The Sultonov system indicator - page 56

 
Fast235:

Mdem, this is anything but a trade.

It's a pain to check on the minutes, in a constantly falling market, the indicator always wins, it turns out. Not good. Give me data from the beginning of last week on TF H1

 
Igor Makanu:

limited the sub-windows from -10 to +10

I've told you a thousand times that there's nothing better than standard indicators, another RSI is out of the question )))

Thanks for not being lazy (I was) and demonstrating all this chaos, which I've already mentioned here, but was not heard.

Even a normal MA potency contains more than this paranoia.

If these 4 (or 5) coefficients are derived as a point trajectory in 4 (5) dimensional space, the chaos and "pointlessness" of this approach, from which there is nothing to catch on, is very well demonstrated.

There is not even a whiff of RSI here. RSI, by the way, is my favourite of the oddball indicators.

 
Nikolai Semko:

Thank you for not being lazy (I was lazy) and demonstrating all this chaos, which I've talked about here before, but was not heard.

Even a regular MA potency contains more than this paranoia.

If these 4 (or 5) coefficients are derived as a point trajectory in 4 (5) dimensional space, the chaos and "pointlessness" of this approach, from which there is nothing to catch on, is very well demonstrated.

There is not even a whiff of RSI here. RSI, by the way, is my favourite indicator out of the weird ones.

Well, Yusuf has chances on the segments with deliberate "memory" of the process, i.e. correlation of increments. It will have unrestrained profits on such segments. If we speak about price movement in general, then of course it is not recommended to make calculations, forecast the next value at every step, and enter the trade (which is exactly what he does). In general, we can speculate about the probability of the next price value and nothing more.

 
Nikolai Semko:

If these 4 (or 5) coefficients are derived as a trajectory of a point in 4 (5) dimensional space, the randomness and "meaninglessness" of such an approach, from which there is nothing to catch.

Another Yusuf formula is a variation on recurrence formulas, a kind of SSA algorithm, but it only approximates a certain section of data, if the data is periodic, then the SSA algorithm will repeat history quite well into the future. When I was dealing with the SSA algorithm, I also thought that it would be possible to analyze the trajectory matrix, but ... There's no fish there - the trajectory matrix only serves to create a "cast" of the original data, but the SSA algorithm doesn't create links between the data.

Bottom line... The SSA and Yusuf's SLAU algorithms work, but we need data preprocessing, and if the data are qualitatively prepared, these algorithms are no longer needed )))

 

Once again, what appears to be chaos in the market is not. Price increments form a certain probability distribution. And by solving some system of equations we can talk about the probability of the following value modulo. However, "+" or "-" sign and 0 (zero) + spread and commission make it futile to make a forecast at each step.

I assume that Yusuf's method will only work if:

1. obvious correlation between values

2. oblique probability densities (Erlang type) - reduce the real distribution to it, I don't know - by logarithmic transformations.

To work with variant 2 is a lot of work, and you don't want to and you don't know that it will work.

That leaves variant 1, but we need to think there too.

And just like that... Heh-heh... I think Yusuf already figured that out.

 
Alexander_K:

Well, Yusuf still stands a chance in areas where there is a known 'memory' of the process, i.e. the correlation of the increments. He will have unrestrained profits on such segments. If we speak about price movement in general, then of course it is not recommended to make calculations, forecast the next value at every step, and enter the trade (which is exactly what he does). In general, we can speculate about the probability of the next price value and nothing more.

The human intellect with its sophisticated pattern recognition system is much more powerful than all the efforts of the AI on this site, much less a system of 4(5) linear equations. When you look at 5 bars (not even bars, but a line connecting 5 points), does your pattern recognition system see the future?

Do you really believe that by analyzing 5 prices you can catch a prediction? If so, I'm sorry.

Robots with AI work more efficiently than human intelligence not on the analysis of 5 bars, but on the analysis of many thousands of bars.

 
Nikolai Semko:

The human intellect with its advanced pattern recognition system is much more powerful than all the efforts of the AI on this site, much less a system of 4 (5) linear equations. When you look at 5 bars (not even bars, but a line connecting 5 points), does your pattern recognition system see the future?

Do you really believe that by analyzing 5 prices you can catch a prediction? If so, I'm sorry.

AI robots work more efficiently than human intelligence not on the analysis of 5 bars, but on the analysis of many thousands of bars.

No need to shout.

Once again - it is possible to make a forecast on 4 bars, if this A non-random, deterministic movement. For in this case we are actually taking into account all the necessary dynamic quantities - speed, acceleration, jerk and throw.

If Yusuf isn't willing, as I am, to work with probabilities, then his only chance is to determine whether the current data set is random or non-random.

And you can't enter trades at every step. No system of linear equations will work in this case.

 
Nikolai Semko:

The human intellect with its advanced pattern recognition system is much more powerful than all the efforts of the AI on this site, much less a system of 4 (5) linear equations. When you look at 5 bars (not even bars, but a line connecting 5 points), does your pattern recognition system see the future?

Well, it is in these moments of epiphany and hands are used to drain the deposit)))

i do not want to Google it, but i think the human psyche has a name - the ability to be right - to prove to your consciousness that the decision was right and it does not matter that you didn't even analyze the data, you just made a guess... If you guessed several times, it is called "intuition"))

 
Alexander_K:

Once again, what appears to be chaos in the market is not. Price increments form a certain probability distribution. And by solving some system of equations we can talk about the probability of the following value modulo. However, "+" or "-" sign and 0 (zero) + spread and commission make it futile to make a forecast at each step.

I assume that Yusuf's method will only work if:

1. obvious correlation between values

2. oblique probability densities (Erlang type) - reduce the real distribution to it, I don't know - by logarithmic transformations.

To work with variant 2 is a lot of work, and you don't want to and you don't know that it will work.

That leaves variant 1, but we need to think there too.

And just like that... Heh-heh... I think Yusuf already figured that out.

We will end up with a regression, which even without Yusuf, and even without A_K, is long and well known.
 
Igor Makanu:

well, it is in these moments of epiphany that one drains the deposit by hand )))

I don't want to google it, but it seems that there is a name - the property of the human psyche to be right - to prove to the mind that the decision was right and it doesn't matter that the data analysis was not even complete, you just made a guess... If you guessed right several times - this is called intuition )))

Maybe a tilt?