The Sultonov system indicator - page 85

 

Now that's better.

Now you have to come to the realization that you need all nine prices.

As a consequence rethink the very first post

....

"Let me explain the first line: At the beginning of the experiment, i.e., at the opening of the 1st bar, the pressure of virtual historical prices was +6.63..."

there should be 5 lines of excel with 9 prices to start the experiment

 
Alexey Klenov:

I don't give a shit about the interpretation for SLAU

Now we do not just have a set of equations, but we are working with historical data in a chronological order (in mathematics this is the direction of the X-axis)

There are two options, either from the current price to the history

or from 9 bars back to the current price

cell B2 is the current price or it is the price 9 bars ago to fit into SLAU

....

I see that it is the oldest price available in the list.

and it gets transferred to B2.

Yes, C1 is the oldest price from the sample and C9 is the most recent open price of the current bar.

 
Dmitry Fedoseev:

Oh))) the heavy artillery rolls out - Laplace transformations))) But you seem to know them as well as transients and MOOCs...

Let it be known that time is not an attribute of Laplace transformations. You may as well bring time into the subject of any calculations and transformations...

...

Very nicely demonstrated that you don't even remotely know what Laplace transforms are))

...but trying to use Laplace transformations to fuck with your brain is a pretty cool attempt.

Don't be silly...

The Laplace transform does exactly that, it moves from the time domain to the frequency domain.

The inverse Laplace transform performs a transition from the frequency domain to the time domain.

 
Alexey Klenov:

That's better now.

Now you have to come to the realization that you need all nine prices.

As a consequence rethink the very first post

....

"Let me explain the first line: At the beginning of the experiment, i.e., at the opening of the 1st bar, the pressure of virtual historical prices was +6.63..."

There should be 5 lines of excel with 9 prices to start the experiment

Exactly right, Alexey.

 
Alexey Klenov:

Are you sure you have the right order?

Let's take a picture from the excel itself

where everything is as I showed you above.


n x1   x2   x3   x4   y
1 Ц[8] Ц[7] Ц[6] Ц[5] Ц[4]
2 Ц[7] Ц[6] Ц[5] Ц[4] Ц[3]
3 Ц[6] Ц[5] Ц[4] Ц[3] Ц[2]
4 Ц[5] Ц[4] Ц[3] Ц[2] Ц[1]
5 Ц[4] Ц[3] Ц[2] Ц[1] Ц[0]
 
Олег avtomat:

Don't be silly...

The Laplace transform does exactly that - it moves from the time domain to the frequency domain.

The inverse Laplace transform converts from the frequency domain to the time domain.

Too bad it doesn't translate the years spent into money. You can do anything, even Kaklas, but it has nothing to do with the market.

 
Roman Shiredchenko:

Gain knowledge, skills and abilities, share your experiences and help with code in the "Any Beginner's Question..." thread

That's commendable. But coming back to this thread, given your stated work on commodity futures, do you think the method proposed here makes any sense? If you can, justify any answer ))

 
rjurip1:

That's commendable. But coming back to this thread, given your stated work on commodity futures, do you think the method proposed here makes any sense? If you can, justify any answer ))

my understanding is a la regression, read Yusuf's article - URM - there is a link here.

We need an interpretation of his readings. Clearly there will be no 100% hits...

 
Roman Shiredchenko:

my understanding is a la regression, read Yusuf's article - URM - there is a link here.

We need an interpretation of his readings. Clearly, there will be no 100% hits...

So, does this methodology make any sense for profitable trading?

 
Roman Shiredchenko:

my understanding is a la regression, read Yusuf's article - URM - there is a link here.

Well, if it's a la regression, why do we need Yusuf? We don't need a blacksmith. Regression is a standard tool, and how to prepare it and how to use it is not a secret.
Reason: