The market is a controlled dynamic system. - page 384
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By what algorithm"It is it that generates the position of the volume v(t)" ??? Where do you account for this algorithm ??? You accept that it is completely random. But that's not the case at all !!!
It doesn't matter which algorithm it is (deterministic of course). All that matters is that it doesn't look into the future.
Oleg, if the deterministic algorithm has SB as input, then the output is also SB. Except of a different distribution. By the way, deterministic algorithms always are cyclic. This is already from Thuring's :-)
Not necessarily at all.
It doesn't matter what kind of algorithm (deterministic of course). All that matters is that it does not look into the future.
Forum on trading, automated trading systems and testing of trading strategies
The market is a controlled dynamic system.
Oleg avtomat, 2018.11.25 14:25
1) By what algorithm"Exactly it generates volume position v(t)" ??? Where do you consider this algorithm ??? You accept that it is absolutely random. But that's not the case at all !!!
2) Here is where you are completely wrong. TS works without looking into the future. TS uses only past values and the current value. I can demonstrate this in step-by-step mode by feeding rnd() updated at each step to the input.
DOES NOT LOOK INTO THE FUTURE.
have you not noticed point 2?
DOES NOT LOOK TO THE FUTURE.
Didn't you notice point 2?
I did. And I say that this is quite enough for the unprofitability of any TS on SB. The concrete structure of the TS algorithm in this case is completely unimportant.
Not necessarily at all.
Algorithms are as cyclic as they come... They have a countable number of states and their overshoots.
They either run in circles or stop.
And if the input is SB, the output is also SB with "cycle traces", i.e. a different distribution.
Noted. And I say that this is quite enough for the unprofitability of any TS on SB. The specific structure of the TS algorithm in this case is completely unimportant.
I gave a large number of examples showing the profitability of TS on SB.
This refutes the postulate about the impossibility of profitability of TS on SB.
Alexei is arguing about something, with absolutely no clue whatsoever and not even trying to actually trade :)))
He is told in Russian - you can make money. And if he is such a big fan of TV, then Lyapunov's TSP is to his credit. No, it's like a peashooter against a wall...
Algorithms are cyclic as you can think of... They have a countable number of states and their overshoots.
They either run in circles or stop.
And if the input is a SB, the output is also a SB with "cycle traces", i.e. a different distribution.
If it is a tracking task, the output process must track the input process.
If the goal is to stabilize, the output process must be stabilized at a predetermined level, regardless of variations in the input process.
(accuracy issues are left out of brackets).
These are different formulations of the problem. And the solutions are different. And the results are different.
I have cited numerous examples to demonstrate the profitability of the TS on SB.
This refutes the postulate that it is impossible for a TS to be profitable on SB.
You are mistaken. But I won't bother you with that anymore.
Nah, I'd say so:
People who get cold feet and scared of the word SB need to get out of the market while their pockets are still relatively empty :)))
For, if they can't make money on SB, then real VR will simply plunge them into the abyss of poverty and misery.