v2v dynamic trading system

My CoT data custom report format: Week #18

https://www.forexfactory.com/showthr...6#post12930066

Updates...

VP-R tools

Attached Image (click to enlarge)

Attached Image (click to enlarge)

Get it >>> here

Update

PivotFIBS Plus

1. Session TF button behavior update

Get it >>> here

Hi, v2vboni

I have got an option into your wait list.

At the picture you can see the ancor of the VWAP and the delimiter of a week.

The idea is to automize the ancor switching into a new position each time a week ends.

The new position of the ancor should become the monday open for the next week.

For both of the momenticks' VWAPs such ancors should be switchable, say, one can set up at 8 weeks lag for the long-time ancor, the other ancor can be set up at 2 weeks lag for the short-time. That is why both ancors can be automatically replaced to new positions each time the week ends.

Best
D.P.

Updates: Neural Network




Get it >>> here ─ with new templates

My custom CoT data report format: Week #19 >>> https://www.forexfactory.com/showthr...1#post12945121

Just a minor fixed for PivotFIBS Plus

 

1. Showing in Points instead of Pip value. Such as with Gold instrument
   
   Attached Image

   

Get it » » » here

My custom CoT data report format: Week #20 >>> https://www.forexfactory.com/showthr...4#post12959534

Adjusted the v2v & TDZ MomenTicks for some...

1. CFD instruments (e.g. SPX, DAX, etc...)

Same with Forex pairs... this must be done with CFDs before anything else.

Attached Image (click to enlarge)

Get it » » » here

Hi, v2vbony

I am using the system on Brent (Brn) Oil (the picture is attached). So, I seem to find some issues to check.
1/ The neural net is magenta; it seems to be malfunctioning.
2/ I have found that ATR parameters completely depend on Z-score now. So I have to set the parameters myself now. Where is the previous ATR mode?
3/ I have no indicators in the bottom of a chart, if the new TPL is used. Is it right?
4/ Can you give my exactly that set up (parameters) you use at the picture above (for SP500)?

Be kind answering

Best
D.P.

Thanks for the feedback!

1. Previously it was not mentioned that there was a hard-coded 2.58 (99%) z-score value in the calculation of Period for some tools within the system. Now, still using it but as a parameter value with a default value of 1.96 (95%) z-score, but with added dynamic calculation of ATR & Period values when DCP is ON: Period = DCP value with z-score and ATR value... While ATR1 & ATR2 is calculated dynamically with z-score and DCP value. if DCP is OFF: Period = 9 minimum either DCP is ON/OFF... While ATR1 = 9 & ATR2 = 27.
   
   The ATR1 & ATR2 is part of the calculation to get the final ATR value.
   
   
2. With Neural Network, thanks for reporting this issue. There's a bug in the calculation of Period dynamically with DCP ON or OFF. It got fixed and will be shared after this post.
   
   
3. The parameter used for SPX: VP-R = Monthly AR using M5 range TF with a multiplier of 12 (Anchored VP-R it is 9).

Adjusted and/or fixed the calculation for Period and ATR values for the Neural Network, VP-R, and v2v MomenTicks

Attached Image (click to enlarge)

re-uploaded (adjusted Neural Network)
Get it » » » here

─ Adjusted and/or fixed the bug due to recent updates of v2v MomenTicks >>> TrendFlex ─Period adjustment only
─ Adjusted VP-R tools for some CFDs

Attached Image (click to enlarge)

re-uploaded...
Get it » » » here

A suggestion to your issue list )

1. to add Z-score to the RSI legacy indicator
2. RA1/RA2/RA3/ and OFF

Best
D.P.

1/ Neural net is stalled since yesterday. Please take a notice
2/ VHF at RSI. What is it? Almost no reaction when pressed.


P.S. Great stuff

✔ 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.

Attached Image (click to enlarge)

 

1. The VHF feature of the TDZ works ONLY when MTF mode is OFF
2. VHF description and other features are added again at post#1.
3. TDZ or RSI based tools use the Z-score calculation.. but ONLY for the dynamic zone bands (top-mid-bottom). This is intentional to provide a sort of variance for the entire v2v dynamic trading system.
4. Neural Network is intended to stall (applied just recently) and it can be run or re-run ONLY with its trigger button. Why? Running it periodically (in a set amount of minutes) or every new bar would be heavy for the system to run and wait. The MT4 platform is still NOT supporting the multi-threading process. Thus, the tools are executed in FIFO. Personally, the stalled Neural Network output is much better as I can see what is shown to me after some time and compare to the current price movement since then <─ A sort of way to gauge the consistency of the Neural Network output.
5. Regression Analysis... an OFF option can be added.

v2v dynamic trading system ...just got optimized

...updated HA-APB is now with recursive HA parameter ─> default depth is x3 and x1 is for Classic HA.



...and new templates


re-uploaded... additional parameter has been added for HA-APB: recursive HA
Get it » » » here

v2v dynamic trading system



Get the updated release » » » here