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Re: v2v dynamic system

nathanvbasko, Thu Sep 01, 2022 2:46 pm

TASC's December 2021 edition Traders' Tips includes the "The DMH:  Directional Movement indicator with Hann windowing" article authored by John Ehlers. This study offers an improvement over the classic directional movement indicator developed by J. Welles Wilder by applying a finite impulse response (FIR) filter using Hann window coefficients.

The calculation starts with the classic definition of PlusDM and MinusDM. These directional movements are summed in an exponential moving average (EMA). Then, this EMA is further smoothed in FIR filter using Hann window coefficients over the calculation period.

In this update to the v2v dynamic trading system is a fusion between DMH and dynamic MyNET. In this fusion between the two, it inherits the features/functions shared within the v2v dynamic trading system architecture.
       
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