Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,041
- Dec 9, 2022 1:26pm Dec 9, 2022 1:26pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
- #1,042
- Dec 9, 2022 2:07pm Dec 9, 2022 2:07pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,043
- Dec 9, 2022 2:57pm Dec 9, 2022 2:57pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Done... and dusted. The huge drawdown was a kicker that puts a bit of a pressure on me.
Now, will continue watching the World Cup ; )-
Test continues next week... Have a nice weekend!
Trades taken... All in EUR/USD pair only
Now, will continue watching the World Cup ; )-
Test continues next week... Have a nice weekend!
Trades taken... All in EUR/USD pair only
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,044
- Dec 11, 2022 2:55am Dec 11, 2022 2:55am
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
UPDATES:
- In this release, I have made some minor changes to the way the data sources are handled within the system.
- New templates: Once loaded, check/verify the indicator parameter if you prefer a recursive calculation is ON or OFF
Get the current release >>> HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,045
- Edited 8:08pm Dec 11, 2022 6:54pm | Edited 8:08pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
dynamic MyNET... SmoothStep implementation... got optimized!
Using this v2v dynamic trading system, a new 10K account was opened to trade EUR/USD only.
Profit Target is 1K USD: Minimum of 5 trading days
Get the current release >>> HERE
Using this v2v dynamic trading system, a new 10K account was opened to trade EUR/USD only.
Profit Target is 1K USD: Minimum of 5 trading days
Get the current release >>> HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,046
- Edited 8:22pm Dec 11, 2022 8:10pm | Edited 8:22pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
EUR/USD... Current open and pending positions
dynamic MyNET: Using RSI with Hann windowing and SmoothStep function
Pivot Fibs: Based on previous NY session's VWAP
dynamic MyNET: Using RSI with Hann windowing and SmoothStep function
Pivot Fibs: Based on previous NY session's VWAP
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,047
- Dec 13, 2022 8:39pm Dec 13, 2022 8:39pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,048
- Dec 13, 2022 8:56pm Dec 13, 2022 8:56pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
dynamic MyNET: Added Non-Linear Regression-adjusted QQE double
TASC magazine August 2022 issue, featured another variant of a moving average called “The Linear Regression-Adjusted Exponential Moving Average." Author Vitali Apirine presents a technique called the linear regression-adjusted exponential moving average (LRAdj EMA) to combine a linear regression indicator with an EMA. The indicator can be used to help define turning points while filtering price movement. The LRAdj EMA can be applied in combination with a traditional exponential moving average of the same length to facilitate trend identification.
By contrast, under the v2v dynamic trading system architecture or inside the dynamic MyNET tool...
The algorithm was applied to Non-Linear Regression-adjusted Quantitative Qualitative Estimation (QQE) double (NLR-adj QQE double). It then inherits all technologies used by the v2v dynamic trading system.
As a form of regression analysis, nonlinear regression involves fitting data to models and expressing the results mathematically. Compared to simple linear regression, which generates a straight line between two variables (X and Y) as if Y was a random variable, nonlinear regression must generate a curve (typically). This model aims to minimize (as small as possible) the sum of squares.
An observation's sum of squares measures how far it varies from the data set's mean. It is computed by first finding the difference between the mean and every data point in the set. Then, each of those differences is then squared. Lastly, all of the squared figures are added together. The smaller the sum of these squared figures, the better the function fits the data points in the set. Nonlinear regression uses logarithmic functions, trigonometric functions, exponential functions, and other fitting methods.
To summarize the Difference between Linear and Nonlinear Regression Models...
MTF mode (e.g. H1 TF)
M30 TF
Get the current release with additional optimizations >>> HERE
TASC magazine August 2022 issue, featured another variant of a moving average called “The Linear Regression-Adjusted Exponential Moving Average." Author Vitali Apirine presents a technique called the linear regression-adjusted exponential moving average (LRAdj EMA) to combine a linear regression indicator with an EMA. The indicator can be used to help define turning points while filtering price movement. The LRAdj EMA can be applied in combination with a traditional exponential moving average of the same length to facilitate trend identification.
By contrast, under the v2v dynamic trading system architecture or inside the dynamic MyNET tool...
The algorithm was applied to Non-Linear Regression-adjusted Quantitative Qualitative Estimation (QQE) double (NLR-adj QQE double). It then inherits all technologies used by the v2v dynamic trading system.
As a form of regression analysis, nonlinear regression involves fitting data to models and expressing the results mathematically. Compared to simple linear regression, which generates a straight line between two variables (X and Y) as if Y was a random variable, nonlinear regression must generate a curve (typically). This model aims to minimize (as small as possible) the sum of squares.
An observation's sum of squares measures how far it varies from the data set's mean. It is computed by first finding the difference between the mean and every data point in the set. Then, each of those differences is then squared. Lastly, all of the squared figures are added together. The smaller the sum of these squared figures, the better the function fits the data points in the set. Nonlinear regression uses logarithmic functions, trigonometric functions, exponential functions, and other fitting methods.
To summarize the Difference between Linear and Nonlinear Regression Models...
The difference between linear and nonlinear regression models isn’t as straightforward as it sounds. You’d think that linear equations produce straight lines and nonlinear equations model curvature. Unfortunately, that’s not correct. Both types of models can fit curves to your data—so that’s not the defining characteristic. To know more on how to identify linear and nonlinear regression models >>> click HERE. The difference between nonlinear and linear is the “non.” OK, that sounds like a joke, but, honestly, that’s the easiest way to understand the difference.
MTF mode (e.g. H1 TF)
M30 TF
Get the current release with additional optimizations >>> HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,049
- Edited 3:40am Dec 15, 2022 3:25am | Edited 3:40am
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
dynamic MyNET: Now with Linear Regression-adjusted QQE double
Linear Regression-adjusted QQE double
Non-Linear Regression-adjusted QQE double
Get the updated release >>> HERE
Linear Regression-adjusted QQE double
Non-Linear Regression-adjusted QQE double
Get the updated release >>> HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,050
- Dec 15, 2022 4:13am Dec 15, 2022 4:13am
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Linear Regression-adjusted Quantitative Qualitative Estimation double (LR-adj QQE double).
MTF mode (e.g. M30 TF chart -> H1 TF)
MTF mode (e.g. M30 TF chart -> H1 TF)
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,051
- Dec 15, 2022 8:05am Dec 15, 2022 8:05am
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
dynamic MyNET: Now with Linear Regression-adjusted QQE double
...
...
Get the updated release >>> HERE
Fixed an issue from recent update.
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,052
- Dec 16, 2022 4:55pm Dec 16, 2022 4:55pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
It seems there's a problem with FF at the moment. While on the edit page, I am not able to replace/delete/upload a file because the attachments do not appear.
Anyhow, here is the updated release (17th December 2022)
Anyhow, here is the updated release (17th December 2022)
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,053
- Edited 1:09pm Dec 19, 2022 12:48pm | Edited 1:09pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,054
- Dec 19, 2022 3:52pm Dec 19, 2022 3:52pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,055
- Dec 20, 2022 6:40am Dec 20, 2022 6:40am
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Linear Regression-adjusted QQE double: dynamic MyNET
- optimized for speed.
Get the updated release >>> HERE
- optimized for speed.
Get the updated release >>> HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,056
- Dec 21, 2022 1:54am Dec 21, 2022 1:54am
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,057
- Dec 21, 2022 5:36am Dec 21, 2022 5:36am
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Momentum Deviation
Based on work published by mladen @ mql library - 12th December 2021
However, this is another variation of a standard deviation as it got embedded with dynamic MyNET
- it uses the momentum of price (instead of price itself) for calculation
- it is calculated in a way that it takes minimal CPU load
- As far as values are concerned, it is similar to standard deviation. Same as standard deviation -it can calculate the deviation of anything.
Get the updated release >>> HERE
Based on work published by mladen @ mql library - 12th December 2021
However, this is another variation of a standard deviation as it got embedded with dynamic MyNET
- it uses the momentum of price (instead of price itself) for calculation
- it is calculated in a way that it takes minimal CPU load
- As far as values are concerned, it is similar to standard deviation. Same as standard deviation -it can calculate the deviation of anything.
Get the updated release >>> HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,058
- Dec 21, 2022 7:14am Dec 21, 2022 7:14am
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,059
- Dec 21, 2022 11:39pm Dec 21, 2022 11:39pm
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
Implementation update for the Vertical Horizontal Filter (VHF) in dynamic MyNET
The original momentum deviation is shown in the chart below (sub-window 2), while the new variation is shown in dynamic MyNET tool (sub-window 1)
Chart with Linear Regression-adjusted QQE double
Get the updated release >>> HERE
The original momentum deviation is shown in the chart below (sub-window 2), while the new variation is shown in dynamic MyNET tool (sub-window 1)
Chart with Linear Regression-adjusted QQE double
Get the updated release >>> HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
- #1,060
- Dec 22, 2022 2:33am Dec 22, 2022 2:33am
- Joined Sep 2015 | Status: ob-la-di, ob-la-da, life goes on... | 4,499 Posts
EUR/USD
- Linear-Regression-adjusted QQE double
- VHF is ON
- London session - VWAP
- VWAP based PIVOT Fibo
- Linear-Regression-adjusted QQE double
- VHF is ON
- London session - VWAP
- VWAP based PIVOT Fibo
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way