Menu
Sister Sites

Options

Bookmark Thread

First Page First Unread Last Page Last Post

Printable Version

Similar Threads

Dynamic TakeProfit & Dynamic StopLoss EA/AI/Algorithm 0 replies

Stairstep trading using the SQ dynamic indicator 134 replies

Trade Explorer - Automated trading with dynamic risk mgmt 0 replies

Dynamic Trader (High probability trading strategies) 2 replies

Dynamic Trading Software - Questions? 8 replies

Attachments: v2v dynamic trading system
Exit Attachments

v2v dynamic trading system

  • Post #401
  • Quote
  • Edited at 3:55pm Mar 30, 2020 1:26am | Edited at 3:55pm
Volume Profile Range (VPR) required platform settings (MT4):

MT4 : Tools >>> Options >>> Charts

Attached Image

Attached Image (click to enlarge)
Click to Enlarge Name: v2v_ra_3_03-30-2020.png Size: 50 KB



==============================================
A must before loading the v2v dynamic trading system ( new steps )
==============================================
Follow the steps below:

 

  1. Open an M1 chart
  2. Press "F2" key to load History Center
  3. 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 history center so it becomes the active selection)
  4. 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)
  5. Click the "Add" button, this pops up another window titled "Bar" and the default selection is on the "year"
  6. Enter 1970
  7. Then select "OK"... and it creates a new bar with the timestamp and price info you just added.
  8. Now select "Close" in the History Center
  9. Attached a script located under "Scripts" folder (with v2v_dynamic_system.zip) >>> Attached this to your chart: ForceLoadHistoricalData.ex4
  10. 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.
    Attached Image (click to enlarge)
    Click to Enlarge Name: history_center.png Size: 131 KB


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 1970 record once again.

Intelligence is the ability to adapt to change. -- Stephen Hawking
Standart Deviation and Z-score Dependance
Attached Image (click to enlarge)
Click to Enlarge Name: Image1.png Size: 285 KB
Hunting High and Low
v2v dynamic trading system: ... a Project Looking Glass

Just fixed a bug that causes a blinking linear line to appear behind the candle bars. If it happens once again... message me via PM or if you are a red flag member just post a reply herein. Thank you.
Attached Image (click to enlarge)
Click to Enlarge Name: v2v_the_system.png Size: 65 KB


re-uploaded
...anyway, just get the updated release >>> here
Intelligence is the ability to adapt to change. -- Stephen Hawking
Volume Profile with Regression Analysis (the calculation cycles through Linear, Quadratic, Logarithmic, and Exponential type of regression)


Attached Image (click to enlarge)
Click to Enlarge Name: v2v_volume_profile_setup.png Size: 60 KB


sample template only
Attached File
File Type: tpl v2v_Volume_Profile.tpl   59 KB | 162 downloads
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #405
  • Quote
  • Edited at 4:53am Mar 31, 2020 3:57am | Edited at 4:53am
v2v dynamic trading system: ... a Project Looking Glass


Volume Profile (VPR tools):

  1. horizontal lines updates on some pairs/instrument
  2. from higher TF down to lower TF vertical line guides positioning

Others

  1. code optimizations.

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

re-uploaded... once again ; )─
Get it >>> here
Intelligence is the ability to adapt to change. -- Stephen Hawking
Attached Image (click to enlarge)
Click to Enlarge Name: sample_vp_ra1.png Size: 59 KB
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #407
  • Quote
  • Edited at 1:39pm Mar 31, 2020 1:05pm | Edited at 1:39pm
Is When We Win... We Can Heal As One
Inserted Video
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #408
  • Quote
  • Edited at 7:17pm Apr 1, 2020 4:08pm | Edited at 7:17pm
v2v dynamic trading system: ... a Project Looking Glass

Attached Image (click to enlarge)
Click to Enlarge Name: v2v_getting_stable.png Size: 76 KB


Volume Profile Range (VP-R tools):

  1. Fixed issues with some objects not getting cleared
  2. Fixed an issue about data not in sync with Anchored VPR ( On DCP mode ON )

Regression Analysis ( RA )

  1. Added DCP value as a data point ( Note: It works only whenever there's a maximum of two VP-R tools attached on Chart )

Others:

  1. New templates added/updated
  2. Configure your MT4 platform by reading post #1 or this required volume profile setup >>> here


Attached Image (click to enlarge)
Click to Enlarge Name: v2v_audusd_chart.png Size: 59 KB


Get it >>> here
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #409
  • Quote
  • Edited at 3:24am Apr 2, 2020 3:08am | Edited at 3:24am
v2v dynamic trading system: ... a Project Looking Glass


Volume Profile Range (VP-R tools):

  1. Enabled fully functional global data source (volume-tick data) selection
  2. Show data source horizon (on active/drag) vertical line guides for each VP-R tools
  3. Improved memory usage: replaced extern variable usage - from extern to input
  4. New default parameters with the new templates


Attached Image (click to enlarge)
Click to Enlarge Name: v2v_globa_ds.png Size: 54 KB


re-uploaded...
Get it >>> here
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #410
  • Quote
  • Edited at 3:30am Apr 2, 2020 3:13am | Edited at 3:30am
Attached Image (click to enlarge)
Click to Enlarge Name: v2v_ra_vp.png Size: 60 KB

Attached Image (click to enlarge)
Click to Enlarge Name: v2v_ra_vp2.png Size: 86 KB
Intelligence is the ability to adapt to change. -- Stephen Hawking
Hi, v2vboni

A thought: Can you make a trigger to switch off these neural net MAs, excepting the yellow tail?

Best
D.P.
Attached Image (click to enlarge)
Click to Enlarge Name: Image2.png Size: 60 KB
Hunting High and Low
Quoting Dr.Phoenix
Hi, v2vboni A thought: Can you make a trigger to switch off these neural net MAs, excepting the yellow tail? Best D.P. {image}

The system is getting bigger and bigger...

I had this on my note last year and not able to get it done. Thanks for reminding me. On the next updates, it will be included.

Thanks again.
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #413
  • Quote
  • Edited at 2:14pm Apr 2, 2020 1:34pm | Edited at 2:14pm
Do the following steps for each pair/instrument.. and time frames
...or read/check out this post >>> here

Attached Image (click to enlarge)
Click to Enlarge Name: v2v_dynamic_system_setup.png Size: 360 KB


re-uploaded...
Get it >>> here
Intelligence is the ability to adapt to change. -- Stephen Hawking
Quoting Dr.Phoenix
Hi, v2vboni A thought: Can you make a trigger to switch off these neural net MAs, excepting the yellow tail? Best D.P. {image}
done...
Intelligence is the ability to adapt to change. -- Stephen Hawking
v2v dynamic trading system: ... a Project Looking Glass


Volume Profile Range (VP-R tools):

  1. Just a small color line updates... with vertical line guide, vwap, and the data horizon.
  2. ...with that, default parameters and templates have been updated.

Attached Image (click to enlarge)
Click to Enlarge Name: v2v_dynamic_system_v2v.png Size: 55 KB

Get it >>> here
Intelligence is the ability to adapt to change. -- Stephen Hawking
Quoting v2vboni
Stable release... v2v dynamic trading system... a Project looking glass {image} Heiken Ashi ─ APB updated APB channel optimized volume-weighted algorithm v2v MomenTicks finally fixed the button switching behavior optimized volume-weighted algo TDZ MomenTicks optimized volume-weighted algorithm Short & Long Deviation Scaled MA optimized volume-weighted algorithm SSA of MomenTicks optimized volume-weighted algorithm a new default parameter value New templates re-uploaded... Get it >>> here...
It looks very good, but according to my analysis atr does not work with z scores. The better way to calculate volatility is by using
Average(MathLog(MathAbs(close /close[1])))

Then use sqrt(time) to project the zscore boundaries..

This is very suitable with Z-Scores.. Make sure you use a long period for the average, at least a week worth of data on 5 minute chart.
Just my 2 cents..
RandomWalk All Time Return: 10.3%
  • Post #417
  • Quote
  • Edited at 12:18pm Apr 5, 2020 10:31am | Edited at 12:18pm
Quoting GoldTheHun
{quote} It looks very good, but according to my analysis atr does not work with z scores. The better way to calculate volatility is by using Average(MathLog(MathAbs(close /close[1]))) Then use sqrt(time) to project the zscore boundaries.. This is very suitable with Z-Scores.. Make sure you use a long period for the average, at least a week worth of data on 5 minute chart. Just my 2 cents..

Thanks for the reply, I look into it more and see how it goes.

I initially did just like that or based on what abokwaik has done with your suggested calculation. Although I did not explore that much of it as I have an existing calculation of ATR values that I must use for VWAP as the center due to the perceived notion of the price is above or above the center (VWAP) ─combining the anchored VWAP approach and the so-called MIDAS.

On the other hand, the regression channel seems near to what you have suggested >>> check the original works >>> here

Sample Code:
Inserted Code
 
  if(Close[1] >= 10000 || Close[1] >=2000) divshift = 1000; else divshift = 1.00;
  
  if (UseAR == ATR) iShift = GetATR();   // ATR selected ( calculated in PIPS )
 
  iShift *= GetZscores()/divshift; 
 
  workShiftBars = (int)floor(MathSqrt(iShift*(fmax(0.25,ShiftedMultiplier))))
 
...
...
...
   posVWAP[pos] = VWAP[pos]+VWAP[pos]*( (workShiftBars*1.96/2) )/1000;
   negVWAP[pos] = VWAP[pos]-VWAP[pos]*( (workShiftBars*1.96/2) )/1000;
   resVWAP[pos] = VWAP[pos]+VWAP[pos]*( (workShiftBars*2.58/2) )/1000;
   supVWAP[pos] = VWAP[pos]-VWAP[pos]*( (workShiftBars*2.58/2) )/1000;
   posSD1[pos]  = VWAP[pos]+VWAP[pos]*( (workShiftBars*1.28/2) )/1000;
   negSD1[pos]  = VWAP[pos]-VWAP[pos]*( (workShiftBars*1.28/2) )/1000;
   SD1pos[pos]  = VWAP[pos]+VWAP[pos]*( (workShiftBars*1.00/2) )/1000;
   SD1neg[pos]  = VWAP[pos]-VWAP[pos]*( (workShiftBars*1.00/2) )/1000;
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #418
  • Quote
  • Edited at 4:35pm Apr 5, 2020 2:00pm | Edited at 4:35pm
v2v dynamic trading system: ... a Project Looking Glass


Volume Profile Range (VP-R tools):

  1. Just an adjustment on a few currency pair's horizontal volume bars


Regression Analysis ( RA )

  1. Fixed an object button not getting cleared

Attached Image (click to enlarge)
Click to Enlarge Name: v2v_ra_vpr.png Size: 53 KB


re-uploaded...
Get it >>> here
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #419
  • Quote
  • Edited at 11:05am Apr 6, 2020 1:41am | Edited at 11:05am
v2v dynamic trading system: ... a Project Looking Glass

 

  1. Updated width management for both volume & candle bars, and linear lines.
    ─ on zoom-in/out
    ─ adding subwindow (max of two)
    ─ pending: timeframes auto width size adjustment.

Attached Image (click to enlarge)
Click to Enlarge Name: v2v_update_width.png Size: 54 KB

re-uploaded...
Get it >>> here
Intelligence is the ability to adapt to change. -- Stephen Hawking
Attached Image (click to enlarge)
Click to Enlarge Name: EU_04-06-2020.png Size: 60 KB
Intelligence is the ability to adapt to change. -- Stephen Hawking
0 traders viewing now