it is possible to allocate a direction in space, to set the metric of space, etc.

A "value system" is also a system of coordinates, but only in the space of values. For example, value systems based on different priorities set different vectors of societal development. The events of our days demonstrate this very clearly, and in a contrasting way.

Now think about what is the function of the coordinate system.


The coordinate system has no function. It "does not function". Something external to the coordinate system functions.

It's the same with the value system.

 
Contender:


The coordinate system has no function. It "does not function". Something external to the frame of reference is functioning.

The situation is the same with the value system.


I am not here to change your mind, let alone to explain it to you.