The Sultonov system indicator - page 53

 

Tsratsch - what is the price?

You mean the system is selling?

 
Renat Akhtyamov:

What is the price?

So the system is selling?

Price is a price that is calculated using SLAU solutions derived from the open prices of the previous 4 bars and the open price of the current bar C5. An indication of correct SLAU solution is considered to be the perfect correspondence of Cslaught with C5 which is achieved. Therefore, we have the right to analyze the behavior of all 5 SLAU coefficients and try to determine the market condition at the opening of the current bar. At the same time I have no desire or ability to look into the future or to use future data in calculations, as one weirdo noticed, without thinking where to get them, in what uninformed people try to accuse me.

 
Yousufkhodja Sultonov:

Price is a price that is calculated using SLAU solutions obtained from the opening prices of the 4 previous bars and the opening price of the current bar in C5. An indication of a valid SLAU solution is considered to be the perfect correspondence of Cslaught with C5, which has been achieved. Therefore, we have the right to analyze the behavior of all 5 SLAU coefficients and try to determine the market condition at the opening of the current bar. That said, I have no desire or ability to look into the future, which the uninitiated are trying to accuse me of doing.

Ok

Is the system selling in this case?

 
Renat Akhtyamov:

OK

Is the system selling in this case?

Differential - managed to sell and buy 4 times each. Haven't hit the trend mark yet, just trying to justify the spread, although, so far, trading with no loss, once at zero. What is the minimum spread on the pound right now to account for it?

 
Yousufkhodja Sultonov:

Multidirectional - managed to sell and buy 4 times each. Haven't hit the trend mark yet, just trying to justify the spread, although, so far, trading without loss, once at zero.

OK, that's interesting.
 
Yousufkhodja Sultonov:

What is the minimum spread on the pound now to account for it?

3 points

 
Renat Akhtyamov:

3 points.

Thanks, so we're losing to the snark, so far, 4 - 8*3= -20 points.

 
Yousufkhodja Sultonov:

Here we go:


do you calculate every step manually or what?

With a stunted Excel you would have already had a result for the whole range presented

 
Fast235:
maybe missed, closing and opening a position at the signal reversal?

On the daily, the pound was controlled by A3, when I also did calculations on the minutes on A3, there were indeed a lot of reversals andopened positions on the reversal of the signal. But, I noticed that a4 controls better on the minutes, as in the case of the Euro. At the same time, the indicator has caught the trend and, so far, does not give a signal to close the sale. If I conditionally and forcibly stop trading, then the situation is as follows:

On the minutes the spread eats a lot:


Совершение сделок - Торговые операции - MetaTrader 5
Совершение сделок - Торговые операции - MetaTrader 5
  • www.metatrader5.com
Торговая деятельность в платформе связана с формированием и отсылкой рыночных и отложенных ордеров для исполнения брокером, а также с управлением текущими позициями путем их модификации или закрытия. Платформа позволяет удобно просматривать торговую историю на счете, настраивать оповещения о событиях на рынке и многое другое. Открытие позиций...
 
Yousufkhodja Sultonov:

Thanks, so we're losing to the growl, so far, 4 - 8*3= -20 points.

Heh-heh-heh... Yusuf, Yusuf...

For the billionth time.

Here's the problem statement:

"The price of the current bar depends on the 4 price values of the previous bars according to the following relationship:

C5 = C0 + a1C1 + a2C2 + a3C3 + a4C4"

The error is not the formula but the word "price"!!!

In this formula it should not be the price, but the probability of the price!!!!

In general, the problem is solved as follows:

1. You do not work with the price, but with its increments.

2. You may construct a probability density function on the basis of historical data.

3. you obtain a fairly stable, but still unexplored by mathematicians, discrete probability distribution - it looks similar to continuous Laplace or Cauchy distributions, but it is not. Nevertheless, you can make a table of correspondence "increment - its probability".

4. Solve your system of equations for the probabilities of increments. You get a prediction - yes, in the next step there will be a probability of increment = 90%.

5. Use correspondence table to find that next increment will be = 1

6. However!!! The question remains open as to the sign of the next increment. "+" or "-" will be equal probability, 50/50. To overcome this problem we have to shift the probability distribution to positive values by some transformations.

In this formulation the problem is labour-intensive, but interesting, meaningful and hopeful and attractive to those who suffer. And it could be easily solved for the determination of the time of the next tick coming, for example (as the time intervals between ticks have Erlang distribution and they are initially in the positive area of values) - but nobody needs it. With the probabilities of increments it will be more complicated...

Now it is not interesting, with a certain failure.

Conclusion: Although the idea itself is potentially correct, it is the way non-Markovian processes are studied, but wrongly chosen type of variables in the equations. We should not work with prices but with probabilities of their increments.

Amen.