Indicators: Differential indicator by Sultonov - page 5

 
Ihor Herasko:

So let's see what are the two bear line shapes that have everyone so excited:

We are talking about the areas bounded by the blue (on the left side of the chart) and golden (on the right side of the chart) vertical lines. "By eye," indeed, one can see the similarities. The right side seems to be a mirror image of the left side. It seems that it is enough to flip any of them vertically, and we will get an exact copy of the second part.

To be sure of this, let's copy the readings of both parts into the table and see how these lines look in a different scale:

Even this representation clearly shows that the lines are not really the same. Our eyes have been misled by the different scale. And so as not to doubt the absolute difference in the shapes of the curves, let's calculate the correlation coefficient. It turns out to be -0.68907.

For those who want to check the calculations, I give the raw data in Excel-format.


Great.)

Start 1 -20:58.

Start 2 -13:35.

The travelling time is 13:35 + 3:02 =16:37. That's 987 min.

we get - taking into account the error of setting time readings, the period of your indicator is 1000.

The graphs will be absolutely symmetrical only on the horizontal line in the right part of the graph, because the new data are superimposed on the data of 1000 minutes ago.

Zy2 Change to 500, and you will see the same nonsense on this plot at a distance of 500 min.

 
Yuriy Asaulenko:

Wonderful :)

Start 1 -20:58.

Start 2 -13:35

Travel time is 13:35 + 3:02 =16:37. That's 987 minutes.

we get - taking into account the error of setting the time readings, the period of your indicator is 1000.

The graphs will be absolutely symmetrical only on the horizontal line in the right part of the graph, because the new data are superimposed on the data of 1000 minutes ago.

If the function values overlap, it should only increase the CK )).

And I have given the value of CK exactly for the selected areas. These areas do not overlap. Their length is 206 bars

Zy2 Change to 500, and you will see the same nonsense at a distance of 500 min.

That makes sense. Only now we need to draw the right conclusion. And it is that now the data from the Fed rate news was reset 500 minutes earlier. And that's it. It doesn't tell us anything else. The shapes (you were talking about shapes, right?) of the curves have become even more different. Their QC will probably be around -0.5.

P. S. Gone for the weekend.

 
Ihor Herasko:

Makes sense. Only now we need to draw the right conclusion.

And the conclusion is as follows:) The time of the fight between Sultonov's bears and his bulls depends not on the market, but on the indicator period, and this time is always known in advance. We choose any significant market change, and after the time T we wait for a fight in the opposite direction. On the indicator, of course. This is really a victory.

Yousufkhodja Sultonov:
Now many researchers will join in, judging by the dynamics of code reviews, and the crowd will give the right verdict.
The crowd is cheering.
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