Re: v2v dynamic system

1211
dynamic MyNET RMA, KAMA, T3, DELI

An access button switch for the T3 calculation method has been added, as well as the Kaufman Adaptive Moving Average (KAMA) and the Running Moving Average (RMA).

Added Detrended Ehlers Leading Indicator (DELI)


The Detrended Ehlers Leading Indicator (DELI) was authored by Jon Ehlers (See “MESA and Trading Market Cycles” by John Ehlers). The DELI uses highs, previous high, lows, previous lows and feedback to create two exponential moving averages. First, Detrended Synthetic Price (DSP) is plotted as their difference. Then a third exponential moving average is created from the DSP and the DELI is plotted as their difference.

The Kaufman Adaptive Moving Average (KAMA) is a technical analysis indicator developed by the American quantitative financial theorist Perry J. Kaufman in 1998. KAMA is a trend-following indicator that uses a series of calculations to adapt to market conditions and reduce noise.
🎶 KAMA, kama, kama, kama, kama chameleon ; )—
You come and go, you come and go... Loving would be easy if your colors were like my dreams
Red, gold, and green, red, gold, and green 🎶 — by Boy George
A Modified Moving Average (MMA) — Otherwise known as the Running Moving Average or Relative Moving Average (RMA), or SMoothed Moving Average (SMMA) is an indicator that shows the average value of a security's price over a period of time. It works very similar to the Exponential Moving Average, they are equivalent but for different periods (e.g., the MMA value for a 14-day period will be the same as EMA-value for a 27-days period).

MMA is partly calculated like SMA: the first point of the MMA is calculated the same way it is done for SMA. However, other points are calculated differently:the new price is added first and then the last average is subtracted from the resulting sum.





New users MUST read and follow these STEPS
New templates (a must)
You can download and read more about the system by clicking »» HERE
These users thanked the author nathanvbasko for the post:
kvak
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─


Re: v2v dynamic system

1214
v2v dynamic trading system dynamic MyNET

Resolved a few issues that occurred during previous updates
Some tools were removed, but algorithm was kept so it could be used with other tools (e.g. adjusted linear regression/ADXm).


New users MUST read and follow these STEPS
New templates (a must)
You can download and read more about the system by clicking »» HERE
These users thanked the author nathanvbasko for the post (total 2):
Krunal Gajjar, Jedidiah
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

1215
dynamic MyNET Singular Spectrum Analysis (SSA)

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 —Wikipedia

The goal is to use this scientific tool for technical analysis. In order to understand SSA, we should focus on what it does rather than what it is. In this method, time series are decomposed and reconstructed.


With Singular Spectrum Analysis (SSA) we break down all the oscillations in a series into a few eigenvectors, which represent oscillation patterns. Furthermore, the significance of these patterns or eigenvalues is estimated.

“Eigen” is a German word, translating to “characteristic”. Eigenvectors are structure functions that effectively represent price modes of behavior. The eigenvalues measure the variance 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. As a whole, the ordered eigenvalues are referred to as the singular spectrum.


Note: SSA basically recalculates

The above screenshot shows that the RMA is ON with SSA. RMA adapts to changing market conditions. By giving greater weight to recent price data, it is more responsive to short-term price fluctuations and can help traders capture shorter-term trends. Therefore, it provides a more accurate representation of price movements by assigning greater weight to more recent data points. Hence, by using the RMA in conjunction with SSA, traders can enhance their decision-making process and potentially improve their trading outcomes.

However, it is important to note that like any technical indicator, the SSA & RMA is not infallible and should be used in conjunction with other (your own tried & tested) analysis tools and risk management strategies. It is also crucial to consider the context of the market and other factors that may influence price movements.

New users MUST read and follow these STEPS
New templates (a must)
You can download and read more about the system by clicking »» HERE
These users thanked the author nathanvbasko for the post:
Skyold
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─


Re: v2v dynamic system

1218
v2v dynamic trading system dynamic MyNET

Trend Continuation Factor (TCF) — Now... got adjusted ADXm QQE (double) with activated MA method.
SSA — by default is OFF: For faster loading.
The tool order of appearance got re-sorted accordingly.


New users MUST read and follow these STEPS
New templates (a must)
You can download and read more about the system by clicking »» HERE
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

1220
dynamic MyNET Singular Spectrum Analysis

Now... with NO End-Point.
– Embedded parameters for SSA:

Code: Select all

            int SSALag                        = 21;
            int SSANumberOfComputations       = 2;
            int SSAPeriodNormalization        = global.period;
            int SSANumberOfBars               = MathMax(300,(MinBars/2)-100);
            int FirstBar                      = MathMax(400,MinBars/2);


New users MUST read and follow these STEPS
New templates (a must)... with stripped template (v2v_simple.tpl)
You can download and read more about the system by clicking »» HERE
These users thanked the author nathanvbasko for the post:
Krunal Gajjar
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─


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