v2v dynamic trading system

v2v dynamic trading system ► dynamic MyNET

• Streamlined... with new default order type.




Get the full system → HERE

v2v dynamic trading system ► dynamic MyNET

— A minor iteration was applied to the handler that uses the Dominant Cycle Period (DCP)
— Removed Nadaraya-Watson Estimator
— Below are the current list of dynamic MyNET tools (in order of appearance):

1. Linear Regression - adjusted QQE double
2. Non-Linear Regression - adjusted QQE double
3. QQE double (using an ADXm algo)
4. Trend Continuation Factor
5. Hurst Exponent
6. Laguerre RSI (using fisher transform)
7. Trend-Noise Balance Indicator
8. Elegant Osci
9. McGinley Dynamic (using RSX)
10. Weighted Momentum Deviation (no NET option)

Get the full system »»» HERE «««

Someone asked to add TDI inside dynamic MyNET...

McGinley Dynamic is the closest thing to TDI under dynamic MyNET, where I use the RSX algorithm

Before loading the v2v dynamic trading system onto your chart, please read and follow the following steps. The same steps should be followed for all currency pairs or instruments to ensure that enough tick/volume history is loaded. These are required for the system to run... particularly if you just recently (or first time) logged in to your "new" MT4 trading account (live/demo).

Step 1) Open an M1 chart
Step 2) Press the "F2" key to load History Center
Step 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 the history center so it becomes the active selection)
Step 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)
Step 5) Click the "Add" button, this pops up another window titled "Bar" and the default selection is on the "year"
Step 6) Enter 1970
Step 7) Then select "OK"... and it creates a new bar with the timestamp and price info you just added.
Step 8) Now select "Close" in the History Center
Step 9) Navigate to your M1 chart of interest and then from the terminal window (press Ctrl-T) select "Journal "-> go to the main chart window and right-click the 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

...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.



If everything turned out fine... then you've quickly downloaded all the broker's M1 data on your currency pair that the broker can let you have, much faster than holding down the home or page-up key for minutes and minutes to get even fewer data. Now, you may continue with the rest of the timeframes. Don't forget to delete any 1970 dummy tick data after it downloads more history, then you may need to verify that after the deletion (1970 record) the maximum historical data has been obtained, otherwise add the 1970 record again.

Note (for first-time users): The v2v dynamic system must grow with the MT4 platform as it requires a broad tick data history.

Once the platform gathers enough data, the system will no longer display an error message (viewed via Expert logs). Such as..."not enough tick data to calculate", "data horizon breach", and "array out of range".

v2v dynamic trading system ► dynamic MyNET ► Laguerre RSI

• Laguerre RSI: Now... got supercharge with Nadaraya-Watson Estimator algorithm (a Fisher type)

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• Get the full system »»» HERE «««

Reimagined... Laguerre adjusted RSI-ADXm-Quantitative Qualitative Estimation (QQE) double



• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

☛ RSI with NET ( Noise Elimination Technology )

The "RSI With Noise Elimination Technology" (NET) is an indicator developed by John Elhers. The indicator is simply a rolling Kendall rank correlation coefficient of a normalized momentum oscillator (a version of the RSI introduced by Elhers in the May 2018 issue of Stocks & Commodities).

As a technical indicator, NET employs Kendall correlation to eliminate nonlinear noise. However, the application of additional filters reimagined a popular tool under the v2v dynamic trading system... dynamic MyNET

The NET is a modified version of the RocketRSI Relative Strength Index. A one-bar close price difference is calculated as the ratio between their absolute values and the sum of the recent one-bar close price differences.

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☛ dynamic MyNET... reimagined

It doesn't hurts with Hurst Exponent



Simply... Elegant Osci

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A French connection with... LaGuerre adjusted RSI-QQE (double)




• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

It doesn't hurts with Hurst Exponent

The Hurst exponent indicates whether a time series behaves randomly, trending, or mean-reverting. In this case, the autocorrelation increases with lag, resulting in a decreasing speed of autocorrelation. Therefore, it is an excellent trading tool.

The Hurst exponent is a measure of the memory in a time series and is used to classify the series as mean-reverting, trending, or a random walk. depending on the choice of the maximum lag parameter (i.e., whether we are looking for short or long term), the results can differ significantly.

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A brief history of Hurst Phenomenon...

The Hurst exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series, and the rate at which these decrease as the lag between pairs of values increases. Studies involving the Hurst exponent were originally developed in hydrology for the practical matter of determining optimum dam sizing for the Nile river's volatile rain and drought conditions that had been observed over a long period of time. The name "Hurst exponent", or "Hurst coefficient", derives from Harold Edwin Hurst (1880–1978), who was the lead researcher in these studies; the use of the standard notation H for the coefficient also relates to his name.

dynamic MyNET =► McGinley Dynamic

The McGinley Dynamic indicator is a type of moving average that was designed to track the market better than existing moving average indicators. It is a technical indicator that improves upon moving average lines by adjusting for shifts in market speed. John R. McGinley, a market technician, is the inventor of the eponymous indicator.



KEY TAKEAWAYS

1. The McGinley Dynamic indicator is a type of moving average that was designed to track the market better than existing moving average indicators.
2. This indicator solves the issue of varying market speeds by incorporating an automatic adjustment factor into its formula, which speeds (or slows) the indicator in trending, or ranging, markets.
3. The McGinley Dynamic indicator improves upon conventional moving averages by minimizing price separations and volatile whipsaws so that price action is more accurately reflected.

Understanding McGinley Dynamic Indicator
The McGinley Dynamic indicator attempts to solve a problem inherent in moving averages that use fixed time lengths. The basic problem is that the market, being the great discounting mechanism that it is, reacts to events at a speed that a moving average will not be able to cope with.
This issue is called the lag, and there is no type of moving average, whether it be simple (SMA), exponential (EMA), or weighted (LWMA), that is not affected by this. Understandably, this will call into question the reliability of that moving average. The McGinley Dynamic indicator takes into account speed changes in a market (hence, "dynamic") to show a smoother, more responsive, moving average line.

The speed of the market is not consistent; it frequently speeds up and slows down. Traditional moving averages, such as a simple moving average or an exponential moving average, fail to account for this market characteristic. The McGinley Dynamic indicator solves this problem by incorporating an automatic smoothing factor into its formula to adjust to market moves. This speeds, or slows, the indicator in trending, or ranging, markets.

This is not to say that the aforementioned issue of lag has been eradicated, only that the reaction to market movement is faster. The key point to note is that, due to its smoothing constant, it will be more market reactive than other moving averages. The user can customize this indicator through the selection of the number of periods.

Source: Investopedia dot com

• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

The current release of the v2v dynamic trading system:

• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

Download and rename the PDF file (it's actually an archive file) with file extension (from ".pdf " to".zip") ► v2v_dynamic_trading_system.zip
At post time... There seems to be an ongoing issue with forexfactory uploads with zip or rar extension files.

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dynamic MyNET ► Nadaraya-Watson Estimator




• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

LaGuerre RSI... adjusted Linear Regression: ADXm - Qualitative Quantitative Estimation (double)

v2v dynamic trading system ► dynamic MyNET

1. Fixed a recalculation issue based on previous updates

• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

v2v dynamic trading system
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• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

Does it Hurts with Hurst Exponent?

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• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

v2v dynamic trading system

After some recent updates, it got optimized.

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• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

dynamic MyNET ​​​​​​​► Nadaraya-Watson Estimator


• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

dynamic MyNET ► Trend Continuation Factor (TCF)

TCF... just got Elegant!

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Just How Long Will A Trend Go On?

Trend Continuation Factor
by M.H. Pee

Yes, trends are important: They help you make money and they help you recover your losses.

Because trends are an important component of the market, it is imperative you can detect them. However, it's not enough to just identify a trend. It's also crucial to be able to tell the direction of the current trend. Although trends can make you the most money in the shortest time when you are in sync with them, they can also cause you to sustain heavy losses if your position is in the opposite direction. To avoid getting caught in such a situation, I created the trend continuation factor (TCF), an indicator that identifies the trend and its direction.

Get more info with the attached PDF file herein...

Attached File(s)

Just How Long Will A Trend Go On - Trend Continuation Factor M.H. Pee.pdf   199 KB | 407 downloads

TCF with NET (Noise Elimination Technology)

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• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

London KillZone ► 2AM - 5AM ≈ New York time

dynamic MyNET ► Trend-noise Balance Indicator ( TBI )

TBI...estimated-adjusted ADXm-QQE

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Trend Quality B-Indicator : Trend-noise Balance Indicator

B-Indicator is a banded oscillator that fluctuates originally between 0 and 100 (again, this variation uses dynamic bands or zones). It is calculated by dividing absolute trend by noise added to absolute trend, and scaling the result as necessary. The B-indicator doesn’t show the direction of price movement, but only the existence of the trend and its strength. It requires additional tools for reversal manifestations.

The Trend-Quality Indicator as described by David Sepiashvili in [Stocks & Commodities V. 22:4 (14-20)]. David Sepiashvili's article in this issue, "Trend-Quality Indicator," describes a method of assessing trend strength. To accomplish this, Sepiashvili uses a summing process to determine the cumulative price change (CPC). The CPC is reset to zero at every trend reversal. Trend reversals are based on the crossing of two moving averages. The CPC is "piecewise" averaged to produce the trend, which in turn is compared to a noise calculation to produce the quality indicator.


TBI with NET (Noise Elimination Technology)


• New users should read and follow these STEPS (from the previous post).
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE