v2v dynamic trading system: ... a Project Looking Glass
 
 
This system welcomes... The Singular Spectral Analysis ( SSA ) of MomenTicks
 
 
Brief Wikipedia definition:
 
"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" 
 
 
  
 
Basically this tool is an idea of how we can use this scientific tool as a technical analysis instrument. You do not need to understand in-depth what SSA is, you need to understand what it does. It decomposes the time series and then reconstructs them.

Singular Spectrum Analysis (SSA) is a method that takes all the variability in a series and breaks it into a few oscillation patterns that we refer to as eigenvectors. It also gives a measure of the significance of these patterns or eigenvalues.

“Eigen” is a German word, which roughly translates to “characteristic”. Eigenvectors are structure functions that best represent the modes of behavior in price. The eigenvalues are a measure of the variance that 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. The ordered eigenvalues are referred to collectively as the Singular Spectrum.
 
    
─ A higher number of SSA bars: Smoother results
─ A lower number of Lag SSA bars: Sharper results
─ A higher number of Computations: Sharper result
─ A less number of Computations: Smoother results
 
 As a guest tool for v2v dynamic trading system, you need to attach this tool manually (not included on v2v dynamic template) on your chart. 
 
 Based on the original SSA of Price (advanced) by mladen with the required library file ( libSSA.dll ).
 
 Note: This is just the beginning of its integration to v2v dynamic trading system
 
 
re-attached:  libSSA.dll