Updates: 
 
v2v MomenTicks: The return of Synthetic VIX Ratio
─ improved calculation
 
The Synthetic VIX indicator is based on Larry Williams' TASC article "Fix the VIX":

When it comes to describing what markets do, Bernard Baruch said it best: "Markets fluctuate."

That idea is embodied in the Chicago Board Options Exchange (CBOE) Volatility Index (VIX), which has become a very popular measure of market risk since it was introduced in 1993. The VIX, which is derived from the implied volatility of stock index options, is intended to represent traders' expectations of volatility over the next 30 days.

Essentially, the VIX reflects investor fear — high readings are associated with high-volatility conditions (and market bottoms) while low readings are associated with low-volatility conditions (and market tops).

Unfortunately, the VIX is calculated only for the S&P 500 Index, NASDAQ Composite Index, and the Dow Jones Industrial Average. What about other markets?

Luckily, it is easy to duplicate the VIX for any market — Treasury bonds, gold, silver, soybeans, even individual stocks — with a simple formula. Updates:
 
 
Note:  TrendFlex and Synthetic VIX Ratio is not using DCP value (if DCP is ON)
 
 
 

Well done sir. You have done more than enough with the little info you have provided. Have have been tradung forex more since 2012 thanks i just love to learn new things anytime they apear. Pls what is ur youtube channel i wanted to be ur follower. Thanks.

I have another question

Is the v2v VWAP more sensitive to volatility than the standard VWAP? I've noticed significant deviation occurs between the two when there's large movement of prices.

ETFOptionsTrader wrote: Tue Jun 09, 2020 5:30 am I have another question

Is the v2v VWAP more sensitive to volatility than the standard VWAP? I've noticed significant deviation occurs between the two when there's large movement of prices.

Yes, it does... I fused it with a new adaptive moving average (Deviation Scaled Moving Average - DSMA by John Ehlers - July 2018) on a T3 (by Tim Tillson) - Hull MA that has an ability to rapidly adapt to volatility in price movement with an added Jurik filter/smoothing.

nathanvbasko wrote: Tue Jun 09, 2020 6:32 am

Yes, it does... I fused it with a new adaptive moving average (Deviation Scaled Moving Average - DSMA by John Ehlers - July 2018) on a T3 (by Tim Tillson) - Hull MA that has an ability to rapidly adapt to volatility in price movement with an added Jurik filter/smoothing.

Got it thank you

I always like to make sure when I'm experimenting with new systems just so I know I'm not misinterpreting things.

Updates: 
 
VP-R tools:
─ vertical line relocation from higher time direct switch to lower time frame: (previousTF >= W1 and currentTF <= H1)
─ and delete global variables (reset value)

v2v MomenTicks:
─ TrendFlex & Synthetic VIX period value to 4
 
   
 
 

Updates: 
 

VP-R tools: updated default parameter value, and added a dependency from the following...
─ regression analysis' statistical z-score value
─ due to the previous update... Fixed: the vertical-horizontal carrier line reset to bar 0 on parameter change.

 
v2v MomenTicks: new/updated default parameter value & optional if using DCP value for period calculation following...
─ using the statistical z-score static value of 1.28 (for added variance)
─ dependency from VP-R tool's work data source time frame (Laguerre & TVI Stochastic)

 
TDZ: new/updated parameter value, and added a dependency from the following...
─ regression analysis' statistical z-score value,
─ and VP-R tool's work data source time frame

 
v2v RA: new/updated parameter value

 
Neural Network: new/updated parameter value
─ using the statistical z-score static value of 1.28
─ work data source time frame: static value M5

 
...updated templates
 

   

re-attached.... Neural Network updates & v2v MomenTicks

Updates: 
 
v2v MomenTicks: Synthetic VIX (inverted)
an updated calculation for inverted setup
 
v2v RA:
an option to show only the mid-channel line (gold color)
 
Neural Network:
new/updated parameters
 
   
 
 
 

Actually used the system for the first time and got a great trade setup yesterday (Second green vertical line)
It had the whole package. Negative skew, prior addressal of VWAP, hidden divergences, touched a dots line (still need to study this to be honest)
The skew changed to positive on that dip and I should have gone in with a call the moment it bounced off that band. I don't know why I didn't. But still, I'm happy!

Also, would it be possible to add standard VWAP as a source for the anchored VPR momenticks indicator? I'm curious to see the results, especially since I mostly trade SPY and institutions (seem to) respect the VWAP alot. I tried to find other shifted VWAP indicators but searching "Shifted VWAP" this thread is the only one that comes up with both the words together.

Thanks for your work and hope you're having a great day!

ETFOptionsTrader wrote: Fri Jun 12, 2020 1:35 pm Also, would it be possible to add standard VWAP as a source for the anchored VPR momenticks indicator? I'm curious to see the results, especially since I mostly trade SPY and institutions (seem to) respect the VWAP a lot...

.. was thinking of doing this but forgot to do so. Thanks for the feedback and suggestions.
 
 
 
Updates:
 
VP-R-tools:
─ Added Standard VWAP (as default)
─ Now, the optional VWAP type is T3 MA-based VWAP
─ fixed work data source set time frame after a parameter change
 
 
v2v RA:
─ code optimization
 
 
Pivot FIBS plus:
─ adjusted accordingly with VP-R tools update
─ fixed Pivot or midpoint getting cleared (on parameter change)
 
   
 
   
 
 
re-attached (again): Updated shifted VWAP calculation (both Standard VWAP and T3 VWAP)
...code optimization with TDZ & v2v MomenTicks