Quote from: franky1 on February 09, 2016, 07:14:53 PM

Quote from: Fuserleer on February 09, 2016, 07:11:47 PM

I'm not sure how else to convey that the sentiment behind the trade didn't change, not how to say again that the supply and demand in this test was disabled.

exactly.. you didnt consider that sentiment would change. that people would react differently after you change the order matching. you presumed that people would still hand over funds in the same manner no matter what.

if you did include the variable that sentiment would react to your order matching tweeks. then the results would be different.

again how can i convey that sentiment behind a trade WOULD change, and thus the supply and demand beyond the first day of trades would change.. if you just accounted for such deviations

ok I think I understand what you are saying.

The sentiment, if the price was stable, would likely change for the better (less panic dumps, and dragon chasing pumps), but we are still applying the trades with the worst case sentiment.

So, if we are stabilizing with the worst case sentiment, that sentiment is now irrational compared to the price, and it's harder to stabilize a price when the trades are being made irrationally. That then should imply that the model is able to handle very extreme situations.