Sultonov differential indicator - page 17

 
Олег avtomat:

Yusuf, you don't see the problem, so it's not really there for you. But it is there. "Take only the last N bars of history" is not difficult, but that is not the problem.

If at each bar (which you have every minute) "take for calculations only the last N bars of history", each time the reference point will change, and therefore the indicator lines on each bar will show values relative to this new reference point. That is, the whole picture will change on every bar.

Try it and you will see.

Oleg, I can't imagine how the indicator will work, according to your proposal, with a preliminarily unknown period. I created one of the variants of the indicator with "infinite" period, when the period of the indicator was programmatically changed to N+1 at opening of the next bar. The indicator didn't re-run, but it didn't demonstrate any significant advantages in comparison to the fixed period. Re-drawing of the indicator from bar to bar is a consequence of market situation changes, for which the indicator must monitor continuously with a fixed period. It is problematic to lose the efficiency for the sake of the constancy of the indicator readings. Or maybe I do not understand something?
 
Yousufkhodja Sultonov:
Oleg, I do not imagine the work of the indicator, in fact your proposal, with a predetermined, unknown, period. I created one of the variants of the indicator with "infinite" period, when the period of indicator was programmatically changed to N+1 at opening of the next bar. The indicator didn't re-run, but it didn't demonstrate any significant advantages in comparison to the fixed period. Re-drawing of the indicator from bar to bar is a consequence of market situation changes, for which the indicator must monitor continuously with a fixed period. It is problematic to lose the efficiency for the sake of the constancy of the indicator readings. Or maybe I am misunderstanding something?

You misunderstand. An hour ago your indicator was showing one thing, at the opening of a new hour it will show something else - it was the same kind of squiggle, and it will become a completely different one. And it should change only on a new bar, and everything that it drew before, should not change.

Imagine - today you are making a chair. You go to sleep. You wake up wanting to finish the chair, and it's not a chair, it's a stool... But you were making a chair yesterday. No, the stool today tells you that yesterday you made it... Okay, you accept it... You paint the stool remembering your chair... You wake up in the morning hoping to sit on your new stool... And there's a shelf on the floor and it keeps telling you - hang me over the sink - I'm your dish shelf... You take the temperature - I don't know..., you wanted a chair, yesterday you painted a stool, and today you already have to hang a shelf..., without a chair and a stool. Well, we put it up with a sigh, bought some dishes for it and... in the morning, instead of a new shelf on the wall... towel rack...

The next day, the attendant, stroking you and soothing you, whispering: "Do not worry, everything is fine with your bucket ..., but the bottom needs to be patched, because you have not completed it ...

 
Yousufkhodja Sultonov:
Oleg, I do not represent the work of the indicator, according to your suggestion, with an unknown period in advance. I created one of the versions of the indicator with an "infinite" period, when the period of the indicator was programmatically changed to N+1 at the opening of the next bar. The indicator didn't re-run, but it didn't demonstrate any significant advantages in comparison to the fixed period. Re-drawing of the indicator from bar to bar is a consequence of market situation changes, for which the indicator must monitor continuously with a fixed period. It is problematic to lose the efficiency for the sake of the constancy of the indicator readings. Or maybe I do not understand something?

It is normal foran indicator to overshoot on the last bar.

It is not normalfor an indicator to be over-reflected onall bars.

 
Artyom Trishkin:

You misunderstand. An hour ago your indicator was showing one thing, at the opening of a new hour it will show something else - it was the same kind of squiggle, and it will become a completely different one. And it should change only on a new bar, and everything that it drew before, should not change.

Imagine - today you are making a chair. You go to sleep. You wake up wanting to finish the chair, and it's not a chair, it's a stool... But you were making a chair yesterday. But no, the stool today tells you that yesterday you made it... Okay, you accept it... You paint the stool remembering your chair... You wake up in the morning hoping to sit on your new stool... And there's a shelf on the floor and it keeps telling you - hang me over the sink - I'm your dish shelf... You take the temperature - I don't know..., you wanted a chair, yesterday you painted a stool, and today you have to hang a shelf..., without a chair and a stool. Well, we hung it with a sigh, bought some dishes for it and... in the morning, instead of a new shelf on the wall... a towel rack...

The next day, an orderly, stroking you and calm you, whispering: "Don't worry, your bucket is ok... but you should fix the bottom, you have not finished it yet...


... well... ...and I've calmed down... ...and I close my eyes in relaxation... ...and then I look up and there's not even an orderly! AAAA!!!!

;)

 
Олег avtomat:

... well... ...and I'm relaxed... ...and I'm relaxed... ...and then I look up and there's not even an orderly! AAAAAA!!!!

;)

And most importantly - it didn't start with the chair at all, but with a birdhouse...

 
Mihail Marchukajtes:

Anyway I thought about this question and came to the conclusion that without more information to determine the strength of BUYERS and SELLERS NOT POSSIBLE!!!!!!!

There are two ways to solve this problem.....

In the first, is to ask the "smart money" to broadcast where they are up??? (if you want to know something, just ask about it) BUT you know yourself that this is not realistic, because the trade will come to naught.

The second way is to have information about "Open Interest" on every bar, which is also impossible, because SME does not broadcast it.

Conclusion: To determine the strength of the bulls and bears can ONLY be on the daily data, since the OI is published daily, but I did not do it, because I work INTRADEY.

Well in general the train of thought is clear?????? where is the fish......


And yes this is about forex, on the fund OI you can see for every bar, maybe that's why the fund is easier???? I think we need to move on from the forex :-)

That's it - the right way of thinking!
 
Artyom Trishkin:

And the main thing is that it didn't start with a chair at all, but with a birdhouse...

This is what I saw in the morning on the screen of the situation indicator, run at night, around 00-00 on TF M1 with a period of 1000 bars. At that moment the indicator has processed 6*60 =360 new bars, the remaining 640 were taken from the history:

Here is a picture of the indicator, that has just been launched at 6-00 am, where the indicator has taken all 1000 bars from the history:

A detailed examination of the charts reveals that

1. the scale of their representation has changed;

2. The appearance of red and blue lines has not changed;

3. But there is a vertical shift of charts - the red line rises to the blue one. This makes us think that the upper and lower graphs are different. I cannot yet understand what caused such a vertical shift.

On the other hand, we should not be concerned with history, the indicator decides about the results of the last bar: whether there is a crossover on the last bar or not. Therefore, a dangerous, unauthorized shift of the red line upwards may play a cruel joke on us and make false crossings on the history. Hopefully, this does not prevent the indicator from giving a correct verdict on the last bar. We need to figure out the reason for the vertical shift when the lines are constant horizontally. Here's how you, Artem, get the birdhouse and chair problem, with the chair at the top and the birdhouse at the bottom. This problem of vertical displacement may send me to Ward 6 of a mental hospital, next to Napoleon and Newton. Apparently, the solution to this problem is to look in the code - why the red line changes its, once and for all, calculated coordinates. One of these graphs is true, but which one - is not clear yet.

 

...С другой стороны, нас, по идее, сильно не должно волновать вид графика на истории...


Yusuf! I agree, who cares what the indicator drew in the past, if its main indicator is on the last one, where we make a decision if it needs to redraw its tail to build the right ones on the last bar, the eliotators also redraw the history and nothing happens. It is another matter that this is a very unusual indicator and it cannot be used to build a classic TS, because we cannot look at the indicator on the history and say: - here I would buy, here I would sell... Maybe we should change the graphical representation of the indicator? What do two sometimes overlapping cardiograms give us? Only the points of past crossings with a sell or buy signal should be displayed on the history.

 

It is possible to write an indicator in such a way that it can also be viewed on history. The problem is that its inventor doesn't quite understand it himself and hasn't yet defined such a notion as "indicator period".

 
Yousufkhodja Sultonov:

...

On the other hand, we're not supposed to care much about the look of the graph on the story...


This means that all the pictures you have shown in this thread are meaningless.