The Sultonov system indicator - page 83
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I think it's time to take a piss
Yusuf, this is indecent.
What is it?
Look at the publication date of this indicator - 2006. And here, in 2019, comes a figure who considers himself the world pioneer of non-linear regression.
Yusuf - you have an obvious error in Excel.
See
You state the hypothesis "The price of the current bar depends on 4 previous bar prices according to the following relationship: C5 = C0 + a1C1 + a2C2 + a3C3 + a4C4".
According to the formula in Excel, it should be a0 instead of C0
C5 - current price
C5 = a0 + a1*C1 + a2*C2 + a3*C3 + a4*C4
That's the first point
second, why do you add three more prices from the future to your calculations (judging by the code in excel)?
here you are
last known excel spreadsheet
initial data
the end result is these ratios
But common sense says we can't look into the future.
so at least zero out this data
Then there will be coefficients like this
The equation for the price of 1.1476 can be solved as well.
Please check your Excel.
And it probably differs from the one used in the calculation for the first page of this thread
Maybe it's like this at all
and the coefficients work out.
C5 is also found .
Yusuf - you have an obvious error in Excel.
See
You state the hypothesis "The price of the current bar depends on 4 previous bar prices according to the following relationship: C5 = C0 + a1C1 + a2C2 + a3C3 + a4C4".
According to the formula in Excel, it should be a0 instead of C0
C5 - current price
C5 = a0 + a1*C1 + a2*C2 + a3*C3 + a4*C4
This is the first point
second, why do you add three more prices from the future to your calculations (judging by the code in excel)?
here you are
last known excel spreadsheet
initial data
the end result is these ratios
But common sense says we can't look into the future.
so at least zero out this data
Then there will be coefficients like this
The equation for the price of 1.1476 can be solved as well.
Please check your Excel.
And it is most likely differs from the one used in the calculations for the first page of this thread.
Alexey, there is no error, I simply have to admit that I use 9 and not 5 historical price values in my calculations and that's all! And we create SLAU - 4 from this array. In the calculations did not change, I only changed the principle of selection of input data in the structure of SLAU - 4. You too, please change this principle, looking file exel, which I send. I will immediately replace the old file everywhere in the attachment with the new one. Well done for noticing such a discrepancy. We have plenty of historical data. From the fact that, I admitted that there are not 5, but 9 historical prices, there is nothing criminal. Now, I can firmly assert that, future prices are not being used 100% . Now, I need to alert Makana to the need to adjust the MCL code in this way. Basically, why change the code if everything is counted correctly. It's up to you, you want to change it, you don't want to change it.
Why are you here? To show off? ...
Gain knowledge and skills, share your experiences and help with code in the "Any Beginner's Question..." thread.
You don't understand me... Or Excel.
see for example the command LUMM(G:G)
this is the sum of all values in column G
in this case, the column has x4 prices, but this column contains the prices that do not yet formally exist
Once again I ask you to check these calculations.
i.e. if we draw a chart, coefficients a0...a5 should be under price c5
but for the calculation we use data from Ц6 Ц7 Ц8
i.e. three prices from the future.
You don't understand me... Or Excel.
see for example the command LUMM(G:G)
this is the sum of all values in column G
in this case, the column has x4 prices, but this column contains the prices that do not yet formally exist
Once again I ask you to check these calculations.
i.e. if we draw a chart, coefficients a0...a5 should be under price c5
but for the calculation we use data from Ц6 Ц7 Ц8
that is, three prices from the future.
Eh, Alexey, I will have to remove you from the Schnobel board of honor.
You don't understand me... Or Excel.
see for example the command LUMM(G:G)
this is the sum of all values in column G
in this case, the column has x4 prices, but this column contains the prices that do not yet formally exist
Once again I ask you to check these calculations.
i.e. if we draw a chart, coefficients a0...a5 should be under price c5
but for the calculation we use data from Ц6 Ц7 Ц8
i.e. three prices from the future.
Now, I admit that I use the nearest 9 historical prices in calculation of market conditions at the moment of opening of the last bar.
And we create such an SLAU containing only 9 historical data using this principle:
Solving it, we find a set of 5 coefficients which accurately describe the nearest 5 bar opening prices of the historical data