The Sultonov system indicator - page 119

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Yousufkhodja Sultonov:

Yes, I had a grocery shop. I was running out of things to write about. Good luck with the festive pilaf!

Everything sounds beautiful until it comes - Reality
 
Yuriy Asaulenko:

Admittedly, I haven't read the article and don't plan to. But it seems to be about the optimum price in some shop. If we make it more expensive, there will be fewer customers, and profits will fall. If you make it cheaper, yes, the goods will fly away, but the profit will also be small. If you make it optimal, the goods will sell and the profit will be maximum.

Everything is fine here, except that this, including the formulas, was well known long before Yusuf. This price-profit optimization is even called something - I can't remember it right away. And the financial and stock market has nothing to do with it.

This is exactly what I am trying to get across to the author )).

 
Renat Akhtyamov:

who's got the goods here?

virtuals....

You have to know how to count money in your wallet, not shangs that don't exist.

That's why I gave the author the example of the commodity-money market. It's simpler. In futures and especially forex, it turns into "trading dreams for cash")).

 
Nikolai Semko:

Here's your infamous a0 (aka C0)

White noise is white noise in Africa


I have a feeling that you gave birth to SLAU of 5 equations for years. And you've been dubbing it with a halo of mega-scientific sensation and delusions of grandeur. And that's 7th grade high school maths.

But my tiny SLAU() function easily solves SLAU of 50 equations and I made it and debugged it in less than 1 day. I don't know which way I solved SLAU, because I'm always too lazy to study existing methods, it's easier to invent my own. Most likely my way is not optimal and of course I haven't invented anything new, I'm not strong in theory. But I haven't come across anything more compact.


I wrote my code for solving system of linear equations by Cramer's method (through determinant of matrix). Literally. I couldn't wait to solve it. Your code works perfectly. My respect.

 
Aleksey Sergan:


I wrote my code for solving a system of linear equations by Cramer's method (through determinant of matrix) - it has died out at dimension 16х16. Literally. Couldn't wait to solve it. Your code works perfectly. My respect.

Thank you))
 

Yusuf - how is the situation?

The branch seems to have gone stale, but the topic is interesting...

 
Yousufkhodja Sultonov:

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 market should be described as a super-complex mechanism, not amenable to direct adequate analysis by the power of the human mind. To clarify the situation a little, let us choose a logically justified hypothesis and put forward and check the following global hypothesis by the power of a computer: LAST BAR PRICE IS FORMED BECAUSE ALL HISTORICAL DATA ON THE PRICE OF INSTRUMENT AT EACH HISTORICAL BAR is taken into consideration. Naturally, no one is able to check this hypothesis in full and we are forced to limit ourselves to a finite amount of information in order to assess the situation. We will compensate our digression by introducing the concept C0 - accounting for the pressure of historical data on the price at the beginning of the analysis, assuming that the market has a memory. Let us consider the regularity of price formation at the moment of opening of the current C5 bar on the basis of considering C0, C1, C2, C3 and C4 as follows: C5 = C0 + a1C1 + a2C2 + a3C3 + a4C4.

The computer gives the following results as food for thought, after introducing the term "virtual price" Tsi virtual. = aiCi:

C1 actual. C2 actual. C3 actual. Ts4 actual. a4 a3 a2 a1 a0 C0 virtual history C1 virtual C2 virtual C3 virtual C4 virtual. Tcvirt. Ц5 actual.
1,1376 1,1377 1,1375 1,1361 -5,47987 1,130393 1,375359 -1,86337 6,630682 6,630681616 -2,11978 1,564746 1,285822 -6,22567 1,1358 1,1358
1,1377 1,1375 1,1361 1,1358 -2,71906 0,230769 0,635452 -0,85619 4,212794 4,212793788 -0,97408 0,722826 0,262177 -3,08831 1,1354 1,1354
1,1375 1,1361 1,1358 1,1354 0,558894 1,450721 2,385817 -0,8774 -2,85908 -2,85907782 -0,99805 2,710527 1,647729 0,634569 1,1357 1,1357
1,1361 1,1358 1,1354 1,1357 0,544521 -0,48973 1,681507 -1,88356 1,303482 1,30348176 -2,13991 1,909856 -0,55603 0,618412 1,1358 1,1358
1,1358 1,1354 1,1357 1,1358 0,949091 -0,72091 0,41 -3,09727 3,928728 3,928727516 -3,51788 0,465514 -0,81874 1,077977 1,1356 1,1356
1,1354 1,1357 1,1358 1,1356 0,422659 -0,76478 0,341063 -1,17329 2,470173 2,470172562 -1,33215 0,387345 -0,86864 0,479972 1,1367 1,1367
1,1357 1,1358 1,1356 1,1367 -0,47611 -0,67344 -0,37034 -0,90454 3,890866 3,890866234 -1,02728 -0,42063 -0,76476 -0,54119 1,137 1,137
1,1358 1,1356 1,1367 1,137 -0,27098 0,044748 -0,29526 -0,33741 2,111861 2,111861113 -0,38323 -0,3353 0,050865 -0,3081 1,1361 1,1361
1,1356 1,1367 1,137 1,1361 0,13082 0,10459 -0,48492 -0,23672 1,688584 1,688583774 -0,26882 -0,55121 0,118919 0,148624 1,1361 1,1361
1,1367 1,137 1,1361 1,1361 -1,33795 1,684211 -0,12465 -1,60388 2,707073 2,707073191 -1,82313 -0,14173 1,913432 -1,52005 1,1356 1,1356
1,137 1,1361 1,1361 1,1356 -0,77893 1,468912 -0,03022 -1,29793 1,861703 1,861702747 -1,47574 -0,03434 1,668831 -0,88455 1,1359 1,1359
1,1361 1,1361 1,1356 1,1359 -0,80639 1,512641 -0,01497 -1,28776 1,814349 1,814348847 -1,46302 -0,01701 1,717756 -0,91598 1,1361 1,1361
1,1361 1,1356 1,1359 1,1361 -0,91811 1,0341 0,772669 -1,07362 1,347132 1,347132039 -1,21974 0,877442 1,174634 -1,04306 1,1364 1,1364
1,1356 1,1359 1,1361 1,1364 0,213186 2,706449 2,317132 -6,4153 2,473228 2,473227751 -7,28522 2,63203 3,074796 0,242264 1,1371 1,1371
1,1359 1,1361 1,1364 1,1371 0,706774 3,271848 1,97262 -6,64346 1,920015 1,920015419 -7,54631 2,241094 3,718128 0,803672 1,1366 1,1366
1,1361 1,1364 1,1371 1,1366 0,422892 -0,60749 -1,77213 -3,23575 7,037907 7,037906837 -3,67614 -2,01385 -0,69078 0,480659 1,1378 1,1378
1,1364 1,1371 1,1366 1,1378 0,951666 -0,68857 0,496879 -0,41849 0,746793 0,746792813 -0,47557 0,565001 -0,78263 1,082806 1,1364 1,1364
1,1371 1,1366 1,1378 1,1364 -0,33053 0,632365 -0,40145 0,650772 0,50611 0,506109878 0,739993 -0,45629 0,719505 -0,37562 1,1337 1,1337
1,1366 1,1378 1,1364 1,1337 0,263446 0,36517 -0,29953 0,564473 0,118483 0,11848263 0,64158 -0,34081 0,414979 0,298669 1,1329 1,1329
1,1378 1,1364 1,1337 1,1329 0,17844 0,717824 -0,41706 0,595678 -0,08697 -0,08697102 0,677762 -0,47394 0,813797 0,202155 1,1328 1,1328
1,1364 1,1337 1,1329 1,1328 0,064553 0,922948 -1,10197 0,803673 0,34978 0,34977991 0,913295 -1,24931 1,045608 0,073126 1,1325 1,1325



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 a4<1 and C0>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!

Yusuf - my respects to you. Are you alive, are you in the market?
 
Yousufkhodja Sultonov:

If you read the first post carefully, you will see that I may have hit on the trace of a leading indicator.

It's very simple: under no circumstances, with any tool, method, mathematical technique, can you predict what is not there, based on what is statistically independent of each other.
You can only identify at the earliest stage what tends to persist in the future with a certain probability and nothing more.
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