The Sultonov system indicator - page 69

[Yousufkhodja Sultonov]

Mikhail Dovbakh:
so still, is row x1 equal to row Y, or is this true for row x4?

still lacks a proper SLAU definition(

There is no separate row X or Y. X turns into Y, but Y never turns into X, but goes straight to the bin as spent information. Eventually, every 5 bars. all X's suffer the same fate once they turn into Y's. Sorry for such a primitive explanation.

[Roman Shiredchenko]

Just an outsider's opinion, but I don't understand the transformations.

2Jusuf - it is possible to formalize (OK - initial) conditions for the code.

2wall - I need TIME to convert THINGS like that into code...

PYSYA Sirs - I propose to call Sergeev, he, IMHO - can do it.

After PYSA, do not compromise here - just in the code to translate the initial conditions, as for me, I generally here - not a lot that I understand and can not tie the approach ...

I need more details - not enough input data...

[Yousufkhodja Sultonov]

Roman Shiredchenko:

Just an outsider's opinion, but I don't understand the transformations.

2Jusuf - it is possible to formalize (OK - initial) conditions for the code.

2wall - I need TIME to translate THINGS like that into code...

PYSYA Sirs - I propose to call Sergeev, he, IMHO - can do it.

After PYSA, do not compromise here - just in the code to move the initial conditions, as for me, I generally here - not a lot that I understand and can not tie the approach ...

I need more details - not enough input data...

Roman, look at the code of indicator as well as the code of exel and figure out how everything works

[Mikhail Dovbakh]

Roman Shiredchenko:

You have to elaborate - not enough background data...

We need to formally describe the SLAU.

As is customary in publications.

Especially if you consider the information on the referential (original) system. There was a multicurrency)

Here too - wishful thinking is given for what has been achieved.

Coefficients are given some meaning.

But the solution of the system (maybe) will not coincide with these coefficients, once it is formally described unambiguously.

I am confused by the fact that it contains the same data vector, but with different notations.

[Mikhail Dovbakh]

Yousufkhodja Sultonov:

There is no separate row of X or Y. X turns into Y, but Y never turns into X, but goes straight to the bin as spent information. Eventually, every 5 bars. all X's suffer the same fate once they turn into Y. Sorry for such a primitive explanation.

These transformations - very fascinatingly described by you. But from which formula do they follow?

According to the figure you provided.

[Yousufkhodja Sultonov]

Mikhail Dovbakh:
One must formally describe the SLAU.

As is customary in publications.

Especially when you consider the information on the reference (original) system. There was a multicurrency)

Here too - wishful thinking is being passed off as achieved.

Coefficients are given some meaning.

But the solution of the system (maybe) will not coincide with these coefficients, once it is formally described unambiguously.

What confuses me is that it contains the same data vector, but with different notations.

"the same vector of data but with different notations" for making SLAEs was not invented by me, but by Gauss, all claims to him if you don't google it. There are only 3 methods of their solution: 1. The stepped Gaussian method with 3rd order of complexity, 2. The matrix Cramer method with 4th order of complexity, and the method applied here with 1st order of complexity. The a priori solution of the system cannot fail to match the found coefficients. When the number of equations of the system equals the number of unknowns, it is an exact match, otherwise it is an estimated closest match. These are unquestionable facts, which was the starting point for Gauss when he created the principle of ANMs for creating and solving SLAEs. It cannot be otherwise.

[Nikolai Semko]

Mikhail Dovbakh:
You have to formally describe the SLAU.

As is customary in publications.

Especially when you consider the information on the reference (original) system. There was a multicurrency)

Here too - wishful thinking is being passed off as achieved.

Coefficients are given some meaning.

But the solution of the system (maybe) will not coincide with these coefficients, once it is formally described unambiguously.

What confuses me is that it contains the same data vector, but with different notations.

Forum on trading, automated trading systems and strategy testing

Sultonov's system indicator

Nikolai Semko, 2019.03.25 04:14

You have to be a telepath to understand what you have:

Especially when you have only Y appearing and no even mention of Y1,Y2 ... Yn.

by the way, what is it?

let me try to guess:

Y1=X0

Y2=X1

Y3=X2

...

Yn=X(n-1)

if i am wrong, what then?

And if I am right, why do I introduce the notion Y? "I twist and turn - I want to confuse."

And then what's the meaning of, say,ΣX3?

or or or oror...?

I also tried to find out, but Yusuf never gave me the answers.

[Yousufkhodja Sultonov]

Mikhail Dovbakh:
these transformations - very fascinatingly described by you. But from which formula do they follow?

According to the figure you have given.

It follows from the principle of the MNC Gauss:

If Y = a0 + a1x1 + a2x2 + a3x3 + a4x4,

We must minimize the difference of the sum of squares U =Σ(Y - Үdiscount)^2 =Σ(Y -a0 + a1x1 + a2x2 + a3x3 + a4x4)^2 = minimum

Universal minimum condition :

1. dU/da0 =0;

2. dU/da1 =0;

3. dU/da2 =0;

4. dU/da3 =0;

5. dU/da4 =0.

After differentiation we obtain the system given inhttps://www.mql5.com/ru/forum/86249/page3 , since,Σa0 = na0. There is no limit to the number of input data, even if there are a million data. Simply, there will be a million minus 5 systems, each to be solved for each selected period.

That's why the sum signΣ, the parameters X and Y and their sums will appear everywhere, and also the fact, that the quantity of the equations must be no less than 5, by the principle the more, the better, but no less than 5! That's the number I've settled on.

[Roman Shiredchenko]

Mikhail Dovbakh:
1. One has to formally describe SLAU.

As is customary in publications.

2. but as it is, guess for yourself. especially if you consider the information on the referential (original) system. There was a multicurrency)

Here too - wishful thinking is being passed off as achieved.

Coefficients are given some meaning.

But the solution of the system (maybe) will not coincide with these coefficients, once it is formally described unambiguously.

What confuses me is that it contains the same data vector, but with different notations.

1. I see.

2. I don't understand much about it... in this context at least.

3. Glad to read you.

[Roman Shiredchenko]

Mikhail Dovbakh:
These transformations - very fascinatingly described by you. But from which formula do they follow?

According to the picture you provided.

Again, not to be taken as rubbish, it's a pleasure to read you.