The Sultonov system indicator - page 77
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I do not understand who asked you to do something, I did not ask you to do anything and you asked me to do it.
I do not ask you to do anything, but you did. Once again I see your boorishness and lack of respect, mediocrity and inability to learn.
ZS: I do not want to google, but I think this guy has already spread or is going to spread a lot of activity on several trader forums - a few years ago, he is looking for young people to ride on their ears with his formula 18 ))))
Igor, I think you've finally understood the logic of automatic generation of formulas for adding new variables to SLAU of the indicator. How successful are you at this important step of the improvement of the indicator? My performance in manual mode is not more than one variable per week.
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 have given before:https://www.mql5.com/ru/forum/86249/page3
Let's analyze the behavior of 5 coefficients, maybe we will be able to get some hints to the regularity.
The computer gives the following results as food for thought, after introducing the term "virtual price" Tsi virtual. = aiCi:
It turns out that the market operates on the basis of a strict regularity, which no man is able to comprehend at the given stage of brain development and is perceived by him as a regularity, then as an absolute randomness. In short, the mind cannot understand the market, which is proved by researchers' efforts and traders' persistence.
Let me explain the first line: At the beginning of the experiment, i.e. at the moment of opening of the 1st bar, the pressure of virtual historical prices was +6.63 conventional units of the price, which the market has to compensate for in the future. The effort of the 1st bar manages to soften the historical shock by -2.12 units, but the 2nd and 3rd bars hit by 1.56 and 2.12 units aggravating the situation. It remains for the 4th bar to strike a decisive counter-strike of -6.23 virtual price units at once. to stabilise the market by the time the current 5th bar opens! It seemed to everyone that, the market "accidentally" went down! All lines of the table can be analyzed in the same way. Conclusion: The terminal shows us only the tip of a huge iceberg called the market, without hinting at the fact that this market is mostly virtual, and it shows its real part in the terminal, which is used by uninitiated people. Moreover, this process of market self-regulation goes on forevery tick, minute, ....., month and years. To be fair, I have to admit that with this method of analysis I have not achieved any result that helps to profitably trade or predict the market. It just shows how complex the market mechanism is, that's all! The attempt to detect a pattern of price formation leads us to search for even more complex patterns, for example, a pattern of formation of C0 and ai, like a movement in a swamp. Although, logically, we can create and test the indicator, working by the following principle: if а4<1 and Ц04>0, then price tends to fall - SELL, otherwise - BAY. If anyone is ready to program and check this hypothesis, I'm ready to provide all calculations on Exel.
Let's try to develop here and now by common efforts of forum participants a sounded system indicator by principle:
If а4<1 and Ц0>0, then, the price is inclined to fall - SELL, otherwise - BAY:
We see that, during a flat, a4 does not exceed 1 and C0 remains positive - it means that the market will fall, which indeed happened soon. We will follow the situation as the data is processed. I will post right away.
Let's continue and see the efforts to stop the downward trend:
Continued:
For the first time the indicator advises to close all the sells as the a4>1 signal has appeared. We open BAY orders:
Continued:
Unexpectedly there is a signal to close the BAY orders and open the SELL orders, as again a4<1 has appeared, hence the upward movement proved false, which is confirmed by the further market movement:
Despite the sharp market movement upwards, the indicator remains unperturbed, considers this movement to be deceptive, firmly continues its SELL verdict and turns out to be right!
Pound D1
a0 and a3
and what is there to understand?
Strategy Tester Report
RoboForex-MetaTrader 5 (Build 2007)
Settings:
Expert Advisor: SLT_3.05
Symbol: GBPUSD
Period: H12 (2015.02.01 - 2018.12.01)
Parameters: magic_num=0
Lot=0.1
lot_order=0
balance_step=200
lot_increment=0.1
margin_max=30
max_spread_in=30
max_deviation=30
str1=======
use_z=0
start_date=1422748800
str2=======
str6=======
period_HMA7C=0
shift_correction_HMA7C=9
decision_threshold_a0=-1.5
decision_threshold_a4=-1.5
use_instead_a4_a3=0
consider_hl=1
revers_signals=0
str111=<<<<<<<<<<<<
str5_b== BUY =
stop_loss_buy=0
str112=<<<<<<<<<<<<
str5_s== SELL =
stop_loss_sell=0
str9=======
custom_test=0
min_pos_test=27
max_equity_loss=280
str_18=
str_55=
str_66=
str_77=
str_88=
str_99=
str_10=======
use_withdraw_funds=0
withdraw_funds_max=999.99
withdraw_funds_min=300
Broker: RoboMarkets Ltd
Currency: USD
Initial deposit: 10 000.00
Leverage: 1:100
Results:
Quality of History: 99%
Bars: 1993 Ticks: 7928 Symbols: 1
Net profit: 7 640.96 Absolute drawdown by balance: 83.57 Absolute drawdown by funds: 93.70
Total profit: 18 490.45 Maximum drawdown by balance: 1 016.26 (5.88%) Maximum drawdown by funds: 1 179.10 (6.77%)
Total loss: -10 849.49 Relative drawdown by balance: 6.93% (794.77) Relative drawdown by funds: 7.62% (879.02)
Profitability: 1.70 Expected payoff: 28.83 Margin level: 6432.66%
Recovery Factor: 6.48 Sharpe Ratio: 0.19 Z-score: 0.41 (31.82%)
AHPR: 1.0022 (0.22%) LR Correlation: 0.93 OnTester result: -585027753.2462771
GHPR: 1.0021 (0.21%) LR Standard Error: 1 009.94
Total trades: 265 Short Trades (% wins): 133 (54.89%) Long Trades (% wins): 132 (50.00%)
Total trades: 530 Profitable trades (% of all): 139 (52.45%) Loss trades (% of all): 126 (47.55%)
Largest profitable trade: 1 216.19 Largest losing trade: -367.44
Average profitable trade: 133.02 Average losing trade: -86.11
Max continuous wins (profit): 6 (1,001.76) Max continuous losses (loss): 6 (-635.71)
Max. continuous profits (number of wins): 1 310.64 (2) Max. continuous losses (number of losses): -635.71 (6)
Average continuous gain: 2 Average continuous loss: 2
Strategy Tester Report
RoboForex-MetaTrader 5 (Build 2007)
Settings:
Expert Advisor: SLT_3.05
Symbol: GBPUSD
Period: H12 (2015.02.01 - 2018.12.01)
Parameters: magic_num=0
Lot=0.1
lot_order=0
balance_step=200
lot_increment=0.1
margin_max=30
max_spread_in=30
max_deviation=30
str1=======
use_z=0
start_date=1422748800
str2=======
str6=======
period_HMA7C=0
shift_correction_HMA7C=9
decision_threshold_a0=-1.5
decision_threshold_a4=-1.5
use_instead_a4_a3=0
consider_hl=1
revers_signals=0
str111=<<<<<<<<<<<<
str5_b== BUY =
stop_loss_buy=0
str112=<<<<<<<<<<<<
str5_s== SELL =
stop_loss_sell=0
str9=======
custom_test=0
min_pos_test=27
max_equity_loss=280
str_18=
str_55=
str_66=
str_77=
str_88=
str_99=
str_10=======
use_withdraw_funds=0
withdraw_funds_max=999.99
withdraw_funds_min=300
Broker: RoboMarkets Ltd
Currency: USD
Initial deposit: 10 000.00
Leverage: 1:100
Results:
Quality of History: 99%
Bars: 1993 Ticks: 7928 Symbols: 1
Net profit: 7 640.96 Absolute drawdown by balance: 83.57 Absolute drawdown by funds: 93.70
Total profit: 18 490.45 Maximum drawdown by balance: 1 016.26 (5.88%) Maximum drawdown by funds: 1 179.10 (6.77%)
Total loss: -10 849.49 Relative drawdown by balance: 6.93% (794.77) Relative drawdown by funds: 7.62% (879.02)
Profitability: 1.70 Expected payoff: 28.83 Margin level: 6432.66%
Recovery Factor: 6.48 Sharpe Ratio: 0.19 Z-score: 0.41 (31.82%)
AHPR: 1.0022 (0.22%) LR Correlation: 0.93 OnTester result: -585027753.2462771
GHPR: 1.0021 (0.21%) LR Standard Error: 1 009.94
Total trades: 265 Short Trades (% wins): 133 (54.89%) Long Trades (% wins): 132 (50.00%)
Total trades: 530 Profitable trades (% of all): 139 (52.45%) Loss trades (% of all): 126 (47.55%)
Largest profitable trade: 1 216.19 Largest losing trade: -367.44
Average profitable trade: 133.02 Average losing trade: -86.11
Maximum number of continuous wins (profit): 6 (1,001.76) Maximum number of continuous losses (loss): 6 (-635.71)
Max. continuous profits (number of wins): 1 310.64 (2) Max. continuous losses (number of losses): -635.71 (6)
Average continuous gain: 2 Average continuous loss: 2
All you need to do is to open a real account and become a millionaire )) Only something in these statistics tells me, that you will be very disappointed ))
All you need is to open real account and become a millionaire )) Only something tells me, that you will be very disappointed ))
The indicator and the Expert Advisor still need to be improved through the efforts of forum members.
Strategy Tester Report
RoboForex-MetaTrader 5 (Build 2007)
Settings:
Expert Advisor: SLT_3.05
Symbol: GBPUSD
Period: H12 (2015.02.01 - 2018.12.01)
Parameters: magic_num=0
Lot=0.1
lot_order=0
balance_step=200
lot_increment=0.1
margin_max=30
max_spread_in=30
max_deviation=30
str1=======
use_z=0
start_date=1422748800
str2=======
str6=======
period_HMA7C=0
shift_correction_HMA7C=9
decision_threshold_a0=-1.5
decision_threshold_a4=-2.5
use_instead_a4_a3=0
consider_hl=0
revers_signals=0
str111=<<<<<<<<<<<<
str5_b== BUY =
stop_loss_buy=0
str112=<<<<<<<<<<<<
str5_s== SELL =
stop_loss_sell=0
str9=======
custom_test=0
min_pos_test=27
max_equity_loss=280
str_18=
str_55=
str_66=
str_77=
str_88=
str_99=
str_10=======
use_withdraw_funds=0
withdraw_funds_max=999.99
withdraw_funds_min=300
Broker: RoboMarkets Ltd
Currency: USD
Initial deposit: 10 000.00
Leverage: 1:100
Results:
Quality of History: 99%
Bars: 1993 Ticks: 7928 Symbols: 1
Net profit: 5 266.23 Absolute drawdown by balance: 533.69 Absolute drawdown by funds: 584.69
Total profit: 13 677.15 Maximum drawdown by balance: 1 503.46 (13.71%) Maximum drawdown by funds: 1 702.16 (11.77%)
Total loss: -8 410.92 Relative drawdown by balance: 13.71% (1 503.46) Relative drawdown by funds: 14.75% (1 629.47)
Profitability: 1.63 Expected payoff: 30.09 Margin level: 5997.01%
Recovery factor: 3.09 Sharpe ratio: 0.17 Z-score: -0.43 (33.28%)
AHPR: 1.0025 (0.25%) LR Correlation: 0.93 OnTester result: -48892225.83735922
GHPR: 1.0024 (0.24%) LR Standard Error: 679.43
Total trades: 175 Short Trades (% wins): 92 (53.26%) Long Trades (% wins): 83 (50.60%)
Total trades: 350 Profitable trades (% of all): 91 (52.00%) Losing trades (% of all): 84 (48.00%)
Largest profitable trade: 974.91 Largest losing trade: -537.65
Average profitable trade: 150.30 Average losing trade: -100.13
Maximum number of continuous wins (profit): 10 (1 410.93) Maximum number of continuous losses (loss): 8 (-674.11)
Max. continuous profit (number of wins): 1 464.93 (9) Max. continuous loss (number of losses): -914.62 (5)
Average continuous winnings: 2 Average continuous loss: 2
looks extremely complicated)
Already all the complexity is hidden in the body of the code and there is no trace of it left Who wants to understand the logic of the indicator, always has the opportunity to fulfill his desire by looking at the codes of ICP and/or Exel. All the more, I'm always around to answer questions on the logic, and programmers on the code part. Always, with gratitude, I will listen to your suggestions for improvement of the indicator.
The indicator and the Expert Advisor still need to be improved through the efforts of forum members.
Strategy Tester Report
RoboForex-MetaTrader 5 (Build 2007)
Settings:
Expert Advisor: SLT_3.05
Symbol: GBPUSD
Period: H12 (2015.02.01 - 2018.12.01)
Parameters: magic_num=0
Lot=0.1
lot_order=0
balance_step=200
lot_increment=0.1
margin_max=30
max_spread_in=30
max_deviation=30
str1=======
use_z=0
start_date=1422748800
str2=======
str6=======
period_HMA7C=0
shift_correction_HMA7C=9
decision_threshold_a0=-1.5
decision_threshold_a4=-2.5
use_instead_a4_a3=0
consider_hl=0
revers_signals=0
str111=<<<<<<<<<<<<
str5_b== BUY =
stop_loss_buy=0
str112=<<<<<<<<<<<<
str5_s== SELL =
stop_loss_sell=0
str9=======
custom_test=0
min_pos_test=27
max_equity_loss=280
str_18=
str_55=
str_66=
str_77=
str_88=
str_99=
str_10=======
use_withdraw_funds=0
withdraw_funds_max=999.99
withdraw_funds_min=300
Broker: RoboMarkets Ltd
Currency: USD
Initial deposit: 10 000.00
Leverage: 1:100
Results:
Quality of History: 99%
Bars: 1993 Ticks: 7928 Symbols: 1
Net profit: 5 266.23 Absolute drawdown by balance: 533.69 Absolute drawdown by funds: 584.69
Total profit: 13 677.15 Maximum drawdown by balance: 1 503.46 (13.71%) Maximum drawdown by funds: 1 702.16 (11.77%)
Total loss: -8 410.92 Relative drawdown by balance: 13.71% (1 503.46) Relative drawdown by funds: 14.75% (1 629.47)
Profitability: 1.63 Expected payoff: 30.09 Margin level: 5997.01%
Recovery factor: 3.09 Sharpe ratio: 0.17 Z-score: -0.43 (33.28%)
AHPR: 1.0025 (0.25%) LR Correlation: 0.93 OnTester result: -48892225.83735922
GHPR: 1.0024 (0.24%) LR Standard Error: 679.43
Total trades: 175 Short Trades (% wins): 92 (53.26%) Long Trades (% wins): 83 (50.60%)
Total trades: 350 Profitable trades (% of all): 91 (52.00%) Losing trades (% of all): 84 (48.00%)
Largest profitable trade: 974.91 Largest losing trade: -537.65
Average profitable trade: 150.30 Average losing trade: -100.13
Maximum number of continuous wins (profit): 10 (1 410.93) Maximum number of continuous losses (loss): 8 (-674.11)
Max. continuous profit (number of wins): 1 464.93 (9) Max. continuous loss (number of losses): -914.62 (5)
Average continuous gain: 2 Average continuous loss: 2
It's not about the forum people. For starters, for example, test the EA at other forex brokers and compare the results ))
It's not about forum users. For a start, for example, test the EA at other forex brokers and compare the results ))
I will pass on your wish to the programmer.