LaGuerre RSI... adjusted Linear Regression: ADXm - Qualitative Quantitative Estimation (double)

v2v dynamic trading system ► dynamic MyNET

• Fixed a recalculation issue based on previous updates


• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

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


...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".

dynamic MyNET  ► Nadaraya-Watson Estimator



• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

dynamic MyNET ► Trend Continuation Factor

TCF... just got Elegant!
Just How Long Will A Trend Go On?

Trend Continuation Factor
by M.H. Pee

Yes, trends are important: They help you make money and they help you recover your losses.

Because trends are an important component of the market, it is imperative you can detect them. However, it's not enough to just identify a trend. It's also crucial to be able to tell the direction of the current trend. Although trends can make you the most money in the shortest time when you are in sync with them, they can also cause you to sustain heavy losses if your position is in the opposite direction. To avoid getting caught in such a situation, I created the trend continuation factor (TCF), an indicator that identifies the trend and its direction.

TCF with NET (Noise Elimination Technology)
Get more info with the attached PDF file herein...
• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

dynamic MyNET ► Trend-noise Balance Indicator ( TBI )


TBI...estimated-adjusted ADXm-QQE

Trend Quality B-Indicator : Trend-noise Balance Indicator

B-Indicator is a banded oscillator that fluctuates originally between 0 and 100 (again, this variation uses dynamic bands or zones). It is calculated by dividing absolute trend by noise added to absolute trend, and scaling the result as necessary. The B-indicator doesn’t show the direction of price movement, but only the existence of the trend and its strength. It requires additional tools for reversal manifestations.

The Trend-Quality Indicator as described by David Sepiashvili in [Stocks & Commodities V. 22:4 (14-20)]. David Sepiashvili's article in this issue, "Trend-Quality Indicator," describes a method of assessing trend strength. To accomplish this, Sepiashvili uses a summing process to determine the cumulative price change (CPC). The CPC is reset to zero at every trend reversal. Trend reversals are based on the crossing of two moving averages. The CPC is "piecewise" averaged to produce the trend, which in turn is compared to a noise calculation to produce the quality indicator.


TBI with NET (Noise Elimination Technology)


• New templates ( a must )
• You can download and read more about the system by clicking »» HERE

v2v dynamic trading system ► dynamic MyNET

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

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.



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.


The sigmoid function is a special case of a logistic function that has S-shaped characteristic.

Properties of Sigmoid Function
• Domain: (-infinite, +infinite)
• Range: (0, 1)
• x(0) = ½ = 0.5
• The sigmoid function is continuous and monotonically increasing everywhere.
• The function is differentiable everywhere.
• 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
• It gives a smooth gradient that prevents jumps in output values.
• One of the best-normalized functions.
• When used with a linear function, it will return a value between 0 and 1, which does not make the activation value disappear.
• 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.
• 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
• When sigmoid is used and:
Inputs are non-zero centered; then saturation is a concern
– Saturation implies gradient will be zero.
• Extremely greater or smaller values are mapped to the extremities to 0 and 1.

► UPDATES:

•  A button has been added to the SmoothStep, and its calculation has been optimized.
•  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

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




...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".

Nadaraya-Watson Estimator ► SmoothStep function (S0 & S1) with Vertical Horizontal Filter (VHF) is ON

dynamic MyNET

UPDATES:
► SmoothStep function:
Now... Only 'S' the smooth step is OFF, S0 (order 0), S1 (order 1), and S(n) where 'n' is Period divided by 2
► Linear-Regression adj ADXm-QQE (double)... optimized calculation



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