v2v dynamic trading system

My custom CoT data report format ─ Week #13

https://www.forexfactory.com/showthr...3#post12860453

v2v dynamic trading system: ... a Project Looking Glass


Volume Profile Range (VP-R tools):

1. Statistical: Mean, Deciles and Quantiles-Quartiles ─ Percentile has been added.
   
   In statistics and probability quantiles are cut points dividing the range of a probability distribution into continuous intervals with equal probabilities, or dividing the observations in a sample in the same way. There is one fewer quantile than the number of groups created. Thus quartiles are the three cut points that will divide a dataset into four equal-sized groups. Common quantiles have special names: for instance quartile, decile (creating 10 groups: see below for more). The groups created are termed halves, thirds, quarters, etc., though sometimes the terms for the quantile are used for the groups created, rather than for the cut points.
   
   A Quartile is a type of quantile which divides the number of data points into four more or less equal parts or quarters.

The first quartile (Q1) is defined as the middle number between the smallest number and the median of the data set. It is also known as the lower quartile or the 25th empirical quartile and it marks where 25% of the data is below or to the left of it (if data is ordered on a timeline from smallest to largest).

The second quartile (Q2) is the median of a data set and 50% of the data lies below this point.

The third quartile (Q3) is the middle value between the median and the highest value of the data set. It is also known as the upper quartile or the 75th empirical quartile and 75% of the data lies below this point. Due to the fact that the data needs to be ordered from smallest to largest in order to compute quartiles, quartiles are a form of Order statistic.

In descriptive statistics, the interquartile range (IQR), also called the midspread, middle 50%, or H‑spread, is a measure of statistical dispersion, being equal to the difference between 75th and 25th percentiles, or between upper and lower quartiles, IQR = Q3 − Q1. In other words, the IQR is the first quartile subtracted from the third quartile; these quartiles can be clearly seen on a box plot on theles; and they are denoted by Q1, Q2, and Q3, respectively.

The IQR of a set of values is calculated as the difference between the upper and lower quartiles, Q3 and Q1. Each quartile is a median calculated as follows. Given an even 2n or odd 2n+1 number of values.

first quartile Q1 = median of the n smallest values
third quartile Q3 = median of the n largest values

second quartile Q2 is the same as the ordinary median.

─source Wikipedia

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...EURUSD

v2v dynamic trading system: ... a Project Looking Glass


Volume Profile Range (VP-R tools):

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Quantiles...

[ Med ] ☛ Median : Median (Q2)
[ Qua ] ☛ Quartiles : Quartiles (Q1, Q2, Q3)
[ Dec ] ☛ Deciles : Deciles
[ Q70 ] ☛ 70%: 15% - 50% (Median) - 85% : 70% range between extreme quantiles
[ Q95 ] ☛ 95%: 2.5% - 50% (Median) - 97.5% : 95% range between extreme quantiles
[ Q99 ] ☛ 99%: 0.5% - 50% (Median) - 99.5% : 99% range between extreme quantiles

v2v dynamic trading system: ... a Project Looking Glass


─ PIVOT FIB plus: ADR midpoint has been added

1. 50th Percentile or Median midpoint for ADR
   
   Attached Image (click to enlarge)

   
   

─ New templates

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v2v dynamic trading system: ... a Project Looking Glass


─ PIVOT FIB plus

1. Statistical: Mean, Deciles and Quantiles-Quartiles has been added (session based).
   
   Attached Image (click to enlarge)

   
   

─ New templates


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v2v dynamic trading system: ... a Project Looking Glass


─ PIVOT FIB plus: A new pivot was born... And this aside from the previously v2v created PVP & VWAP based pivot.

1. Now, welcomes the 50th percentile or Quantile Median Pivot Fibs
   Note: When switching from one pivot to another, the calculated dots method for high & low-level lines moves accordingly. If you are not familiar with the D.O.T.S. method, try to research about it using Google or YouTube.
2. Restored previous default period parameter to 9 (minimum of 6)
3. Improved execution process for faster quantile switches

─ Volume on Main Chart: Volume/Volatility dashboard

1. Added a corner location hidden switch

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Hi, v2vboni

Just to say - have you tried to estimate price reaction on these new levels, i mean, possibly, price reaction to be insufficient?

Best
D.P.

Quoting Dr.Phoenix

Disliked

Hi, v2vboni Just to say - have you tried to estimate price reaction on these new levels, I mean, possibly, price reaction to be insufficient? Best D.P.

Ignored

Start observing these levels once it gained respect from price or after giving it some room to breathe in a VWAP-like type of observation. And then, in combination with a perceived exhaustion level(s) wherein price respecting the ADR or ATR range (...looking at lower or upper range values) inside VWAP channels (with inside shifted VWAP z-score levels). Then, come up with an estimation of price boundaries.

In Quartiles:

1. Given that Q2 is the Median (50th percentile)
2. Q1 (25% of the data is below) is the median of the lower half of Q2
3. And Q3 (75% of the data lies below this point) is the median of the upper half of Q2

With that... Now, start looking for inefficiency or inequality to come to the perceived price boundaries.

On the lower half:
If the Price is deviating down and away from the Q2 median (50th percentile) and lower than Q1, then look for possible inflection points, such as tick-volume clusters build-up at the previous or current session range and/or from the set range. Observe the price movement/behavior in touching the said levels as it moves with the current data.

On the upper half:
If the Price is deviating higher and away from the Q2 median (50th percentile) and higher than Q3, then look for possible inflection points, such as tick-volume clusters build-up at the previous or current session range and/or from the set range. Observe the price movement/behavior in touching the said levels as it moves with the current data.

Then... add an effective decision-making process such as a tried & tested technical analysis (e.g. price auction, accumulation/distribution, swing trading) and/or in a combination of fundamental/sentimental bias or whichever comes first.

I can't simply provide a viable trigger with this system which is designed towards more to the discretionary type of a trader.

v2v dynamic trading system: ... a Project Looking Glass


─ PIVOT FIB plus:

1. Added the 75th & 25th percentile Pivot Fibs for Quartiles
2. ...and using it for ADR midpoint

─ Volume Profile: Data source (tick-data history):

1. Using M5 data as default for M15, M30, H1, and H4 TF
2. M30 data for D1, W1, MN1
3. and M1 data for M1 TF

re-uploaded...
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v2v dynamic trading system: ... a Project Looking Glass


PIVOT FIB plus

1. Since the statistical Quantile integration, it affected the button's logical switches or behaviors. Now, this has been rectified.

Volume Profile ─ Range

1. Removed the integration of the 3rd VP-R tool
2. The button reset range: The action will now move the vertical line from & to (vpr & v2v) on a separate bar.
3. Added volume bar directional position: Left Outside [ <| ]

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v2v dynamic trading system: ... a Project Looking Glass


Volume Profile ─ Range

1. Since the addition of Left Outside directional position of volume bars...This directional configuration is now getting saved.
2. Added extra tick/data horizon breach handling: A pop-up alert or terminal window message (a parameter on each VP-R )

re-uploaded...
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v2v dynamic trading system: ... a Project Looking Glass


Volume Profile ─ Range

1. Speed improvement after removing a redundant function call... then I revert back the one time update of inside range VP-R
2. Set default Quantile to Quartiles

Pivot Fibs plus

1. Set default Quantile to Quartiles

Regression Analysis

1. Now a swappable range: From ─ To... and To ─ From

New templates


re-uploaded... fixed inside-range & fixed Pivot Fib plus Quntile button switch
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v2v dynamic trading system

a Project Looking Glass


This might be the final release ...for some time ; )─

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The most underrated tool within the v2v dynamic trading system is the Neural Network ─ T3 HMA-DSMA with Jurik filtering.

Part of the reason is that, just like the Volume Profile tool, Neural Network uses a lot of CPU resources or computing power on a trading platform, such as MT4. Also, with regards to usage. The majority of the users are simply looking for an easy or fast tool that spoonfed them with a Buy or Sell signal instantly. Hence, some shy away from using this kind of tool.

In these times, Neural Network is being used more recently in a lot of things in the fields of Science & Technology.

Anyhow, here is my CoT data customized report:
Week #14 (late sharing) >>> https://www.forexfactory.com/showthr...2#post12879412

v2v dynamic trading system: ... a Project Looking Glass


Artificial neural networks (ANN) are computing systems vaguely inspired by the biological neural networks that constitute animal brains. An ANN is based on a collection of connected units or nodes called artificial neurons, which loosely model the neurons in a biological brain.

Neural Network ─ Jurik & DSMA Filtered T3-HMA

This T3-NN is the most underrated tool within the v2v dynamic trading system. Since the science behind the Neural Network itself requires a lot of computing power to get process, Hence, some of the retail traders simply shy away from using this kind of tool.

In these times, an A.I. based Neural Network in the fields of Science & Technology has exponentially increased due to advanced computing power available. And more recently in the medical field wherein, they used Neural Network Artificial Intelligence to find post-infection treatment (Remdesivir) for COVID-19


Updates:

1. Applied the MomenTicks algo
2. Added DCP ( as default ) for the value of Future Bars
3. Added data horizon value from the VP-R tool to generate the number of bars for Training Sets.
4. Fused the work data source parameter based selection ala VP-R tool ( tick/volume data TF )

New templates

re-uploaded...
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