v2v dynamic trading system

Updates:

1. VP-R-tools:
   1. Added Standard VWAP (as default)
   2. Now, the optional VWAP type is T3 MA-based VWAP
   3. fixed work data source set time frame after a parameter change

   
   

2. v2v RA:
   1. code optimization

   
   

3. Pivot FIBS plus:
   1. adjusted accordingly with VP-R tools update
   2. fixed Pivot or midpoint getting cleared (on parameter change)

   
   
   

Attached Image (click to enlarge)

re-uploaded (again) : Updated shifted VWAP calculation (both Standard VWAP and T3 VWAP)
...VP-R tools' (session TF to use: H4, D1, W1, MN1) and Regression Analysis channel default to show mid-line only

Get the updated release » » » here

Updates:

1. TDZ: for dynamic bands
   1. a new parameter (session TF multiplier)
   2. updated session TF parameter

   
   

2. v2v RA:
   1. updated default parameter

   
   
   

re-uploaded... v2v MomenTicks & Neural Network optimization
Get the updated release » » » here

The New Normal... updates:

Volume Profile ─ Range Tools

1. Added a button for switching instantly from Standard VWAP (default) to T3 MA-based VWAP

Attached Image (click to enlarge)

With new templates and some code optimizations to the following tools:
─ v2v & TDZ MomenTitks,
─ Neural Network
─ Long & Short DSMA
─ Regression Analysis

re-uploaded...again
Get the updated release <<< here >>>

Updated release:

...code optimizations

...updates:

 

1. Volume Profile ─ Range Tools: optimized TF switching for vertical line guides
2. v2v & TDZ MomenTicks: Synthetic VIX ─ custom adjustment with z-score value

re-uploaded:
Get the updated release <<< here >>>

Many Great Achievements

But

AG/USD looks beautiful ))) Reactions to the buttons marked.

Best
D.P.

It seems to be due to price-gap handling ( adaptive algorithm might fix this one ─ which I will upload after this post-reply )
...maybe due to inconsistencies with the data. You may need to download the tick-volume data for M1, M5, M15, and M30 TF )

Updates:

VP-R tools

1. Applied adaptive calculation for For T3 Hull MA type of VWAP or MVWAP

Neural Network

1. Applied adaptive calculation T3 based Hull MA

HA-APB

1. Fixed small issue with the price high bands

re-uploaded... again!
Get the updated release <<< here >>>

The final release of the day...

Attached Image (click to enlarge)

Get the updated release <<< here >>>

...simply amazing

Price GAP... Adaptive calculation update... .improved handling

1. VP-R tools
2. Neural Network

Get the updated release <<< here >>>

Optimized release... v2v dynamic trading system

Attached Image (click to enlarge)

Get the updated release <<< here >>>

Quote

Disliked

So if you have to increase the shifted VWAP multiplier further is that value chosen from testing and "eyeballing" the chart or do you line up some z-score band to a corresponding quantile band on the volume profile?

Yes, you sort of sizing it to the corresponding volume profile structure. With regards to Pivot Fibs plus, at this point... nothing much I can do bout that. You can only adjust the session timeframe in 30-minute and in 1-hour based start time (or broker/server start time) based on the tool required parameter setup (NY, London, Tokyo... etc). It is the same for all PIVOT tools that I have seen so far.

Attached Image (click to enlarge)

If about the starting point of the VWAP & MVWAP, I based it on Dr. Paul Levine Lectures (R.I.P.) you need to have a starting point for the VWAP calculation (e.g. VWAP= (High+Low)/2 ...at the start of the day or plotted starting point, we need to put initial values ) <<< the resulting starting point, may be aligned with the vertical line guide or one tick/bar forward.

Adaptive calculation applied to v2vMomenTicks
...with non-lag HMA (the same as MVWAP on VP-R tools)

1. Laguerre (conditional)
2. TVI Stochastic
3. Synthetic VIX

...updates: added new/default parameters, and new templates

Get the updated release <<< here >>>

Removed Synthetic VIX from v2vMomenTicks



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Much more interesting found

source - https://www.calculator.net/z-score-calculator.html

Another thought to have just enlighted me is to make the different Z-score settings for those two VP-R_Momentics VWAP profiles (as you made two buttons were for ATR and AR). The different ranges need the different Z-scores limitations!

Best
D.P.

Thanks for the suggestion...

I am getting there, but not quite due to time/focus constraints while trading/coding and a bunch of personal stuff to deal with.

v2v dynamic trading system: Adaptive optimizations for TDZ, VP-R, Neural Network, and v2v MomenTicks



re-uploaded... with new templates and default parameters
Get the updated release <<< here >>>