Re: v2v dynamic system

241
Daim2574 wrote: Sat Feb 29, 2020 5:13 am

Thanks man....How due rate its price forecasting potential ?
In terms of forecasting... my answer is neither potential or not potential. Hence, I cannot answer how... As each of us in trading has a unique way of processing information in order to come up with an informed decision. IMHO, due diligence, passion, and calculated keen observations may produce an answer to your own question.
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Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─


Re: v2v dynamic system

245
nathanvbasko wrote: Fri Feb 28, 2020 10:52 pm 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" 
 
 
 SSA_v2v_Momentum.png 
 
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.
 
 SSA_v2v.png
  
─ 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
v2v_dynamic_system.zip
Now is the weekend. I tried to test your indicator SSA_of_MomenTicks, but the terminal "froze". But this is not the point. You can reduce the number of bars. I already have experience with SSA.
Tell me, is the indicator repainted?


Re: v2v dynamic system

246
Garrintcha wrote: Sun Mar 01, 2020 6:30 am

Now is the weekend. I tried to test your indicator SSA_of_MomenTicks, but the terminal "froze". But this is not the point. You can reduce the number of bars. I already have experience with SSA.
Tell me, is the indicator repainted?
 
 
 
  
It doesn't happen to me here.

Try to download the updated ones. This is not the usual SSA tool you were using. This is using a volume-weighted type algo before passing it through the external function (inside libSSA.dll).
 
It executes the update process as scheduled (parameter option - shown on the picture above). You may put it to zero so it updates every tick. The tool also executes when the Tick volume spike up based on a minute average by default ( works with FXV_Volume on Main Chart tool (part of v2v dynamic system architecture using volatility trigger dynamically). And lastly, the update runs when a new bar appears. The idea is to have an execution type of control to prevent the kind of false signals that appear most of the time to almost all of the indicators that read (tick/volume data or price movement) due to whipsaw action or a mini flash price up & down movement.
 
Anyway, if it looks like it repaints to you or not suited to your strategy, feel free to use the previous ones you were using with SSA before. Also, I don't think this will run properly on Strategy tester as this is using an external library (libSSA.dll) and by virtue of its coding structure within the v2v dynamic trading system
Note: Inside, this tool is using Heiken Aashi price close... (PRICE_CLOSE).
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Re: v2v dynamic system

247
nathanvbasko wrote: Sun Mar 01, 2020 7:56 am
 
 

repaint_question.png
 
  
It doesn't happen to me here.

Try to download the updated ones. This is not the usual SSA tool you were using. This is using a volume-weighted type algo before passing it through the external function (inside libSSA.dll).
 
It executes the update process as scheduled (parameter option - shown on the picture above). You may put it to zero so it updates every tick. The tool also executes when the Tick volume spike up based on a minute average by default ( works with FXV_Volume on Main Chart tool (part of v2v dynamic system architecture using volatility trigger dynamically). And lastly, the update runs when a new bar appears. The idea is to have an execution type of control to prevent the kind of false signals that appear most of the time to almost all of the indicators that read (tick/volume data or price movement) due to whipsaw action or a mini flash price up & down movement.
 
Anyway, if it looks like it repaints to you or not suited to your strategy, feel free to use the previous ones you were using with SSA before. Also, I don't think this will run properly on Strategy tester as this is using an external library (libSSA.dll) and by virtue of its coding structure within the v2v dynamic trading system
Note: Inside, this tool is using Heiken Aashi price close... (PRICE_CLOSE).
Thanks you. I will definitely try it.


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