Re: v2v dynamic system

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※ Traders Dynamic Zones ( TDZ )

This indicator is a hybrid TDI that uses the same RSI core... BUT with a lot of twists inside. Thus, it became a one-of-a-kind oscillator that is uniquely different from the traditional TDI.

Here are the following TDZ features & functions:

☛ Dynamic Zones by Leo Zamansky Ph.D. and David Stendahl

The Dynamic Zone indicator can elaborately show how it solves common trading complications. 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, cannot 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 complications. 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 complications of fixed buy and sell zones for any indicator driven systems.


☛ Jurik filter ─ phase and smoothing

This TDI version uses JMA's (Jurik Research Moving Average) phase and smoothing calculation. Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your moving average to catch up? Wait no more! JMA eliminates these complications forever and gives you the best of both worlds: low lag and smooth lines.

Ideally, for instance, a filtered signal may both be smooth and lag-free. Lag causes delays in your trades, and increasing lag in your indicators typically results in lower profits. In other words, latecomers get what's left on the table after the feast has already begun. The JMA's improved timing and smoothness will astound you.
JMA is a powerful adaptive tracker that can smooth time series data with a very small lag, no overshoots and no oscillations. The algorithm is stable and avoids the complexities of neural networks. JMA delivers the best all-around performance for smoothness, accuracy, and timeliness.


☛ RSI-Trend Strength Index (RSX) by Mark Jurik

RSI is a very popular technical indicator because it takes into consideration market speed, direction, and trend uniformity. However, its widely criticized drawback is its noisy (jittery) appearance. The RSX retains all the useful features of RSI, but with one important exception: the noise is gone with no added lag.


☛ Best Formula: Using Average Price Bar ( APB ) calculation for calculating Price parameter

Average Price Bars provide a better depiction of the current market by eliminating or reducing fluctuations in nominal price action often referred to as “choppiness” of current High, Low, and Close price action. In other words, APB removes the noise of price distortion.


☛ Uses Hull MA (by Allan Hull) but this one is a variation from Low lag to zero-lag

There are many types of moving averages, the most basic being the Simple Moving Average (SMA). Of all the moving averages the SMA lags price the most. The Exponential and Weighted Moving Averages were developed to address this lag by placing more emphasis on more recent data. The Hull Moving Average (HMA), developed by Allan Hull, is an extremely fast and smooth moving average. The HMA almost eliminates lag and manages to improve smoothing at the same time. With TDZ indicator combined with Hull MA variation with Jurik filters, and phase & smoothing that ultimately eliminates lagging.


☛ Ehler's Deviation-Scaled Moving Average ( DSMA )

The new DSMA made by John Ehlers and featured in the July 2018 issue of TASC magazine. The DSMA is a data smoothing technique that acts as an exponential moving average with a dynamic smoothing coefficient. The smoothing coefficient is automatically updated based on the magnitude of price changes. In the Deviation-Scaled Moving Average, the standard deviation from the mean is chosen to be the measure of this magnitude. The resulting indicator provides substantial smoothing of the data even when price changes are small while quickly adapting to these changes.


☛ RSI & RSX haDelta

haDelta is a simple formula originally developed and published by Mr. Dan Valcu. The idea behind haDelta is to quantify HA candles. By doing this, one can measure momentum and this is very important when you use haDelta for reversals. It measures the difference between HA Close and HA Open. Caution: High sensitivity if used.


☛ Vertical Horizontal Filter ( VHF )

Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX in the Directional Movement System. Trend indicators can then be employed in trending markets and momentum indicators in ranging markets.


☛ T3 (TRIX) by Tim Tillson

The reason for the development of this moving average was to improve the noise filter and decrease a lag, presented in most of the moving averages. The indicator is based on multiple exponential smoothing of price.


☛ Dominant Cycle Period ( DCP )

The DCP generated value is being used as a dynamic Period parameter value (with TDZ, the bands only). Based on Homodyne Discriminator by John F. Ehlers, Rocket Science for Traders >>> here
This type of algorithm exhibits superior performance in a low signal-to-noise environment.

Homodyne means I use the signal multiplied by itself one bar ago to produce a zero-frequency beat note. This beat note carries the phase angle of the one-bar change. Still using the basic definition of a cycle, the one-bar rate of change of phase is exactly the cycle period.
 
   

 
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rudiarius
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─


Re: v2v dynamic system

167
v2v dynamic trading system: ...Updates

Montauk Edition

v2v MomenTicks:

Now with... Tick Volume Indicator ( TVI ) by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction, and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum.

TVI is calculated according to this formula:

TVI = 100 x (DEMA(UpTicks) - DEMA(DownTicks))/(DEMA(UpTicks) + DEMA(DownTicks))

Typical Usage:

The TVI helps identify whether buyers or sellers are in control. If the TVI is trending up, it indicates that buyers are in control. If the TVI is trending down, it indicates that sellers are in control. If the TVI is above zero, it indicates that net buying has taken place over the time period displayed. If the TVI is below zero, it indicates that net selling has taken place over the time period displayed.
If a large number of trades are taking place at a specific price level (i.e., a flat spot forms on the tick chart) and the TVI is rising (falling), look for the price to break out on the upside (downside).

 
   
  
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

168
nathanvbasko wrote: Sun Feb 16, 2020 2:59 pm v2v dynamic trading system: ...Updates

Montauk Edition

v2v MomenTicks:

Now with... Tick Volume Indicator ( TVI ) by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction, and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum.

TVI is calculated according to this formula:

TVI = 100 x (DEMA(UpTicks) - DEMA(DownTicks))/(DEMA(UpTicks) + DEMA(DownTicks))

Typical Usage:

The TVI helps identify whether buyers or sellers are in control. If the TVI is trending up, it indicates that buyers are in control. If the TVI is trending down, it indicates that sellers are in control. If the TVI is above zero, it indicates that net buying has taken place over the time period displayed. If the TVI is below zero, it indicates that net selling has taken place over the time period displayed.
If a large number of trades are taking place at a specific price level (i.e., a flat spot forms on the tick chart) and the TVI is rising (falling), look for the price to break out on the upside (downside).

 
 
the_new_v2v.png

 
  
v2v_dynamic_system.zip
Your system is so scientifically sound... what is your recommendation for template to use and its trading rules for but and sell please?.... thanks

Re: v2v dynamic system

169
Daim2574 wrote: Sun Feb 16, 2020 5:33 pm

Your system is so scientifically sound... what is your recommendation for template to use and its trading rules for but and sell please?.... thanks
Sorry... no recommendations. It is for you to discover yourself as this system requires your own due diligence and the utmost experience (with both FA & TA) to be able to grasp or understand how this system can be used. Meaning, this system is not noobs. This is just a tool to position your trading positions and not entirely a tool for trading decisions to buy or to sell. Hence, this is not a typical trading system out there for FREE.

Anyway, you may find another trading system posted here that has rules and steps to generate a buy or sell signal for you.
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

170
nathanvbasko wrote: Sun Feb 16, 2020 5:58 pm

Sorry... no recommendations. It is for you to discover yourself as this system requires your own due diligence and the utmost experience (with both FA & TA) to be able to grasp or understand how this system can be used. Meaning, this system is not noobs. This is just a tool to position your trading positions and not entirely a tool for trading decisions to buy or to sell. Hence, this is not a typical trading system out there for FREE.

Anyway, you may find another trading system posted here that has rules and steps to generate a buy or sell signal for you.
Thanks for the clarification.... great one though


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