Re: v2v dynamic system

1012
v2v dynamic trading system


Got updated... dynamic MyNET:
- order of Price selection
- default parameter
- removed ADXm Type but the algo remains
- optimized haDelta and Trend-Biased Price calculation



To download the current release... Click this >>> download/file.php?id=3455211


For more info about this system... Click this >>> viewtopic.php?f=578267&t=8473253
These users thanked the author nathanvbasko for the post (total 5):
josi, Krunal Gajjar, yoki, Chickenspicy, RodrigoRT7
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

1014
Hurst Exponent with NET (a variation)
...inside
dynamic MyNET for the v2v dynamic trading system

- Added Hurst Exponent
- order of Price selection,
- default parameter and
- new templates




The Hurst Exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series, and the rate at which these decrease as the lag between pairs of values increases. Studies involving the Hurst exponent were originally developed in hydrology for the practical matter of determining optimum dam sizing for the Nile river's volatile rain and drought conditions that had been observed over a long period of time. The name "Hurst exponent", or "Hurst coefficient", derives from Harold Edwin Hurst (1880 - 1978), who was the lead researcher in these studies; the use of the standard notation H for the coefficient relates to his name also.

The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It quantifies the relative tendency of a time series either to regress strongly to the mean or to cluster in a direction.

A value of H in the range 0.5 - 1 indicates a time series with long-term positive autocorrelation, meaning both that a high value in the series will probably be followed by another high value and that the values a long time into the future will also tend to be high.
A value of H in the range 0 - 0.5 indicates a time series with long-term switching between high and low values in adjacent pairs, meaning that a single high value will probably be followed by a low value and that the value after that will tend to be high, with this tendency to switch between high and low values lasting a long time into the future.

A value of H = 0.5 can indicate a completely uncorrelated series, but in fact it is the value applicable to series for which the autocorrelations at small time lags can be positive or negative but where the absolute values of the autocorrelations decay exponentially quickly to zero. This in contrast to the typically power law decay for the 0.5 < H < 1 and 0 < H < 0.5 cases.

You may find the original made by mladen here >>> viewtopic.php?p=1295503880#p1295503880







To download the current release... Click this >>> download/file.php?id=3455211

For more info about this system... Click this >>> viewtopic.php?f=578267&t=8473253
These users thanked the author nathanvbasko for the post (total 2):
Skyold, Krunal Gajjar
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

1015
dynamic Hurst Exponent with NET

In general, the Hurst exponent (usually denoted as H) describes the persistence or its lack in the timeseries (e.g., price) behavior. The value of this exponent can be between 0 and 1. If 0 < H < 0.5 for some timeseries, it means that these timeseries are anti-persistent — i.e., a movement in one direction is likely to be followed by a movement in the opposite direction. If 0.5 < H < 1, the timeseries are persistent and the next movement's direction is likely to repeat the previous movement's direction. If H = 0.5 or is very close to it, the timeseries will demonstrate a purely random (Brownian) motion. That is in the ideal world, of course.

Originally, the Hurst exponent was used by Harold Edwin Hurst to predict the Nile floods' levels (you can read more about it in a Wikipedia article.) For traders, the main interest of H is in its alleged ability to show persistence of trends.

Hurst exponent estimation is a viable tool for analyzing the past. Looking at a correctly estimated H value can answer the following question: was the market persistent or was it anti-persistent? In its turn, that would help you analyze performance of your trading strategy or expert advisor during that particular period.


This variation uses the featured technology below for the v2v dynamic trading system...

☛ 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 tradeable 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 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 lie the complications. Once traders begin introducing their market opinions into trading equations, they negate the system's mechanical nature by changing the zones. 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 system.


☛ My NET ( Noise Elimination Technology )

The My Net is a technical indicator that employs Kendall correlation to remove nonlinear noise. Two main plots are calculated: My(Base) and NET wherein the bases are the following: RSI/RSX, T3-based RSI/RSX, and Elegant Oscillator. Each plot can be used as a confirmation of the other.

My NET is a modified Relative Strength Index, similar to what is used in RocketRSI. It is calculated as the ratio of the sum of recent one-bar close price differences to the sum of absolute values of these differences.

NET is calculated as Kendall correlation of My NET. The NET plot is less noisy than RSI, however, the usage of additional filters may be beneficial.


☛ SmoothStep function... (S0 & S1) fused with dynamic My NET

Returns a value from 0 to 1 that represents a parameter's proportional distance between a minimum and maximum value. The SmoothStep function lets you gradually increase an attribute such as Opacity from 0 to 1, but nonlinearly, over a time range.
These users thanked the author nathanvbasko for the post:
Krunal Gajjar
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─


Re: v2v dynamic system

1016
Trend Quality --- Trend-noise Balance Indicator

Another variation within the dynamic MyNET which falls under the umbrella of v2v dynamic trading

The Trend-Quality indicator is a trend detection and estimation tool that is based on a two-step filtering technique. It measures cumulative price changes over term-oriented semicycles and relates them to “noise”. The approach reveals congestion and trending periods of the price movement and focuses on the most important trends, evaluating their strength in the process. The indicator is presented in a centered oscillator (Q-Indicator) and banded oscillator format (B-Indicator) ---this variation uses dynamic bands.

B-Indicator is a banded oscillator that fluctuates originally between 0 and 100 (again, this variation uses dynamic bands or zones). It is calculated by dividing absolute trend by noise added to absolute trend, and scaling the result as necessary.

The B-indicator doesn’t show the direction of price movement, but only the existence of the trend and its strength. It requires additional tools for reversal manifestations.

The indicator’s interpretation is simple. The central line suggests that the trend and noise are in equilibrium (trend is equal to noise).

Values:
---below mid or 50 = Gold line color indicate ranging market
---in the mid to 65 range (or +15 from mid)indicate weak trending
---in the 65 to 80 range (or +30 from mid) indicate moderate trending
---above 80 range (or 30+ from mid) indicate strong trending

The 65 level (or +15 from mid)can be thought of as the demarcation line of trending and ranging markets and can help determine which type of technical analysis indicator (lagging or leading) is better suited to current market conditions. Readings exceeding strong trending levels can indicate overbought or oversold conditions.



The Trend-Quality Indicator as described by David Sepiashvili in [Stocks & Commodities V. 22:4 (14-20)]
https://traders.com/documentation/feedb ... sTips.html

To download the current release... Click this >>> download/file.php?id=3455211

For more info about this system... Click this >>> viewtopic.php?f=578267&t=8473253
These users thanked the author nathanvbasko for the post (total 4):
Krunal Gajjar, Skyold, Chickenspicy, ParallelNative
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

1019
dynamic MyNET ...updates:
---new templates
--- default parameter values
---optimized TBI and VHF handling





To download the current release... Click this >>> download/file.php?id=3455211

For more info about this system... Click this >>> viewtopic.php?f=578267&t=8473253
These users thanked the author nathanvbasko for the post (total 2):
ParallelNative, Krunal Gajjar
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─

Re: v2v dynamic system

1020
dynamic MyNET...updates:
---new templates
--- default parameter values
--- optimized TBI (slight improvement)






To download the current release... Click this >>> download/file.php?id=3455211

For more info about this system... Click this >>> viewtopic.php?f=578267&t=8473253
These users thanked the author nathanvbasko for the post:
josi
Since Frank Sinatra sings in his own way, my charts sing... ♪  I did it, My... Way...  ♬ ; )─


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