The market is a controlled dynamic system. - page 112

 
avtomat:

Don't make such categorical statements on a subject with which you are, to put it mildly, very unfamiliar.

there is no control object.

If a satellite is dangling in orbit, the incoming signal is the trajectory, the control action is the signals from the MCC and there is a response in the trajectory - TAU

If the satellite is dangling and not responding to signals and the MCC is trying to predict its trajectory from the past path, not TAU

 
FAGOTT:

there is no control object.

If a satellite is dangling in orbit, the input signal is the trajectory, the control action is the signals from the MCC and there is a response in the trajectory - TAU

If the satellite is dangling and not responding to signals and the MCC is trying to predict its trajectory from the previous path, not TAU.


The object of control is in this equation. "You can't see it, but it's there. But to see it in the equation, you have to know the subject. And you don't know it.

Maybe Sergei has enough patience and he will explain it to you clearly... I don't have enough...

 
avtomat:


No, it isn't.

The nature of the U function is informational. It is a direction setter for the development of the process. The volume and power of the market is another matter.

But you can apply it to the volume and power of the market just like any other process.

I think the U function is unlikely to be both an "informational" and a "direction setter" at the same time. No one and nothing can set the direction of prices except the market itself. Our task is to adapt as adequately as possible to the realities of the market, to identify the moments of market tension which are defused under the pretext of Gap and "news".
 
yosuf:
I think it is unlikely that the U function can be both an "informational" and a "direction setter" at the same time. Nobody and nothing can set the direction of the price, except the market itself. Our task is to adapt as adequately as possible to the realities of the market, to identify the moments of market tension, which are defused under the pretext of Gap and "news".


Yusuf, don't confuse the "nature of the entity" with the "functional task of the entity".

Being "informational" in nature, the control function U(t) performs the "direction setter" function.

 

Here, for example, is what the control signal looks like

 
avtomat:

Here, for example, is what the control signal looks like

The control signal for what?
 
yosuf:
Control signal for what?


Since our task is to follow the market, the control signal U(t), being a directional cue, is also a control signal in the decision-making subsystem for opening/closing a position, in this case BUY.
 
avtomat:

Since our task is to follow the market, the U(t) control signal, being a direction setter, is also a control signal in the decision making subsystem for opening/closing a position, in this case BUY.
Now, everything is clear, we are controlling the trading process.
 
yosuf:
Now, everything is clear, manage the trading process.

it constructs a regression equation and predicts the price. The equation is probably non-linear with dynamic coefficients.

The "direction setter" is the sign of the coefficient that determines whether the price will rise or fall. The regression coefficient sign is a "control signal in the decision making subsystem for opening/closing a position, in this case it is BUY".

The "control signal" is either buy or sell.

The "U - unknown controlling influence" is the unknown regression coefficient.

 
FAGOTT:

it builds a regression equation and predicts the price. The equation is probably non-linear with dynamic coefficients.

The "direction setter" is the sign of the coefficient that determines whether the price will rise or fall. The regression coefficient sign is a "control signal in the decision making subsystem for opening/closing a position, in this case it is BUY".

The "control signal" is either buy or sell.

The "U - unknown controlling influence" is the unknown regression coefficient.


You have a talent for turning things upside down, twisting them, turning them upside down.