The most banal trading strategy - page 50

 
Yousufkhodja Sultonov:

Recipe for 1 kg rice (for 6-7 people):

1. Vegetable oil - 400g;

Onions - 1 kg;

Beef (lamb) - 1 kg;

4. carrots - 1 kg;

5. Rice - 1 kg.

Bring oil to a boil, add onion and fry until red, add meat and fry for 5-10 minutes, add half of carrot, fry for 10 minutes, add remaining carrot, fry for another 10 minutes, add water, until all mixture is covered with water, gently boil for 30 minutes, add rice, add water until rice is 1 cm over water. Boil on a high heat until the rice has softened and all the water has evaporated and the rice is saturated. Reduce heat to minimum, cover the cauldron with something for 20 minutes. That's it, the pilaf is ready.

Thank you!

I would love to use this recipe

 
Yousufkhodja Sultonov:

Hi Mr Wizard, I see you're in your stride - not missing an opportunity to try to cut any initiative at the root. Commendable.

Greetings, Yusufhoja. Not at all, just saving time.
ps. The question wasn't about the pilaf, but thanks for the recipe...

 
Yousufkhodja Sultonov:

Dear forum members, as another trivial strategy, let's consider and discuss the following hypothesis: The price of the current bar depends on the 4 price values of the previous bars according to the following relationship

C5 = C0 + a1C1 + a2C2 + a3C3 + a4C4

You may ask why it depends on 4? The point is that, so far, I am able to solve this equation up to 4 variables, the calculated formulas of which I gave earlier: https://www.mql5.com/ru/forum/86249/page3

Let's analyze behavior of 5 coefficients, maybe we will be able to come to some hint on regularity. If so, we will open a special thread on the subject for a deeper investigation of this question. What do you think?

Do you have the price of C5 dependent on five prices?

If we equate coefficients of C5 and C0 why don't we equate other symmetrical prices? We have only two unknowns.

If we take as a basis:

"The price of the current bar depends on 4 price values of previous bars" with some coefficients.

In terms of difference calculus this is a fourth order inverse equation. If I understand you correctly, of course.


P.S.

And it will take 8 prices to determine the coefficients, and only the ninth one you can predict.

like this : )


 
Aleksey Panfilov:

Do you have the price of C5 dependent on five prices?

If you equate the coefficients of C5 and C0, why don't you equate the other symmetrical prices? There are only two unknowns.

If we take as a basis:

"The price of the current bar depends on 4 price values of previous bars" with some coefficients.

In terms of difference calculus this is a fourth order inverse equation. If I understand you correctly, of course.

No, from 4 previous prices. Ts0 is a constant coefficient that takes into account other factors that we don't know about. It's a 1st order linear equation.

We can't predict Ts5, we only know how closely related Ts5 is from the previous 4 prices. We don't need 8 price values, 5 is enough.

Example:

a4

a3

a2

a1

a0

Ц5

-5,47987

1,130393

1,375359

-1,86337

6,630682

1,1358

-2,71906

0,230769

0,635452

-0,85619

4,212794

1,1354

0,558894

1,450721

2,385817

-0,8774

-2,85908

1,1357

0,544521

-0,48973

1,681507

-1,88356

1,303482

1,1358

0,949091

-0,72091

0,41

-3,09727

3,928728

1,1356

0,422659

-0,76478

0,341063

-1,17329

2,470173

1,1367

-0,47611

-0,67344

-0,37034

-0,90454

3,890866

1,137

0,13082

0,10459

-0,48492

-0,23672

1,688584

1,1361

What is striking is the range of coefficient changes to take place for C5 prices!
 
Aleksey Panfilov:

Do you have the price of C5 dependent on five prices?

If you equate the coefficients of C5 and C0, why don't you equate the other symmetrical prices? There are only two unknowns.

If we take as a basis:

"The price of the current bar depends on 4 price values of previous bars" with some coefficients.

In terms of difference calculus this is a fourth order inverse equation. If I understand you correctly, of course.

Suppose we add 4 slanted lines to the coefficient A

we get another straight line

but

the price does not go in a straight line

 
Yousufkhodja Sultonov:

No, from the 4 previous prices. Ts0 is a constant factor that takes into account other factors that we do not know about. It is a 1st order linear equation.

Let's leave the terms alone for now.

If we assume a single pattern in the price series, then in order to find the coefficient we need to solve the system:

a1C1 + a2C2 + a3C3 + a4C4 =C5

a1Ц2 + a2Ц3 + a3Ц4 + a4Ц5 =Ц6

a1Ц3 + a2Ц4 + a3Ц5 + a4Ц6 =Ц7

a1Ts4 + a2Ts5 + a3Ts6 + a4Ts7 =Ts8

Given the prices, we find four unknown coefficients in the four equations.

And substitute them (the calculated coefficients or more exactly the formula for their finding) for finding the ninth price.

Maybe there is another way?

 
Renat Akhtyamov:

Suppose we add 4 sloping lines to the coefficient A

we get another straight line

but

price does not follow a straight line

It's moving and it's really moving.

Let's look at the weekly candlestick. It moves up and down in a straight line for an entire week.

The size of a bar is an indicator of the change in price during a certain period of time.

The bars can take any value in different combinations. And your smart formulas will not help you to find out the value of the next bar.

 
Renat Akhtyamov:

Suppose we add 4 sloping lines to the coefficient A

we get another straight line

but

price does not walk in a straight line

In any case the prediction is built from an assumption :)

The solution to the system will not be limited to straight lines. I won't list all the analytical curves that can be automatically reproduced.

Another question is the possible division by zero(if the pattern is simpler than the pattern described by a fourth-order recurrence equation), from which one will have to defend oneself programmatically.

 
Aleksey Panfilov:

Let's leave the terms alone for now.

If we assume a single regularity in the price series, then in order to find the coefficient we need to solve the system:

a1Ц1 + a2Ц2 + a3Ц3 + a4Ц4 =Ц5

a1Ц2 + a2Ц3 + a3Ц4 + a4Ц5 =Ц6

a1Ц3 + a2Ц4 + a3Ц5 + a4Ц6 =Ц7

a1Ts4 + a2Ts5 + a3Ts6 + a4Ts7 =Ts8

Given the known prices, we find the four unknowns in the four equations.

And substitute them to find the ninth price.

Maybe there is another way?

In this sense, you are right. You need 10 prices, not 8:

n x1 x2 x3 x4 y
1 1,1356 1,1367 1,137 1,1361 1,1361
2 1,1367 1,137 1,1361 1,1361 1,1356
3 1,137 1,1361 1,1361 1,1356 1,1359
4 1,1361 1,1361 1,1356 1,1359 1,1361
5 1,1361 1,1356 1,1359 1,1361 1,1364
 
Uladzimir Izerski:

It's walking and it's really walking.

Looking at the weekly candle. It goes up and down in a straight line for an entire week.

The size of a bar is a measure of the change in price over a certain period of time.

Bars can take any value in different combinations. And your smart formulas will not help you to find out the value of the next bar.

a bar is history

history is in the past, and it is already dead

the current price is solely determined by the present. and nothing else
Reason: