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v2v dynamic trading system

  • Post #521
  • Quote
  • Edited at 6:42pm Jun 12, 2020 4:22pm | Edited at 6:42pm
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)



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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
Intelligence is the ability to adapt to change. -- Stephen Hawking
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Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #523
  • Quote
  • Edited Jun 13, 2020 10:06am Jun 12, 2020 7:43pm | Edited Jun 13, 2020 10:06am
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



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re-uploaded... v2v MomenTicks & Neural Network optimization
Get the updated release » » » here
Intelligence is the ability to adapt to change. -- Stephen Hawking
The New Normal... updates:

Volume Profile ─ Range Tools

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

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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 >>>
Intelligence is the ability to adapt to change. -- Stephen Hawking
Updated release:

...code optimizations

Attached Image (click to enlarge)
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Intelligence is the ability to adapt to change. -- Stephen Hawking
...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

Attached Image (click to enlarge)
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re-uploaded:
Get the updated release <<< here >>>
Intelligence is the ability to adapt to change. -- Stephen Hawking
Many Great Achievements

But

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

Best
D.P.
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Hunting High and Low
Quoting Dr.Phoenix
Many Great Achievements But AG/USD looks beautiful ))) Reactions to the buttons marked. Best D.P. {image} {image} {image} {image}

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 )
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #529
  • Quote
  • Edited at 3:47pm Jun 15, 2020 3:06pm | Edited at 3:47pm
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


Attached Image (click to enlarge)
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re-uploaded... again!
Get the updated release <<< here >>>
Intelligence is the ability to adapt to change. -- Stephen Hawking
The final release of the day...

Attached Image (click to enlarge)
Click to Enlarge Name: final_adaptive_vp-r_nn.png Size: 67 KB


Get the updated release <<< here >>>
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #531
  • Quote
  • Edited at 9:29pm Jun 15, 2020 8:20pm | Edited at 9:29pm
...simply amazing

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Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #532
  • Quote
  • Edited at 12:20pm Jun 16, 2020 11:55am | Edited at 12:20pm
Price GAP... Adaptive calculation update... .improved handling

  1. VP-R tools
  2. Neural Network

Attached Image (click to enlarge)
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Get the updated release <<< here >>>
Intelligence is the ability to adapt to change. -- Stephen Hawking
Optimized release... v2v dynamic trading system

Attached Image (click to enlarge)
Click to Enlarge Name: final_optimized_vp-r_nn.png Size: 64 KB


Get the updated release <<< here >>>
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #534
  • Quote
  • Edited at 10:09am Jun 17, 2020 9:13am | Edited at 10:09am
Quote
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?
Quote
Also, I think for Fibs Plus on timeframes below H1, the H4 pivot points begin 1 tick too early on the start of a new day. ─source: quoted a user


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.

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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.
Attached Image
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #535
  • Quote
  • Edited at 4:18pm Jun 17, 2020 4:07pm | Edited at 4:18pm
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

Attached Image (click to enlarge)
Click to Enlarge Name: adaptive_momenticks.png Size: 67 KB


Get the updated release <<< here >>>
Intelligence is the ability to adapt to change. -- Stephen Hawking
Attached Image (click to enlarge)
Click to Enlarge Name: adaptive_momenticks2.png Size: 68 KB
Intelligence is the ability to adapt to change. -- Stephen Hawking
Removed Synthetic VIX from v2vMomenTicks

Attached Image (click to enlarge)
Click to Enlarge Name: removed_vix.png Size: 75 KB


Get the updated release <<< here >>>
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #538
  • Quote
  • Edited at 12:23pm Jun 18, 2020 2:59am | Edited at 12:23pm
Quoting Dr.Phoenix
Hi, v2vboni Would you please to add Qua for Q99, Q99,9 and Q99,99 to look at the more appropriate case, matching the price? Best D.P. {image}
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.
Attached Image (click to enlarge)
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Hunting High and Low
Quoting Dr.Phoenix
{quote} 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. {image}
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.
Intelligence is the ability to adapt to change. -- Stephen Hawking
  • Post #540
  • Quote
  • Edited at 5:46pm Jun 20, 2020 5:31pm | Edited at 5:46pm
v2v dynamic trading system: Adaptive optimizations for TDZ, VP-R, Neural Network, and v2v MomenTicks

Attached Image (click to enlarge)
Click to Enlarge Name: adaptive_opti.png Size: 66 KB


re-uploaded... with new templates and default parameters
Get the updated release <<< here >>>
Intelligence is the ability to adapt to change. -- Stephen Hawking
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