Re: v2v dynamic system

333
Quantiles...

[ Med ] ☛ Median : Median (Q2)
[ Qua ] ☛ Quartiles : Quartiles (Q1, Q2, Q3)
[ Dec ] ☛ Deciles : Deciles
[ Q70 ] ☛ 70%: 15% - 50% (Median) - 85% : 70% range between extreme quantiles
[ Q95 ] ☛ 95%: 2.5% - 50% (Median) - 97.5% : 95% range between extreme quantiles
[ Q99 ] ☛ 99%: 0.5% - 50% (Median) - 99.5% : 99% range between extreme quantiles
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

335
v2v dynamic trading Systemfor MT4 platform 
 
The Montauk Edition:
 
The v2v dynamic trading system is not the usual thing out there. It doesn't have any arrows or trigger alerts for a Buy or Sell signal. For such, it needs the one who's in between the keyboard and a chair. Yes, the one... armed with a brain that can process and come up with an informed decision.
 
─ The indicators/tools on this system are just another visual representation of time and historical price.
─ This system is a tool that may help you manage your trades or position your positions.
─ And keep this in mind... There's always room for improvement in this system. Thus, expect constant updates from time-to-time.
─ Ideas/suggestions are welcome but don't expect to be added or considered, and even reply to your post.
 
 
PIVOT FIB plus: A new pivot was born... And this is aside from the previously v2v created PVP & VWAP based pivot.
─ 50th Percentile or Median midpoint for ADR
─ Statistical: Mean, Deciles and Quantiles-Quartiles have been added (session-based).
─ Now, welcomes the 50th percentile or Quantile Median Pivot Fibs
Note: When switching from one pivot to another, the calculated dots method for high & low-level lines moves accordingly. If you are not familiar with the D.O.T.S. method, try to research about it using Google or YouTube.
─ Restored previous default period parameter to 9 (minimum of 6)
─ Improved execution process for faster quantile switches
 
 
Volume on Main Chart: Volume/Volatility dashboard
─ Added a corner location hidden switch
 
   
 
   
   
 
 
These users thanked the author nathanvbasko for the post:
Daim2574
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─


Re: v2v dynamic system

336
Start observing the Quntile levels once it gained respect from price or after giving it some room to breathe in a VWAP-like type of observation. And then, in combination with a perceived exhaustion level(s) wherein price respecting the ADR or ATR range (...looking at lower or upper range values) inside VWAP channels (with inside shifted VWAP z-score levels). Then, come up with an estimation of price boundaries.

In Quartiles:
Given that Q2 is the Median (50th percentile)
Q1 (25% of the data is below) is the median of the lower half of Q2
And Q3 (75% of the data lies below this point) is the median of the upper half of Q2
With that... Now, start looking for inefficiency or inequality to come to the perceived price boundaries.

On the lower half:
If the Price is deviating down and away from the Q2 median (50th percentile) and lower than Q1, then look for possible inflection points, such as tick-volume clusters build-up at the previous or current session range and/or from the set range. Observe the price movement/behavior in touching the said levels as it moves with the current data.

On the upper half:
If the Price is deviating higher and away from the Q2 median (50th percentile) and higher than Q3, then look for possible inflection points, such as tick-volume clusters build-up at the previous or current session range and/or from the set range. Observe the price movement/behavior in touching the said levels as it moves with the current data.

Then... add an effective decision-making process such as a tried & tested technical analysis (e.g. price auction, accumulation/distribution, swing trading) and/or in a combination of fundamental/sentimental bias or whichever comes first.

I can't simply provide a viable trigger with this system which is designed towards more to the discretionary type of a trader.
These users thanked the author nathanvbasko for the post:
Ayrton
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

337
v2v dynamic trading system: ... a Project Looking Glass
 
 
 PIVOT FIB plus:
─ Added the 75th & 25th percentile Pivot Fibs for Quartiles
... and using it for ADR midpoint 
 
 
Volume Profile: data source (tick-data history):
─ Using M5 data as default for M15, M30, H1, and H4 TF
─ M30 data for D1, W1, MN1
─ and M1 data for M1 TF
 
   
 

re-attached...  
These users thanked the author nathanvbasko for the post:
Ayrton
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

338
v2v dynamic trading system: ... a Project Looking Glass
 
 
PIVOT FIB plus
 
─ Since the statistical Quantile integration, it affected the button's logical switches or behaviors. Now, this has been rectified.
 
 
Volume Profile ─ Range
 
─ Removed the integration of the 3rd VP-R tool
─ The button reset range: The action will now move the vertical line from & to (vpr & v2v) on a separate bar.
─ Added volume bar directional position: Left Outside [ <| ] <<< ...This directional configuration is now getting saved.
 
   
 
re-attached...
These users thanked the author nathanvbasko for the post:
Ayrton
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

339
v2v dynamic trading system: ... a Project Looking Glass
 
 
Volume Profile ─ Range
 
 ─ Added extra tick/data horizon breach handling: A pop-up alert or terminal window message (a parameter on each VP-R )
 
   
 
 re-attached,,,
These users thanked the author nathanvbasko for the post (total 2):
Daim2574, Ayrton
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

340
v2v dynamic trading system: ... a Project Looking Glass 
 
 
Volume Profile ─ Range
Speed improvement after removing a redundant function call, and then revert back the one-time execution of an inside range 
 
 
Regression Analysis
Swap set range applied >>> from - to OR to - from <<< 
 
 
─ New templates 
 
 re-attached... fixed inside-range
These users thanked the author nathanvbasko for the post:
Ayrton
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─


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