The Sultonov system indicator - page 17

 
Nikolai Semko:
Unfortunately, you did not hear me, Yusuf.
Catapulting off this subject.

You have to leave quietly and inconspicuously. And ejecting often results in injuries).

 
Yousufkhodja Sultonov:

That's what I'm talking about. Persistent misunderstanding is beyond comprehension!

What kind of adjustment do you mean?

Setting exchange rates is not our prerogative. The trader is/is only given the opportunity (if he/she succeeds) to correctly monitor rate changes and react in some way.
 
aleger:
Setting exchange rates is not our prerogative. The trader is/is only given the opportunity (if he/she succeeds) to properly monitor the rate changes and react in some way.

The exchange rates on display do not suggest a free-floating adjustment. We have what we have.

 
Yousufkhodja Sultonov:

The exchange rates on display do not suggest a free-floating adjustment. We have what we have.

Does anyone know the exact composition of the currency baskets used in setting exchange rates by real market makers?

 
Yousufkhodja Sultonov:

Look at the first results on the previous page.

Not quite sure what my fault was - I didn't know it had to be from forex necessarily. This is real market data - index futures. And so, qualitatively you have characterised the data correctly:

-it is true that at the beginning the futures are trading slvbo

-The "sudden interventions" are more likely due to the limited time of trading - therefore, almost always open with gaps.

-about the non-classical market - well, yes - as they say: welcome to the market-maker's market.

Of course, I wanted to test your theory on trend reversals. Not a lot of points "predicted".

So, so far it fits into the model - "today will be about the same as yesterday, and tomorrow will be about the same as today" Actually, like all econometrics.

 

So is the Sultonov system indicator being discussed here or the method of finding the linear coefficients of the ISC? Also by 4 points.

Then it's plagiarism again.

Is this the kind of bullshit that econometricians now suffer from at universities? They have ruined the science...

 
Dmitriy Skub:

Not quite sure what my fault was - I didn't know it was necessary from forex. This is real market data - index futures. And so, qualitatively, you have characterised the data correctly:

-it is true that at the beginning the futures are trading slvbo

-Sharp interventions" - this is more likely due to the limited time of trading - therefore, it's almost always open with gaps.

-about the non-classical market - well, yes - as they say: welcome to the market-maker's market.

Of course, I wanted to test your theory on trend reversals. Not enough points were "predicted".

So, as long as it fits into the model - "today will be about the same as yesterday, and tomorrow about the same as today" Actually, like all econometrics.

Thank you for the adequate perception of the indicator conclusions. Previously, in the comments to the calculations I thought that you deliberately provided the data from an unknown market to me, and I addressed unflattering words to you. Please understand and forgive me.

 
Maxim Dmitrievsky:

So is the Sultonov system indicator being discussed here or the method of finding the linear coefficients of the ISC? Also by 4 points.

Then it's plagiarism again.

Is this the kind of bullshit that econometricians now suffer from at universities? They have ruined the science...

The discussion is about the indicator and the problems of solving SLAE, as the indicator code uses it;

2. 5 different arrays of input data are used unlimited number of times according to the available array, moreover, 13 different price values are used in each calculation cycle simultaneously. Conclusion: Without getting acquainted with the true algorithm of the indicator, they tried to discredit it;

3. Specifically, where did you see plagiarism? Please cite the source, against unsubstantiated allegations and to save your face;

4. What kind of bullshit are the luminaries of econometrics that I taught at the university for 13 years?

 
Yousufkhodja Sultonov:

4. What kind of bullshit are the luminaries of econometrics, which I taught at the university for 13 years?

It is strange that you, Yusuf, do not see that your indicator is not essentially different from the usual interpolation, either by ISC method or by Lagrange polynomial.
 
Yousufkhodja Sultonov:

1. the indicator and the problems of solving the SLAU are discussed, as the indicator code uses it;

2. 5 different arrays of input data are used unlimited number of times according to the available array, moreover, 13 different price values are used in each calculation cycle simultaneously. Conclusion: Without getting acquainted with the true algorithm of the indicator, they tried to discredit it;

3. Specifically, where did you see plagiarism? Please cite the source, against unsubstantiated allegations and to save your face;

4. What kind of bullshit do luminaries in econometrics do, which I taught at my university for 13 years?

Like the bullshit that you can just isolate a trend and a few periodics.

such constructions are taught to students and nothing better in predicting time series has been invented yet.

and there is nothing else to predict on a random BP. The linear trend sets the trend, i.e. the system does not always break immediately as trends have some inertia (except for swan stories). The other components adjust as well. By extracting information from only the last 5 values you simply kill any information in BP at all, there is nothing to predict