Playing with the VMAR`s open research

[PYenner 10]

Heat = pullback in price pips

ADX works in momentum, not price.

CCI works in a mix of price and momentum.

Neither gives a good measure of price heat or % pullback.

Draw me a picture of what you want to see in the heat tolerance indicator.

[PYenner 10]

That 25 pip pullback is what I mean about a confidence test that you get in forex. AudUsd is friendlier than some major pairs yet I was surprised to see a 25 pip test in AudUsd. GbpJpy can do 100, 200, 300 pip burns on smart entries, its a serious test of confidence or sl rule when chasing big entries. The smart money doesn't like you getting in on the big move entries and does try to burn you off.

I think you have had a major success with the 5min magenta entry thing.

That close to 5min magenta or past magenta thing is my "heat" measure.

[PYenner 10]

On good long trends the fantail gets too stretched out and it no longer gives a good pullback rule. I have not thought about ways of speeding up the fantail ema's to match the speed of the trend. Maybe something like that is needed, some auto adjust that we dont have yet. Auto adjust is part of the adx though... just thinking... no promises.

[walterw 10]

Ok, let me see if I can emulate my "ccivma" idea :

 

It would be some kind of signal line of the cci but with a vma "type" morfology...

 

something like this :

 

 

 

wich I would use for timing purposes on a 1 min chart when this fancy "ccivma" line would cross the 0 line (one first idea)...

 

 

ideas, ideas ideas.... just that... thats what this thread is all about... cheers Walter.

[PYenner 10]

Thanks Walter

If the cci signal can be normalised it might look like that.

This one seems to confuse me, sometimes I can see it and sometimes I see all sorts of other things.

 

Also wondering about pullback and whipsaws, wondering if they get bigger when the trend momentum gets bigger. Its something I haven't given thought to but maybe it should get more thought. It would be nice to have some lines lagging behind the vma base line that work as guides for how much pullback or whipsaw you might expect to get at different stages. That volatility stuff always seemed unpredictable to me, some days it seems normal and other days it seems loco, but maybe past trend strength has something to do with it or maybe its a clue to future trend strength. Audusd is saner than many pairs so it may be easier to find rules for things here.

 

Also the base line for 1min needs to be chosen from a good range of options. That was what I was supposed to be working on this weekend but I goofed off and took a holiday. A few times now I have ended up getting like 2 hours sleep in 48 hrs and my posts and my trading both seem to go loco when that happens. Wish there was more time in the day but looks like cutting sleep isnt the way to go.

 

I'm actually having difficulty adjusting to vma trading, to trusting an indicator, usually I trust indicators even less than I trust the market. Got used to double guessing and doubting everything. I have always followed all 10 major pairs and trying to follow just one pair has me feeling like I'm running around with no clothes on, uncomfortable as hell. Hard to break old habits and I'm bouncing between the old and the new still. Have to follow my own path with these things and trying to change directions seems to overload the brain cells and crazy stuff happens. It will sort itself out in time. Sorry for slowing things down but needed some time out.

[PYenner 10]

Walter

 

ADXVMA_Bemac1.mq4 is for testing on 5min chart not for trading.

It has a built in 100 ema line for trend determination comparison.

 

The user settings have been setup to resemble Bemac on VT but I didn't spend much time on that.

 

This has a bunch of bananas err user settings to monkey with.

The "weights" are similar to ema periods but not exactly the same as either VT version or Igorads vma1, so similar numbers but not exactly the same.

 

After telling everyone that Bemac's use of an 0.4 factor was a waste of time, it turns out to be a tool that increases the "price lag", the HE starts a bit further away from the peak price of a reversal.

This and the time lag from the smoothing is what gives VMA1 its unique 5min trend definition. The 0.4 factor is built into Igorads VMA1 but not into any later version.

 

In Bemac1 it is available as a user setting as VImax=0.4. To turn it off set it to 1.0. Bemac also experimented with VImax=0.2.

 

There will be versions of vma1 and vma6 coming which will have similar user adjustments so we can finally compare the three different versions of ADX input logic currently in use.

 

Bemac's VT version used High and low, but had a logical error in it that gave poor laddering on down trends and also seemed to give false HE's, often also on a down ladder.

 

Bemac1 tries to use VT High and low but with the bias removed from the logic.

 

Igorand vma1 used high and low but did it his own way.

 

I have usually used Close because it behaved better.

 

We will soon be able to compare all 3 and see which works best for what.

 

Bemac1 is similar to vma6 (its coming) otherwise.

 

When the 3 versions are done I will post a txt file of settings for each version for each chart, but you know, don't scatch too hard or you go bald...

ADXVMA_Bemac1.mq4

[PYenner 10]

ADXVMA6Test1.mq4 uses blue lines, Bemac1 uses green lines.

Preset to the same settings as Bemac1-4,5,5,5,0.4,100.

Again set VImax=1.0 to turn it off.

The last setting is for the 100 ema line.

 

Both will run faster or slower, provided the same settings are used on both, any difference comes from Bemac using High/Low vs vma6 using Close.

Intended for testing on 5 min chart.

Neither has had any testing yet....

ADXVMA6Test1.mq4

[PYenner 10]

To get an imitation of the 5min vma line and its ema100 magenta line onto a 1min chart...

 

Use either ADXVMA_Bemac1 or ADXVMA6Test1 on a 1 min chart with these settings...

20,20,20,20,0.4,10,500

and change the line colors to something that suits you.

 

The problem with having 5min curves on a 1min chart is that you usually have to zoom the chart out to see them, then zoom in again for trading?

 

Not very practical, but at least you know the option is available on 1min.

[PYenner 10]

For 1min settings for ADXVMA6Test1 that resemble vma3 try...

2,3,1.6,2.2,1,2,100.

 

Looks like the minimum settings should be 2,1.2,1.2,1.2,?,1,?

Plenty of options for tuning, maybe some more to come but my head has had it for today, cheers.

[walterw 10]

So Bruce, this would be the first attempt to introduce 5 min vma indis into 1 min chart ?... here is my first test with the settings you provided...

 

 

nice 5 min magenta line on 1 min.... what a rejection my lord ¡¡ cheers The Chimp..

[walterw 10]

reject me baby...

[walterw 10]

I ask myself if this would become a rejection machine...

 

 

 

 

[walterw 10]

Some more of this rejection..

[PYenner 10]

Now you have adjustable rejection increase with any speed of line with VImax= "bit less than 1". So can have multiple lines with different VImax.

Lots to experiment with.

 

Want to try the opposite approach too, like IF VI less than 0.2 (20%), make VI=0 (HE). Adjustable HE "strength"? But got frustrated with vma1 crashing when I tried to put more adjustments in it. So much time gets wasted.

 

Play with the settings for fast lines too, most the numbers get smaller as the lines get faster, could get interesting.

[walterw 10]

I am amusing myself today playing with the inputs of the ADXVMA6Test1 ¡¡

 

very interesting stuff here Bruce... once again I see the footprints of a genius ¡¡

 

for example look at vma6 test 1 (white lines)

 

 

 

interesting stuff indeed ¡¡ cheers Walter.

[walterw 10]

For example... I am playing.. just playing

 

 

vma6 inputs 32-10-5-5-0-1.5-30

 

and a BB 20-2 of this vma 6

 

Notice from the HE of VMA the contractions and expantions...

 

 

aint that nice ? ..... uuu-aaa--uuuu-aaa.... the chimp

[PYenner 10]

Walter

 

A thought keeps popping into my head, comb filter.

A comb filter looks at fast, medium and slow signals and compares them.

Trying to make sense of where this might fit in.

 

Like CCI fast gives trade entry/exit, but slower CCIs give something like trend signals, so when fast cci and slow cci are going in the same direction you get the bigger trade, with the trend. When they go in opposite directions you get zip.

 

It would be good to have signals that say this breakout is going somewhere or this one aint. Same for pullback? Some clue just how far its going to pull so you dont take drawdown on entry? Maybe mission impossible, but these thoughts keep coming.

 

Another thought is to try VI squared as an option, this might give stronger HE's but also delay laddering a bit. Square root VI has the opposite effect.

 

Maybe should do an oscillator version that shows VI going 0 to 1, dont know if it will help or confuse.

[PYenner 10]

Well done with the bb, looks very promising.

[walterw 10]

Walter

 

A thought keeps popping into my head, comb filter.

A comb filter looks at fast, medium and slow signals and compares them.

Trying to make sense of where this might fit in.

 

Like CCI fast gives trade entry/exit, but slower CCIs give something like trend signals, so when fast cci and slow cci are going in the same direction you get the bigger trade, with the trend. When they go in opposite directions you get zip.

 

It would be good to have signals that say this breakout is going somewhere or this one aint. Same for pullback? Some clue just how far its going to pull so you dont take drawdown on entry? Maybe mission impossible, but these thoughts keep coming.

 

Another thought is to try VI squared as an option, this might give stronger HE's but also delay laddering a bit. Square root VI has the opposite effect.

 

Maybe should do an oscillator version that shows VI going 0 to 1, dont know if it will help or confuse.

 

They do make sense... making a polarized oscillator would be interesting... maybe a -1 0 +1 thing... where 0 is divergence and -1 or +1 its +/- convergence... dont go bald Bruce ¡¡... jejeje cheers Walter.

[walterw 10]

Well done with the bb, looks very promising.

 

 

This new set of vma`s are incredible Bruce ¡¡

 

once again : THANKS ¡¡

[walterw 10]

Chimp is excited with this new vma`s...

 

he thought sharing this video

 

 

 

 

 

cheers The Chimp.

[walterw 10]

this is a flash of what could be a complete new aproach that takes trends from a 5 min chart + trends from a 1 min ALL in just one chart (a 1 min chart) as Bruce was intending to simplify...

 

 

 

this invites to merge scalping methods with longer methods like vmar icons...

 

RRR on steroids ??? ahahahaha

 

 

now I will go sleep... try to get some dreaming setups... see ya all tomorrow.. cheers the Chimp..

 

complete inspiration Bruce ¡¡

[PYenner 10]

complete inspiration Bruce ¡¡

Hope there will be more fun to come yet...

 

Here is ADXVMA1Test1.mq4 for testing.

It has one less ema smoothing stage, so "WeightDI" is missing.

This uses Red lines, but you can set EMA100 to 1 to get rid of the ema line if you don't want it.

 

In the pix is a comparison of the three indicators on their fastest settings.

Not much difference, but it does show 3 cases where vma1 shows small clitches.

 

All the versions have had glitch problems, using minimum "weights" = 1.1 or 1.2 helps to reduce glitches.

 

Next test will be to find which gives best HEs at speeds similar to vma3...

ADXVMA1Test1.mq4

[michaltrade 10]

Thank you Walterw and Pyenner. This is an incredible research to bring out the best of VMA. Please provide more video for "the trading training" and "the humor". I really enjoy both. You are a great teacher and a humorus entertainer!!!

Thanks also to Blu-Ray for providing the Tradestation code. Blu-Ray, could you keep up with Pyenner to convert some of his latest indicators to Tradestation?

[Blu-Ray 10]

Thank you Walterw and Pyenner. This is an incredible research to bring out the best of VMA. Please provide more video for "the trading training" and "the humor". I really enjoy both. You are a great teacher and a humorus entertainer!!!

Thanks also to Blu-Ray for providing the Tradestation code. Blu-Ray, could you keep up with Pyenner to convert some of his latest indicators to Tradestation?

 

No probs I'll give it a go.

 

 

Cheers

 

Blu-Ray