Re: v2v dynamic system

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nathanvbasko wrote: Fri Feb 28, 2020 6:40 am v2v dynamic trading system: ... a Project Looking Glass
 
 
─ Fixed minor issues between DCP vs Laguerre button behavior under v2v MomenTicks.
 
 
 
ropeAdope_laguerre.png
 
 
 re-attached:
v2v_dynamic_system.zip
Hi...I am pretty sure you might have tried that already....but how does those indicators look with Renkos ?....I tried to apply the v2v momenticks indicator to a renko chart but it wouldn't show so I thought it is better to ask ...thanks :)

Re: v2v dynamic system

235
Daim2574 wrote: Fri Feb 28, 2020 9:34 pm

Hi...I am pretty sure you might have tried that already....but how does those indicators look with Renkos ?....I tried to apply the v2v momenticks indicator to a renko chart but it wouldn't show so I thought it is better to ask ...thanks :)
not keen on using or putting on Renko charts... sorry.
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─


Re: v2v dynamic system

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v2v dynamic trading system: ... a Project Looking Glass
 
 
This system welcomes... The Singular Spectral Analysis ( SSA ) of MomenTicks
 
 
Brief Wikipedia definition:
 
"In time series analysis, singular spectrum analysis (SSA) is a nonparametric spectral estimation method. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems, and signal processing" 
 
 
  
 
Basically this tool is an idea of how we can use this scientific tool as a technical analysis instrument. You do not need to understand in-depth what SSA is, you need to understand what it does. It decomposes the time series and then reconstructs them.

Singular Spectrum Analysis (SSA) is a method that takes all the variability in a series and breaks it into a few oscillation patterns that we refer to as eigenvectors. It also gives a measure of the significance of these patterns or eigenvalues.

“Eigen” is a German word, which roughly translates to “characteristic”. Eigenvectors are structure functions that best represent the modes of behavior in price. The eigenvalues are a measure of the variance that these modes account for. The eigenvectors can be ordered by eigenvalue, highest to lowest, so that the first few patterns retain most of the variance in the data. The ordered eigenvalues are referred to collectively as the Singular Spectrum.
 
    
─ 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
 
 As a guest tool for v2v dynamic trading system, you need to attach this tool manually (not included on v2v dynamic template) on your chart. 
 
 Based on the original SSA of Price (advanced) by mladen with the required library file ( libSSA.dll ).
 
 Note: This is just the beginning of its integration to v2v dynamic trading system
 
 
re-attached:  libSSA.dll
These users thanked the author nathanvbasko for the post (total 2):
Daim2574, Antonio
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

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v2v dynamic trading system: ... a Project Looking Glass 
 
 
─ Updated all AutoNumBars feature with default value 900 bars minimum ( if the feature is OFF )
 
─ Updated templates (now with SSA of MomenTicks )
 
  

re-attached: reset VPR vertical line positioning when switching from M1 to M15  
These users thanked the author nathanvbasko for the post:
neufert
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

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Tip of the day
 
─ Using Dominant Cycle Period ( DCP ) as Lag length for Singular Spectral Analysis tool 
─ This may get automated soon as the process of improvements or enhancement continues for this system
 
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

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nathanvbasko wrote: Sat Feb 29, 2020 4:54 am Tip of the day
 
─ Using Dominant Cycle Period ( DCP ) as Lag length for Singular Spectral Analysis tool 
─ This may get automated soon as the process of improvements or enhancement continues for this system
 

Tip_ssa.png
Thanks man....How due rate its price forecasting potential ?


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