The Sultonov system indicator - page 68
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Did I understand correctly that we are now only talking about data for one instrument?
YS is a bit vague, brevity is not his sister.
The topic is strictly about one row of data for one instrument. specifically about the ability to predict the close price based on 4-5 previous closes.
Did I understand correctly that we are now only talking about data for a single instrument?
Yes, but not only about one instrument, but also about the same prices of that instrument. If you work with OPEN prices, you cannot mix them with CLOS prices and vice versa.
YS is a bit vague, brevity is not his sister.
The topic is strictly about one series of data from one instrument. specifically, the ability to predict the close price based on 4-5 previous closes.
There is no prediction here.
yes, but not only about one instrument, but also about the same prices of that instrument. If you work with OPEN prices, you cannot mix them with CLOS prices and vice versa.
Is it then true that row x1 is a row Y?
Your reasoning is correct, except to clarify: first of all, in the second system, X4 turns into Y, and the former Y is discarded. The free space is taken by another price from history, turning into X1. I think you understand the mechanism of price shifts.
About replacement of prices of one instrument by 5 prices of different instruments - this kind of processing of historical data does take place. Then we will obtain information about mutual influence or interdependence of the instruments. This possibility can be foreseen in the indicator settings, and it automatically becomes a multicurrency indicator. During the optimization process you can find the combination of instruments that are most closely related at the moment. But, we need to think about what this analysis will give us in terms of organization of profitable trading.
Thanks again.
Yes, because they are generated from a single, continuous series OPEN. The principle of organization of Japanese candlesticks, which are usually called bars, is also arranged in the same way.
Your reasoning is correct, except to clarify: first of all, in the second system, X4 turns into Y, and the former Y is discarded. The free space is taken by another price from history, turning into X1. I think you understand the mechanism of price shifts.
About replacement of prices of one instrument by 5 prices of different instruments - this kind of processing of historical data does take place. Then we will get information about mutual influence or interdependence of the instruments. This possibility can be foreseen in the indicator settings, and it automatically becomes a multicurrency indicator. During the optimization process you can find the combination of instruments that are most closely related at the moment. But we must consider what this analysis will give us in the profitable trading.
Yes, because they are generated from a single, continuous series of OPENs. The principle of organization of Japanese candlesticks, which are usually called bars, is also arranged in this way.
Thanks for the answers to direct questions.
Going deeper into history we obtain not a point, but a line of behaviour of each ratio and by the nature of this line we determine the contribution of each of these lines, for example by breaking through a certain threshold when preparing for the change of the trend. For example, analyzing a series of data on TF D1 we have found out that coefficient a3 has the greatest influence on the trade, whereas it appears to be a4 for the Euro. This means that the pound is a more inertial instrument. Englishmen do not hasten to make hasty conclusions about the influence of the today's events on the tomorrow's ones, but take time out, which is typical of them in everything. We have the possibility to increase the summing up period without any limits and to set this parameter in the settings of indicator from n=5 (minimal period) to N. The amount of data in the system is not limited by anything. Limited, for now, the number of unknown parameters in the system by 4 bars of history and one bar just opened. With time, there is a dream to increase the number of unknown parameters in the system first to 10, then to 100 or more. In this case all ratios will become more informative by taking a bit of information from a0 and dividing it among themselves.