The Sultonov system indicator - page 21

[Yousufkhodja Sultonov]

Martin Cheguevara:
First of all: taking the last 4 bars is wrong as the effect of single events-movements in the market is different. There is only one way to determine the extent of this influence, and there is no other way:

Namely the application of normalisation to the effect of accumulating market power movements to buy and sell.

Why normalization? Otherwise you won't convert the price movements into the % and the analysis won't lag.

Why accumulate? Simply because the effect of an accumulation of power unilaterally leads to an opposite reaction of the market in relation to this movement in 90% of cases

Next, by identifying MARKET PARTIES with different characteristics of the movement you can use the methods I mentioned above to analyze the market areas that have different influence signatures relative to each other.

And only then you can soberly estimate what's really happening in the market.

Taking N readings is a failure in advance. Because you won't even be able to answer me the question "what was the basis for these particular bars?"

Just like that?

Throw away all your research and think about what I suggest you do and study and then you will really go far. In the meantime, you will fall into the standard probability trap - no matter how many reports you take, no matter what analysis you apply, these answers will always be either random or not, always with different errors in determining the situation.

Yes, maybe you'll be lucky and three or four times you will indeed detect a pattern. But this is rather an exception to the rule than a regularity. That's why everybody tests their indicators or Expert Advisors to the limit and never see a qualitative leap in results.

When I started to do this, I started to get my first taste of the market, and then I decided to buy an antivariant.

it pisses me off sometimes...

honestly...

it's too obvious a problem not to at least try to solve it, namely the automated division of time processes by a set of characteristic signatures.

Please, if you know where something similar to what I've described is written, let me know, because it hurts maths... it's the queen of all sciences... as well as philosophy...

(wavelet transforms, weight coefficients, autocorrelation effect, splines, polynomials, regressions, frequency spectra in all their different variations will not help either)

With deepest respect, Che.

1. Dear Che, while I approve of your vision of the market, do not waste your time in studying problems that cannot be formalized in the Expert Advisor code;

2) The logic and mathematics of the indicator, which is developed here, no matter how ridiculous it seems to you, has already surprised not only myself https://www.mql5.com/ru/forum/307935, but a completely foreign, neutral, previously former opponent of my work, who gave me for processing, the original data from a market completely unfamiliar to me, and, as it turned out later, not related to the Forex, but related to the market futures trading on indiceshttps://www.mql5.com/en/forum/307935/page14#comment_11086855, after processing them he was impressed with shrewdness and possibilities of the indicatorhttps://www.mql5.com/ru/forum/307935/page17#comment_11090294

[Yousufkhodja Sultonov]

Vladimir Baskakov:
Well, let's see, while there are few facts, there are a lot of talks. This way you can show on any indicator that the indicator shows a profit and the price went there, and so on.

Please read my response to Mr Che's similar question.

[Artyom Trishkin]

Martin Cheguevara:

Please don't start "trolling" here. In private, and not in MQLs. The topic is not for behind-the-scenes discussions.

[Unicornis]

Сергей Таболин:

How can one not quarrel? A person searches, offers, and critics whine at nothing! If you don't want to help, don't interfere. And when you already have a working indicator, then test and criticize. Only on the merits and constructively.

If my device has an idea how to forecast the next bar on 4 (or even 10) bars, it's very interesting (what will be the result). For example before the New Year I "invented" the variation coefficient by successive iterations, but my inner voice told me I had already seen it somewhere, but I still had to reward myself with a genius for a couple of seconds ;))) . Perhaps something standardised/recognised in application and calculation is being invented in this thread. The interesting thing is, in general, known methods of predicting economic/financial data are constantly avoided.

[[Deleted]]

Yousufkhodja Sultonov:

Please refer to my response to a similar question from Mr Che.

Didn't you raise a similar issue back in 2016? And so nothing was born?

[CHINGIZ MUSTAFAEV]

Artyom Trishkin:

Please don't start "trolling" here. In private, and not in MQL. The topic is not for behind-the-scenes discussions.

I'm not "trolling", I just strongly believe that on the public internet, the concept of privacy is completely lost.

Intellectual property is accordingly lost too.

I apologise if I've done anything out of line with the forum rules

[Yousufkhodja Sultonov]

Vladimir Baskakov:
Didn't you raise a similar topic back in 2016? And nothing was born?

Yes, I did, but it was stillbornhttps://www.mql5.com/ru/forum/86249

[[Deleted]]

Yousufkhodja Sultonov:

Yes, I did, but, it turned out to be stillbornhttps://www.mql5.com/ru/forum/86249

What's drastically changed now, the same 4-bar analysis?

[Yousufkhodja Sultonov]

Unicornis:

I use more than 100 bars for H1 in one part of my calculations and more than 200 bars in another part - if a person has an idea how to predict the next bar on 4 (or even 10) bars it's very interesting (what is the result). For example before the New Year I "invented" the variation coefficient by successive iterations, but my inner voice told me I had already seen it somewhere, but I still had to reward myself with a genius for a couple of seconds ;))) . Perhaps something standardised/recognised in application and calculation is being invented in this thread. The interesting thing is, in general, known methods of predicting economic/financial data are constantly shunned.

Everyone is fixated on 4 bars. Let me explain: It's an illusion, first of all, it's not 4, but 5 bars. In one calculation cycle 13 price values are involved, and the first point in the chart appears after 5 cycles with 65 price values, for an adequate output we need minimum 10 points where 650 price values in different variations and covariances are involved, and if we take them into account, we will have minimum 1oooo prices. And the contribution and pressure on the market of all unattracted historical prices is taken into account by the integral virtual historical price Ts0, which is calculated and taken into account by the indicator on each cycle.

[[Deleted]]

Vladimir Baskakov:
Well, let's see, while there are few facts, there is a lot of talk. So you can show on any indicator that the indicator shows a decline, and the price went there, and so on.

There's a lot of talk. But off-topic. Most are "it can't be, because it can't be". And so on in a circle.

I'm not a super-duper programmer, I don't use OOP, I don't work with matrices. But if the starter topic can tell me what's going to take, where it's going to go and how it's going to be created, I will write a simple test Expert Advisor. And the "gurus" just say it's wrong. So write and show that it is wrong. Or are there concerns that this is still the case?

If I declare that to ride a bike you have to pedal backwards, almost everyone will say it can't be. And yet, I have just such a bike. I'm telling you and you just can't believe it. That's why you don't want to check it out.