The market is a controlled dynamic system. - page 372

New comment
 
Martin Cheguevara:
Thank you, but I think the book is subjective to say the least...
Okay, but I'm more of a RAS-approved doctoral dissertation kind of guy. Or something like that. Otherwise it's a mess...
 
Martin Cheguevara:
You and olegavtomat have touched upon the truth here. When vibrations become chaotic and disorderly with a sharp increase in amplitude and continue to seek stability, an unstable state begins, in which any external influence will lead to catastrophic results in our case with respect to the market to the emissions. So much for the truth in the last resort.
Can you give me a theory on vibrations? Is there such a theory?

Forum on trading, automated trading systems and strategy testing

The market is a controlled dynamic system.

Martin Cheguevara, 2018.11.03 09:44

This is not resonance...it is like an uncontrolled chain reaction in which graphite rods are quickly dropped in and the reaction becomes pulsating - controllable or not, exactly 50 to 50. Just at this point, if you move the rods or increase the critical mass, there will be an explosion. This is what happens in the Forex market and everywhere else.
Since volatility occurs in a 50/50 environment there is no point in looking where the price will go.It is impossible. Absolutely.


Approximately like this?

I mean the yellow and orange line.


Forum on trading, automated trading systems and strategy testing

Difference calculus, examples.

Aleksey Panfilov, 2018.02.08 15:42

Was browsing the thread and noticed that the comment from post 64 died undeservedly. ))

Dear moderators, is it possible to restore it, in its former place in the appropriate context? Or open it for me to edit ? (below, the comment itself )

Aleksey Panfilov2018.01.30 21:41RU

1*Y1-5*Y2+10*Y3-10*Y4+5*Y5-1*Y6=0- the fourth degree parabola difference equation.

1*Y1-6*Y2+15*Y3-20*Y4+15*Y5-6*Y6 +1*Y7=0- difference equation of the fifth degree parabola.

1*Y1-7*Y2+21*Y3-35*Y4+35*Y5-21*Y6 +7*Y7-1*Y8=0- difference equation of the sixth degree parabola.


Interpolation formulas with a shoulder of 1 interval are derived directly from the equations for equidistant points.

3*Y2=1*Y1+3*Y3-1*Y4 - interpolation by the parabola of the second degree.

4*Y2=1*Y1+6*Y3-4*Y4 +1*Y5- interpolation by parabola of the third degree.

5*Y2=1*Y1+10*Y3-10*Y4+5*Y5-1*Y6- interpolation by the parabola of the fourth power.

6*Y2=1*Y1+15*Y3-20*Y4+15*Y5-6*Y6 +1*Y7- interpolation with fifth-degree parabola.

7*Y2=1*Y1+21*Y3-35*Y4+35*Y5-21*Y6 +7*Y7-1*Y8- interpolation by parabola of the sixth degree.

As a code:

 
      a1_Buffer[i]=(open[i]   +3*a1_Buffer[i+1 ]   -1*a1_Buffer[i+2 ]  )/3;
      a2_Buffer[i]=(open[i]   +6*a2_Buffer[i+1 ]   -4*a2_Buffer[i+2 ]   +1*a2_Buffer[i+3 ]  )/4;
      a3_Buffer[i]=(open[i]   +10*a3_Buffer[i+1 ]  -10*a3_Buffer[i+2 ]  +5*a3_Buffer[i+3 ]  -1*a3_Buffer[i+4 ])/5;
      a4_Buffer[i]=(open[i]   +15*a4_Buffer[i+1 ]  -20*a4_Buffer[i+2 ]  +15*a4_Buffer[i+3 ]  -6*a4_Buffer[i+4 ]  +1*a4_Buffer[i+5 ])/6;
      a5_Buffer[i]=(open[i]   +21*a5_Buffer[i+1 ]  -35*a5_Buffer[i+2 ]  +35*a5_Buffer[i+3 ]  -21*a5_Buffer[i+4 ]  +7*a5_Buffer[i+5 ]  -1*a5_Buffer[i+6 ])/7;

The figure shows the beginning of the graph.

It is clear that lines constructed using polynomials of powers 2-4 (grey, blue, green) are confidently staying near the chart.

The lines built with polynomials of powers 5 and 6 (red, yellow) get into something resembling resonance or auto-oscillation and gradually accumulate amplitude. Increasing the leverage for polynomials of degree 5 or greater does not change the situation.


Interpolation by a difference equation of a function consisting ofa sum of sinusoids of given periods allows one to increase the "degree of polynomial" to, say, 12 degrees (this is like 6 sinusoids around a constant).

However, a similar situation(resonance) can also be encountered by interpolating a function of one sinusoid around a constant (analog of a second degree polynomial), with a certain combination of shoulder and period.

The analogy with polynomials is drawn by the number of minimum required points.



 
Martin Cheguevara:
Thanks, but I think it's subjective to say the least.

Well, you shouldn't do that...

It's a very useful book. Haken is a world-renowned physicist.

 
Martin Cheguevara:
In private, not here.
Where did you disappear？ Did you get drunk for the weekend？ or out of despair？ You sent everyone here, you know. From the forum, like, I fucked off. They said Ah, you can say the same thing ... (I am from Odessa, not from Poland, hello)
 

.

 
Martin Cheguevara:
Good but I'm more of a fan of at least RAS-approved doctoral dissertations. Or something like that. Otherwise it's a mess...

Do you represent anything of yourself?

 
Алексей Тарабанов:

What do you think of yourself?

Forum on trading, automated trading systems and trading strategy testing

Do we need to expand the creative space of algotrading?

Martin Cheguevara, 2018.11.02 20:00

The best creativity in my opinion is reducing robot losses as much as possible and finding ways to close as quickly as possible in plu dividing the loss and closing it piecemeal or increasing the volume of the trade.

I can create a branch and describe how my trading robot works for 20 pages and prove that the earnings it produces sensible ... Yes the point ...

As you can see, I make a fixed loss in red zones.

If I don't increase or decrease the lot size depending on the probability of profit closure, I cannot make the robot earn continuously.

If I don't increase the lot, my robot will catch the maximum possible profit due to the signal system, which, by the way, always takes into account that the price moves 50-50,

it manages to "catch" this kind of movement

and even with that we get this:

red solid zones - zones of permanent fixed loss

the red dotted lines are where the robot, taking into account the probabilistic factor of price movement, is trying to divide the loss into parts and to close them gradually so that the profit dynamics becomes positive.

Now pay attention to the question:

how to achieve early loss-covering without increasing the lots,

The robot should not only lose profits, but also take risks and take only profits as a guarantee that the robot will earn or at best will not lose too much.

I want it to be demonstrated in practice, not in theory... otherwise, it's just another endless row...

I will tell you the terms right away:

1. looking for the direction of price movement and use it to catch something there is no sense, you will never guess it enough to earn a fixed loss, and without increasing the lots

2. the more you look for signals from higher TF, the more stable the randomness of movements in this TF is, the higher it is.

3. The spikes can be easily identified in advance and at the time of their occurrence

4. we need a system only and only with real losses and orders, without any alarms.

5. At a minimum, an extraordinary solution is needed, simplified as much as possible in the basic scheme.

6. This is the cornerstone of any TS.

Since minimizing the time spent in the market and is essentially increasing the probability in the long term to close in the plus, but there are of course nuances.

7. If anyone wants to display just a profit chart. They may be of different types of biofuel, but they are not so different in every situation.

8. this must be a system with limited loss preferably Stop not more than 1 to Profit not less than 1.


solve the problem. Can you do it?

I am not a theorist looking for something for years, but a practitioner. I am not looking for the truth. I know it to the extent that I have been able to learn it and use it.

And I prefer doctoral dissertations because there's much more subjective theory than objective. Especially here.

But it doesn't matter.

What's important is the solution to the problem and the result. For me personally.

You can either solve the problem or do not answer me at all - it makes no difference to me.

I don't expect anything from anyone, I don't give a fuck. I'm solving a problem and not, as I've noticed here, trying to prove something to someone or impose something, as you often do.

Don't stop me from looking for intelligent and capable people, please.

Usually People here on specific examples start to "stink". I hope you'll be smarter than that and not do anything at all.Thank you.
 
Aleksey Panfilov:


Is that about right?

I mean the yellow and orange line.




no

 

.

 

.

1...365366367368369370371372373374375376377378379...551
New comment