The market is a controlled dynamic system. - page 269

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But if we consider that each newly following act of the "present(j)" does not start from zero, but from the level formed by all previous acts, the picture of the formation of the global "FUTURE" will be more correct.

And in this case there will be no saturation !!! And rightly so ;)

 
avtomat:


It is, figuratively speaking, a stretched single shot, or otherwise, a delta function smeared in time.


Highlighted - I have not encountered such an interpretation).

It diverges from the classical definition of the delta function.

Would it be more correct to speak of a kind of window transformation (in the name of the respected (without irony) Yusuf) due to the finiteness of the time interval in question?

 
sergeyas:

Highlighted - I have not encountered such an interpretation).

It diverges from the classical definition of the delta function.

Maybe it is more correct to speak about some window transformation (in the name of dear (without irony) Yusuf) due to finiteness of considered time interval?



I have figuratively put it this way. ;)

Of course, it differs from classical definition of a delta-function. ;)

That's why I'm talking about stretching in time of initially concentrated momentum at a point. After all Yusuf transformations can be considered from these positions.

 
avtomat:

But if we consider that each newly following act of the "present(j)" does not start from zero, but from the level formed by all previous acts, the picture of the formation of the global "FUTURE" will be more correct.

And in this case there will be no saturation !!! And rightly so ;)

Yusuf, you won't have to sleep well for a few months to correctly enter the initial conditions into the formula for calculating the future - attachment to characteristic levels ;)

Although, in my opinion, it is not the last important moment that will have to be taken into account...

It's not that simple...

But it is interesting.

 
sergeyas:

Yusuf, you won't have to sleep properly for several months to correctly enter the initial conditions into the formula for calculating the future - a reference to characteristic levels;).

Although, in my opinion, it is not the last important thing you will have to take into account...

Well, it's not that simple...

But it is interesting.


Of course, we will think further to get to the truth, but the preliminary results of the theory are reassuring, for example, allow to open approximately the same number of long (192) and short (190) positions from the beginning of 2013 and stay in profit at 0.1 lot on D1:

There are 1383 bars in the history
Modelled ticks 1765
Modeling quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Spread Current (20)
Net profit 20503.92
Total profit 28009.00
Total loss -7505.08
Profitability 3.73
Expected payoff 53.68
Absolute drawdown 370.00
Maximum drawdown 4099.12 (17.17%)
Relative drawdown is 17.17% (4099.12)
Total trades 382
Short positions (% win) 192 (93.23%)
Long positions (% win) 190 (96.84%)
Profitable trades (% of all) 363 (95.03%)
Loss trades (% of all) 19 (4.97%)
Largest
profitable trade 79.76
losing trade -1757.36
Average
profitable trade 77.16
losing trade -395.00
Maximum number
continuous wins (profit) 187 (14608.12)
Continuous Losses (Loss) 17 (-7444.64)
Maximum
continuous profit (number of wins) 14608.12 (187)
Continuous loss (number of losses) -7444.64 (17)
Average
continuous winnings 121
Continuous loss 6

 
avtomat:

But if we consider that each newly following act of the "present(j)" does not start from zero, but from the level formed by all previous acts, the picture of the formation of the global "FUTURE" will be more correct.

And in this case there will be no saturation !!! And rightly so ;)

Oleg, correctly noticed, in this case. I really, for simplicity, considered the action of a unit momentum at time t=0 for the simplified variant n=1, though, actually, space is n - dimensional and impedance of system a are determined by actual data and can take any values, though, even so, relations for P, H, B remain immutable and the normalization condition P+H+B=1 is satisfied. You're right, in fact, due to emergence and death of new dynamic processes, there will never be a saturation, but if an event suddenly occurs, for example as a global news, then its characteristics can be noticed and distinguished from the general market behaviour. All the work is done just for the sake of it.
 
sergeyas:

Highlighted - I have not encountered such an interpretation).

This is at odds with the classical definition of the delta function.

Would it be more correct to speak of a kind of window transformation (in the name of the esteemed (without irony) Yusuf) due to the finiteness of the time interval in question?


You have noted correctly, I tend to think that, indeed, the future enters the past through the window of the present, as shown earlier, and everything happens almost in a flash; when we catch up, it is often too late to try to change and/or take action:


 
avtomat:

But if we consider that each newly following act of the "present(j)" does not start from zero, but from the level formed by all previous acts, the picture of the formation of the global "FUTURE" will be more correct.

And in this case there will be no saturation !!! And rightly so ;)


By carrying out such constructions, for identicalacts of "present(j)" we obtain the following picture of global "FUTURE" formation :

In this case, saturation does not occur. At the end of the transient, the process stabilises and motion at a constant speed is established. (I remind you that all acts are identical here)

In this case the movement is carried out in discrete steps.

Thus, the FUTURE does not stop in its development, but moves forward and upward, evolves, develops.

Such an established monotonous motion can be seen as a global evolutionary carrier.

Then, as an experiment, different kinds of modulation can be introduced, to evaluate their influence on the character of motion.

 

Modulation can be introduced both for individual acts and for the resulting process.

For example, by introducing a very simple modulation we get such very familiar movements :)

(such movements even had a special silly name, calling it "volatility", which clearly indicates lack of understanding of the nature of the phenomenon and desire to hide misunderstanding behind a silly "term")

Note specifically : no randomness generators were used in the construction of this modulated process !!!

Here are these model simple modulating functions, non-linear in spite of their simplicity :

.

I hope this simple example gives an insight into why the task of determining the weighting coefficients is itself complex and ambiguous, as I mentioned earlier.

 
tol64:


How do you calculate the efficiency ? Like this? Only then you need to clarify what is meant by:

A - useful work.

Q is the energy expended.

//---

P.S. It's just the Recovery Factor. ))

Efficiency Factor.

Screw in efficiency calculation.

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