nathanvbasko wrote: Sun Mar 15, 2020 9:13 pm

No

How about Momenticks weighted on a logarithmic scale. Like logarithmic weighted linear momentum

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

 
System updates:
 
─ Temporarily removed Laguerre under TDZ MomenTicks and revert back the following TDZs:
 
1) RSI-RSX
2) RSX-haDelta
3) RSI-haDelta
 
─ v2v MomenTicks: Removed the following features:
 
1) SSRC
2) Synthetic VIX Ratio
 
─ VP-R tools: Optimized
 
─ New Templates 
 
   
  
  

  

Darks wrote: Mon Mar 23, 2020 3:37 am

How about Momenticks weighted on a logarithmic scale. Like logarithmic weighted linear momentum

It could be good... However, I am not that kind of a coder who could make such. I am pretty basic. You may need to ask the masters like mladen and the likes.

Anyway, that was a very nice suggestion.

v2v dynamic trading system: ... a Project Looking Glass
 
 
TDZ MomenTicks:
─ put back Laguerre MomenTicks
─ a minuscule improvement on its calculation
 
   
   
 

Optimized once again ; )─ The never-ending story of issues, updates, fixes, additions... etc.
 
    
  
Hayzzzz... just get it anyway ; )─
  
re-attached...

Darks wrote: Mon Mar 23, 2020 3:37 am

How about Momenticks weighted on a logarithmic scale. Like logarithmic weighted linear momentum

I checked some of the existing sources about the logarithmic or regression. It seems this one that I have with VWAP plus statistical z-scores with ATR values is enough IMHO. However, in addition to what I said earlier... I think the master coder out there may disagree and create a better one using that logarithmic weighted linear momentum.
 

nathanvbasko wrote: Tue Mar 24, 2020 12:27 am

It could be good... However, I am not that kind of a coder who could make such. I am pretty basic. You may need to ask the masters like mladen and the likes.

Anyway, that was a very nice suggestion.

Thanks for you kind words. I have posted a request in "MT5 requests and idea's" section.

nathanvbasko wrote: Tue Mar 24, 2020 11:56 pm

I checked some of the existing sources about the logarithmic or regression. It seems this one that I have with VWAP plus statistical z-scores with ATR values is enough IMHO. However, in addition to what I said earlier... I think the master coder out there may disagree and create a better one using that logarithmic weighted linear momentum.
 
v2v_reg.png

Actually I have an indicator. If you type "logarithmic weighted oscillator" in google you will find it. As you are coding different variations of linear momentum I was curious to see logarithmic variation as used in the above mentioned indicator.

Regards

Darks wrote: Wed Mar 25, 2020 12:33 am

Actually I have an indicator. If you type "logarithmic weighted oscillator" in google you will find it. As you are coding different variations of linear momentum I was curious to see logarithmic variation as used in the above mentioned indicator.

Regards

 

...somewhat similar to haDelta (by Dan Valcu) with TDZ RSI MomenTicks (velocity-linear weighted momentum). However, IMHO... the overbought/oversold not a good thing. I firmly believed what these guys (Leo Zamansky Phd. and David Stendahl) said about such levels.
 

"The Dynamic Zone indicator is best explained by describing how it solves a common trading problem.
Extreme investing employs the use of oscillators to exploit tradable trends in the market. This style of investing follows a very simple form of logic: only enter the market when an oscillator has moved far above or below traditional trading levels. However, these indicator driven systems, lack the ability to evolve with the market because they use the fixed buy and sell zones. Traders typically use one set of buy and sell zones for a bull market and substantially different zones for a bear market.

Herein lies the problem. Once traders begin introducing their market opinions into trading equations, by changing the zones, they negate the system's mechanical nature. The objective is to have a system automatically define its own buy and sell zones and thereby profitably trade in any market -- bull or bear. Dynamic Zones offer a solution to the problem of fixed buy and sell zones for any indicator driven systems."

 
 

v2v dynamic trading system... a Project Looking Glass 
 
 

TDZ MomenTicks:
─ Dynamic Zone ( DZ ) Levels are now using Z-Score calculation with ATR value or Dominant Cycle Period ( DCP )