The market is a controlled dynamic system. - page 53

 
zoritch:


Well why ? there are quite decent new faces in this market... using mt4.... you mean your tractors counter positions do not support ?

In my opinion - that's the only difference between the platforms - the rest is all baiting adornment...

(it's different when forced to translate.... but i think it's all the same whether it's straight hedge or crooked.... the world flows into the same cesspool...:-))


What's this got to do with counter positions... Don't confuse the level of implementation with the level of goal setting.

 
avtomat:


What's this got to do with counter positions... Don't confuse the level of implementation with the level of goal-setting.


i'm not confusing.... :-))) there is a basic principle of goals - buy when it's cheap, sell when it's expensive...

I work without stops and so on... actively buying... gradually increasing lots...

and the principle of realizing the goals of your strategy can you tell me ? or is it boring to look at

the increasing profits until they go nowhere again...? otherwise what's the point of this circus ... ? ...:-)))

 
zoritch:


i'm not confused.... :-))) there is a basic principle of goals - buy when it's cheap, sell when it's expensive...

I work without stops and so on... actively buying... gradually increasing lots...

and the principle of realizing the goals of your strategy can you tell me ? or is it boring to look at

the increasing profits until they go nowhere again...? otherwise what's the point of this circus ... ? ...:-)))


This thread is two years old... The principles of objectification are described at the very beginning of the branch. But who needs it... and even lazy to read...

And if it's boring to watch -- I don't make you watch.

 

Next I look at the more general model. The background was here

In my opinion, this topic, this model, deserves close attention.

--------------------------------------------------------------------------------------------------

Of this whole scheme, only X quotes are reliably available to us -- for use, for analysis, for model building, etc., etc.

 

Already the first sighting is promising ;)

GBPUSD H4

Here we use the set of exponential filters without adaptive adjustment of parameters.

And even in this simple variant the model is quite successful in determining the switching structure of the movement.

 
avtomat:

A set of exponential filters without adaptive parameter adjustment is used here.

How about going straight to 2nd order filters?

I will still repeat the observation from the other thread that there is no input signal.

HH And can we put the letters F and U in the schematic to make it clearer how the scheme relates to the epiures?

 
alsu:

1) Maybe we should go straight to 2nd order filters?

2) I will still repeat the observation from the other thread that there is no input signal.

3) And may we put letters F and U, so that it would be clearer, how scheme is related to epiures?



1) It was a sighting, a choice of direction, --- so to speak, feeling the ground beneath our feet.

2) Only X quotes are reliably available to us.

alsu:

I note that this scheme lacks the main thing - the input signal. Which for the market are two things: the flow of external information and transactions of the largest participants (interventions). Both signals act on the system similarly, but are applied at different points in the scheme, so I separate them. Without taking them into account, there is no point in identifying parameters, because the original premise, which is evident from the outline - the market as a closed system - is wrong. It is necessary to look at an open system with unknown input signal and unknown parameters of PF components and solve the problem of "blind" deconvolution. And who said it would be easy.


HH And not a word about FIR filters, by the way.

We have no information about interventions and other insiders. We could add all sorts of news, speeches, ratings, etc. as input to the model. But is it really necessary? We have to remember that these messages (news, speeches, ratings, rumours) are sometimes really informative, sometimes they are pure disinformation and sometimes they don't have any sense (informational noise). Therefore (if such an input is used) already at the stage of pre-processing of the input signal, it would be necessary to introduce some "semantic analyzer" to sift out noise and misinformation.

All we have is a stream of quotes X. And importantly, there is a history of the quote stream.

Thus, the input signal of the model is the stream of quotesX.

3) I will repeat the diagram from that thread here for now

and a bit later I will break down the scheme in more detail.

 
avtomat:


Therefore (if such an input is used) already at the preprocessing stage of the input signal some "semantic analyzer" would have to be introduced into the system to sift out noise and misinformation.

All we have is a stream of quotes X. And importantly, there is a history of the quote stream.


At preprocessing stage it is probably not necessary, it is better to cut off small noises at once. But after that, the "sense analyzer" can be a number of devices with different criteria of "sense".

For example (I am actively investigating this approach myself), the likelihood ratio: one would have to set model distributions of motion in the presence of the input signal and in its absence and try to identify their parameters too.

 
alsu:

At the preprocessing stage it may be better not to cut off small noises at once. But afterwards, it's fine, and the "sense analyser" can be a number of devices with different criteria of "sense".

For example (an approach that I myself am actively exploring), the likelihood ratio: one would have to specify model distributions of motion in the presence of the input signal and in its absence, and try to identify their parameters too.


I do not consider this approach to be promising. And for me it is unacceptable.

----------------------------------------------------------------------

etc. with no end in sight...

-----------------------------------------------------------------

In short, my model uses actual quotes as input. Actual quotes(!), not something plausible(?) in any respect.

 
avtomat:


I don't see this approach as promising. Nor is it acceptable to me.


In short, my model uses actual quotes as input. Quotes are actual(!), not something plausible(?) in any respect.

That's exactly what I mean. Just quotes, no unnecessary information.