RplusT wrote: Wed Mar 04, 2020 1:25 am Hi,

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



SSA.JPG

The variation I made doesn't seem to look good on a lower time frame like M1 plus the nature of the calculation of linear velocity volume-weighted algo that I am using ( MomenTicks ). However, if you look at the slope change color is still pretty accurate it just the overshooting issue on the lower time frame. I didn't bother to look into it more as this SSA is actually not a good tool to trade belowM30 TF.

Daim2574 wrote: Tue Mar 03, 2020 10:43 pm

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

   

check the original made by mladen (test it side-by-side on 1 minute or 5 minute or 30 minute) and read about Singular Spectral Analysis so you will understand the nature of data it returned coming from libSSA.dll.

The variation I have has 3 execution trigger (new bar, scheduled time, volatility). It uses Heiken Ashi APB (average price bar - 3 bar) Close instead of the usual 1 Bar PRICE_CLOSE

here is the link >>> viewtopic.php?p=1295382451#p1295382451

As explained by the guy named John Last "Unfortunately, this is not a reliable holy grail, from time to time repaints occur that is why I recommend to use higher level of lag bars and low level of computations"

When the current bar is calculated and is plotted the already plotted bars are not changes. You may need more lag SSA bars in order to achieve a smoother result. The same if you apply fewer computations SSA computations you would achieve smoother results.

More lag SSA bars: Smoother results

Less lag SSA bars: Sharper results

More number of computations: Sharper result

Less number of computations: Smoother results
 
 
 
Hence, You may use another one that is made by mladen, the end-pointed SSA instead of the original calculation of SSA.

v2v dynamic trading system[/b]: ... a Project Looking Glass 
 

v2v MomenTicks


─ Now... Laguerre MomenTicks is using an Adaptive Deviation.


Singular Spectrum Analysis ( SSA ) of MomenTicks


─ Updated the internal dynamic calculation of Jurik filters.

─ Just to be clear... SSA is originally designed as a recalculating algorithm. Thus, it looks to repaint from time-to-time.

─ This tool is not ideal to view on a chart lower than M30 TF (overshooting linear MomenTicks' line issue).

─ In full integration or in the next release, this SSA of MomenTicks will be showing like a normal Japanese candlestick bars on-chart but colored based on slope change.

─ Since SSA of MomenTicks recalculates, you may view this tool just like an MTF mode of Heiken Ashi bars.

─ And of course, no single tool of v2v dynamic trading system that can be used as a sole indicator that helps manage your trading positions or position your positions accordingly.

─ However, if you wanted to use another variation of SSA which doesn't repaint, simply google search "SSA normalized end-pointed".  
 
─ Anyway, this is just a guess indicator at the moment, you may remove it as you wish.
 
 
re-attached...

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


v2v MomenTicks

─ Now... Blau TVI is using an Adaptive Deviation.

 
 

✔ Stable release...

※ v2v dynamic trading system... a Project looking glass
 
   


☛ Heiken Ashi ─ APB 
 
─ updated APB channel
optimized volume-weighted algorithm
 
 
☛ v2v MomenTicks
 
─ finally fixed the button switching behavior
─ optimized volume-weighted algo
 
 
☛TDZ MomenTicks
─ optimized volume-weighted algorithm
 
 
☛Short & Long Deviation Scaled MA
─ optimized volume-weighted algorithm
 

☛ SSA of MomenTicks
─ optimized volume-weighted algorithm
─ a new default parameter value
 

☛ New templates
 
 
re-attached...

The two Singular Spectrum Analysis ( SSA ) of MomenTicks
 
 
...get it here >>> viewtopic.php?p=1295404939#p1295404939

─ Again, just to be clear... SSA is originally designed (based on the exact science of SSA) as a recalculating algorithm. Thus, the slope color change repaints from time-to-time.


─ Since SSA of MomenTicks recalculates, you may view this tool just like an MTF mode of Heiken Ashi bars. Hence, you may adjust the parameters according to your own way of using it. Come to think of it, those time-based charts such as 1-minute, 15-minute or 4-hour also “repaints or recalculates” the same exact way.


─ And of course, this tool cannot simply use as the sole indicator that helps manage your trading positions or position your positions accordingly.


- 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

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



TDZ MomenTicks
​reduced features: The remaining ones...
─ Laguerre TDZ (using RSX)
─ RSI Classic


v2v MomenTicks
​reduced features: The remaining ones...
─ Laguerre MomenTicks
─ Phase Accumulation of MACD (using Rma - a variation of SMA)
─ Blau TVI
─ Synthetic VIX Ratio (using adaptive deviation)


Volume Profile Range
─ ATR or DCP value ​Multiplier is now using the Statistical Z-Scores

​New templates

​ 
​   

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


FIXED slowness...

 
 

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




Made some improvements or adjustments on the code, and then put back the other tools.
Volume Profile Range (VWAP) using z-scores has been updated

nathanvbasko wrote: Sat Mar 07, 2020 3:39 am v2v dynamic trading system: ... a Project Looking Glass




Made some improvements or adjustments on the code, and then put back the other tools.
Volume Profile Range (VWAP) using z-scores has been updated


z-scores_1.png



zscore.png





v2v_dynamic_system.zip

You always in search for the best.... many thanks