The "Maybe we'll get lucky" counsellor - page 11

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Avals:

depends, because traders, like all people, are time-sensitive. They start work at a certain time, finish work, and go out for lunch. There is a schedule on the exchanges with which the foreign exchange market is connected. News is time-based, intradealers close positions without delaying them to the next day, options have certain expiration dates, etc. Thus, those who work on the currency market take into account the time.
Apparently, the price depends on the elapsed time. The process of trading appears to be a discrete process according to my reasoning, but it seems to be continuous. Trading temporarily ends with the arrival of the last tick. Then a new trading process, started by one of the traders, begins the process of forming a new tick and ends as soon as the tick reaches the terminal.
 
how do you tell the difference between the latest tick and the next?
 
Avals:

depends, because traders like any other people depend on time. They start work at a certain time, finish, go out for lunch. There is a schedule on the exchanges with which the foreign exchange market is linked. News is time-based, intraday traders close positions without moving them to the next day, options have certain expiration dates, etc. Respectively, those who service the currency market take time into account in their work.

Reread what I wrote and also what the dependent and independent variables are. Price does not depend on time, but on the actions taken by the traders. If ALL market participants at the same time in a certain time interval (which can be considered a period) ALWAYS took exactly the same actions, then for this special case, we could make the price dependence on time. Simply because time is a very convenient variable for modeling and for perception, and not because the price would depend on time (it still depends on actions taken) as it does for most models: the system's state depends on effects, not time.

2 artikul 

Все очень красиво и убедительно, но только при построении моделей закрытых систем, то бишь для мертвечины. Здесь математика всегда будет на
высоте. Однако же рынок - это система живая и отрытая, способная к накоплению и синтезу информации, а стало быть и к самоорганизации. И
память у цены есть и временные циклы тоже довольно жесткие. Особенно это видно до и после выхода новостей. Сколько раз уже наблюдал -
закончился, допустим временной цикл и рынок развернулся, потом выходит новость, а цене чхать на нее, как перла так и прет в прежнем
направлении. Или наоборот, вышла новость, а временной цикл еще не окончен и цена двигается по-прежнему или топчется на месте. Как только
время истекло - сразу резкий разворот. Впрочем на этом форуме фиг кому чего докажешь. В лучшем случае увидишь пересказ и столкновение
стереотипов мышления. )))

Dynamics of open systems also depends on time only insofar as external influences depend on it and the modelling itself still comes down to calculation of closed systems (where balance equations work), but taking into account flows and order of the system, more precisely entropy, as a measure of orderliness. So, about deadness is your speculation. Re-read Nicholis and Prigozhin more carefully.

Regarding cycles: I wrote above considerations - I will be happy if you can prove the contrary.

IMHO, so much time wasted ......

 
sever31:
How do I tell the difference between the last tick and the next?


This is by the way the most important question, and especially how to distinguish the last tick from the next in the multicurrency analysis??????

So far I'm thinking only by dividing into loops, where each higher loop consists of 2 lower ones.

 
sever31:
how do you tell the difference between the latest tick and the next?

The last tick is the one shown on your monitor and is already history, the next tick is the one being formed by those who are determining the price value, but have not reached your terminal yet
 
VladislavVG:

Reread what I wrote and also what the dependent and independent variables are. Price does not depend on time, but on the actions that traders take. ......

And the actions of traders depend on time as well. And I don't understand the attraction of dependent and independent variables. They are just a part of the experiment, not real "physical" concepts. One chooses an independent variable and studies its influence on the dependent variable. What kind of experiment are you talking about?
 
yosuf:

The last one - shown on your monitor and already become history, the next one - formed by those who determine the price value, but hasn't reached your terminal yet


I've been talking about it for a long time - it's synchronization in essence. You need to get a table - where all the ticks of the multicurrency are placed on one time axis ALL!

But it is unlikely that computer power will allow it. And we need only online ticks on a single time scale, because even the time of pairs themselves is sometimes not synchronous in the terminal.

Yusuf whether it is possible to come to something like that having only one-minute data

 
VladislavVG:

Once again, it does not follow from the presence of memory that there is a dependence on time. The absence of time dependence does not imply the absence of memory. Lack of time dependence means that time is not an independent variable. There are plenty of processes with memory that do not depend on time.

...

Agreed. But still for completeness of a picture give an example of process which would have rigid dependence on time and nothing else. Just from your words, it seems that any process from boiling water in a kettle to movement of stars does not depend on time.
 

You guys are engaging in demagoguery and sophistry about time dependency. What the hell difference does it make?

It is clear that in purely philosophical terms, any natural process depends not on time, but on events. Nevertheless, in physics it has long been accepted to describe processes precisely in terms of time, as this is the uniform measure of any dynamics.

I am not talking about new physics, modern physics, in which it is often more convenient to describe processes not from time. But this is only a matter of convenience. If it would be more convenient to write down processes of birth-transformation of particles as time-dependent, so it would be.

 
C-4:
Agreed. But still for completeness give an example of process which would have a rigid dependence on time and nothing else. Just from what you say, it seems that any process from boiling water in a kettle to the movement of stars is not time dependent.
Any transient process is time dependent.
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