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Sticky CVW Journal & DISCUSSION
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JimDean
Posted 6/27/2019 11:20 AM (#9641)
Subject: CVW Journal & DISCUSSION



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This thread "ongoing" Discussion, the best starting-point for those who joined the Team in June ... this is where I keep an ongoing "journal" of work, and post questions for team-members to help out with. This is the thread where your answers, comments and questions should be posted.

Other threads related to CVW development:

1. An active thread with "reference" posts such as help screens that will be kept up to date as development progresses (not open for user-posts):

2. An inactive thread with the initial VolEval Beta and SBAS testing (frozen now ... no more posts): http://tradetight.org/forums/thread-view.asp?tid=1431

3. An inactive (frozen) past-journal/discussion thread with CVW-development info, *prior* to adding several new Team members in June. It grew VERY long (5 pages), so I moved info from it to the VolEval thread and the Reference thread. There is a lot of interesting info about the thinking behind nearly every aspect of the "middle" phase of development, but most of those posts were later superseded by refined approaches ... so much of the info there does not accurately reflect how CVW operates now:
http://tradetight.org/forums/thread-view.asp?tid=1432


Important ... If you have comments or questions about a post in another (frozen) thread, then you MUST include a URL link in your post here, so that others can quickly find out what you're referring to. This is how to create that link (this is much easier to do than to explain, btw, and works for all forums, even N):

1. Navigate to the post in this Reference thread that you are mentioning.

2. COPY the entire URL string from the browser window ... for this post, it looks like this:
http://tradetight.org/forums/thread-view.asp?tid=1444&posts=1&start...
(actually, as this thread grows, the #posts and start# will change, or, depending on how you navigated to the reference-posts, the info after the "tid=xxxx" might be different)

3. Memorize the date-time info-line just above that post, for the "#nnnn" number that identifies that post. For this post, "Posted 6/27/2019 9:07 AM (#9641) ", what you want is: 9641

4. Navigate to this Discussion thread, and in your new post, PASTE the URL from step 2, and DELETE everything in the URL after the "tid=1444".

5. TYPE in a pound-sign followed "M" and the ID number of the post being referenced (step 3)

6. When clicked (or pasted in browser field), the completed URL should jump you directly to the post in question, and should end up looking like this:
http://tradetight.org/forums/thread-view.asp?tid=1444#M9641

NOTE: if you simply provide the #Mxxxx number, it's NOT a convenient means of finding the referenced post (requires you to use Search and potentially wade through things). So, please ALWAYS use this method.
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JimDean
Posted 6/27/2019 11:50 AM (#9643 - in reply to #9641)
Subject: CVW Journal & DISCUSSION



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Here we go ...

Some of the more recent posts in the (now-archived) earlier discussions thread were moved directly into the Reference thread. However, there are a LOT of posts in that earlier 5-page 250-post thread that have info which is still relevant and current ... intermixed with stuff that's not really "reference" info.

So, I'm creating some new posts in the Reference thread that duplicate the info from posts that still remain in the archived one. I'll keep the ones in the Reference thread up to date, so eventually the archive thread copies will become invalid.
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JimDean
Posted 6/29/2019 9:51 AM (#9649 - in reply to #9643)
Subject: CVW Journal & DISCUSSION



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Hi, all ... please feel free to post any comments or suggestions about this ... it's a fairly simple change, but I figured the explanation behind it would help y'all come up to speed.

I just updated the Reference snapshots of the "draft" versions of Help Panels #3 - #6, here:
http://tradetight.org/forums/thread-view.asp?tid=1445#M9634

Yesterday I finalized the color map for the WaveBand ... this is a crucial Stradicator paradigm output feature. I *updated it today*, adding "*" flags on NINE of the Bull|End|Bear labels. I posted a "crib sheet" color-key in the Reference thread, here:
http://tradetight.org/forums/thread-view.asp?tid=1445#M9647

This morning, I posted six sample charts in the Reference thread, that show the current status of the various Plot Format options. One of them illustrates all the "envelopes and dots" turned on (negative slider Powr|Cstm versions), and the other five show positive-slider all-version defaults. The Equity option (#3) will be fleshed out soon ... I need to finish up the envelope coding first. Check it out here:
http://tradetight.org/forums/thread-view.asp?tid=1445#M9648

Quick notes:
... the final Option #5 "V, CumV, MAs" plot is intended primarily as an "educational" output, providing a "drill-down view" of the Raw & Capped volume, CumVol Increm & Total, 3-MA's, and Slope & Stack status "all in one". It is NOT intended for actual "use" or decision-making, but rather as a "resource" when someone wants to know "why" the curves and histos and strips in Option #4 Vote Detail are what they are. This plot-option might only be available with the Cstm-version.
... the Option #4 Vote Detail is also an "explanatory" plot ... it shows the seven individual "votes" for Slope, CurBar, and Stack in a normalized form. Most people won't need this, since the three Option #2 bottom Strips show the "net" of those three categories ... but again, for people who are curious what's going on, this is very useful. This plot-option might only be available with Powr+Cstm versions.

As you can see, the first sample (with all envelopes turned on) is very "busy" on the PricePane, with the various neg-slider options active. Some folks like to see the "general reasons" behind actions taken by the Stradicator ... this combo of Price & Indicator panes is designed for that ... it's three thin Strips below the Band in the Indicator pane "explain" the status of the internal Slope, CurBar, and Stack voting, which collectively are the primary controlling factor for the Band.

However, some people don't care too much about "reasons" ... they just want to "know what to do". Or, maybe they also want to plot some other things on the Price Pane, &/or create additional stacked Indicator panes for their own reasons. In that case, the "envelopes" might make the PP too "busy" ... and the "explanatory detail" from three bottom horizontal "strips" might not be needed. The second snapshot (Plot Option $1) shows that mode ... the PricePane dots which indicate signals for Orders remain, as does the Band which echoes that info (plus general trade "status"), but the extraneous busy-ness is removed.

At this point, please review the first-linked M9647 Band-color reference-key. The snapshot has been updated, per the new fifth paragraph (just above the italics). The new asterisks flag nine "events" that logically only have to do with managing a real Trade: Price crossing Envelope lines (partial or full exits), Add-Ons, and Full exits related to position size or equity-vote filtering.

My "background" thinking has always been that the Stradicator state probably could be very useful as a FILTER for other Strategies (or other Stradicators, or the same Stradicator with different settings ... think a bit on THAT one ;~). Presuming that's true, I'm thinking it might make sense to decouple some of the logic for the "filter-mode" ... KEEPING those features that relate to the core of the Stradicator's focus (in this case, Cumulative Volume), and REMOVING the features related to raw price action (envelopes), or to position-size and equity-filtering.

If that kind of "filtering mode" is valuable/useful, then MAYBE the Plot (and Return) Output options could expand to include it. That is, a SIXTH plot option could be offered (it would become #1, and the current #1-#5 would become #2-#6) ... the new Filter-mode option #1 would have the seven "*" features inactive (which could alter the appearance of the Band ... sometimes allowing the "Waves" to continue longer than they would otherwise). The PricePane Plot would be completely clean ... no dots or envelopes. The Indicator Pane for the Filter mode would show the (altered) Band ... but nothing else (therefore using very little "chart real estate").

However ... without adding a new special "Filter" mode output option, it's possible to turn off all seven of those "*" features, with by making all the VoteGuru+Expert and CutGrab and BarWndo slider-settings POSITIVE, so that if you want to actually *trade* on that basis, you can. But if you're trading rather than filtering, my guess is that you'd want to see (at least) the dots on the price-pane, (possibly) some of the other plot-output options, and definitely many of the Return-value options (Stats for Scans, Signals for trades, etc).

In order to Keep It Simple & Sensible, I'd rather not add more output options ... so, this is what I'm thinking about doing ...

MODIFY Plot Option #1 so that it turns OFF its current PricePane dots IF all the VoteGuru+Expert and CutGrab+BarWndo sliders are all Positive (neg inputs are not avail for Easy|Xprt versions, btw).
That is, though "entries and exits" are shown by their related Band colors on the Indicator, Option #1 keeps the PricePane totally clean and the Indicator Pane simple. However, if any of those sliders are negative, you'd see the impact of the negative-input features on the Band with the #1 output, AND the Dots would show up on the Price-Pane (but no envelopes).
Using this approach, if you want to see explanatory detail ... any active PricePane envelopes plus 3-strips, or the Equity Status, or the Vote-Detail, or the V+CumV+MAs), you'd flip to plot Option #2,3,4,5

QUESTION ... do you think I should create new Plot/Return options just for the Filter mode, or do you think the "Modification" above with the current options is sufficient?

And ... this is a good time for you to take a look at that Band-Colors "key" as well as the five samples, and ask any "burning" questions you might have about the general format or approximate meanings.
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MikeDeWalt
Posted 6/29/2019 2:26 PM (#9651 - in reply to #9650)
Subject: CVW Journal & DISCUSSION



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1. I believe than any internal logic that results in potential state change in orders or holding should also have some external manifestation. On the other hand internal states that generate signals and do not effect external behaviors can be masked, not displayed, or hidded and available via sliders or other options.
2 & 3 I have no opinion on colors other than the consistency issue that you've addressed in another post.
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JimDean
Posted 6/29/2019 3:00 PM (#9650 - in reply to #9649)
Subject: CVW Journal & DISCUSSION



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Second Journal + Question post for 6/29 ... this one needs your replies ASAP ... you can wait on reviewing the prior post till after this one ;!)

If you've taken a reasonably careful look at the "BgnVotNetNatcMny2Fw" explanation on the Reference-thread Crib Sheet or Help Panel #4, then you'll recall that slider-positions of (pos or neg) 1,3,5 use "ToeIn + Confirm" entry logic, while slider = 2 or 4 use "Norm-Entry" (All-In) logic. Check out the explanation here:
http://tradetight.org/forums/thread-view.asp?tid=1445#M9625

Important background:

This choice is a "major feature" of Stradicators, supported by both the Simple and Robust Trade Plans. The first three "Bull Alert", "Bull Toe-In", and "Bull Confirm" bluish Band colors appear only if the BgnVot slider is 1, 3, 5 ... (also, the last-three "Bear" purplish Band colors). OTOH, if the slider is 2 or 4, then "Norm-Entry" starts every trade with a single large order (lawngreen or hotpink color). See the Color-Key here:
http://tradetight.org/forums/thread-view.asp?tid=1445#M9647

Once a Trade has made a Norm-Entry, or has had a Confirm order, it's into the "full-Wave" mode where the greenish or reddish Band colors take over ... that is, the trade is no longer in a "tentative" Alert aka ToeIn state (which has a smaller position size). ToeIn orders appear when the NetVote is one vote less than the required BgnVote (6,6,5,5,4 votes per BgnVot slider).

Sometimes the extra NetVote required to Confirm (or create a NormEntry) never appears ... in that case, the trade starts at a fraction (1/3-1/2) of the Confirm'd size, and never gets any bigger.
If the NetVote jumps straight to the BgnVot threshold without an Alert-Vote bar preceding it, then if the slider=1,3,5 Toe+Confirm, the *first* bar w/adequate NetVote is a ToeIn-sized order.
In either case, if another bar appears soon thereafter that meets the BgnVot threshold, *without* any "weakening" of the vote since the ToeIn before that, that Confirm >= BgnVot bar bumps the trade size up and the Wave turns green/red.

In green/red Wave mode, if the FuzVotBndAddsSm2Lrg is negative, then Add-On's can appear (there are important pre-qualifiers for them, though). Add-On's *never* can appear in "Toe-In" size/mode. Also, the green/red Wave mode has a sophisticated chunk code that creates "warnings" (dark red/green bars) from several different situations (controlled by the EndVotOpXmwFw2Mny slider) ... much of that logic just doesn't make sense for ToeIn mode.

In *either* the green/red Wave mode, or the blue/purple ToeIn mode, there are a large variety of situations where a Full Exit is signalled ... too many to discuss here ... and most of those rules apply in *both* modes. If Partial Cuts &/or Partial Grabs are activated, via negative CutGrabGapSzSm2Lrg input (showing the dim inner-envelope pricepane lines), then in *either* mode, Partial exits will occur when Close crosses those lines.

Currently, when in ToeIn (aka Alert) bluish/purplish mode, some of the FullExit rules aren't used ... instead of creating (two different ways) and counting "Warnings", then signaling a FullExit when enough appear, the ToeIn mode simply checks if the NetVote has dropped >= 2 since the ToeIn started ... if so, the ToeIn/Alert mode does a FullExit. Currently, there are no ToeIn-mode "Warnings" (potentially creating Partial Exits) derived from Slope+CurBar+Stack Voting.

PROPOSED NEW TOEIN-MODE WARNINGS:

Since the Partial CutGrab envelopes CAN currently do a partial-exit during ToeIn mode ... and since in the red/green Wave mode any PartialCut is treated as a Warning re the internal logic ... then it seems to me that there should be some kind of internal logic that permits a Warning (PartialExit) to fire during a bluish/purplish ToeIn mode ... that is, scaling out of the ToeIn size, rather than waiting for a Full Exit.

Since a Vote-logic ToeIn Full Exit fires when the NetVote drops by 2, it seems sensible to make the Vote-logic Warning (PXit) fire when the NetVote *drops by 1* below the initial ToeIn/Alert bar's vote.
Depending on the EndVotOpXmwFw2Mny slider setting, which defines the PX size (40%, 30%, or 20%) ... along with the BgnVotNetNatcMny2Fw slider setting, which defines the ToeIn size (60%, 40%, or 20%) ... it *could* be that *just one* Warning/PXit that's >= the size of the ToeIn, could automatically convert to a Full Exit, ending the ToeIn mode trade.
OTOH, if the ToeIn is 60% and the PX is 20%, then it might take *up to 3 Warnings* to fully scale-out of the ToeIn mode ... this presumes the NetVote drops by one, then goes up by one, then drops by one again, then goes up by one, then drops by one a third time ... pretty unlikely ... but the trade is "managed" properly ... the price is "chattering", so the size is gradually scaled back and finally the position is closed (if some other FullXit logic doesn't intervene first, which is more likely).

It's not difficult to implement this ToeIn mode refinement *at this point*. I could use Teal or DarkCyan for the Bull ToeIn Warning color, and Magenta or Orchid as the Bear ToeIn Warning color, bringing the total #Band colors to a well-arranged total of 29!
OR ... I could use the already-existing three greenish and three reddish Warning colors, which distinguish the reason creating the logic (and the Partial-Grab cross colors)

THREE QUESTIONS:

1. Do you think I should implement the "ToeIn Mode Warning" logic as described above? If not, WHY not?

2. After checking the full-palate of colors, here:
http://tradetight.org/forums/thread-view.asp?tid=1445#M9607
and the current Band-Color key legend, here:
http://tradetight.org/forums/thread-view.asp?tid=1445#M9647
... (you can set these up on two separate Browser tabs and flip back and forth easily, btw)
do you think I should use Teal or DarkCyan for the Bull ToeIn Warning color ... OR should I use the existing greenish-Bull-warning color-set?

3. After checking those two snapshots, do you think I should use Magenta or Orchid as the Bear ToeIn Warning color ... OR should I use the existing reddish-Bear-warning color-set?
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KeithBuhl
Posted 6/30/2019 11:55 AM (#9652 - in reply to #9641)
Subject: CVW Journal & DISCUSSION



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1. Yes.

2. Teal.

3. Magenta
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RobertPfoff
Posted 6/30/2019 6:02 PM (#9653 - in reply to #9641)
Subject: CVW Journal & DISCUSSION



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I agree it makes sense to implement the changes

I am already overwhelmed by all of the colors, so why not 2 more. I suspect I will be more reliant on the dots on the charts than all of the color changes but perhaps as I get more comfortable with it I will use it more. It is great to have such a compact way of demonstrating what is going on. Have you thought much of how people who are color blind will deal with it?
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JimDean
Posted 6/30/2019 7:52 PM (#9654 - in reply to #9653)
Subject: CVW Journal & DISCUSSION



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Thanks for the reply Keith, and your comment Robert. I am still weighing alternatives here. Tomorrow I will likely post an alternative format which removes five of the colors from the Band - I’ll explain it then.

I did comment in an earlier post about color blindness. Quite a long while ago I had a single client who struggled with that. What I discovered was that so many useful nuances had to be removed to accommodate the limitations, that it just didn’t make pragmatic sense to design “retail”-sales tools around that. I am however open to doing custom alterations per a single clients wishes - but at additional cost.

In this case, the brightness and darkness of the hue should be discernible, even if the red/green distinction is lessened. And generally a glance at the price direction should clarify if it’s bull or bear.

If anyone else has comments or suggestions, please submit them tonight, as I intend to lock this down tomorrow. Thanks!
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KeithParsons
Posted 7/1/2019 10:31 AM (#9655 - in reply to #9650)
Subject: CVW Journal & DISCUSSION



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I would go with Keith
1) yes
2) teal
3) magenta.

The chart dots for me are clear. But then of course and right now I am not under "trading pressure" However and if it was possible it would be most helpful from a visual aspect to have these colors in something like Nirvana's SetUp editor in the F.L.

I do realise that this is not possible.

Regards
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JimDean
Posted 7/1/2019 10:54 AM (#9656 - in reply to #9655)
Subject: CVW Journal & DISCUSSION



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Thanks for the reply.

You’re correct. OT does not permit custom coding that leaves the color choices open to arbitrary user assignment. It all has to be hardcoded. And, when many colors interact, meticulously planned.

Regarding clarity - the formatting I’m working on now regarding envelope crossovers will not add the five extra colors described earlier. Instead, I’ve decided to show a set of colored dots immediately under the Indicator Wave Band - a dot appears without incurring or changing that bar’s band color. A dot occurs on bars where the price crosses an envelope on the price pane. I’m in process of considering echoing the existing dots from the price pane to this new “signals row” of dots below the band. Thus, any bar with a dot in that row is one that fires some kind of order.

THEREFORE: every “Signal” has a “dot” somewhere on the Indicator pane OR the price pane (or both), and the multicolor Band clarifies progress as things progress. Also, as mentioned earlier, the user can optionally turn off the drawing on the price pane if so desired.

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JimDean
Posted 7/1/2019 3:00 PM (#9658 - in reply to #9656)
Subject: CVW Journal & DISCUSSION



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Knowing When, Why & How to Manually Place Stradicator Orders:

I believe I mentioned during the videos somewhere that the Stradicator paradigm includes the option for popup messages whenever an action(dot) appears on the Last Bar of the plotted Symbol. The message will contain detail similar to the Voteline Advisor pane (+extra) … type and size (%basis) of Order, reason for the action, and a report of prof/loss thus far in the trade (incorporating the dynamic sizing and scaling impacts). The OT voteline Advisor is not able to do this for scaling, btw.

It will also be possible for you to check on what the action (order) and trade status was for some prior Dot. I’m still debating the best way to do this … might be via modifying how the BarWndo slider works, or could be by adding another “BarsB4hre” slider (similar to MTV), or possibly by using a CSV text file to record every event so that it can be readily loaded into Excel. If I cannot figure a way to straightforwardly implant the first of those approaches, I’m more likely to gravitate to the third (Excel file) approach, rather than adding yet another slider. There are pros and cons to all three methods.

A clean and fairly simple First-method solution is explained below, and illustrated in the snapshot.

Currently, the negative-sign for the Master input has limited/doubtful value ... I could reassign the effect of that negative sign to take over what the current BarWndo negative sign does ... that is, toggling on the Equity-Vote Filtering. It actually makes a bit more sense put it at the top, anyways.

Having done that, the negative sign used with the BarWndo input could simply "reverse" the meaning of the input value for the Plot and the Return. When Plot is specified (final input pos), then a negative BarWndo value would "lock in" the number of calc'd-output bars to be 128 (the default 6mo value), but would cause the "Last Bar" calculated ... ie the right boundary of the output window ... to shift to the left ... ie into the past.

This means that the popup message about what trading-action the Dots represent would apply to the final "BarWndo" bar's dot ... to check some particular prior Dot (before the HRE), one would simply move the *negative* BarWndo slider to the left, looking deeper into the past. Each time the right edge of the window finds a bar with a Dot on it, the Popup would appear. To move on, the user clicks OK on the popup, and adjusts the slider once again.

This offers a convenient way (fewer intermediate "OK" clicks) when a particular bar is in question that's several "Dots" ago: with the Indicator Param panel open, the user first changes the Plot output slider to a non-Popup mode, then move the neg BarWndo slider until its right edge is on the desired Dot, then move the Plot output slider back to Popup mode to learn the details. This could be done repeatedly. When finished, clicking "Cancel" for the Indicator Param Pane would restore the output to its original configuration. Note *quite* as simple as clicking on a Voteline triangle to view the Advisor window, but with two huge advantages: 1) no need to recalc the strategy since Stradicator is self-contained 2) Strad Popup provides info that the Voteline Advisor simply *cannot*.

I'd value your *immediate* feedback on this idea, if you have comments. Thanks.



(Neg-Master+BarWndo Changes.png)



Attachments
Attachments Neg-Master+BarWndo Changes.png (147KB - 0 downloads)
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RobertPfoff
Posted 7/1/2019 9:20 PM (#9659 - in reply to #9641)
Subject: CVW Journal & DISCUSSION



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I think this is an excellent solution. I have found the dots to be very intuitive and the addition of this level of information, especially when paired with an equity curve will be amazing. Keep up the great work.
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