v2v dynamic trading system ─ for MT4 platform
A project-looking glass by v2v...
A trading system reimagined for the retail trading environment built with Tesla footprints and dynamically driven by Dominant Cycle Period (DCP) fueled by MomenTicks ─ A linear volume-weighted momentum.
The v2v dynamic trading system is not the usual thing out there. It doesn't have any directional arrows and trigger alerts for long/buy or short/sell signals. For such, it needs critical thinking of the One in between the keyboard and a chair. Yes, that is you.
The system requires One's due diligence to understand or to know more about this system. Sadly, it may take some precious time to finish the user manual due to constant development/updates.
Having said that, don't forget to...
This is a discretionary trader-designed system or for someOne with a systematic trading plan/strategy. Thus, it may help to manage trades or position existing positions... Otherwise, come up with an overall/average directional probability.
✍ A gentle reminder...
─ Keep this in mind... There's always room for improvement in this system.
─ Ideas/suggestions are welcome but don't expect to be added or considered.
And now... The definition of fused technologies inside this v2v system...
But before anything else... Kindly note, that you may start to feel that you've entered the Matrix while reading the below information for you to identify what is real and what is not. However, this all depends on what pill you took from Morpheus ; )─ Otherwise, you might start to feel resurrected. And don't worry, you should be just fine.
Other times, you might suddenly see a Black Cat just walk by, and then followed by another that behaves the same way. And then, you ask yourself... Is it a Deja vu? Again, don't worry... It simply means that I'm currently altering the codes of the v2v dynamic trading system ; )─
Statistical Quartiles
Anchoring two VP-R tools to understand more of the current state of Price Auction
Shifted VWAP bands based on statistical Z-scores
Anchored VWAP chart setup >>> HERE
Another Volume Profile trading concept... a viable 10-pip target. To know more... Download and read this ebook >>> HERE
To learn more about the Volume Profile and VWAP click >>> HERE
And about the Value Areas or Price Auction, click >>> HERE or HERE or HERE
Price Auction Analysis
☛ The VWAP bands on this system...
This one is built with an Average True Range/Average Range or Average Daily Range wherein the shifted VWAP bands (from the midpoint - main VWAP line) are calculated based on statistical z-scores. The main VWAP starting point of calculation is based on Dr. Paul Levine's (R.I.P.) lecture about his MIDAS system.
The statistical z-score value is getting injected inside an algorithm or as an option to be part of an equation for predicting trend-end probability. The vertical line guides on this system (from & to) are used for plotting from price inflection points or session range (4-hour, daily, weekly, and monthly or 8-hour or 24-hour market range). The setup included a feature that can switch from MVWAP (MA-based VWAP ) to classic VWAP. The MA (Moving Average) is a Hull MA non-lag fused using a Fulks Matulich way of calculation of a T3-based MA. As a result, I called it a T3-HMA.
The MAs inside the system are mostly linear volume-weighted with applied Jurik-based MA smooth filter (but some of it only as the rest are using an adaptive calculation with Price) before adding DSMA filter (Deviation-Scaled MA by John F. Ehlers). Then, other tools were fused within the system... Such as a Regression Analysis tool that can switch instantly between a normal Price Close and Heiken Ashi - APB Close. And the MA's period calculation within the system is calculated/assigned dynamically based on the current Dominant Cycle Period, an algorithm by John F. Ehlers.
☛ Dynamic Zones by Leo Zamansky Ph.D. and David Stendahl
The Dynamic Zone indicator can elaborately show how it solves common trading complications. Extreme investing employs the use of oscillators to exploit tradable trends in the market. This style of investing follows a very simple form of logic: only enter the market when an oscillator has moved far above or below traditional trading levels. However, these indicator-driven systems, cannot evolve with the market because they use the fixed buy and sell zones. Traders typically use one set of buy and sell zones for a bull market and substantially different zones for a bear market.
Herein lies the complications. Once traders begin introducing their market opinions into trading equations, they negate the system's mechanical nature by changing the zones. The objective is to have a system automatically define its own buy and sell zones and thereby profitably trade in any market -- bull or bear. Dynamic Zones offer a solution to the complications of fixed buy and sell zones for any indicator-driven systems.
☛ Jurik filter ─ phase and smoothing
This TDI version uses JMA's (Jurik Research Moving Average) phase and smoothing calculation. Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your moving average to catch up? Wait no more! JMA eliminates these complications forever and gives you the best of both worlds: low lag and smooth lines.
Ideally, for instance, a filtered signal may both be smooth and lag-free. Lag causes delays in your trades, and increasing lag in your indicators typically results in lower profits. In other words, latecomers get what's left on the table after the feast has already begun. The JMA's improved timing and smoothness will astound you.
JMA is a powerful adaptive tracker that can smooth time series data with a very small lag, no overshoots, and no oscillations. The algorithm is stable and avoids the complexities of neural networks. JMA delivers the best all-around performance for smoothness, accuracy, and timeliness.
☛ RSI-Trend Strength Index (RSX) by Mark Jurik
RSI is a very popular technical indicator because it takes into consideration market speed, direction, and trend uniformity. However, its widely criticized drawback is its noisy (jittery) appearance. The RSX retains all the useful features of RSI, but with one important exception: the noise is gone with no added lag.
☛ Best Formula: Using Average Price Bar ( APB )
Average Price Bars provide a better depiction of the current market by eliminating or reducing fluctuations in nominal price action often referred to as “choppiness” of current High, Low, and Close price action. In other words, APB removes the noise of price distortion.
☛ Uses Hull MA (by Allan Hull) but this one is a variation from Low lag to zero-lag
There are many types of moving averages, the most basic being the Simple Moving Average (SMA). Of all the moving averages the SMA lags price the most. The Exponential and Weighted Moving Averages were developed to address this lag by placing more emphasis on more recent data. The Hull Moving Average (HMA), developed by Allan Hull, is an extremely fast and smooth-moving average. The HMA almost eliminates lag and manages to improve smoothing at the same time. The dynamic MyRSI with NET combined with T3 Hull MA variation with Jurik filters, and phase & smoothing ultimately eliminates lagging.
☛ Ehler's Deviation-Scaled Moving Average ( DSMA )
The new DSMA was made by John Ehlers and featured in the July 2018 issue of TASC magazine. The DSMA is a data smoothing technique that acts as an exponential moving average with a dynamic smoothing coefficient. The smoothing coefficient is automatically updated based on the magnitude of price changes. In the Deviation-Scaled Moving Average, the standard deviation from the mean is chosen to be the measure of this magnitude. The resulting indicator provides substantial smoothing of the data even when price changes are small while quickly adapting to these changes.
☛ RSI & RSX haDelta
haDelta is a simple formula originally developed and published by Mr. Dan Valcu. The idea behind haDelta is to quantify HA candles. One can measure momentum, which is very important when you use haDelta for reversals. It measures the difference between HA Close and HA Open. Caution: High sensitivity if used.
☛ Vertical Horizontal Filter ( VHF )
Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX in the Directional Movement System. Trend indicators can then be employed in trending markets and momentum indicators in ranging markets.
☛ T3 (TRIX) by Tim Tillson
The reason for the development of this moving average was to improve the noise filter and decrease a lag, presented in most of the moving averages. The indicator is based on multiple exponential smoothing of price.
☛ Dominant Cycle Period ( DCP )
The DCP generated value is being used as a dynamic Period parameter value (for dynamic MyRSI with NET).
Based on Homodyne Discriminator by John F. Ehlers, Rocket Science for Traders >>> HERE. This type of algorithm exhibits superior performance in a low signal-to-noise environment.
Homodyne means I use the signal multiplied by itself one bar ago to produce a zero-frequency beat note. This beat note carries the phase angle of the one-bar change. Still using the basic definition of a cycle, the one-bar rate of change of phase is exactly the cycle period.
☛ Linear Momentum ─ a.k.a. MomenTicks
Linear momentum is defined as the product of a system's mass multiplied by its velocity. In symbols, linear momentum is expressed as p = mv. Momentum is directly proportional to the object's mass and also its velocity. Thus the greater an object's mass or the greater its velocity, the greater its momentum.
Read more about the Linear Momentum >>> HERE
☛ MyRSI with NET ( Noise Elimination Technology )
The MyRSI with NET is a technical indicator that employs Kendall correlation to remove nonlinear noise. Two main plots are calculated: MyRSI and NET. Each plot can be used as a confirmation of the other. NET stands for noise-eliminating technology.
MyRSI is a modified Relative Strength Index, similar to what is used in RocketRSI. It is calculated as the ratio of the sum of recent one-bar close price differences to the sum of absolute values of these differences.
NET is calculated as Kendall correlation of MyRSI. The NET plot is less noisy than MyRSI, however, usage of additional filters may be beneficial.
Read more info about MyRSI with NET >>> HERE
✍ Note to Self: “While no methodology or system that works in every instance . . . I have never seen anything so consistent ” ─ just like this system ; )─
My post here at FS makes no guarantees as to the accuracy or completeness of the views expressed, including timeliness, suitability of any information - e.g. indicators, videos, images/charts, and documents posted or shared herein. All contents I posted here at FS are subject to modifications (bound by Forex-Station's & Thread Owner's rules and restrictions) and may have become unreliable for various reasons, including changes in the market conditions or economic circumstances.
Also, please be reminded that there is always the potential for loss. Your trading results may vary. Unique experiences and past performances do not guarantee future results. Hence, it is highly recommended to seek a duly licensed professional for investment advice whether any given investment idea, strategy, product, or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal.
⚠ Posting on this thread requires a human being, not a troll, and with a red ⚑ FF member only. Please don't ask me to elaborate on why. This thread is not for me to get some subscribers or gain fanatic followers. I am just here to contribute, and to have some sort of online documentation of this system. Oh yes, by the way... I don't have ADHD ; )─
Anyway, if you don't like any of my posts herein or outside of this thread (domain), simply use the ignore or unsubscribe action, and likewise... I'll do the same. Otherwise, I can simply use this FF thread feature whenever I am damn well, please ; )─
Before loading the v2v dynamic trading system, please read the following steps below. And make sure to do the same steps with all the currency pairs or instruments to load enough tick/volume history.
A project-looking glass by v2v...
A trading system reimagined for the retail trading environment built with Tesla footprints and dynamically driven by Dominant Cycle Period (DCP) fueled by MomenTicks ─ A linear volume-weighted momentum.
The v2v dynamic trading system is not the usual thing out there. It doesn't have any directional arrows and trigger alerts for long/buy or short/sell signals. For such, it needs critical thinking of the One in between the keyboard and a chair. Yes, that is you.
The system requires One's due diligence to understand or to know more about this system. Sadly, it may take some precious time to finish the user manual due to constant development/updates.
Now sit back, relax, and start to believe that we're on the Matrix, just like Neo. And begin to understand that these are all imaginary because the Market (Makers) really can't kill you, but the Market seems to think that they can. However, once you took the red pill, you'll start to walk with the Architect while building a neural pathway to the art of trading (or science ─ whatever). Then arm yourself with this system plus a tried & tested trading plan (strategy/method), a sound position-sizing or money management, and a scam-free retail broker as you begin to see the Markets that nobody else does. ─ Agent v2v
Having said that, don't forget to...
Trust in the Lord with all of your heart and lean not on your understanding; in all your ways submit to him, and he will make your paths straight.
─ Proverbs 3:5-6 NIV
This is a discretionary trader-designed system or for someOne with a systematic trading plan/strategy. Thus, it may help to manage trades or position existing positions... Otherwise, come up with an overall/average directional probability.
✍ A gentle reminder...
─ Keep this in mind... There's always room for improvement in this system.
─ Ideas/suggestions are welcome but don't expect to be added or considered.
And now... The definition of fused technologies inside this v2v system...
But before anything else... Kindly note, that you may start to feel that you've entered the Matrix while reading the below information for you to identify what is real and what is not. However, this all depends on what pill you took from Morpheus ; )─ Otherwise, you might start to feel resurrected. And don't worry, you should be just fine.
Other times, you might suddenly see a Black Cat just walk by, and then followed by another that behaves the same way. And then, you ask yourself... Is it a Deja vu? Again, don't worry... It simply means that I'm currently altering the codes of the v2v dynamic trading system ; )─
Statistical Quartiles
Inserted Video
Anchoring two VP-R tools to understand more of the current state of Price Auction
Shifted VWAP bands based on statistical Z-scores
Anchored VWAP chart setup >>> HERE
Another Volume Profile trading concept... a viable 10-pip target. To know more... Download and read this ebook >>> HERE
To learn more about the Volume Profile and VWAP click >>> HERE
And about the Value Areas or Price Auction, click >>> HERE or HERE or HERE
Price Auction Analysis
☛ The VWAP bands on this system...
This one is built with an Average True Range/Average Range or Average Daily Range wherein the shifted VWAP bands (from the midpoint - main VWAP line) are calculated based on statistical z-scores. The main VWAP starting point of calculation is based on Dr. Paul Levine's (R.I.P.) lecture about his MIDAS system.
The statistical z-score value is getting injected inside an algorithm or as an option to be part of an equation for predicting trend-end probability. The vertical line guides on this system (from & to) are used for plotting from price inflection points or session range (4-hour, daily, weekly, and monthly or 8-hour or 24-hour market range). The setup included a feature that can switch from MVWAP (MA-based VWAP ) to classic VWAP. The MA (Moving Average) is a Hull MA non-lag fused using a Fulks Matulich way of calculation of a T3-based MA. As a result, I called it a T3-HMA.
The MAs inside the system are mostly linear volume-weighted with applied Jurik-based MA smooth filter (but some of it only as the rest are using an adaptive calculation with Price) before adding DSMA filter (Deviation-Scaled MA by John F. Ehlers). Then, other tools were fused within the system... Such as a Regression Analysis tool that can switch instantly between a normal Price Close and Heiken Ashi - APB Close. And the MA's period calculation within the system is calculated/assigned dynamically based on the current Dominant Cycle Period, an algorithm by John F. Ehlers.
☛ Dynamic Zones by Leo Zamansky Ph.D. and David Stendahl
The Dynamic Zone indicator can elaborately show how it solves common trading complications. Extreme investing employs the use of oscillators to exploit tradable trends in the market. This style of investing follows a very simple form of logic: only enter the market when an oscillator has moved far above or below traditional trading levels. However, these indicator-driven systems, cannot evolve with the market because they use the fixed buy and sell zones. Traders typically use one set of buy and sell zones for a bull market and substantially different zones for a bear market.
Herein lies the complications. Once traders begin introducing their market opinions into trading equations, they negate the system's mechanical nature by changing the zones. The objective is to have a system automatically define its own buy and sell zones and thereby profitably trade in any market -- bull or bear. Dynamic Zones offer a solution to the complications of fixed buy and sell zones for any indicator-driven systems.
☛ Jurik filter ─ phase and smoothing
This TDI version uses JMA's (Jurik Research Moving Average) phase and smoothing calculation. Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your moving average to catch up? Wait no more! JMA eliminates these complications forever and gives you the best of both worlds: low lag and smooth lines.
Ideally, for instance, a filtered signal may both be smooth and lag-free. Lag causes delays in your trades, and increasing lag in your indicators typically results in lower profits. In other words, latecomers get what's left on the table after the feast has already begun. The JMA's improved timing and smoothness will astound you.
JMA is a powerful adaptive tracker that can smooth time series data with a very small lag, no overshoots, and no oscillations. The algorithm is stable and avoids the complexities of neural networks. JMA delivers the best all-around performance for smoothness, accuracy, and timeliness.
☛ RSI-Trend Strength Index (RSX) by Mark Jurik
RSI is a very popular technical indicator because it takes into consideration market speed, direction, and trend uniformity. However, its widely criticized drawback is its noisy (jittery) appearance. The RSX retains all the useful features of RSI, but with one important exception: the noise is gone with no added lag.
☛ Best Formula: Using Average Price Bar ( APB )
Average Price Bars provide a better depiction of the current market by eliminating or reducing fluctuations in nominal price action often referred to as “choppiness” of current High, Low, and Close price action. In other words, APB removes the noise of price distortion.
☛ Uses Hull MA (by Allan Hull) but this one is a variation from Low lag to zero-lag
There are many types of moving averages, the most basic being the Simple Moving Average (SMA). Of all the moving averages the SMA lags price the most. The Exponential and Weighted Moving Averages were developed to address this lag by placing more emphasis on more recent data. The Hull Moving Average (HMA), developed by Allan Hull, is an extremely fast and smooth-moving average. The HMA almost eliminates lag and manages to improve smoothing at the same time. The dynamic MyRSI with NET combined with T3 Hull MA variation with Jurik filters, and phase & smoothing ultimately eliminates lagging.
☛ Ehler's Deviation-Scaled Moving Average ( DSMA )
The new DSMA was made by John Ehlers and featured in the July 2018 issue of TASC magazine. The DSMA is a data smoothing technique that acts as an exponential moving average with a dynamic smoothing coefficient. The smoothing coefficient is automatically updated based on the magnitude of price changes. In the Deviation-Scaled Moving Average, the standard deviation from the mean is chosen to be the measure of this magnitude. The resulting indicator provides substantial smoothing of the data even when price changes are small while quickly adapting to these changes.
☛ RSI & RSX haDelta
haDelta is a simple formula originally developed and published by Mr. Dan Valcu. The idea behind haDelta is to quantify HA candles. One can measure momentum, which is very important when you use haDelta for reversals. It measures the difference between HA Close and HA Open. Caution: High sensitivity if used.
☛ Vertical Horizontal Filter ( VHF )
Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX in the Directional Movement System. Trend indicators can then be employed in trending markets and momentum indicators in ranging markets.
☛ T3 (TRIX) by Tim Tillson
The reason for the development of this moving average was to improve the noise filter and decrease a lag, presented in most of the moving averages. The indicator is based on multiple exponential smoothing of price.
☛ Dominant Cycle Period ( DCP )
The DCP generated value is being used as a dynamic Period parameter value (for dynamic MyRSI with NET).
Based on Homodyne Discriminator by John F. Ehlers, Rocket Science for Traders >>> HERE. This type of algorithm exhibits superior performance in a low signal-to-noise environment.
Homodyne means I use the signal multiplied by itself one bar ago to produce a zero-frequency beat note. This beat note carries the phase angle of the one-bar change. Still using the basic definition of a cycle, the one-bar rate of change of phase is exactly the cycle period.
☛ Linear Momentum ─ a.k.a. MomenTicks
Linear momentum is defined as the product of a system's mass multiplied by its velocity. In symbols, linear momentum is expressed as p = mv. Momentum is directly proportional to the object's mass and also its velocity. Thus the greater an object's mass or the greater its velocity, the greater its momentum.
Read more about the Linear Momentum >>> HERE
☛ MyRSI with NET ( Noise Elimination Technology )
The MyRSI with NET is a technical indicator that employs Kendall correlation to remove nonlinear noise. Two main plots are calculated: MyRSI and NET. Each plot can be used as a confirmation of the other. NET stands for noise-eliminating technology.
MyRSI is a modified Relative Strength Index, similar to what is used in RocketRSI. It is calculated as the ratio of the sum of recent one-bar close price differences to the sum of absolute values of these differences.
NET is calculated as Kendall correlation of MyRSI. The NET plot is less noisy than MyRSI, however, usage of additional filters may be beneficial.
Read more info about MyRSI with NET >>> HERE
✍ Note to Self: “While no methodology or system that works in every instance . . . I have never seen anything so consistent ” ─ just like this system ; )─
My post here at FS makes no guarantees as to the accuracy or completeness of the views expressed, including timeliness, suitability of any information - e.g. indicators, videos, images/charts, and documents posted or shared herein. All contents I posted here at FS are subject to modifications (bound by Forex-Station's & Thread Owner's rules and restrictions) and may have become unreliable for various reasons, including changes in the market conditions or economic circumstances.
Also, please be reminded that there is always the potential for loss. Your trading results may vary. Unique experiences and past performances do not guarantee future results. Hence, it is highly recommended to seek a duly licensed professional for investment advice whether any given investment idea, strategy, product, or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal.
⚠ Posting on this thread requires a human being, not a troll, and with a red ⚑ FF member only. Please don't ask me to elaborate on why. This thread is not for me to get some subscribers or gain fanatic followers. I am just here to contribute, and to have some sort of online documentation of this system. Oh yes, by the way... I don't have ADHD ; )─
Anyway, if you don't like any of my posts herein or outside of this thread (domain), simply use the ignore or unsubscribe action, and likewise... I'll do the same. Otherwise, I can simply use this FF thread feature whenever I am damn well, please ; )─
Before loading the v2v dynamic trading system, please read the following steps below. And make sure to do the same steps with all the currency pairs or instruments to load enough tick/volume history.
- Open an M1 chart
- Press the "F2" key to load History Center
- Navigate to the currency pair and the "1 Minute (M1)" history data for the chart you have open in your terminal (be sure to "double click" the "1 Minute (M1)" selection in the history center so it becomes the active selection)
- then left-click once on any of the data rows in the right-hand window of the History Center (it doesn't matter which one)
- Click the "Add" button, this pops up another window titled "Bar" and the default selection is on the "year"
- Enter 1970
- Then select "OK"... and it creates a new bar with the timestamp and price info you just added.
- Now select "Close" in the History Center
- Attached a script located under "Scripts" folder (with v2v_dynamic_system.zip) >>> Attached this to your chart: ForceLoadHistoricalData.ex4
- Navigate to your M1 chart of interest and then from the terminal window (press Ctrl-T) select "Journal "-> go to main chart window and right-click mouse button and select "Refresh"...this will refresh the chart and attempts to fill any time gaps in the chart data (which now includes your year 1970 data point) with server data
Step 10 continued... Now your chart will have pulled anywhere from 2048 to 65536 M1 bars from your broker's server (not Metaquotes server) and is usually far more data than you can get the broker to cough up when you try and manually scroll your M1 chart back in time.
If everything went fine... then you've quickly downloaded all the broker's M1 data on your currency pair that the broker is going to let you have, much faster than holding down the home or page-up key for minutes and minutes to download even fewer data. Now, you may continue with the rest of the time frames. But, don't forget to delete the year 1970 dummy tick data after it downloads more history, then you may need to check & verify if after the deletion (1970 record) if still got maximum historical data has been downloaded otherwise add the 1970 record once again.
Note (for first-time users): The v2v dynamic system must grow with the MT4 platform as it requires a broad tick data history. Once the platform has gained enough of this data, the system won't show a captured error message (via Expert logs). Such as, "not enough tick data to calculate..." or "... data horizon breach". Otherwise, use the Global Data Source button of this v2v system near the upper right corner of the main chart (the first-panel button).
Again, I just wanted to add or reiterate (without sounding rude), that this v2v dynamic trading system is not recommended for noobs. Meaning, the system requires greater experience to understand how the system works. Otherwise, look for another trading system, and move on.
The system requires due diligence/resourcefulness, and enough experience using third-party tools/indicators. More importantly, armed with the trading experience to understand (how to's) the system or for you to know if one needs to ditch this system or not, and no need to castigate the one that made the system. More so, It is a FREE system. What more effort needs to be given to the users? No one fed the coder with a silver spoon while coding this system. ; )─
This system development thread journal contains a few pages of information to learn more than enough to use the system. Although, personally... This system and trading itself needs almost a superhuman amount of patience, composure, resolve, self-discipline, resilience, or necessitates... Even some counter-intuitive decision-making before/after clicking that buy or sell button.
For Opening Sessions; time parameter settings using the PIVOT FIBS plus ─ Click >>> HERE
This system uses global variables extensively. Thus, please find the maintenance steps >>> HERE
✜ v2v dynamic .trading system ✜
The current release... of v2v dynamic trading system
On the other hand below... It contains only the DCP tool and Dynamic MyRSI with NET
And this one... Is a Recursive Heiken-Ashi (RHA) ─ Average Price Bar (APB) only but requires a DCP tool for full operation.
↓ Generic instruments/pairs used
EURUSD,GBPUSD,AUDUSD,NZDUSD,XAUUSD,XAGUSD,EURAUD,GBPAUD,
GBPNZD,AUDNZD,EURNZD,USDJPY,GBPJPY,EURJPY,AUDJPY,NZDJPY,CADJPY,
CHFJPY,USDCAD,EURCAD,GBPCAD,AUDCAD,NZDCAD,EURGBP,GBPCHF,EURCHF,
CADCHF,AUDCHF,NZDCHF,USDCHF,USDMXN
By the way, all of the tools/indicators within the v2v dynamic trading system don't simply work stand-alone. Meaning, by selectively using just one or so of these will not work properly.
This trading system makes you a responsible trader that uses more of your brainpower and not just simply waiting for a buy & sells signal or a pattern to form. This system will let you create your combination of confluences/setups and produce your own technical baseline bias before any type of price action shows up on your chart. However, at the end of the day, you and you alone can figure out what works and what doesn’t. Good luck!
Intelligence is the ability to adapt to change. -- Stephen Hawking
FXcoder
In what indicator have you made it?
