v2v dynamic trading system: ... a Project Looking Glass 
 
 
v2v MomenTicks
 
 ─ Volatility Ratio: Now using a default Period value of 25 but it can change dynamically by getting the maximum value between the default Period of 25 vs the value of Dominant Cycle Period (DCP) divided by 3 (not divided in MTF & DCP mode is ON). The data is derived from the Standard Deviation of Price (close) and powered by MomenTicks
 
 ─ Synthetic VIX (SVIX) Ratio (New): By default, the Period value is 20 but it can change dynamically by getting the maximum value between the default Period of 20 vs the value of Dominant Cycle Period (DCP) divided by 3 (not divided in MTF & DCP mode is ON). The data is derived from the Standard Deviation of Price (close) and powered by MomenTicks.
 
This is based on the original research/studies of Larry Williams (activetradermag.com, December 2007), The VIX Fix. ─ A “synthetic” VIX calculation can be used in any market to reproduce the performance of the well-known volatility index.
 
This SVIX Ratio allows traders to gauge the securities that do not have an official CBOE VIX ticker symbol.
 
Both SVIX and Volatility Ratio explores the momentum and price ranges relative to relevant securities (stocks, CFDs or Fx pairs) closing prices over a prescribed period.
 
   

 
 
 re-attached... - fixed minor issue with SVIX

v2v dynamic trading system: ... a Project Looking Glass


v2v MomenTicks


─ Change Period parameters (default values and process )
─ Code improvement/optimization


TDZ MomenTicks


─ Laguerre TDZ code improvement/optimization

 
 

 

 

v2v MomenTicks 
 

v2v dynamic trading system: ... a Project Looking Glass
  
 
v2v MomenTicks
  
 

─ Volatility and Synthetic VIX (SVIX) Ratio has been updated, and it is now using an Adaptive Deviation (previously using a Standard Deviation calculation)
  
 
The difference when compared to standard is significant - not just because of ema usage, but the efficiency ratio is making it a "bit more logical" in very volatile market conditions. ─ mladen
  
    
 
re-attached...

v2v dynamic trading system: ... a Project Looking Glass

 
v2v MomenTicks
 
─ Removed Volatility Ratio and kept Synthetic VIX (SVIX) to avoid redundancy or technical analysis paralysis about volatility.
 
─ Fixed issue with DCP & MTF button behavior or interaction with v2v MomenTicks. 
 
 

nathanvbasko wrote: Tue Mar 03, 2020 9:50 pm v2v dynamic trading system: ... a Project Looking Glass

 
v2v MomenTicks
 
─ Removed Volatility Ratio and kept Synthetic VIX (SVIX) to avoid redundancy or technical analysis paralysis about volatility.
 
─ Fixed issue with DCP & MTF button behavior or interaction with v2v MomenTicks. 
 
 
v2v_dynamic_system.zip

what do you think about this quantile indicator ?....thanks

viewtopic.php?p=1295404677#p1295404677

Daim2574 wrote: Tue Mar 03, 2020 10:09 pm

what do you think about this quantile indicator ?....thanks

viewtopic.php?p=1295404677#p1295404677

If added, this would create redundancy, and it is not at par with the existing Synthetic VIX (SVIX). Though, not sure how it would look under v2v MomenTicks as this indicator uses ATR with Tick data.

The SVIX is using an adaptive deviation algorithm and it is being filtered with Tick (Volume) index data.

nathanvbasko wrote: Tue Mar 03, 2020 10:32 pm

If added, this would create redundancy, and it is not at par with the existing Synthetic VIX (SVIX).

The SVIX is using an adaptive deviation algorithm and it is being filtered with Tick (Volume) index data.

got you ...thanks

Daim2574 wrote: Tue Mar 03, 2020 10:34 pm

got you ...thanks

Just a quick one....does the SSA_of_MomenTicks line repaint in color ?...it is just so accurate man ...thanks

Hi,

why is it that the SSA is all over the place?