The Sultonov system indicator - page 74

 
Yousufkhodja Sultonov:

Looking at yourshere, one can't help but regret that a chain of nonsense springs from your mouth and to argue with you is to disobey Mark Twain's admonition to do so.

I'm allowed to, because I studied under exactly the same teachers as you. It shouldn't even come as a surprise. Besides, the bottom line is that everything is solved correctly there (based on the available data about the problem).

 

What is interesting is the exit of the coefficients outside the channel as understood by the author. Something like:

GBPUSDDaily_raskolbas

 
Yousufkhodja Sultonov:

Thanks for the compliment, but, I managed to find formulas for such concepts as Past (P), Present (H) and Future (F)...

that is exactly God's business,

for He alone knows the P-N-B of all non-random occurrences...

But we are trying to enter the domain of God Himself ...

Of course we can, but is it necessary?

Suppose you createa "grail formula" and disappear - become the richest man in the world,

then you wish you were the ruler of the world,

and then you start putting numbers on everyone - video cameras and chips under their skin...

And then you'll call yourself some kind of god and create total control of everything and everyone...

Will that make you happy?))

============================

it's all just fantasy.

 

Checking the mt4 implementation posted here.

And my implementation in mt5

Both indicators are limited to levels +-10 to be clearly visible

I checked my indicator using data substituted to excel

on this data

1.12028
1.1216
1.12236
1.12203
1.12213
1.12225
1.12251
1.12229
1.12191
a4=0.1451003955149132

in excel it turns out

0.145100395514913

Are there any errors in realization of mt4 by IgorM ?

...

And how to interpret this indicator reading - below 1.0 - sell ?

When I recheck my version and be 100% sure it fits the problem - I will post the source code here

 
Alexey Klenov:


a4=0.1451003955149132

in the excel you get

0.145100395514913

Sure there are no errors in IgorM's version of mt4?

I'll post the source code here as soon as I recheck my version and I'll be 100% sure that it coincides with the task at hand.

I checked, as you did with excel file, my calculations converged with an accuracy of 6-7 digits (I intentionally used normalization of values in the code to get the same results as on excel, then I planned to remove the normalization - it is not needed)

I did it under MT4, check the order of numeration of timeseries in MT5. In MT4, the numbering is always from right to left (the rightmost bar number 1), in MT5 it is vice versa by default


Alexey Klenov:

And how do you interpret the indicator readings - below 1.0 - sell?

When I saw that the author of "strictly mathematical" market model himself does not know which of the coefficients is responsible for the forecast, I gave it up, imho, the classic SSA makes more sense than guessing and speculation - another example of how to "pull the formula" on the price, I've seen this goodness on other forums - not interesting

SZY: SSA port from Matlab, I checked it with original one from Matlabhttps://www.mql5.com/ru/forum/277780 , but alas, "no fish" there either - the SSA method does not predict future price movement)))

SSA метод, пример работы с ALGLIB
SSA метод, пример работы с ALGLIB
  • 2018.09.06
  • www.mql5.com
Портировал из Matlab на MQL5 скрипт вычисления SSA Сам расчет SSA выполнил в классе SSA (файл ssa_mathlab...
 
Igor Makanu:

I checked as you did with the excel file, my calculations converged with an accuracy of 6-7 digits (in the code I purposely applied value normalization to achieve the same results as excel, then I planned to remove normalization - it is not needed)

i did it under MT4, check the order of numeration of timeseries in MT5. In MT4, the numbering is always from right to left (the rightmost bar number 1), in MT5 it is vice versa by default


i think that the main problem with it is seeing that the author of "strictly mathematical" market model himself does not know which of the coefficients is responsible for the forecast, i gave it up, imho, classic SSA has more sense than guessing and speculation - just another example how to "pull the formula" on the price, i've seen this goodness on other forums - not interesting

SZY: SSA port from Matlab, checked it all coincides with the original from Matlabhttps://www.mql5.com/ru/forum/277780 but alas, "no fish" there either - the SSA method does not predict future price movement)))

I am aware of the addressing.

You set them at opening and I set them at closing prices.

But this is not the point.

I took data for last 9 opening prices from MT4 (where your indicator is)

took them into excel and got a4=-0.640375029

you get 0.7276

Check the original data 9 price openings

1.12036
1.12025
1.12156
1.12233
1.12200
1.12211
1.12218
1.12247
1.12218

Result a4=-0.640375029

Please check how you did.



Here's my check.

log entry

2019.04.03 11:54:25.356 SLAU (EURUSD,H1) 0 1.12036
2019.04.03 11:54:25.356 SLAU (EURUSD,H1) 1 1.12025
2019.04.03 11:54:25.356 SLAU (EURUSD,H1) 2 1.12156
2019.04.03 11:54:25.357 SLAU (EURUSD,H1) 3 1.12233
2019.04.03 11:54:25.357 SLAU (EURUSD,H1) 4 1.122
2019.04.03 11:54:25.357 SLAU (EURUSD,H1) 5 1.12211
2019.04.03 11:54:25.357 SLAU (EURUSD,H1) 6 1.12218
2019.04.03 11:54:25.357 SLAU (EURUSD,H1) 7 1.12247
2019.04.03 11:54:25.357 SLAU (EURUSD,H1) 8 1.12218
2019.04.03 11:54:25.357 SLAU (EURUSD,H1) -0.6403750289910048

 
Yousufkhodja Sultonov:

No job is impossible for a man who does not have to do it himself.[source?]

- Weiler's Law.

I agree.

There is also a somewhat similar Russian proverb in semantics - "Work loves fools".

 
Alexey Klenov:

Please check how you are doing.

I deleted the source code after sending Yusuf, as far as I remember I first did a dynamic array to be able to increase the number of SLAU, but then the calculation of V2 and below the code, I could not find the relationship between the formulas and the elements of arrays - and then did the problem directly to get results one and the same with Yusuf formulas

If I were to make that creation again now, I would first tidy up the excel spreadsheet - put the column sums in separate cells properly, and then move the final formulas to the left - it was very annoying to move the mouse back and forth over a long excel page. Then the problem could be solved straightforwardly and even the names of variables could be named as table cells to avoid typos

 
Igor Makanu:

This is the main problem, having seen that the author of "strictly mathematical" market model does not know which of the coefficients is responsible for the forecast, I gave it up, imho, classic SSA makes more sense than guessing and speculation - another example of "pulling a formula" on price, I have seen this stuff on other forums - not interesting


Just a hint: If instead of prices we take SMA values of the same period, the first and the last coefficients have at least some sense. And even their reference value is 1/period^2 :-) Some kind of autoregressive deviation. Torsion

Then the SMA value is predicted and the price forecast is based on it. At least something can be achieved

 
Maxim Kuznetsov:

At a glance: If we take SMA values of the same period instead of prices, then at least the first and the last coefficients have some sense. And even their reference value is 1/period :-) Some kind of autoregressive deviation. Torsion

Then we should predict the SMA value and use it for price forecasting. At least something may work out.

You're right there, but with one BUT....

All these mathematical "fiddles" should have some kind of substantiation first - to put it in scientific terms - process modeling, if we do not want to model it, we do not invent standard market indicators )))

We use ready-made mathematical models due to the fact that the price formation process itself cannot be formally described, i.e. we have a diagram and assume that it is a physical process - what? - We try these formulas on forward and get the maximum error. We assume that the graph is an electrical signal... we get another value of maximum error....

and that's the only way to find an approximate model

and just pull up the first formula you can find... But it's funny, to prove that 2 + 2 = 4, and if we really want, we can consider that 2 + 2 = 5. It's just shuffling of numbers and formulas. I was interested in all kinds of mathematical exhibitionism at university, but now I don't feel like it.