v2v dynamic trading system (v2v dynamic trading system) - MT4/MT5 resources

v2v dynamic trading system
A projectLookin' Glass by v2v

Unleash the full potential of your trading strategies with the v2v dynamic trading system , designed specifically for the MT4 platform. This revolutionary tool is different from typical trigger alerts and directional arrows.

This system is designed to enhance your analytical skills and promote a smart trading approach. By encouraging deeper engagement with market trends and dynamics, the v2v Dynamic Trading System develops critical thinking and helps you avoid impulsive decision-making. Your trading journey will be transformed when you develop a strategic mindset and seize profitable opportunities with confidence.

To download the complete system directly, click ►here , Or continue reading below to learn more.

The v2v Dynamic Trading System offers a unique dynamic learning experience that provides a refreshing change from the traditional "read the manual front to back" approach. Users are encouraged to delve deeper and discover the capabilities of the system, honing their trading skills in a hands-on, self-guided manner rather than simply consuming pre-packaged information. The ultimate goal is to develop an agile, innovative mindset that enables them to thrive in the ever-changing world of modern trading.

And now...

" Take a deep breath, relax, and allow yourself to imagine the market maker as a pure illusion, no more threatening than a virtual attacker in The Matrix. With this in mind, you will embark on a journey of self-discovery, guided by a mysterious Architect who possesses the sacred knowledge of the Akashic Records.

The veil is lifted, revealing the intricate market dynamics and nuances. As you navigate the maze of trading possibilities, you begin to forge personalized neural pathways, tailoring your approach to understanding the hidden complexities of this parallel universe. With the v2v dynamic trading system, you'll discover new insights, leverage powerful tools, and chart your path to financial enlightenment.

It is a pursuit, not just for monetary gain, but for a deep understanding of the art (or perhaps science) of trading that will stay with you beyond the limitations of time and space. ” ─ proxy v2v

In other words, you must...

The v2v dynamic trading system is a powerful tool for discretionary traders looking to balance planned strategies with the flexibility to adjust their methods in real time. The system allows traders to effectively monitor their trades and adapt to changing market conditions. By highlighting potential opportunities, assessing directional probabilities, and assisting traders in responding to changing conditions, the system provides the insights needed to make confident, informed decisions.

Please note that the v2v dynamic trading system is still a work in progress and is being continuously improved and developed. I'm committed to providing a great tool and your feedback is vital to improving it. I encourage you to share your suggestions and ideas. While I may not be able to implement all of these, I will consider them when trying to make the v2v dynamic trading system the best it can be.

Treading the line between reality and fantasy, you may find yourself questioning whether you've truly taken the red pill. A new world seems to open to your eyes, where the edges of the matrix are always changing. When your perception is affected by the v2v dynamic trading system code, you may feel a sense of rebirth and experience the thrill of a new digital reality.

Like Neo, you'll notice quirks and glitches in this virtual world: a familiar black cat crosses your path, brief moments of déjà vu. These are just signs of systems transforming, code being rewritten, and tools of the trade evolving and gaining strength. At this moment, it feels like anything is possible. Just like Neo, you may also discover that you have the potential to break the rules and escape the limitations of traditional trading methods. In this environment, in this v2v matrix, the only limit is your imagination.

Definition of the technology used within the system...

☛VWAP bands on this system

VWAP bands (offsets from the main line) are calculated via statistical z-scores using the average true range/average range or average daily range. The calculations of VWAP are mainly based on lectures by Dr. Paul Levine (RIP) on the MIDAS system.

Statistical z-score values ​​can be injected into algorithms or included in equations used to predict the probability of a trend ending. Vertical line guides on the chart (From and To) are used to plot price inflection points or time period ranges (4 hourly, daily, weekly and monthly or 8 hour or 24 hour market ranges). The setup includes a feature to switch from MVWAP (MA-based VWAP) to classic VWAP. MA (Moving Average) is a non-lag Hull MA calculated using Fulk's Matulich for T3-based MA. Therefore, I call it T3-HMA.

As part of the system, linear, volume-weighted MAs are applied (but only some of them, since the rest use adaptive calculations of prices) before adding the DSMA filter (Deviation Scaling MA by John F. Ehlers). Then, the period calculation of the MA within the system is dynamically calculated/assigned based on the current dominant period period.

☛Dynamic Zones, by Dr. Leo Zamansky and David Stendahl

The Dynamic Area Indicator shows in detail how it solves common trading challenges. Oscillators are a valuable technical analysis tool used in active investing strategies to take advantage of market trends. This investing approach follows a simple, logic-based approach - only enter the market when the oscillator is well above or below traditional trading levels. However, these indicator-driven systems cannot evolve with the market because they use fixed buy and sell areas. Traders typically use one set of buy and sell zones in bull markets and distinct zones in bear markets.

Herein lies the complexity. Once traders begin to introduce their market views into the trading equation, they negate the mechanical nature of the system by changing zones. The goal is to have the system automatically define its buy and sell zones to make profitable trades in any market (bull or bear). Dynamic Zones provide a dynamic solution to the limitations of fixed buy and sell zones in any indicator-driven system.

☛ Jurik Filter─ Phase and Smoothing

JMA (Jurik Research Moving Average) phase and smoothing calculation. Have you noticed how the moving average adds some lag (delay) to your signals, especially when the price gap moves up or down significantly and you are waiting for the moving average to catch up? Don't wait any longer! JMA eliminates these complexities forever and gives you the best of both worlds: low latency and smooth lines.

For example, ideally, the filtered signal should be smooth and lag-free. Lag causes delays in your trades, and increasing indicator lag usually results in lower profits. In other words, latecomers get what's left on the table after the feast begins. JMA's improved timing and smoothness will blow your mind.
JMA is a powerful adaptive tracker that smoothes time series data with minimal lag, no overshoot, and no oscillations. The algorithm is stable and avoids the complexity of neural networks. JMA delivers the most reliable all-round performance in terms of smoothness, accuracy and timeliness.

☛Best formula: Use the average price bar (APB)

The Average Price Bar (APB) more accurately represents the current market by minimizing fluctuations in nominal price action (often referred to as the "volatility" of the current high, low, and closing price action). In other words, APB removes price-distorting noise.

☛ haDelta (Heiken Ashi - Delta)

haDelta is a simple formula originally developed and published by Mr. Dan Valcu. The idea behind haDelta is to quantify HA candles. One can measure momentum, which is very important when you use haDelta for reversals. It measures the difference between haClose and haOpen. NOTE: If using high sensitivity.

☛Uses Hull MA (designed by Allan Hull), but this is a variation from low lag to zero lag.

Various moving averages exist, of which the simple moving average (SMA) is the most basic. However, there is a significant lag in the price action of moving averages. To solve this problem, exponential moving averages and weighted moving averages were introduced, which focus more on recent data for greater accuracy. Allan Hull developed the Hull Moving Average (HMA), a very fast and seamless technique that virtually eliminates latency while also improving smoothness. Dynamic MyRSI with NET is combined with T3 Hull MA variants, Jurik filters, and phase and smoothing to ultimately achieve optimal lag removal for more precise results.

☛Eller Deviation Scaled Moving Average (DSMA)

The Deviation Scaled Moving Average (DSMA) is an innovative data smoothing technique proposed by John Ehlers in the July 2018 issue of TASC Magazine. The DSMA functions as an exponential moving average with a dynamic smoothing coefficient that adjusts based on the magnitude of price changes. By measuring this magnitude using the standard deviation of the mean, DSMA is able to provide a large amount of data smoothing even when prices change by a small amount while quickly adapting to these changes. Therefore, the indicator offers minimal calculation latency and quick adaptation to price changes, making it an effective tool for identifying trends and potential trading opportunities.

☛Vertical horizontal filter (VHF)

The Vertical Horizontal Filter (VHF) developed by Adam White is a valuable tool for identifying trends and range markets. Similar to ADX in a directional movement system, VHF evaluates the level of trend activity, allowing traders to use trend indicators in trending markets and momentum indicators in range-bound markets. By effectively differentiating these market conditions, vertical and horizontal filters help make more accurate and informed decisions when employing various trading strategies.

☛Main Period (DCP)

The value generated by the DCP is used as the dynamic period parameter value (for dynamic MyNET).
Based on the homodifference discriminator from John F. Ehlers' Rocket Science for Traders. Such algorithms show excellent performance in low signal-to-noise ratio environments.

☛Linear Momentum─ aka MomenTicks

Linear momentum is defined as the product of the mass of a system and its velocity. In notation, linear momentum is expressed as p = mv. Momentum is proportional to the mass and speed of an object. Therefore, the greater the mass or velocity of an object, the greater its momentum.

☛ My Network (Noise Cancellation Technology)

As a technical indicator, MyNET uses Kendall correlation to eliminate nonlinear noise. However, applying additional filters to this system results in plots that are significantly noisier than the RSI.

NET is a modified version of the RocketRSI Relative Strength Index. One-bar closing spreads are calculated as the ratio between their absolute values ​​and the sum of the most recent bar's closing spreads.

☛Elegant Oshie

In the unique update of Dynamic MyNET with SmoothStep function "Elegant Oscillator: Inverse Fisher Transform Redux", author John Ehlers (TASC Magazine Article - February 2022) explains how he uses the inverse Fisher Transform to create an indicator he calls the Elegant Oscillator.
First, he describes the Fisher transform before explaining the inverse Fisher transform, which provides normalization by dividing the root mean square (RMS) value by the waveform.

Elegant oscillator can spot reversion to the mean opportunities with improved timing capabilities.

☛Momentum Bias

This is another variant of standard deviation as it embeds dynamic MyNET
- It uses price momentum (rather than price itself) for calculations
- It is calculated in a way that takes the least CPU load
- Numerically, it is similar to standard deviation. It's the same as standard deviation - it calculates the deviation of anything.

☛ADX

ADX is a popular indicator whose detailed form is average directional movement. Traders rely on this indicator to assess the strength of a trend. However, using traditional ADX requires complete knowledge of the market's highs and lows. To make things easier, the developers created the ADXm indicator.

Dynamic MyNET uses the ADXm algorithm.

☛Quantitative and qualitative estimation of linear regression adjustment

The August 2022 issue of TASC Magazine introduces another variation of the moving average called the "Linear Regression Adjusted Exponential Moving Average." Author Vitali Apirine proposed a technique called Linear Regression Adjusted Exponential Moving Average (LRAdj EMA), which combines the linear regression indicator with the EMA. This indicator can be used to help define turning points while filtering price movements. The LRAdj EMA can be applied in conjunction with a traditional exponential moving average of the same length to facilitate trend identification.

☛ Hurst Index vs. NET (Variant) - Dynamic MyNET Inside

In the 1970s, an American engineer named JM Hurst published a theory about why financial markets behave the way they do. The theory is the result of years of research on powerful mainframe computers and is known as the Hurst cycle theory. Hearst claimed a 90% success rate in trading based on his theory, but the theory remains largely undiscovered and often misunderstood.

The Hurst index is used to measure the long-term memory of time series. It is related to the autocorrelation of the time series and the rate at which it decreases as the lag between pairs of values ​​increases. Studies involving the Hurst index were originally conducted in the field of hydrology to address the practical problem of determining optimal dam size for the long-term observed erratic rainfall and drought conditions in the Nile River. The name "Hurst index" or "Hurst coefficient" comes from Harold Edwin Hurst (1880 - 1978), the principal investigator of these studies; the use of the standard symbol H for the coefficient is also associated with his name.

The Hurst index is called the "dependence index" or the "long-term dependence index." It quantifies the relative tendency of a time series to strongly regress to the mean or cluster in a certain direction.

H values ​​in the range of 0.5 - 1 indicate a time series with long-term positive autocorrelation, meaning that a high value in the series is likely to be followed by another high value, and values ​​long into the future also tend to be high.

H values ​​in the range of 0 to 0.5 indicate that the time series exhibits long-term switching between high and low values ​​in adjacent pairs. This means that high values ​​are likely to be followed by low values, and the values ​​after that are expected to be high, with this pattern of switching between high and low values ​​continuing for a long time.

A value of H = 0.5 can represent a completely uncorrelated series, but this value is suitable for series where the autocorrelation at short lags can be positive or negative, but the absolute value of the autocorrelation decays exponentially to zero very quickly. This contrasts with the typical power law decay for the cases 0.5 < H < 1 and 0 < H < 0.5.

Hurst index estimates are a viable tool for analyzing the past. Looking at the correct estimate of H can answer the following question: Is the market persistent or anti-persistent? This, in turn, will help you analyze the performance of a trading strategy or expert advisor over a specific period.

YouTube video about Hearst Trading Company

Note to self: " While no method or system works in every situation... I've never seen anything so consistent " ─ like this system ;)─

No guarantee is given as to the accuracy, completeness, timeliness, suitability or veracity of any information published or shared here (such as indicators, videos, images and charts). Content I post on ForexFactory (FF) may be modified (subject to the rules and restrictions of FF and the owner of the post) and may become unreliable due to a variety of factors, including changes in market conditions or economic factors.

It is important to realize that trading by its nature involves a degree of risk and individual results may vary. Past performance and personal experience should not be relied upon as indicative of future results. To evaluate the suitability of any investment strategy, product or service discussed herein, it is recommended to consult a qualified investment professional who can evaluate your unique situation. Please note that all investing carries risks, including potential loss of principal.
The primary purpose of sharing this information is not to gain followers or subscribers, but to contribute to the wider trading community and maintain an online record of the development of this system. Also, I want to clarify that I do not have ADHD.

Before using the v2v dynamic trading system (template), please review the following information:

Load historical data (follow new steps)

If you are a new user or have recently opened an account with a trusted broker, please follow the steps below (see screenshot below):

1. Go to History Center: Tools Menu > History Center
2. Attached picture (click to enlarge)

   
   
   Run the script: LoadHistory_M1-data_Only
   Attached picture (click to enlarge)

   
   

Once the process is complete, your MT4 charts will be populated with an additional number of bars, ranging from 2048 to 65536 M1 bars. These bar charts come directly from your broker's servers (not Metaquotes). These imported data typically exceed the amount of normal retrieval, providing the v2v dynamic trading system with a broader set of historical quote data for analysis.

1. Then, all dummy tick data since 1970 is deleted to maintain accuracy. If the maximum historical data has not been obtained after deletion, temporarily re-add 1970 records and repeat the process.
2. This method is effective in obtaining maximum M1 data for your chosen currency pair. Continue downloading data for other time ranges as needed.

IMPORTANT NOTE:

1. The v2v dynamic trading system uses M1 historical tick data by default. Use the same steps to load other TF data.
2. The system requires comprehensive quote data history, so it should be expanded with the MT4 platform.
3. Error messages ("Not enough tick data to calculate", "Data range breached" and "Array out of range") should no longer appear in the Expert log when the platform collects data.

The v2v dynamic trading system is a powerful tool, but its effectiveness depends on the skill of the user. In order to get the most out of this system, you must educate yourself about the system and the market. This process requires dedication, research, and a willingness to deepen your understanding. If you encounter obstacles or challenges while using this system, remember that its creators have put a lot of effort into its development. Negative criticism, while it may be tempting, often fails to provide constructive feedback and can hinder progress. Instead, it's important to approach the system with an open mind, recognizing the potential for improvement, while also appreciating the efforts of the developers.

In a world where knowledge is power, the v2v dynamic trading system serves as a beacon of opportunity for those willing to embrace its possibilities. As a community of traders, we must foster an environment of learning and improvement, supporting each other and system builders in our collective journey to understand the complex dynamics of the market.

The v2v dynamic trading system is a valuable tool to enhance your trading strategy and I am excited to share this knowledge with you. Remember to trade wisely, patiently and most importantly, never stop learning. The benefits of successful trading extend far beyond financial gains; they also promote a deeper understanding of the market and ourselves.

✜ v2v dynamic trading system ✜

You should consider trying this v2v dynamic trading system only if your current setup is not producing profitable results. Otherwise, it's best to move on.

The current version of the v2v dynamic trading system (Winter Time - DST adjusted) :

Chart template:
• After loading, verify indicator parameters to check whether recursive calculation is on or off.
• To track market hours, check out market24hclock.com, worldtimebuddy.com or here at ForexFactory.

Operation settings:
For smoother navigation when adjusting chart screens and settings, consider temporarily disabling certain features such as Dynamic MyNET or Hidden Gap Finder () and v2v Maximum Correlation . Reducing the start bar parameter value also helps. This will provide a more seamless experience when setting stop loss and take profit levels, closing positions, or making other adjustments. Remember, you can reactivate these features ( turn back ON ) at any time once you're done.

The screenshots below are of the updated look and feel.



Expert comments...

❝His chart...you can tell it's real because it looks fake, honestly❞ ; ) ─Elon Musk.

❝ The Swiss Army Knife of MT4 trading platforms ❞ ; ) ─Chat GPT

"The v2v dynamic trading system consists of a series of tools and indicators that work together. It is important not to use them in isolation, as relying on just one or two tools can lead to inaccurate results and sub-par trading results."

“The v2v dynamic trading system is designed to promote a more thoughtful and rational approach to trading. It encourages users to enhance their analytical skills and make smart, well-thought-out decisions. Utilizing the system’s tools and indicators, users can establish technical biases based on confluences and setups before the market opens, laying a solid foundation for developing trading strategies. By tailoring the system to their unique preferences, users can realize its full potential, making it an extension of their analytical abilities.

Personalizing the v2v dynamic trading system enhances its effectiveness and fosters greater ownership and responsibility among users. By integrating their analysis and insights into the system framework, users can better understand their strengths and weaknesses as traders. This process encourages people to enter the market with more confidence and caution, allowing users to anticipate and adapt to the changing dynamics of the financial landscape. "

Members who can post in this system development thread: