I checked some of the existing sources about the logarithmic or regression. It seems this one that I have with VWAP plus statistical z-scores with ATR values is enough IMHO. However, in addition to what I said earlier... I think the master coder out there may disagree and create a better one using that logarithmic weighted linear momentum.Darks wrote: Mon Mar 23, 2020 3:37 am
How about Momenticks weighted on a logarithmic scale. Like logarithmic weighted linear momentum
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Re: v2v dynamic system
nathanvbasko, Tue Mar 24, 2020 11:53 pm