Sultonov differential indicator - page 40

 
Vladimir:

As far as I remember, respected Yusufkhoja Sultonov, you indicated the purpose of creating the indicator as securing your name. In other words, the copyright. Now the formulas for the calculation of indicator lines have been published, https://www.mql5.com/ru/forum/216101:

I hope you will find significant differences that are significant for the purpose of creating the indicator, those that arise precisely from its application and cannot be derived from RSI in any way. Now your formulas look, sorry, like showing intermediate results of RSI indicator calculation without reference to its author.

So what? The Kalashnikov automaton does not contain a single new, unknown before it, detail or principle. However, the Kalashnikov automaton , not the Walter-Schmeisser-Bulkin or others.
 
Yuriy Asaulenko:
So what? There is not a single new part or principle in the Kalashnikov automatic rifle, unknown before it. But it is Kalashnikov automatic rifle , not Walter-Schmeisser-Bulkin or others.

The Kalashnikov assault rifle is renowned for its differences from other weapons. First and foremost, it is reliable and unpretentious. Reliability, for example, has a quite quantitative indicator, the average time between failures. It can be used for comparison.

By the way why do you think that everybody knows everything, necessary for production of Kalashnikov rifle? Why can't anyone copy it? Do you think there are no secret points in its production that are not published anywhere? The (steel) parts cannot be hidden, of course.

But the details of the complex multi-stage barrel hardening process can. Does anybody know the shape and volume of the tank in which the barrel is placed for hardening; in which liquid (or steam-liquid medium), what is the flow rate of this liquid and what are the temperature conditions?

P.S. As far as I remember Czechoslovakia and China had licenses from USSR to produce some copies of AK. However, they were not disclosed all the details and principles, the performance of these analogues is much worse.
 
Vladimir:

As far as I remember, respected Yusufkhoja Sultonov, you indicated the purpose of creating the indicator as securing your name. In other words, the copyright. Now the formulas for calculation of indicator lines have been published, https://www.mql5.com/ru/forum/216101:

Sultonov's Differential Indicator:


Compare them with these (a search for the words "rsi indicator" leads to wikipedia https://ru.wikipedia.org/wiki/%D0%98%D0%BD%D0%B4%D0%B5%D0%BA%D1%81_%D0%BE%D1%82%D0%BD%D0%BE%D1%81%D0%B8%D1%82%D0%B5%D0%BB%D1%8C%D0%BD%D0%BE%D0%B9_%D1%81%D0%B8%D0%BB%D1%8B:


Don't you think your two lines are the numerator and denominator of RS? Since you are concerned about copyright, maybe you should clearly highlight that fact and provide a link so you don't get accused of plagiarism? Where copyright is important, precise wording is also appropriate - what was done by you and what was done before you. For example, as in a claim: "a way of doing something by..., distinguished by the fact that...". The same wikipedia article also specifies the method of averaging:


I hope you will find important differences for the purpose of this indicator, those that arise from its use and can not be derived from RSI. Now your formulas look, excuse me, like a display of intermediate results of the calculation of the RSI indicator without reference to its author.

1. We have, in Wilder's notation:

U = MA(BUN) of U(N);

D = MA(BEN) of D(N);

N = BUN + BEN.

In Wilder's:

U = MA(N) of U(N);

D = MA(N) of D(N);

2. In general, we can refuse from the 1st bar of history and perform all calculations inside the 0th, the current bar:

Calculation methodology

Calculation of bulls' strength is carried out according to the formula:

BullsPower(i) = SUM(Close(i)- Open (i), N) / BUN

Where:

  • BullsPower(i)- current value of bulls' strength;
  • Close(i)- Close price of the current bar;
  • Open(i)- Open price of the current bar;
  • N- calculation period of the indicator;
  • BUN- number of positive Close price increments for N bars. The sum includes only positive increments.

Correspondingly, to calculate the strength of bears we use the formula:

BearsPower(i) = SUM(Open(i) - Close(i), N) / BEN

where:

  • BearsPower(i)- current value of bearish strength;
  • BEN- amount of negative increments of Close prices for N bars. The sum includes only negative increments.
  • N = BUN + BEN

Here is the indicator according to our method, period 10:

If we had followed Waldler's method we would have got a totally different picture:


 
Yousufkhodja Sultonov:

...

2. We can dispense with the 1st bar of history altogether and do all calculations within the 0th, current, bar:

...

What would that mean? The question is purely formal, to get attention, because you are unlikely to explain.

In RSI the number of increments up/down is not calculated, it is simply divided by the period of the indicator. Such a minor nuance. Do you think that this nuance deserves to be called an invention and be called by its own name?

It can be refined in RSI - to make counting of quantity and division by it. As I wrote earlier, PSI can be depicted in the style of PSI - that is one line, and fashionably in the style of ADH - separately depict components. But can it be considered an invention? This is purely an option in the process... Any expert programmer makes several such inventions a day.

 

In general there is no practical difference from RSI. I tried to calculate RSI components with division by a given period and with division by actual number of increments.

There are differences, but they are so insignificant and are not of interest so much as to consider this method of calculation as a separate method.

Below in the image: yellow - RSI components, from underneath there is red colour - it is Yousufkhodja style.

This proves once again that before you invent something, you should know what has already been invented.

 
Dmitry Fedoseev:

In general there is no practical difference from RSI. I tried to calculate RSI components with division by a given period and with division by actual number of increments.

There are differences, but they are so insignificant and are not of interest so much as to consider this method of calculation as a separate method.

Below in the image: yellow - RSI components, from underneath there is red colour - it is Yousufkhodja style.

This proves once again that before you invent something, you should know what has already been invented.

Dear Dimitri, only after I showed you the components in separate charts, you "guessed" that they can be presented as a separate indicator. Show me the source, where have you, or anyone else, done this in practice before?
 
Dmitry Fedoseev:

What would that mean? The question is purely formal, to get attention, because you are unlikely to explain.

RSI does not count the number of down/up increments, it simply divides by the period of the indicator. Such a minor nuance. Do you think that this nuance deserves to be called an invention and be called by its own name?

You can refine it in RSI - make a count of the quantity and divide by it. As I wrote earlier, PSI can be depicted in the style of PSI - that is one line, and fashionably in the style of ADH - separately depict components. But can it be considered an invention? This is purely an option in the process... Any expert programmer makes several such inventions a day.

It means that such an indicator is ready and there is nothing left here from Widler's methods that use maxima and minima of the previous and the current bar. Here all calculations are based on the data inside the current bar and there is no emphasis on "highs" and "lows", these fundamental differences are not enough, from your point of view?
 
Yousufkhodja Sultonov:
My dear Dimitri, it's only after I have shown you components in a separate chart that you "guessed" that it can be presented as a separate indicator. Show me the source, where have you, or anyone else, done this in practice before?

Everyone knows the ADX indicator.

Any EA writer who knows how to write indicators knows that the contents of any buffer can be displayed on a chart, but no one ever guessed that it can be presented to the world as an invention)

 
Dmitry Fedoseev:

In general, there is no practical difference from RSI.


You're lying, Dimitri))


 
Ihor Herasko:

You're lying, Dimitri))



There will be a code in 5 mins. Keep in mind that RSI uses Wilder smoothing, which is the same as exponential smooth ing but with a longer period, so there may be a noticeable mismatch.