Sultonov differential indicator - page 15

 
Dmitry Fedoseev:




Yusuf, and you are not answering the question - are you familiar with RSI and ADX indicator algorithms? Probably and as usual - no. Yes?

Yes, Dmitry, after your reminder, I read a lot of websites praising these indicators one by one with the best epithets: "most powerful", "reliable", "proven", "excellent", ....., which seem like blasphemy in luring people into the trap of the market with a 5/95 return.
 
Mickey Moose:
I can take it for a test, if it's slag I'll tell you right away, but I hope it's worth it.
The purpose of your intention confused me. How can I trust you with an indicator when you believe in the possibility of rendering a verdict of "slag" when I myself have not yet verified whether it is slag or diamond. And you, of course, will try to find slag. Although, you are one of the few who hope to see something worthwhile in it, thank you.
 
Yousufkhodja Sultonov:
Yes, Dimitri, after your reminder, I have consulted many websites praising these indicators one by one with the best epithets: "most powerful", "reliable", "proven", "excellent", ....., which look like blasphemy in luring people into the trap of the market with a 5/95 return.

That was not the question, but their algorithms.

 
Yousufkhodja Sultonov:
How can I trust you with an indicator when you believe in the possibility of giving a "slag" verdict when I have not yet checked the slag or the diamond. And you, of course, will try to find slag. Although, you are one of the few who hope to see something worthwhile in it, thank you.

I promise that no one will know about this answer but you. I don't need the source if anything.

And for that matter, I hope for nothing. As a subjective independent assessment.
 
Mickey Moose:

I promise that no one will know about this answer but you. You don't need the source code.

And for that matter, I don't hope for anything. As a subjective independent assessment.

There is nothing to look at. The indicator without update after a day just shows two horizontal lines. If you refresh the chart, it starts to show again. If we change the period, it starts to show something else. The indicator calculation is based on accumulation of data equal to the specified period. Of course, if we change the period, the calculation will be different - the data is accumulated in a different way. If it is not optimized, it will not draw horizontal lines, but on every tick it will carry out the full recalculation of itself and, what is not acceptable, it will redraw itself on history. If it is optimized (it re-draws history and then draws only the current bar), then all new and subsequent bars receive for its calculation only the data from the last and the first bar - the values not accumulated for the entire period and, therefore, the indicator line has very small values.

I told Yusuf about probable problems with his formulas before introducing something to the code, but he assured me that everything is correct. It wasn't hard for me to convert his tables to indicator... But what's the point?

Yusuf, you should radically revise your formulas taking into account what I have described.

 
Artyom Trishkin:

There is nothing to see there. The indicator without updating after 24 hours just shows two horizontal lines. If I refresh the chart, it starts showing again. If we change the period, it starts displaying something else. The indicator calculation is based on accumulation of data equal to the specified period. Of course, if we change the period, the calculation will be different - the data is accumulated in a different way. If it is not optimized, it will not draw horizontal lines, but on every tick it will carry out the full recalculation of itself and, what is not acceptable, it will redraw itself on history. If it is optimized (it re-draws history and then draws only the current bar), then all new and subsequent bars receive for its calculation only the data from the last and the first bar - the values not accumulated for the entire period and, therefore, the indicator line has very small values.

I told Yusuf about probable problems with his formulas before introducing something to the code, but he assured me that everything is correct. It wasn't hard for me to convert his tables to indicator... But what's the point?

Yusuf, you should drastically revise your formulas taking into account what I have described.

Yes, Artem, I also, just now, having returned from work, have found out this unpleasant fact. It redraws its readings when re-installing. This is a result of the fact that, it includes historical data outside the calculation period, which is not correct. Please make it work only with the latest data sanctioned by the period specified in the settings and do not go beyond that towards history. Or, it remains to restart the indicator programmatically, which is not good. Let it read in that last range, which it has been prescribed. Cat, now the indicator shows the market condition with the period of 1000, but it was a mess before reinstallation, because it took unnecessary data from the history, from the moment of initial installation:https://www.mql5.com/ru/charts/7574577/eurusd-m1-e-global-trade
 
Artyom Trishkin:

There is nothing to see there. The indicator without updating after 24 hours just shows two horizontal lines. If I refresh the chart, it starts showing again. If we change the period, it starts displaying something else. The indicator calculation is based on accumulation of data equal to the specified period. Of course, if we change the period, the calculation will be different - the data is accumulated in a different way. If it is not optimized, it will not draw horizontal lines, but on every tick it will carry out the full recalculation of itself and, what is not acceptable, it will redraw itself on history. If it is optimized (it re-draws history and then draws only the current bar), then all new and subsequent bars receive for its calculation only the data from the last and the first bar - the values not accumulated for the entire period and, therefore, the indicator line has very small values.

I told Yusuf about probable problems with his formulas before introducing something to the code, but he assured me that everything is correct. It wasn't hard for me to convert his tables to indicator... But what's the point?

Yusuf, you should drastically revise your formulas taking into account what I have described.


As far as I understood from the previous one, the indicator just shows the cumulative sums of increments of different orientation. The results can be improved by introducing the "forget history" operator, which slowly reduces to zero irrelevant old values.

 
Yousufkhodja Sultonov:
Yes, Artem, I also, having just returned from work, discovered this unpleasant fact. It redraws its readings when it is re-installed. This is a result of the fact that, it includes historical data outside the calculation period, which is not correct. Please make it work only with the latest data sanctioned by the period specified in the settings and do not go beyond that towards history. Or, it remains to restart the indicator programmatically, which is not good. Let it read in that last range, which it has been prescribed. The cat, now the indicator shows the market conditions with a period of 1000, but it was a mess before the reinstallation, because it takes unnecessary data from the history, since the initial installation:https://www.mql5.com/ru/charts/7574577/eurusd-m1-e-global-trade.

Your problem is that it is accumulating data from history. Now imagine if it only takes a certain number of bars to accumulate data, then with each new bar the amount of data will change, and the line will be completely redrawn with a different look.

Suppose we have data to accumulate in the amount of 10. Make a table with different values and then shift the beginning of calculation (on the left) one bar to the right emulating the appearance of new bars - the beginning of calculation will also constantly shift to the right and, respectively, with every new bar the accumulated data amount will change that will lead to the changes in the indicator line appearance - its complete redrawing.

But after all calculations the output should be the same line, no matter from which bar the calculation was started.

 
Олег avtomat:

As far as I understood from the previous one, the indicator simply gives cumulative sums of increments of different directions. The results can be improved by introducing a "forgetting" operator, which rather slowly nullifies the old irrelevant values.

Oleg, that's up to Yusufu - he generates the ideas - not me ;)

 
Олег avtomat:

As far as I understood from the previous one, the indicator simply gives cumulative sums of increments of different directions. The results can be improved by introducing "forgetting" operator of long history, which slowly reduces to zero long irrelevant values.

You will get a sliding sum and in the limit an ATR over a large period

Reason: