From theory to practice. Part 2 - page 59
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I don't really see how we can transform Shurik's system into a trending one. It is an oscillator, and oscillators are very reluctant to show a trend.
In my opinion, it is the usual bollinger, in a slightly unusual form, but basically the same stuff, but from the side. You may build a muv on ticks and then subtract it from the price series and the remainder will be the same as in the theoretical-practical one.
And it is not difficult to change the bollinger from a return to the trend TS - when the threshold is reached, it opens outside the channel. If we optimize the opening threshold separately for each TS, maybe the portfolio will behave more steadily.
But the idea of applying game theory and the collective behaviour of automata now seems to me to be more productive than previous attempts to apply a pure theorist to BP.
Once the "pattern" is identified by the majority of the participant, another cycle of their behaviour begins.
Imho.
By the way this publication is suggestive of many things.
I quite agree that game theory is more suited to describing the 'physics' of the market. But the main constructive method of solving TI problems is to reduce them to theorwer problems, by means of Nash's mixed equilibria. One can also engage in all kinds of simulations, but this is essentially the same theorver in the form of the Monte Carlo method.
The main result from algorithm theory that we should all always keep in mind is that for almost all sequences there is no algorithm by which they can be constructed)
The theory of formal grammars could probably make sense for our research too. But probably only in conjunction with a theorist in the form of stochastic grammars.
And it's not hard to change the bollinger from a return to a trending TS - when the threshold is reached, it will open outside the channel. If we optimise the opening threshold separately for each TS, then maybe the portfolio will behave more steadily.
Yes, that's exactly what was meant.
I see you're confused by prejudice.)
You don't flip coins anymore, but you're a long way from trading.
All processes obey simple mathematical laws and so does the market. Even the market ones, you might say, are more indicative.
Where do you get the SB?
Aaah! Software simulated in some range of numbers).
So such a SB would obey the same laws as the market ones.
Ohospada, this one goes there, too....
Yes, everyone in this ward is the same. )
Some have a higher opinion of themselves))))
It's not just the crane operator, locksmith, turner, shabbat worker who can be a ludomaniac...
But also arrogant faces like physicists, mathematicians, academics, engineers, directors....
What makes them different???
A diploma, not the ability to peddle.
I see a lot of people on this forum like to show off their diplomas and not their trading skills.
Chamber. What can you do? Sick people and they don't notice it.
Excuse me, how have you personally demonstrated your "trading skills" and "skills in trading"?
With pictures?
Excuse me, how have you personally demonstrated your "trading skills" and "skills in trading"?
With pictures?
I'm lying in another room.))
I'm in another room.))
And you write your grievances in this room.
Next time you write like this -"Some people, INCLUDING ME, have a higher opinion of myself))))