Various trading strategies are applied in intraday high-frequency market to provide investors with reference signals to be on the right side of market at the right time. In this paper, we apply a trading strategy base...Various trading strategies are applied in intraday high-frequency market to provide investors with reference signals to be on the right side of market at the right time. In this paper, we apply a trading strategy based on the combination of ACD rules and pivot points system, which is first proposed by Mark B. Fisher, into Chinese market. This strategy has been used by millions of traders to achieve substantial profits in the last two decades, however, discussions concerning on the methods of calculating specific entry point in this trading strategy are rare, which is crucial to this strategy. We suggest an improvement to this popular strategy, providing the calculating and optimizing methods in detail to verify its effectiveness in recent Chinese futures market. Because of the high liquidity and low commissions in stock index futures market, this trading strategy achieves substantial profits .However, given the less liquidity in commodity futures market, profits decrease and even be neutralized by the relatively high commissions.展开更多
This paper presents a novel control approach for achieving robust posture control in legged locomotion,specifically for SLIP-like bipedal running and quadrupedal bounding with trunk stabilization.The approach is based...This paper presents a novel control approach for achieving robust posture control in legged locomotion,specifically for SLIP-like bipedal running and quadrupedal bounding with trunk stabilization.The approach is based on the virtual pendulum concept observed in human and animal locomotion experiments,which redirects ground reaction forces to a virtual support point called the Virtual Pivot Point(VPP)during the stance phase.Using the hybrid averaging theorem,we prove the upright posture stability of bipedal running with a fixed VPP position and propose a VPP angle feedback controller for online VPP adjustment to improve performance and convergence speed.Additionally,we present the first application of the VPP concept to quadrupedal posture control and design a VPP position feedback control law to enhance robustness in quadrupedal bounding.We evaluate the effectiveness of the proposed VPP-based controllers through various simulations,demonstrating their effectiveness in posture control of both bipedal running and quadrupedal bounding.The performance of the VPP-based control approach is further validated through experimental validation on a quadruped robot,SCIT Dog,for stable bounding motion generation at different forward speeds.展开更多
There are little-noticed points in the plane, which are artifacts of linear regression. The points, which are called pivot points, are the intersections of sets of regression lines. We derive the coordinates of the pi...There are little-noticed points in the plane, which are artifacts of linear regression. The points, which are called pivot points, are the intersections of sets of regression lines. We derive the coordinates of the pivot point and explain its sources. We show how a pivot point arises in a certain notable data set, which has been analyzed often for points of high leverage. We obtain the application of pivot points that shortens calculations when updating a set of bivariate observations by adding a new point.展开更多
There is a set of points in the plane whose elements correspond to the obser-vations that are used to generate a simple least-squares regression line.Each value of the independent variable in the observations matches ...There is a set of points in the plane whose elements correspond to the obser-vations that are used to generate a simple least-squares regression line.Each value of the independent variable in the observations matches up with one of these points,which are called pivot or fixed points.The coordinates of the fixed points are derived,and the properties of the points are explored.All points in the plane that yield each of the fixed points are found.The role that fixed points play in regression diagnostics is investigated.A new mechanical device that uses linkages to model the role of fixed points is described.A nu-merical example is presented.展开更多
文摘Various trading strategies are applied in intraday high-frequency market to provide investors with reference signals to be on the right side of market at the right time. In this paper, we apply a trading strategy based on the combination of ACD rules and pivot points system, which is first proposed by Mark B. Fisher, into Chinese market. This strategy has been used by millions of traders to achieve substantial profits in the last two decades, however, discussions concerning on the methods of calculating specific entry point in this trading strategy are rare, which is crucial to this strategy. We suggest an improvement to this popular strategy, providing the calculating and optimizing methods in detail to verify its effectiveness in recent Chinese futures market. Because of the high liquidity and low commissions in stock index futures market, this trading strategy achieves substantial profits .However, given the less liquidity in commodity futures market, profits decrease and even be neutralized by the relatively high commissions.
基金This work was supported by the Touyan Innovation Program of Heilongjiang Province.
文摘This paper presents a novel control approach for achieving robust posture control in legged locomotion,specifically for SLIP-like bipedal running and quadrupedal bounding with trunk stabilization.The approach is based on the virtual pendulum concept observed in human and animal locomotion experiments,which redirects ground reaction forces to a virtual support point called the Virtual Pivot Point(VPP)during the stance phase.Using the hybrid averaging theorem,we prove the upright posture stability of bipedal running with a fixed VPP position and propose a VPP angle feedback controller for online VPP adjustment to improve performance and convergence speed.Additionally,we present the first application of the VPP concept to quadrupedal posture control and design a VPP position feedback control law to enhance robustness in quadrupedal bounding.We evaluate the effectiveness of the proposed VPP-based controllers through various simulations,demonstrating their effectiveness in posture control of both bipedal running and quadrupedal bounding.The performance of the VPP-based control approach is further validated through experimental validation on a quadruped robot,SCIT Dog,for stable bounding motion generation at different forward speeds.
文摘There are little-noticed points in the plane, which are artifacts of linear regression. The points, which are called pivot points, are the intersections of sets of regression lines. We derive the coordinates of the pivot point and explain its sources. We show how a pivot point arises in a certain notable data set, which has been analyzed often for points of high leverage. We obtain the application of pivot points that shortens calculations when updating a set of bivariate observations by adding a new point.
文摘There is a set of points in the plane whose elements correspond to the obser-vations that are used to generate a simple least-squares regression line.Each value of the independent variable in the observations matches up with one of these points,which are called pivot or fixed points.The coordinates of the fixed points are derived,and the properties of the points are explored.All points in the plane that yield each of the fixed points are found.The role that fixed points play in regression diagnostics is investigated.A new mechanical device that uses linkages to model the role of fixed points is described.A nu-merical example is presented.
