v2v dynamic trading system: Updates
Now with Dominant Cycle Period (based on Homodyne Discriminator by John F. Ehlers) as an option to change the default Period dynamically.
This type of algorithm exhibits superior performance in a low signal-to-noise environment. Homodyne means I use the signal multiplied by itself one bar ago to produce a zero-frequency beat note. This beat note carries the phase angle of the one-bar change. Still using the basic definition of a cycle, the one-bar rate of change of phase is exactly the cycle period.
1) Added toggle button to use the Dominant Cycle Period option to change the default Period dynamically for the following tools...
─ VP-Range: ATR/ADR bands calculation and period
─ VWAP: ATR/ADR bands calculation & period
─ TDZ: the dynamic zone top, mid and bottom bands only
─ v2v Momenticks: period
2) New template, profile and default parameter values
Know more about Dominant Cycle Period here >>> viewtopic.php?p=1295398228#p1295398228