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v2v dynamic trading system

  • #1,301
  • Jul 10, 2023 8:11am Jul 10, 2023 8:11am
v2v dynamic trading system ► dynamic MyNET

  1. optimize z-score value and global band/set range handling


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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,302
  • Edited Jul 12, 2023 6:08am Jul 11, 2023 10:36pm | Edited Jul 12, 2023 6:08am
dynamic MyNET ► SmoothStep function....

There are many cases in which we need normalized values (computer graphics, machine learning, technical analysis). There are several ways to accomplish this, including SmoothStep. It belongs to the family of sigmoidal (clamping in this case, since this indicator, as it is, is not used for interpolation) functions, and it produces a subset of what is the built-in stochastic, except that in its original range of 0 to 1 and that it filters out some values that stochastic produces. This makes SmoothStep more suitable for some applications, such as clamping, where you don't want to have values above or below the desired range. Additionally, SmoothStep is computationally efficient, making it a good choice for applications where speed is a priority.
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This version is using a property of a smooth step that it can be further smoothed - based on Kenneth H. Perlin's (a professor in the Department of Computer Science at New York University) idea. His work centered around something called “Sigmoid Function” having a characteristic “S”-shaped curve or sigmoid curve which eventually levels off.
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The sigmoid function is a special case of a logistic function that has S-shaped characteristic.

Properties of Sigmoid Function

  1. Domain: (-infinite, +infinite)
  2. Range: (0, 1)
  3. x(0) = ½ = 0.5
  4. The sigmoid function is continuous and monotonically increasing everywhere.
  5. The function is differentiable everywhere.
  6. Maps feature space into probability function:
    – When x-> + infinity, the value of the sigmoid function will be close to 1.
    – When x-> -infinity, the value of the sigmoid function will be close to 0.
    – For x = 0, the value of the sigmoid function will be ½.

Advantages and Limitations of Sigmoid Function

  1. It gives a smooth gradient that prevents jumps in output values.
  2. One of the best-normalized functions.
  3. When used with a linear function, it will return a value between 0 and 1, which does not make the activation value disappear.
  4. Gradient values are only significant for the range -3 to 3.
    The graph will have minimal gradients for values greater than 3 or smaller than -3.
  5. The main disadvantage of the sigmoid function is that it suffers from the vanishing gradient problem.
    As the gradient value approaches zero, the network ceases to learn and suffers from a vanishing gradient descent problem
  6. When sigmoid is used and:
    Inputs are non-zero centered; then saturation is a concern
    – Saturation implies gradient will be zero.
  7. Extremely greater or smaller values are mapped to the extremities to 0 and 1.


► UPDATES:

  1. A button has been added to the SmoothStep, and its calculation has been optimized.
  2. Restore the button for Vertical Horizontal Filter (VHF) as well


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

Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,303
  • Jul 12, 2023 6:07am Jul 12, 2023 6:07am
Please read the below information before loading the v2v dynamic trading system (templates) on your chart.

Each currency pair or instrument must follow the following steps to load enough tick/volume history. Thus, these are required for the system to function properly... especially if this is your first time logging-in to your (new) live/demo account.

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
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...continued...

The chart will now have pulled anywhere between 2048 and 65536 M1 bars from your broker's server (not Metaquotes), which is usually more data than you can manually scroll back in time when you manually scroll your M1 chart.

If everything went smoothly... then you've quickly downloaded all the broker's M1 data on your currency pair that the broker can let you have. This is 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. Once more history is downloaded, be sure to delete any 1970 dummy tick data. Next, 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".
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,304
  • Jul 12, 2023 6:25am Jul 12, 2023 6:25am
Nadaraya-Watson Estimator ► SmoothStep function (S0 & S1) with Vertical Horizontal Filter (VHF) is ON

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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,305
  • Edited 11:28pm Jul 15, 2023 11:12pm | Edited 11:28pm
dynamic MyNET

UPDATES:
► SmoothStep function: Now... Only 'S' the smooth step is OFF, S0 (order 0), S1 (order 1), and S(n) where order 'n' is Period divided by 2
► Linear-Regression adj ADXm-QQE (double)... optimized calculation
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• New users MUST read and follow these STEPS.
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,306
  • Edited 3:05pm Jul 16, 2023 6:38am | Edited 3:05pm
dynamic MyNET ► Weighted-Momentum Deviation...

Just put back the Weighted-Momentum Deviation adjusted ADXm-Quantitative Qualitative Estimation (double)
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• New users MUST read and follow these STEPS.
• New templates (a must)
• You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,307
  • Jul 19, 2023 11:00am Jul 19, 2023 11:00am
dynamic MyNET ► Weighted-Momentum Deviation

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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,308
  • Edited 8:38pm Jul 19, 2023 8:28pm | Edited 8:38pm
dynamic MyNET ► Nadaraya-Watson Estimator (NWE)

RMA, which is a variation of SMA, was used to filter NWE using phase accumulation of MACD values. In comparison with a regular EMA, it produces almost as fast as a regular one.

Note: The other ones that uses RMA using phase accumulation of MACD inside dynamic MyNET are... LrQ, HuE, TBI, and WmD
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• New users MUST read and follow these STEPS.
• New templates (a must)
• You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,309
  • Edited 5:07am Jul 21, 2023 4:52am | Edited 5:07am
dynamic MyNET ► Relative Moving Average...

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

Quote
The Relative Moving Average (RMA) indicator is a technical analysis tool commonly used in financial markets to identify trends and potential entry and exit points for trading positions. It is a variation of the traditional moving average indicator, designed to provide a more accurate representation of price movements by taking into account the relative strength of the underlying security.

The RMA indicator calculates the average price over a specified period of time, similar to the simple moving average (SMA). However, unlike the SMA, which assigns equal weight to each data point, the RMA assigns greater weight to more recent price data points. This weighting scheme allows the RMA to react more quickly to price changes and provide a more timely signal.

To calculate the RMA, the indicator takes the sum of the closing prices over the specified period and divides it by the sum of the weighting factors. The weighting factors are determined by the length of the period and follow a specific formula that assigns higher weights to more recent data points.

Traders and analysts use the RMA indicator to identify trends in price movements. When the RMA is rising, it suggests that the underlying security is experiencing an uptrend, indicating a potential buying opportunity. Conversely, when the RMA is falling, it indicates a downtrend, signaling a potential selling opportunity.

The RMA indicator can also be used to generate trading signals based on crossovers with other moving averages or price levels. For example, when the RMA crosses above a longer-term moving average, it may be interpreted as a bullish signal, indicating a potential trend reversal or continuation.

One of the advantages of the RMA indicator is its ability to adapt to changing market conditions. By giving greater weight to recent price data, it is more responsive to short-term price fluctuations and can help traders capture shorter-term trends.

However, it is important to note that like any technical indicator, the RMA is not infallible and should be used in conjunction with other analysis tools and risk management strategies. It is also crucial to consider the context of the market and other factors that may influence price movements.

In conclusion, the Relative Moving Average (RMA) indicator is a technical analysis tool used by traders and analysts to identify trends and potential trading opportunities. It provides a more accurate representation of price movements by assigning greater weight to more recent data points. By using the RMA indicator in conjunction with other analysis tools, traders can enhance their decision-making process and potentially improve their trading outcomes.

—A.I generated info


Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,310
  • Jul 21, 2023 6:08am Jul 21, 2023 6:08am
dynamic MyNET ► Laguerre...

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• New users MUST read and follow these STEPS.
• New templates (a must)
• You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,311
  • Edited Jul 22, 2023 12:02am Jul 21, 2023 10:57pm | Edited Jul 22, 2023 12:02am
dynamic MyNET ► Detrended Ehlers Leading Indicator (DELI)

For next week's system update

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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,312
  • Edited 2:48pm Jul 23, 2023 11:15am | Edited 2:48pm
dynamic MyNET ► RMA, KAMA, T3, DELI...

• An access button switch for the T3 calculation method has been added...
• As well as the Kaufman Adaptive Moving Average (KAMA) and the Running Moving Average (RMA).
• Added Detrended Ehlers Leading Indicator (DELI)
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The Detrended Ehlers Leading Indicator (DELI) was authored by Jon Ehlers (See “MESA and Trading Market Cycles” by John Ehlers). The DELI uses highs, previous high, lows, previous lows and feedback to create two exponential moving averages. First, Detrended Synthetic Price (DSP) is plotted as their difference. Then a third exponential moving average is created from the DSP and the DELI is plotted as their difference.

The Kaufman Adaptive Moving Average (KAMA) is a technical analysis indicator developed by the American quantitative financial theorist Perry J. Kaufman in 1998. KAMA is a trend-following indicator that uses a series of calculations to adapt to market conditions and reduce noise.


Quote

KAMA, kama, kama, kama, kama chameleon ; )—

You come and go, you come and go... Loving would be easy if your colors were like my dreams

Red, gold, and green, red, gold, and green

— by Boy George —





A Modified Moving Average (MMA) — Otherwise known as the Running Moving Average or Relative Moving Average, or SMoothed Moving Average (SMMA) is an indicator that shows the average value of a security's price over a period of time. It works very similar to the Exponential Moving Average, they are equivalent but for different periods (e.g., the MMA value for a 14-day period will be the same as EMA-value for a 27-days period).

MMA is partly calculated like SMA: the first point of the MMA is calculated the same way it is done for SMA. However, other points are calculated differently:the new price is added first and then the last average is subtracted from the resulting sum.

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• New users MUST read and follow these STEPS.
• New templates (a must)
• You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,313
  • Jul 23, 2023 2:03pm Jul 23, 2023 2:03pm
v2v dynamic trading system ► dynamic MyNET...

• Calculation optimizations: For Set Range and zScore

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• New users MUST read and follow these STEPS.
• New templates (a must)
• You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,314
  • Jul 23, 2023 3:15pm Jul 23, 2023 3:15pm
v2v dynamic trading system ► McGinley Dynamic...

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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,315
  • Jul 24, 2023 9:46am Jul 24, 2023 9:46am
v2v dynamic trading system ► dynamic MyNET

• dynamic MYNET is currently unavailable. I need to fix some issues.
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,316
  • Jul 27, 2023 8:24pm Jul 27, 2023 8:24pm
v2v dynamic trading system ► dynamic MyNET

• Resolved a few issues that occurred during previous updates
• Some tools were removed, but algorithm was kept so it could be used with other tools (e.g. adjusted linear regression/ADXm).
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• New users MUST read and follow these STEPS.
• New templates (a must)
• You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,317
  • Edited 3:16am Jul 31, 2023 12:19am | Edited 3:16am
dynamic MyNET ► Singular Spectrum Analysis (SSA)

Quote
In time series analysis, singular spectrum analysis (SSA) is a nonparametric spectral estimation method. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems, and signal processing —Wikipedia


The goal is to use this scientific tool for technical analysis. In order to understand SSA, we should focus on what it does rather than what it is. In this method, time series are decomposed and reconstructed.
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With Singular Spectrum Analysis (SSA), we break down all the oscillations in a series into a few eigenvectors, which represent oscillation patterns. Furthermore, the significance of these patterns or eigenvalues is estimated.

“Eigen” is a German word, translating to “characteristic”. Eigenvectors are structure functions that effectively represent price modes of behavior. The eigenvalues measure the variance these modes account for. The eigenvectors can be ordered by eigenvalue, highest to lowest, so that the first few patterns retain most of the variance in the data. As a whole, the ordered eigenvalues are referred to as the singular spectrum.
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Note: SSA is basically recalculates

The above screenshot shows that the RMA is ON with SSA. RMA adapts to changing market conditions. By giving greater weight to recent price data, it is more responsive to short-term price fluctuations and can help traders capture shorter-term trends. Therefore, it provides a more accurate representation of price movements by assigning greater weight to more recent data points. Hence, by using the RMA in conjunction with SSA, traders can enhance their decision-making process and potentially improve their trading outcomes.

However, it is important to note that like any technical indicator, the SSA & RMA is not infallible and should be used in conjunction with other (your own tried & tested) analysis tools and risk management strategies. It is also crucial to consider the context of the market and other factors that may influence price movements.


• New users MUST read and follow these STEPS.
• New templates (a must)
• You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,318
  • Edited 8:36am Jul 31, 2023 3:14am | Edited 8:36am
dynamic MyNET ► Singular Spectrum Analysis (SSA)

• SSA got optimized along with RMA and KAMA

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• New users MUST read and follow these STEPS.
• New templates (a must)
• You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,319
  • Edited 9:25pm Jul 31, 2023 9:09pm | Edited 9:25pm
v2v dynamic trading system ► dynamic MyNET

• Trend Continuation Factor (TCF) — Now... got adjusted ADXm QQE (double) with activated MA method.
• SSA — by default is OFF: For faster loading.
• The tool order of appearance got re-sorted accordingly.

Attached Image (click to enlarge)
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• New users MUST read and follow these STEPS.
• New templates (a must)
• You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
  • #1,320
  • Jul 31, 2023 10:56pm Jul 31, 2023 10:56pm
TCF with NET (Noise Elimination Technology)

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Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
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