The Sultonov system indicator - page 3

 
Yousufkhodja Sultonov:

Thank you, Renat, I looked it up and of course I didn't understand anything, just like you don't understand Chinese.

I understand Chinese, as there is a translator.

The same way they deal with MQL, because there is documentation.

I would also like to add that no indicator, no matter how clever, will not save you from losing.

In addition to the indicator, you need to work on the Expert Advisor for a long time.

No programmer is going to support the refinement of a strategy for several years.

This is why I strongly recommend to start your own creative work.

 

Do you already have the formulas and ToR ready?

I just don't understand why you can't order it from the marketplace if you have everything?

If you want it for free, then you can post an Excel spreadsheet with automated calculations - it would be much clearer.

 
Yousufkhodja Sultonov:

Dear forum members, as a basis for future indicator strategy let's consider and discuss the following hypothesis: The price of the current bar depends on 4 price values of previous bars according to the following relationship

C5 = C0 + a1C1 + a2C2 + a3C3 + a4C4

You may ask why it depends on 4? The point is that, so far, I am able to solve this equation up to 4 variables, the calculated formulas of which I gave earlier:https://www.mql5.com/ru/forum/86249/page3

Let's analyze the behavior of 5 ratios, maybe we will come to some hints to a certain regularity.

In spite of the sharp market movement upwards, the indicator remains unperturbed, it considers this movement to be deceptive, firmly continues its verdict SELL and turns out to be right!

Apparently, for five starting points the result is no different from solving an ordinary system of linear equations, which can easily be solved for a dozen variables.

If there are more starting points, the result is even worse than using the method of least squares.

 
Yousufkhodja Sultonov:

...

Give a concrete, practical and realistic example of making a system of levels.

Something tells me that the system will be unsolvable.

 

Greetings!

Trying to see the market in two dimensions.

You need to see the market in three dimensions - in depth.

Without volumes the task cannot be solved. Because each bar has a different tick weight and different speed.

And a small bar may have more weight than the neighbour ones that look bigger.

 
Dmitry Fedoseev:

Give a concrete, practical and realistic example of a system of levels.

Something tells me that the system will be unsolvable.

OK, Dimitri. Suppose we have a continuous stream of opening prices (or any of the 4 bars of OCHL) history of an instrument:

Tsfact.
1,1376
1,1377
1,1375
1,1361
1,1358
1,1354
1,1357
1,1358
1,1356
1,1367
1,137
1,1361
1,1361

We break down this flow into the following 5 systems of equations with 4 variables:

1st system:

a0+a11,1376+a21,1377+a31,1375+a41,1361=1,1358

a0+a11,1377+a21,1375+a31,1361+a41,1358=1,1354

a0+a11,1375+a21,1361+a31,1358+a41,1354=1,1357

a0+a11,1361+a21,1358+a31,1354+a41,1357=1,1358

a0+a11,1358+a21,1354+a31,1357+a41,1358=1,1356

2nd system:

a0+a11,1377+a21,1375+a31,1361+a41,1358=1,1354

a0+a11,1375+a21,1361+a31,1358+a41,1354=1,1357

a0+a11,1361+a21,1358+a31,1354+a41,1357=1,1358

a0+a11,1358+a21,1354+a31,1357+a41,1358=1,1356

a0+a11,1354+a21,1357+a31,1358+a41,1356=1.1367

We create the 3rd, 4th and 5th systems of equations by the same principle.
3rd system (computer version):

1,1375 1,1361 1,1358 1,1354 1,1357
1,1361 1,1358 1,1354 1,1357 1,1358
1,1358 1,1354 1,1357 1,1358 1,1356
1,1354 1,1357 1,1358 1,1356 1,1367
1,1357 1,1358 1,1356 1,1367 1,137

4th system:

1,1361 1,1358 1,1354 1,1357 1,1358
1,1358 1,1354 1,1357 1,1358 1,1356
1,1354 1,1357 1,1358 1,1356 1,1367
1,1357 1,1358 1,1356 1,1367 1,137
1,1358 1,1356 1,1367 1,137 1,1361

5th system:

1,1358 1,1354 1,1357 1,1358 1,1356
1,1354 1,1357 1,1358 1,1356 1,1367
1,1357 1,1358 1,1356 1,1367 1,137
1,1358 1,1356 1,1367 1,137 1,1361
1,1356 1,1367 1,137 1,1361 1,1361


Solving all 5 systems with 13 price values, we find all 5 unknown coefficients unambiguously:

a4 a3 a2 a1 a0
-5,47987 1,130393 1,375359 -1,86337 6,630682
The EA sees that, a4<1, gives a command to set a SELL order.









Next, system 2 becomes system 1, system 3 becomes system 2, system 4 becomes system 3, system 5 becomes system 4, and system 5 is generated from the updated source data stream, which is created by removing the first price from the data stream and adding the new price to the tail of the source stream:
1,1377
1,1375
1,1361
1,1358
1,1354
1,1357
1,1358
1,1356
1,1367
1,137
1,1361
1,1361
1,1356

1st system:

a0+a11,1377+a21,1375+a31,1361+a41,1358=1,1354

a0+a11,1375+a21,1361+a31,1358+a41,1354=1,1357

a0+a11,1361+a21,1358+a31,1354+a41,1357=1,1358

a0+a11,1358+a21,1354+a31,1357+a41,1358=1,1356

a0+a11,1354+a21,1357+a31,1358+a41,1356=1.1367

We create the 2nd, 3rd, 4th and 5th systems of equations according to this principle:
2nd system (computer version)

1,13751,13611,13581,13541,1357
1,13611,13581,13541,13571,1358
1,13581,13541,13571,13581,1356
1,13541,13571,13581,13561,1367
1,13571,13581,13561,13671,137

3rd system:

1,13611,13581,13541,13571,1358
1,13581,13541,13571,13581,1356
1,13541,13571,13581,13561,1367
1,13571,13581,13561,13671,137
1,13581,13561,13671,1371,1361

4th system:

1,13581,13541,13571,13581,1356
1,13541,13571,13581,13561,1367
1,13571,13581,13561,13671,137
1,13581,13561,13671,1371,1361
1,13561,13671,1371,13611,1361
System - 5 (a new bar is connected):
1,1354 1,1357 1,1358 1,1356 1,1367
1,1357 1,1358 1,1356 1,1367 1,137
1,1358 1,1356 1,1367 1,137 1,1361
1,1356 1,1367 1,137 1,1361 1,1361
1,1367 1,137 1,1361 1,1361 1,1356

Solving the new system, we find new coefficients:
-2,71906 0,230769 0,635452 -0,85619 4,212794
The advisor again gives the command: SELL!







 
Yousufkhodja Sultonov:

If you read the first post carefully, you will see that I may have hit on the trail of the leading indicator.

No indicator looks into the future, no matter what you call it
 
Vladimir Baskakov:
No indicator looks into the future, no matter what you call it

SIS does not look into the future, but determines the true current state of the market, which inevitably results in its more likely movement in the future and this is confirmed by examples of its application. Nevertheless, let us wait and see its behaviour in the terminal.

 
Vladimir Baskakov:
No indicator can see into the future, whatever you call it

Based on the most complete currency basket, it might (for a while).

 
Vladimir Baskakov:
No indicator can look into the future, no matter what you call it

The future can be predicted.

The weather, for example, is predicted for a day or two or three days quite accurately.

It is a complex process just like the markets.