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v2v dynamic trading system

  • #341
  • Edited 12:55pm Mar 2, 2020 12:24pm | Edited 12:55pm
v2v MomenTicks

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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #342
  • Edited 7:05pm Mar 2, 2020 4:07pm | Edited 7:05pm
v2v dynamic trading system: ... a Project Looking Glass

 

  1. v2v MomenTicks

    ─ Volatility and Synthetic VIX (SVIX) Ratio has been updated, and it is now using an Adaptive Deviation (previously using a Standard Deviation calculation)

    The difference when compared to standard is significant - not just because of ema usage, but the efficiency ratio is making it a "bit more logical" in very volatile market conditions. ─ mladen

Attached Image (click to enlarge)
Click to Enlarge Name: adaptive_svix_vola_ratio.png Size: 55 KB



re-uploaded...
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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #343
  • Edited 5:04am Mar 3, 2020 4:48am | Edited 5:04am
v2v dynamic trading system: ... a Project Looking Glass

 

  1. v2v MomenTicks

    ─ Removed Volatility Ratio and kept Synthetic VIX (SVIX) to avoid redundancy or technical analysis paralysis about volatility.
    ─ Fixed issue with DCP & MTF button behavior or interaction with v2v MomenTicks.


Get it >>> here

Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #344
  • Edited 12:35pm Mar 3, 2020 12:04pm | Edited 12:35pm
v2v dynamic trading system: ... a Project Looking Glass

 

  1. v2v MomenTicks

    ─ Now... Laguerre MomenTicks is using an Adaptive Deviation.

  2. Singular Spectrum Analysis ( SSA ) of MomenTicks

    ─ Updated the internal dynamic calculation of Jurik filters.

    ─ Just to be clear... SSA is originally designed as a recalculating algorithm. Thus, it looks to repaint from time-to-time.

    ─ This tool is not ideal to view on a chart lower than M30 TF (overshooting linear MomenTicks' line issue).

    ─ In full integration or in the next release, this SSA of MomenTicks will be showing like a normal Japanese candlestick bars on-chart but colored based on slope change.

    ─ Since SSA of MomenTicks recalculates, you may view this tool just like an MTF mode of Heiken Ashi bars.

    ─ And of course, no single tool of v2v dynamic trading system that can be used as a sole indicator that helps manage your trading positions or position your positions accordingly.

    ─ However, if you wanted to use another variation of SSA which doesn't repaint, simply google search "SSA normalized end-pointed".

    ─ Anyway, this is just a guess indicator at the moment, you may remove it as you wish.


re-uploaded...
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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #345
  • Mar 3, 2020 1:14pm Mar 3, 2020 1:14pm
v2v dynamic trading system: ... a Project Looking Glass

 

  1. v2v MomenTicks

    ─ Now... Blau TVI is using an Adaptive Deviation.


Get it >>> here

Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #346
  • Edited 9:52am Mar 4, 2020 7:47am | Edited 9:52am
Stable release...

v2v dynamic trading system... a Project looking glass
Attached Image (click to enlarge)
Click to Enlarge Name: EURUSD_momenticks.png Size: 74 KB

 

  1. Heiken Ashi ─ APB

    1. updated APB channel
    2. optimized volume-weighted algorithm



  2. v2v MomenTicks

    1. finally fixed the button switching behavior
    2. optimized volume-weighted algo



  3. TDZ MomenTicks

    1. optimized volume-weighted algorithm



  4. Short & Long Deviation Scaled MA

    1. optimized volume-weighted algorithm



  5. SSA of MomenTicks

    1. optimized volume-weighted algorithm
    2. a new default parameter value



  6. New templates




re-uploaded...
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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #347
  • Edited 2:11pm Mar 4, 2020 1:34pm | Edited 2:11pm
Quoting v2vboni
v2v dynamic trading system: ... a Project Looking Glass This system welcomes... The
Quoting v2vboni
Singular Spectral Analysis ( SSA ) of MomenTicks Brief Wikipedia definition: "In time series analysis, singular spectrum analysis (SSA) is a nonparametric spectral estimation method. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems, and signal processing" {image} Basically this toll is an idea of how we can use this scientific...



The two Singular Spectrum Analysis ( SSA ) of MomenTicks

  1. Stand-alone version or it doesn't need to run or attached with the v2v dynamic trading system
    Attached File(s)
    File Type: ex4 SSA_of_MomenTicks_stand-alone.ex4   64 KB | 733 downloads
  2. This version must be run with the v2v dynamic trading system
    Attached File(s)
    File Type: ex4 SSA_of_MomenTicks.ex4   65 KB | 621 downloads


─ Again, just to be clear... SSA is originally designed (based on the exact science of SSA) as a recalculating algorithm. Thus, the slope color change repaints from time-to-time.

─ Since SSA of MomenTicks recalculates, you may view this tool just like an MTF mode of Heiken Ashi bars. Hence, you may adjust the parameters according to your own way of using it. Come to think of it, those time-based charts such as 1-minute, 15-minute or 4-hour also “repaints or recalculates” the same exact way.

─ And of course, this tool cannot simply use as the sole indicator that helps manage your trading positions or position your positions accordingly.

- A higher number of SSA bars: Smoother results
- A lower number of Lag SSA bars: Sharper results
- A higher number of Computations: Sharper result
- A less number of Computations: Smoother results



Get the required libSSA.dll file at >>> post #1

Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #348
  • Edited 8:13pm Mar 4, 2020 7:29pm | Edited 8:13pm
...working on to improved or add features for VP & Anchored VP, and the PIVOT FIB plus using the so-called z-scores and was widely discussed in this FF thread by GoldTheHun

More about z-scores

Attached Image (click to enlarge)
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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #349
  • Edited 2:21pm Mar 5, 2020 1:15pm | Edited 2:21pm
v2v dynamic trading system: ... a Project Looking Glass


Attached Image (click to enlarge)
Click to Enlarge Name: v2v_deduce_features_z-scores.png Size: 57 KB

 

  1. TDZ MomenTicks

    1. reduced features: The remaining ones...

      1. Laguerre TDZ (using RSX)
      2. RSI Classic


  2. v2v MomenTicks

    1. reduced features: The remaining ones...

      1. Laguerre MomenTicks
      2. Phase Accumulation of MACD (using Rma - a variation of SMA)
      3. Blau TVI
      4. Synthetic VIX Ratio (using adaptive deviation)


  3. Volume Profile Range

    1. ATR or DCP value Multiplier is now using the Statistical Z-Scores


    Attached Image (click to enlarge)
    Click to Enlarge Name: v2v_deduce_features_z-scores2.png Size: 64 KB




  4. New templates

Get it >>> here

Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #350
  • Mar 5, 2020 5:36pm Mar 5, 2020 5:36pm
v2v dynamic trading system: ... a Project Looking Glass


FIXED slowness...


Get it >>> here
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #351
  • Edited 11:01am Mar 6, 2020 10:32am | Edited 11:01am
v2v dynamic trading system: ... a Project Looking Glass

 

  1. Made some improvements or adjustments on the code, and then put back the other tools.
  2. Volume Profile Range (VWAP) using z-scores has been updated

Attached Image (click to enlarge)
Click to Enlarge Name: zscore.png Size: 58 KB

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Click to Enlarge Name: z-scores_1.png Size: 83 KB

Attached Image (click to enlarge)
Click to Enlarge Name: z-scores_2.png Size: 59 KB



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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #352
  • Edited 3:21pm Mar 8, 2020 1:14pm | Edited 3:21pm
v2v dynamic trading system: ... a Project Looking Glass

 

  1. Volume Profile Range (VWAP) parameter updates:
    ─ adjusted parameter value calculation to conform with the Statistical Z-Scores

Attached Image (click to enlarge)
Click to Enlarge Name: z-scores_3.png Size: 42 KB


Attached Image (click to enlarge)
Click to Enlarge Name: EU_z-scores.png Size: 60 KB


re-uploaded...
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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #353
  • Mar 9, 2020 6:56am Mar 9, 2020 6:56am
v2v dynamic trading system: ... a Project Looking Glass

 

  1. code optimizations

Attached Image (click to enlarge)
Click to Enlarge Name: uj_zscores.png Size: 46 KB


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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #354
  • Mar 9, 2020 7:41am Mar 9, 2020 7:41am
v2v dynamic trading system: ... a Project Looking Glass


...a multiplier has been added.

Attached Image (click to enlarge)
Click to Enlarge Name: uj_zscores_multiplier.png Size: 72 KB


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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #355
  • Mar 9, 2020 9:07am Mar 9, 2020 9:07am
v2v dynamic trading system: ... a Project Looking Glass


...now compatible with CFD Indices


Attached Image (click to enlarge)
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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #356
  • Mar 10, 2020 6:14pm Mar 10, 2020 6:14pm
...time for a logical break, away from trading.

Inserted Video
(1995) Kaleidoscope World

So many faces, so many races Different voices, different choices Some are mad, while others laugh Some live alone with no better half Others grieve while others curse And others mourn behind a big black hearse Some are pure and some half-bred Some are sober and some are wasted Some are rich because of fate and Some are poor with no food on their plate Some stand out while others blend Some are fat and stout while some are thin Some are friends and some are foes Some have some while some have most Every color and every hue Is represented by me and you Take a slide in the slope Take a look in the kaleidoscope Spinnin' round, make it twirl In this kaleidoscope world Some are great and some are few Others lie while some tell the truth Some say poems and some do sing Others sing through their guitar strings Some know it all while some act dumb Let the bass line strum to the bang of the drum Some can swim while some will sink And some will find their minds and think Others walk while others run You can't talk peace and have a gun Some are hurt and start to cry Don't ask me how don't ask me why Some are friends and some are foes Some have some while some have most Every color and every hue Is represented by me and you Take a slide in the slope Take a look in the kaleidoscope Spinnin' round, make it twirl In this kaleidoscope world Kaleidoscope world In this kaleidoscope world
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #357
  • Mar 11, 2020 3:35pm Mar 11, 2020 3:35pm
Attached Image (click to enlarge)
Click to Enlarge Name: EU_zscores_today.png Size: 70 KB
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #358
  • Edited 7:56pm Mar 11, 2020 7:31pm | Edited 7:56pm
v2v dynamic trading system: ... a Project Looking Glass

 

  1. A new Anchored VWAP has been added: Now, a total of 3 VP/WAP indicator
  2. New templates

Attached Image (click to enlarge)
Click to Enlarge Name: Third_VP-R.png Size: 62 KB

Attached Image (click to enlarge)
Click to Enlarge Name: Third_VP-R.3png.png Size: 52 KB



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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #359
  • Mar 12, 2020 9:43am Mar 12, 2020 9:43am
Attached Image (click to enlarge)
Click to Enlarge Name: eu_today_zs.png Size: 63 KB
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #360
  • Edited 7:19pm Mar 12, 2020 5:54pm | Edited 7:19pm
Attached Image (click to enlarge)
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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
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