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Cumulative Volume Indicator DISCUSSION
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JimDean
Posted 1/3/2019 9:17 AM (#9178)
Subject: Cumulative Volume Indicator DISCUSSION



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Please use this thread for Q/A and Discussion about VOLeval, etc.

The thread with the distribution info is here: http://tradetight.org/forums/thread-view.asp?tid=1431
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JimDean
Posted 1/3/2019 9:55 AM (#9180 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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Here are initial comments sent via email ... please post in this thread in the future ... thanks!

FROM MARK:

It sounds like it will “standardize” the visual so you don’t have to adjust your thinking as much to understand what’s being presented as you change options.

For marketing, a grid of “what you get” at each of the 3 levels would be good.

Some will be using the chart every day for visual confirmation of trades.

I’ll be using the chart to help me visually determine the best potential inputs and my primary use will be the return values - so I especially like the idea of a table listing all Return-input options and the value that they’ll return.

======================

FROM SALIM:

Flabbergasted when I saw below - kudos to yah. I really have no comments on anything yet, till I test-drive the demo, which I confirm of receipt of it in your other email sent.

BUT (hehe), one thought while driving to work (which you may already taken care of somewhere below), in any case sharing, was to provide various options on Plot displays, i.e., if individual did not want to view Histograms but Large Horizontal bars only (can than shrink indicator pane), and so forth.

Other thought was - latency. This arises from observation of using MTV extensively, I observed a latency of 1-3 bars. I don't foresee that to be an issue on VOLeval, since each bar independently evaluated. Simply mentioning, but no biggie.

-----------------------------

From observation of last nite's presentation, I feel the VOLeval may be invaluable to my methodology whereupon,

For example, I look for pockets of "imbalance" in price .... i.e., where "impulsive" buyers/sellers shoot price up/down, and "responsive" buyers/sellers step in to stop it, which may occur within the few bars between the Large-bar-In, couple/few small bars wiggle within, than, Large-bar-Out. That's the pattern I am search for "unfilled orders" where good chance price may Return too (i.e., still some buyers/sellers left out prior to that large imbalance earlier and emulate again the same move or possibly faze out).

Though I am not looking specifically at entry/exits from VOLeval, my objective would be to extract information from individual volume bars to provide me certain patterns I am interested in via Omniscripting, and make "decisions" based upon what I am viewing with all other price action formation and other indicators.... which for me a bit of pre-planning for entry/ exit is needed for that ultimate expectation of price turn to possibly happen or not at the designated few Bars, which VOLeval may point it out for me beforehand.

Great for Option traders to formulate their strategies to.
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JimDean
Posted 1/3/2019 9:58 AM (#9181 - in reply to #9180)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi, Mark

If you could provide more detail re your understanding of and feelings about each bullet point (esp section D), that will help ... a lot of time is involved in this work and I want to choose a path that each of you feels is likely worthwhile. And yes, there will be a grid ... but more importantly, a walkthru video that gives quick overview-training and comparisons of the three versions.

===============

Hi, Salim

Re latency... sorta par for the course when using MA's ... but I do provide choices and their MA periods are actually pretty short (speed=1,2,3 use 8,12,16 periods ... and WMA has minimal lag). Slope periods are short also (2,3,4). So, barring very extensive work to implement some Ehlers MA's (hard to create "bounded" versions of those), or maybe adding in ZMA, it is what it is. I'll consider a bounded ZMA if I can figure out how to iteratively calc it.

Re the new plot thing ... I think that you'll find the proposed layout to be quite handy-dandy without any variants of it. If I'm wrong, I'll probably see it as I do the work, and will provide a simpler form. Coding for plotting is time consuming so I don't want to arbitrarily generate alternatives.
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JimDean
Posted 1/3/2019 11:58 AM (#9187 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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As I said, I don't yet have 2019 installed, so I've not yet compiled things for it.

It takes me a long time (aprx 4 hours) to set up a new year's installation on my machine ... lots of steps besides the normal procedure. I'll be doing it within a month ... hopefully you can get by with OT 2018 for the nonce.

The testing that I requested does not require any other indicators.
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JimDean
Posted 1/3/2019 2:45 PM (#9189 - in reply to #9187)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi, All:

During the demo session, I tried to quickly check/confirm that the return-output focus-list t,p,k "counts" were correct, when compared to an identically-configured plot. I had the return-param BarsToCalc set =10, to minimize calc time, but to allow for up to 9 bars to have the same state for counting (the output counts max at 9 bars). The plot BarsToCalc was defaulted to 126 ... which should provide the same (visual state) bar count.

I found what seemed to be an error ... the counts for bars with a given Slope-Vote (-3 to +3) did not match what the Plot seemed to be saying when set to +2 for Slope colors. I've been laboriously testing that ... for Slope, Stack and TrdZon return-counts vs plot-counts.

I was able to repeat the error ... and beat on it with lots of debug outputs. But I couldn't seem to figure it out.

Then the head-slap moment occurred. It turned out that I had *one* of the input param's for the FL column different (fast MA speed) than that param for the plot (med MA speed). After a loud Argh, I made them identical, and repeated my tests.

It turns out that all is well ... there was no bug. Apparently my rapid jumping around during the Skype session created a disparity of the inputs.

Just so you know ... the math in your DLL is correct.
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JimDean
Posted 1/3/2019 3:37 PM (#9190 - in reply to #9189)
Subject: Cumulative Volume Indicator DISCUSSION



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OK I've been doing some testing on my "3 favorite" symbols, over the 6-mo timeframe. I've got some preliminary conclusions regarding the value of the PVT method (7&8), which earlier I had thought possibly to kill off ... PVT used to be inputs 3&4 (natural progression from OBV, since neither use intra-candle info).

I've now concluded that PVT is a viable candidate, so I am moving it back to the 3&4 inputs as it was earlier. This will differ from your DLL, but only in the sequence not in the results.

I've been also testing PVT and III methods with four different Sliding Window settings (1-4 = Wide to Tight). The Windows seem to have a significant impact on the results, so I consider this an important tuning opportunity ... especially since my starting point of 110,84,60,37 bars (the help has this backwards) was pretty arbitrary.

From my limited 3-symbol, two method tests (all other inputs default), it seems pretty decisive that "4" (the tightest 37-bar window) is consistently worse than the three wider windows.

Also, it appears that "1" (the widest 110-bar window) is not as good as 2 or 3, but it's not as bad as 4.

These, by the way, are the kinds of "conclusion summaries" that I hope to hear from y'all, regarding all the different inputs, using the test procedure I outlined.

SO ... for my in-progress revision, I'm going to modify the assignments of the Cum Window bars to home in on the apparent sweet spot. The new Wyd2Tyt bars for 1-4 will therefore be 110, 90, 70, 50.

Y'all don't need to change your testing ... except maybe prioritize testing sequence for the CumWndoWyd2Tyt using settings of 2, 3, 1, 4.
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JimDean
Posted 1/4/2019 11:29 AM (#9196 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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Here are specific characteristics that I'm suggesting you "score" in the ten columns. If we all use the same approach, it will be MUCH easier to consolidate the results. Scoring: 1=poor, 5=great.

"Characteristics" to evaluate ...

Lag (ie delays in starting &/or ending the TradeZone)

Chop (ie whether a "visual price-trend run" has a continuous TZ, vs one that is on-off-on-off)

Dir'n (ie incorrect when TZ's show up in "flat" choppy-price areas or in the wrong bull/bear direction)

Mark, if you feel up to it ... maybe you could tweak the XLS to show three sets of three columns, with these labels, for each of three Symbols ... and one Total Score column.

Thanks for helping to get this process organized ... it will really add value!
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JimDean
Posted 1/4/2019 4:12 PM (#9199 - in reply to #9196)
Subject: Cumulative Volume Indicator DISCUSSION



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OK ... I've made a huge amount of progress today. I got the new Plot panel in very quickly, and it's just as nifty as I'd hoped. I also got *most* of the Help panels updated ... there are now SEVEN of them. Panels 5 & 6 provide fully revised descriptions of the new -1 to -33 Return options.

There were a bunch of earlier fixes as well, described in prior posts.

My plan was to get this recompiled and out to you by 6pm ... and I didn't expect to have all the new features working. However, I am SOOOO CLOSE right now (4p), that I'm going to finish up the important stuff ... I need to revise the Return output code to match the new patterns described in the Help. You won't be using this for the group-testing process, but after that I think you'll want to play with it.

Therefore, the new DLL will be out to you maybe by 8-9 PM, with everything but the (possible) additions of two Guru sliders, and spawning of Powr vs Flex vs Edge versions.

Here are snapshots that will likely be helpful to you ... plus a Zip file with all of them. You should read them ;~)

NOTE: I have updated all the attachments (Zip and Snaps) in this post, after the final release in the wee hours. So, the panels displayed here are the "official A2 version". The DLL is available from the attachment at this link: http://tradetight.org/forums/thread-view.asp?tid=1431#M9203


(VOLeval A2 Combo Plot.png)



(VOLeval A2 Details Plot.png)



(VOLeval A2 Parameters.png)



(VOLeval A2 HelpPanel -1.png)



(VOLeval A2 HelpPanel -2.png)



(VOLeval A2 HelpPanel -3.png)



(VOLeval A2 HelpPanel -4.png)



(VOLeval A2 HelpPanel -5.png)



(VOLeval A2 HelpPanel -6.png)



(VOLeval A2 HelpPanel -7.png)



(VOLeval A2 Returns 1-33 (Landscape).png)



Attachments
Attachments VOLeval A2 Params, Help & Charts.zip (5032KB - 0 downloads)
Attachments VOLeval A2 Combo Plot.png (25KB - 0 downloads)
Attachments VOLeval A2 Details Plot.png (24KB - 0 downloads)
Attachments VOLeval A2 Parameters.png (255KB - 1 downloads)
Attachments VOLeval A2 HelpPanel -1.png (193KB - 0 downloads)
Attachments VOLeval A2 HelpPanel -2.png (249KB - 0 downloads)
Attachments VOLeval A2 HelpPanel -3.png (332KB - 0 downloads)
Attachments VOLeval A2 HelpPanel -4.png (302KB - 0 downloads)
Attachments VOLeval A2 HelpPanel -5.png (237KB - 0 downloads)
Attachments VOLeval A2 HelpPanel -6.png (252KB - 0 downloads)
Attachments VOLeval A2 HelpPanel -7.png (340KB - 0 downloads)
Attachments VOLeval A2 Returns 1-33 (Landscape).png (310KB - 0 downloads)
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JimDean
Posted 1/5/2019 10:42 AM (#9207 - in reply to #9199)
Subject: Cumulative Volume Indicator DISCUSSION



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OK ... this is overkill but I think a viable method to download the A2 DLL is available now. For some reason, the initial zipped copy did not work on my original post last night. So I created a new post with three variants of attachment packaging, and then downloaded all of them, and tested each individually in OT. THEY ALL WORK (per the appropriate instructions). Here is the link to that new post:

http://tradetight.org/forums/thread-view.asp?tid=1431&posts=7#M9205

I also tried emailing those three variants to each of you ... as per usual, "mr sucky google" rejected every one of the gmail attempts. Mark please let me know if the copy to your comcast account worked, and which if any of the attachment types made it through alive.

Don't forget to make sure the final seven characters of the file are "nsl.dll"
Don't forget to right click > properties > UNBLOCK
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SalimHira
Posted 1/5/2019 11:02 AM (#9209 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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Good Morn' All,

I confirm to have successfully implemented the new A2 version.

If anyone needs me to send the DLL from my email, can do so, not sure if it'll help, but can try.

I'd like to test these symbols: ATVI, QCOM, and MAT.

Thanks.
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JimDean
Posted 1/5/2019 11:06 AM (#9210 - in reply to #9209)
Subject: Cumulative Volume Indicator DISCUSSION



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Yaay! A spot of sunshine!

Salim, I know you got the email copy ok because it always worked before. If you would like to simply go back to the very original post with the A2 announcement and instructions, you’ll see that I redid the attachments (with explanations). Please test those, and let me know your experience. I’d like to clean up all the other postings.

Thanks!
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MarkHolstius
Posted 1/5/2019 11:12 AM (#9211 - in reply to #9207)
Subject: Cumulative Volume Indicator DISCUSSION



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Everything's working fine now for me too.

Jim - any chance you could snag an example or two of areas / plots that you see as fitting your characteristics (especially with the great new plots) where 0 is good and 5 is the worst?

1) Lag (ie delays in starting &/or ending the TradeZone)

2) Chop (ie whether a "visual price-trend run" has a continuous TZ, vs one that is on-off-on-off)

3) Dir'n (ie incorrect when TZ's show up in "flat" choppy-price areas or in the wrong bull/bear direction)

Each of the 3 of us testing may have different standards for what constitutes / defines each of the 3 and it would be unfortunate to do 1000's of tests based on incorrect assumptions.

Mark
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JimDean
Posted 1/5/2019 11:35 AM (#9213 - in reply to #9211)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi, Mark ... I suppose that I could horse around for an hour and sift through things to provide illustrations ... that would effectively calibrate your eyeball and mind to be similar to mine. That *might* be wise ... or maybe not.

One of the benefits of having three helpers with this is that we apply four different minds and viewpoints to this "holistic" evaluation. I don't want y'all to use a microscope for each chart ... I want a ten-second (max) look-see, and three scores regarding whether you think the VOLeval TradeZones shown for that chart with those param settings are "generally helpful for trading" ... by scoring it re Lag, Chop and Direction.

I think that all of you likely know what those three words mean ... I described it to each of you on the phone individually, and I posted a short definition.

If I go any further than that, then I'm guessing you'll try to find out which charts "match" the ones I post as examples ... and you might be "observing" something on my samples ... unconsciously ... that I did not intend. I've found in the past that charts sometimes confuse the issue ... since everyone "sees" something somewhat different.

Having said all that ... here are two charts. I did not work hard at all to find them. Bot are QCOM ... the first uses default settings, and the second has all the "play with these" param-sliders all the way to the right (maxed out) ... except for the CumMethod=4 which needs to be the same for apples to apples.

I think it should be hugely obvious which is "better" that the other one ...



(Sample Using Defaults - QCOM.png)



(Sample Using RS-pinned - QCOM.png)



Attachments
Attachments Sample Using Defaults - QCOM.png (173KB - 0 downloads)
Attachments Sample Using RS-pinned - QCOM.png (175KB - 0 downloads)
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MarkHolstius
Posted 1/5/2019 11:50 AM (#9214 - in reply to #9211)
Subject: Cumulative Volume Indicator DISCUSSION



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Another “Heads up” / question Jim,

In your instructions you specify;

3. Lock in SpikeCap = 2, LastBar=0, BarsToCalc=126, MixWtd input=3, and MAvgSlope input=2. The calc's and impacts of those features are already fully tested and their impacts are predictable and not terribly significant. Don't change any of these values during the testing described below.

In the updated version, the MAvgSlopePdsFstSlo default value is 3;

Just want to clarify whether you want us to change it to 2 or leave it at 3?

Mark


(defaults.png)



Attachments
Attachments defaults.png (118KB - 0 downloads)
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JimDean
Posted 1/5/2019 11:56 AM (#9215 - in reply to #9213)
Subject: Cumulative Volume Indicator DISCUSSION



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Here's a little more info to work from ... you need to wander around and play with variations of params a bit on your selected symbols, to get a feel for the range of how things can change. That will give you some *persepective* ... which will be useful if you stick to the three symbols you've chosen:

Salim's symbols ... ATVI, QCOM, and MAT
Mark's symbols ... SPY, PAYX, and HAS
Lou's symbols ... PCAR DLTR TSCO

RE: Lags
All indicators that use MA's and LRS's have lag. The questions here are ...
1. is the start of the TZ so late in a run, that it likely would not overlap earlier signals, or (worse) that it allows trades to start only near the tail end of the run, when it's about to reverse? If so, that's BAD.
2. if the start was "okay", but the endpoint of the TZ drags out way waaay past the point where the run exhausted and possibly even reversed, then that might allow a new trade to start too late. If so, that's BAD.
... there's almost always more Lag with longer MA and LRS speeds, and using pure-SMA's (and max fuzz)

RE: Chop
The more reactive (less laggy) that you make an indicator, the more it tends to fragment ...
1. since this is not a "trading strategy", it's not necessarily bad if the TZ starts at a good place, early in a run, but then turns off before the price move has fully completed. But if a whole lot of little TZ's appear throughout the course of the run, even late in the run, it's hard to distinguish which is best, and that's BAD.
2. if a "choppy" TZ input-pattern gives decent early flags for runs (as per #1), you also have to consider that maaybe your normal entry-signal-generating System won't happen to fire a signal precisely within the small choppy TZ points ... so you'd miss out on the trade, and that's BAD. (unless you're using the TZ *as* the entry signal).
... there's almost always more Chop with shorter MA and LRS speeds, and using pure-WMA's (and no fuzz)

RE: Direction
Sometimes the market gets jittery and volume spikes or price pop/drop appears, without going anywhere ...
1. when the input param settings seem to allow bullish TZ's to show up during times when Price seems to be pretty consistently bearish (or untrade-ably flat), or bearish TZ's when price is bullish or flat, that's BAD.
2. if those #1 kind of bad TZ's appear and are pretty "wide", rather than just being a bar or three "blip", then it's more likely that your entry system might fire (by mistake, too) ... and that's REALLY BAD.
... my guess: correct Direction is most likely a function of the selection for CumMethod and SlidingWindow


OKAY ... I hope that helps!
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MarkHolstius
Posted 1/5/2019 12:09 PM (#9218 - in reply to #9214)
Subject: Cumulative Volume Indicator DISCUSSION



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Thanks Jim,
Nothing changes in the spreadsheet because that (MAvgSlope) isn't one of the variables we'll adjust.
Mark

(Not sure why this posted above yours...)

Edited by MarkHolstius 1/5/2019 12:10 PM
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JimDean
Posted 1/5/2019 12:39 PM (#9221 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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REMINDER:

Although Mark's spreadsheet is INCREDIBLY helpful, please remember that it's only *one* of the 8 steps that I wrote out (second post in the Distribution thread).

Note that after the spreadsheet is completed, it that post says ...

7. From your observations in 6.a-e, write out a list of (at least) ten different input-patterns that you feel are *the* most useful. That is, each pattern will specify five numbers ... one from each of the a-e choices. Be sure to send that list to me. If you provide more than ten, great (using a spreadsheet to keep track during tests might be smart) ... but please try to "sort" the list (somehow) if >10 choices.

8. Last step: for each of the top-ten input-pattern selections (lock in one at a time), vary the CumSlidWndo input (1, 2, 3, 4), checking your selected Symbols for each, and "grade" the results ... that is, whatever, metrics or holistic gut feel you used to determine the ten-best in step 7, use that same means to decide for each pattern which are the *two best and two worst* CumSlidWndo selections (not counting 0).
Note: this step is IMPORTANT, but requires the others to be completed first to make its results meaningful. The CumSlidWndo input has a big impact, but its current 1,2,3,4 settings are somewhat arbitrary ... I will use your feedback to change the window-sizes related to 1,2,3,4 inputs, to home in on the "ideal".



When I wrote that, the spreadsheet with automated total scores that are all sortable was not part of my thinking. But with those capabilities, the "top ten" mentioned in step 7 should probably be the "top 50" or so ... based on the distribution of SORTED total scores.

Step 8 is *important* ... since it affects things a lot ... but because the internal window options are arbitrary (this is a unique idea with no "industry standards"), I didn't think it made sense to add yet another full tier to the #6 arrangement (ie another column and lots more rows on the spreadsheet). So, please don't forget about step 8 ... and please do run through those tests on as many of the "high scored" input-patterns from your #6-completed SS, that you can afford to spend time on. I suspect that input will be one of the "crucial" ones ... so more data is better.

Thanks again!
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JimDean
Posted 1/5/2019 12:49 PM (#9222 - in reply to #9221)
Subject: Cumulative Volume Indicator DISCUSSION



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I've just gone back to that "instructions" posting and added some bolded annotations that y'all should take a look at, please ...

http://tradetight.org/forums/thread-view.asp?tid=1431&posts=7#M9176
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MarkHolstius
Posted 1/6/2019 11:33 AM (#9227 - in reply to #9223)
Subject: Cumulative Volume Indicator DISCUSSION



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There are a number of problems I found while using the spreadsheet yesterday that I’ve tried to address with a new version of it that might help you as you continue testing, Salim and Jim.

The time spent looking at a chart is just a small portion of the testing and data collection.

I wasn’t as familiar with the naming and organization as you are, Jim, so I had difficulty locating the correct input to modify. VolObOg, MApdsFMS, FuzzyEquiv, & TrdZonBgn, didn’t correspond with the actual Param names, and I was also losing time making sure I was changing the correct one in the vertical param list vs the horizontal list in the spreadsheet.

It also took time make sure I was entering the correct value in the correct cell (Lag, Chop, Dir) for each Symbol.

And, time is also lost when moving from the SS to OT and back.

To alleviate some of those problems, I’ve modified the spreadsheet so that it resembles the input for the indicator and highlights which value needs to be changed as you work thru the 540 tests (1,620 chart views, 4,860 cells to either leave as 0 or change to 1-5).

Column A matches the indicator inputs, with the ones Jim wants to be modified highlighted in green.
You’ll find that you can scroll left and right and the value to be changed on the next run is highlighted in darker green.
Entries can be made in rows 18-26 for each of 3 symbols.
Those cells appear blank due to conditional formatting. They actually contain zero and will change to blue when any number is input.
The sums, average, etc., are at the far right and the data will probably need to be copied / transposed to facilitate analysis and ranking when complete.

I won’t be using the spreadsheet at this time, but thought it would be of value to you.
It’s extremely difficult to manually enter data in almost 5,000 cells without errors (essentially impossible with that many from my experience), so I hope this will help minimize the data entry error problem.

I’ll hopefully be sending my results later today.

Mark


(modified spreadsheet.png)




Edited by MarkHolstius 1/6/2019 11:36 AM

Attachments
Attachments modified spreadsheet.png (104KB - 0 downloads)
Attachments Initial testing grid modified.xlsx (51KB - 2 downloads)
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MarkHolstius
Posted 1/6/2019 2:19 PM (#9228 - in reply to #9227)
Subject: Cumulative Volume Indicator DISCUSSION



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Here's another update to the spreadsheet that may avoid some more entry errors by color coding the measurements.
Also added row 27 so you can enter a 1 to note that the test has been done (it tracks those completed - even if they had all zero's).
Also added summations in rows 28-31 for future analysis.

Salim - you can start using this wherever you left off on your other one if you want, and if you'll attach your "old" spreadsheet I'll transfer your data to this new one and we can combine them.
If you want, you can attach the old one and I'll transfer it before you start again.

Mark

(modified spreadsheet ver02.png)



Attachments
Attachments modified spreadsheet ver02.png (151KB - 0 downloads)
Attachments Initial testing grid modified ver02.xlsx (67KB - 1 downloads)
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JimDean
Posted 1/6/2019 2:38 PM (#9229 - in reply to #9228)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi, Mark

The changes look interesting, BUT ... I just realized that this SS will NOT work for the two major purposes that I outlined in my email several hours ago. Please go back and re-read it ... you'll see me mention "sorting" a couple of times, to help me mine data.

In my version of Excel (2007), the Sort feature only allows me to sort on COLUMNS, not on rows. Your original spreadsheet, which DOES work for my primary needs, has rows and columns flipped compared to the new one.

Can you please flip rows vs columns on the new one?

If not, please do not submit results to me in this new format, since I won't be able to use the sheet to do my data mining.

Sorry if this means you wasted a bunch of time. I didn't realize that you were reversing the layout.
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JimDean
Posted 1/12/2019 1:22 PM (#9242 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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Need some advice, asap please ...

First, skim the post I just made in the Training thread:
http://tradetight.org/forums/thread-view.asp?tid=1433&posts=5#M9241

RE: Intermediate variances on "neutral" (vote=0) cases for Slope, Bar, and Stack votes)

I recently created "alerts" for the main CVwave (aka TradeZone) colors and return-values ... so now, the "navy" color can be purple or darkgreen when it looks like a new bear or bull Wave is about to start. I've echoed those colors in the return output, as a "neutral set" of 4, 5, 6 (where 9-7 are bull and 1-3 are bear). So, range for "T" is 1-9.

Since the individual net-vote-ranges for Slope and Stack (Bar is a special case) can go from -3 to +3, the Return outputs go from 2-8 rather than T's 1-9 (above). I'm thinking of creating nuances on the "neutral" zero-vote for these as well ... so the 1-9 pattern is consistent.
Note that a "neutral=0" vote comes about by all three slopes being = fuzzy-0, or one =0 and the other two -1 and +1 ... or by one +2 and the other two each -1 ... or one @ -2 and others @ +1 ... or one zero and others +2 and -2 ... or one zero and others +3 and -3 (these last two are pretty unlikely). The point is that a "zero" vote can represent different situations.

So, if I created the intermediate-zero vote cases, where 5= pure zero and 4/6 being sort of bear/bull "alerts" ... then I need logic to make that decision. Earlier, Salim suggested to me that looking at the slope of the votes themselves (ie the lime/blue/crimson curves on plot#2) ... so maybe I should do that to determine the alerts.

That is ... if the sum of the regular votes nets out to be zero (maps to "5"), then I parse that into 4,5,6 using the net *slope* of those votes. The slope would be simple ROC ... ie diff between the bar's value and the prior bar's value ... which could be anything from +6 to -6 but normally is between +2 and -2. If the sum of those ROC-slopes is, say, > +1, then the neutral would become a bull alert for that Slope/Stack category ... if sum of ROC-slopes is < -1 then it would be a bear alert. (I would see how it hashes out on some charts to decide what the +1/-1 threshold should be).

Finally, although the BarVote only counts for 1, I've created nuances for it already ... I'd expand those using similar conceptual logic, to have three intermediate states.

Summary: all output return-states, and color-palletes, would have nine states, and the nine would always be in groups of three-threes. (this is very much like MTV btw). If the user wanted to build filters or logic that uses "alerts", they could do so either on the overall CVW state "T", or on the component Slope, Stack, and Bar (P,K,B) states.

LATER: I implemented the 4,5,6 distinction for the non-TZ-wave cases, but not via the slopes approach ... it's simply tied to a relatively low number of votes (scaled by the Bgn/End inputs).
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KenWilsdon
Posted 1/23/2019 12:06 PM (#9249 - in reply to #9242)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi everyone,

I am jumping on the beta testing late. Trying to get up to warp speed from impulse.

The symbols I have chosen are AAPL,PAYX,HAS (the latter 2 because they were on the group of 3, and Mark has other commitments).

====
Jim
====

Your idea about a reentry signal is a good one in the last post where you asked our opinions. Will get to the post prior to that when I am no longer filling out SS.
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JimDean
Posted 1/23/2019 4:09 PM (#9252 - in reply to #9249)
Subject: Cumulative Volume Indicator DISCUSSION



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IF YOU HAVEN'T STARTED THE STEP-6 TESTING YET, then use the newly-posted MOD-10 spreadsheet here:
http://tradetight.org/forums/thread-view.asp?tid=1431#M9251

KEN: If you've already started using MOD-9, no sweat ... I'll transfer your data when you send it to me. There is no difference between the two for the first tab, which is the only one you use for Step6. I explained the Step-7 (my job) and Step-8 (phase two for you) process in great detail in that post.

SALIM: I emailed you a copy of the MOD-10 with your Step6 info in it, and did my Step-7 thing to prep it for Step-8 for you. USE THAT SHEET ... but READ THE INSTRUCTIONS in the linked post and call me if you don't understand 100%. Thanks.
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JimDean
Posted 1/23/2019 7:28 PM (#9253 - in reply to #9252)
Subject: Cumulative Volume Indicator DISCUSSION



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Repost from above ... info

This is simpler than the prior question, but both are needed to get this tied up.

Currently, each of the categories T,P,K,B (and XYZ and ABC) for CVW, Slope, Stack, Bar net votes and individual Fast/Med/Slow-MA slope + FvS,FvM,MvS-MA stack votes have DURATIONS tracked, and output (the lower case t,p,k,b,x,y,z,a,b,c values previously described ... such as for Return = -1 being Tt.PpKkB, etc).

Currently, each of the duration counts tracks the overall state ... ie bullish, neutral, bearish ... the counts currently do not restart when the brightness of the color changes ... they only restart when green changes to red or navy, etc.

Keep in mind that duration output max out at the single-digit "9" count.

I'm thinking that maybe I should change the duration counts to restart every time the brightness changes ... that is, a lime green to a medium green would restart the count, etc.

Reasoning for this ... *during* a "wave" (if this is being used for entry logic), each time the color goes from dim or medium back to bright, that would seem to be a good time to re-enter or maybe add-on to the position. And if that's desireable, the duration-value being "1" (with the state being 9 or 1) would be the flag that tells you to do it.

Subsequent change (A3 version)
I've made the native mode track each color-variant ... ie any time a Vote or other metric with a Return value of 1-9 or 2-8 changes to another value, the counter increments (max's out at 9). You can toggle this to just track the "sign" (ie green vs blue vs red) of the value by putting a minus sign on the FuzzyBand input (ie -3 not 3).
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JimDean
Posted 1/23/2019 7:29 PM (#9223 - in reply to #9222)
Subject: Cumulative Volume Indicator DISCUSSION



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Repost from before, with additional info ...

Starting to ruminate about what the inputs would look like, if I added two Gurus. Arbitrary limitation (related to OT param panel popup) ... max height of 15 lines (param's plus "section-separators").

This would be slightly-rearranged "VOLxprt" version ... same pattern-inputs as now, but with Cap input deleted, and LastBar+Bars2Calc combined ... per the "nifty" explanation at the end of this post. Removal of those two not only reduces what user needs to fuss with, but also frees up two "slots" for the new gurus (so as not to force a second column on the Parameters Pane).

My prelim thinking re Guru mapping ... this may well change once I am able to review your spreadsheets ...
TimeFrame Guru provides automated settings for the following three expert sliders, and contributes to the automated setting of the fourth (MAvgSlopePdsFst2Slo).
Frequency Guru provides automated settings for the following three expert sliders, and contributes to the automated setting of the one just above it (MAvgSlopePdsFst2Slo).

VolCumulMethod expert slider is independent of the two Guru's since it's the core focus of the Indicator.

NOTE: if it turns out that CumSlidWndoWyd2Thn does not "mesh" well with the TimeFrame Guru ... I suspect that it will not ... then in that case I would move it down just below the VolCumMethod slider (making it independent of the Gurus), and would fully map the control of MAvgSlopePdsFst2Slo to the TimeFrame Guru (rather than also mapping it partially to the Frequency Guru). Again ... these mappings are just prelim guesses ... may well change after I've data-mined your spreadsheets.

... Layout Section ...
TIMEFRAME_GURU ... Short2Long ... controls next 3 and influences MAvgSlope
MApdsFMSorSm2Lrg
MixWtdHweExpHesSim
CumSlidWndoWyd2Thn ... if VolObOg=0, then CumSlid input sets RawV SpikeCap
MAvgSlopePdsFst2Slo

... Voting Section ...
FREQUENCY_GURU ... Many2Few ... controls next 3 and influences MAvgSlope
FuzzyBandNone2Large
TrdZonBgnCmbNetVote
TrdZonEndSepOppVote

... Overall Control ...
VOL_CUMUL_METHOD ... VolObOgVpVgAdAtNiNt
BarsToBeCalculated ... combines LastBarToCalcB4HRE & NumberOfBarsToCalc
OutputReturnHelpPlot


===============

QUESTION: if the "full" version (VOLxprt) has that set of 12 inputs (+3 headers), where nonzero values of the non-Guru inputs serve to override the "auto" settings implied by their related Guru (if any) ... THEN, would there be a "marketing" need for an "easy" version (VOLeasy or VOLcore) that has only these 5/6 inputs ... ?

TIMEFRAME_GURU ... Short2Long

FREQUENCY_GURU ... Many2Few

VOL_CUMUL_METH ... VolObOgVpVgAdAtNiNt

(maybe also CUM_SLIDING_WNDO, if one of its settings isn't clearly "the best")

BarsToBeCalculated ... Output window

OutputReturnHelpPlot ... Output format


=================

NOTE: In order to replace LastBar and BarsToCalc inputs with just one, I apply some logical reasoning. The BarsToBeCalculated input is an integer slider from 0 to 260, but allows neg# manual input. Its input value is interpreted differently, depending on whether a Plot output or a Return output is desired.
=== Return outputs usually just need 10 bars calc'd, so that the various "duration digits" can have their full 1-9 bar range ... the main thing re Return is to be able to specify the *final* bar, which is being displayed in FL or used for a Scan ... so, when Return is spec'd, the integer in BarsToBeCalculated *means* "#bars before HRE for last calc'd bar". (manual negative# input spec's a particular YYMMDD bar-date)
=== Plot outputs usually go all the way to the HRE, but sometimes only the most recent few months or couple of years are needed ... bars before that just waste calc time ... so, when Plot is spec'd, the integer in BarsToBeCalculated *means* "#bars to plot, ending at the HRE". (manual neg# input means plot all bars to the left of a gap on the right - input defines gap size)


==================

In the A3 version, I've modified five inputs so their ranges start with 1 instead of 0 (and of course the default and max inputs increase by one) ... all the logic remains the same. PURPOSE ... once Gurus are added, the Expert sliders that a Guru rules over will be ignored (ie Guru-gen'd value for them will be used), for every such slider that has a ZERO input. The inputs affected by this are: SpikeCapOffTyt2Wyd, MixWtdHweExpHesSim, VolObOgVpVgAdAtNiNt, CumSlidWndoWyd2Thn, FuzzyBandNone2Large

==================

The snapshot below has notes that might help explain how the Gurus consolidate existing inputs ... this results in the 15-line "full" list of inputs above ...

(Guru Param Ideas.png)



Attachments
Attachments Guru Param Ideas.png (277KB - 1 downloads)
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JimDean
Posted 1/25/2019 12:34 PM (#9256 - in reply to #9223)
Subject: Cumulative Volume Indicator DISCUSSION



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(third reposting of this info ... had to clean up the snaps and some text ... sorry for repetition)

Informational Update re Progress ... no need for y'all to do anything ... most of these things have been mentioned in prior posts, and this post just announces their completion and implementation ... note that this implements the new Guru's (not yet functional), and rearranges inputs, etc as described in post just before this ...

Here's what I've done so far (broad strokes) for the A3 version (y'all have A2):

• dual-strip middle in Plot#2 (was #1), and big changes to Plot#3 (was #2)
• created minimal plot-1 with TZ band and 3 strips
• allow CumTyp=0 to have +incV /-decV TZ's (not bull/bear)
• Slope pds FMS input => 1-3 (2, 4, 6) with opt neg actual pds 2-10
• reverse Rtn minus-sign flag => NOT in active TZ
• Colors: Bgn7: 7, 6-4, 3-0; Bgn6: 7-6, 5-3, 2-0; Bgn5: 7-5, 4-3, 2-0
• ReturnT: 9 8 7 9 8 7 9 8 7
• TZ colors = grn/red, brighter for TZ votes closer to TrdZonBgn, new 1-9 map:
..... Bull TZ: 9= maxTrdZonBgn, 8= medTZvotes, 7=fewTZvotes ... 7= "warning"
..... TZ Off: 6= almostBullTZ, 5= no clear bias, 4= almostBearTZ ... 4 & 6 = "alerts"
..... Bear TZ: 1= maxTrdZonBgn, 2= medTZvotes, 3=fewTZvotes ... 3= "warning"
• neg FuzInp sets CntBig => counts track +1/0/-1 sign, vs std 1-9 detail levels
• shift param ranges >0 (prep for later Gurus): SpikeCapOffTyt2Wyd,
..... MixWtdHweExpHesSim, VolObOgVpVgAdAtNiNt, CumSlidWndoWyd2Thn, FuzzyBandNone2Large
• merge LastBarB4HRE & NumberOfBarsToCalc to BarWndoToCalculate (0=all):
..... Rtn: assume 10 calc bars, input= LastBarB4HRE; neg= ALL bars preceding LastB4HRE
..... Plt: assume thru HRE, input= FirstBarB4HRE; neg= plot all to the left of that gap
• add Rtn's 31-38 for B.bUuHh; 39=cappedV; 40=CumV; shift T.tPpKkB
• remove SpikeCap input (for any Cum calc assume inp=3, else SlidWndo def's Cap)
• revise gray param section headers and add two (nonfunctional) GURU param's
• updated first and second Help panels for all prior changes

So, the existing "expert" inputs are now pretty much ready for the two new Guru inputs to made functional, once I get the Step8 info back from Salim and Ken ... and the Plot revisions and Return expansions are completed ... and I've gotten a start on the Help panel revisions. Here are snaps of the new Param's panel (with two nonfunctional Guru inputs, and a two of the Expert inputs moved) ... and the first two Help panels ... note especially the major changes to the summary of Return-value options shown on panel#2 ...

(VOLeval A3 Parameters.png)



(VOLeval A3 HelpPanel -1.png)



(VOLeval A3 HelpPanel -2.png)



Attachments
Attachments VOLeval A3 Parameters.png (173KB - 0 downloads)
Attachments VOLeval A3 HelpPanel -1.png (302KB - 0 downloads)
Attachments VOLeval A3 HelpPanel -2.png (275KB - 0 downloads)
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JimDean
Posted 1/25/2019 4:23 PM (#9257 - in reply to #9256)
Subject: Cumulative Volume Indicator DISCUSSION



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The Gurus are now functional! ... and their 5*5=25 variations (seems about right) make useful sense ... ie they logically vary the patterns in a smooth and explainable manner.

In order to make this work consistently and logically, I needed to "reverse" the slider for the required (TrdZon aka Wave) End votes ... that is, when we require 7 votes to BEGIN a Wave, we are making it harder for one to begin. This will reduce the number of bars that are in red/grn waves. So, it makes more sense to have the End vote requirement slider have a similar effect ... as it's moved to the right, it should also reduce the number of bars that are part of red/grn waves. Therefore, what used to be an End vote slider that went from 1-3 votes, the new one now goes from 3-1 votes.

To help users grasp this, and not get too focused on actual vote numbers (which are after all "internal logic"), I changed the names of those two sliders ... and when I did, I removed the "TrdZon" from the picture since I'm using "wave" now to describe the overall green / red regions. The new names are:
BgnNetRqVotFew2Mny = 1-3
EndOppRqVotMny2Few = 1-3
... this makes the left-to-right slider impact for those two to have a similar visual effect as sliding the FuzzyBand from right to left.
... THAT makes it logical and easy to understand how the new "Guru_WavesBig2Small" input relates to those three subsidiary "expert" inputs ... when the Guru slides from left to right, the Waves go from including most if not nearly all the bars, to a relatively small percentage of the bars being in waves.
... We will need to remember, when examining the spreadsheet "scores", that I've reversed the End input

The Guru for the Trading Time Frame, which has the MApds, SlopePds, and MAcalcMeth as it's subservient expert inputs also maps to them logically ... right to left on the Guru has the same "kind" of effect that moving any of them individually right to left would have. The only "tweak" I did was to move the "Mix" option from the first to the last of the list ... the new MAcalcMeth input is:
WtdHweExpHesSimMix = 1-5
... I deliberately restricted the slider to max=5 ... if someone wants the Mix, they manually type in 6. Reason for this is that none of the five slider options in the Guru_TimeFrmFst2Slo input "map" to that "Mix=6" input.
... We may need to remember, when examining the spreadsheet "scores", the old "0" method is now "6"

As mentioned a couple of posts above, when I initially laid out the theory of the Xprt and Core versions, that the Cumul-Vol method input would be Guru-less ... and that since the Sliding Window is (still) as yet uncertain as to its range, interactions and usefulness, I've kept that out of the Gurus. Also, I mentioned earlier that the Cap limit would be handled in a more hidden fashion (see above). Finally, I also mentioned earlier that I was combining the 2nd and 3rd to last "output window" controls into a single one, that offers the same degree of useful control.

The NET RESULT of all this is what I think is a very orderly, understandable input collection. The attached snaps are updated from the prior post ...




(VOLeval A3 Parameters.png)



(VOLeval A3 HelpPanel -1.png)



(VOLeval A3 HelpPanel -2.png)



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Attachments VOLeval A3 Parameters.png (186KB - 0 downloads)
Attachments VOLeval A3 HelpPanel -1.png (303KB - 0 downloads)
Attachments VOLeval A3 HelpPanel -2.png (275KB - 0 downloads)
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JimDean
Posted 1/26/2019 2:53 PM (#9258 - in reply to #9257)
Subject: Cumulative Volume Indicator DISCUSSION



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and noowww ... here's CVWxprt and CVWcore!

Today I built in the code to allow the Xprt and Core variants of the routine to be gen'd from the same code (therefore keeping everything consistent). Also, I got the Guru defaulting and Expert overrides in place and tested, using the "shifted" param-lists (VOLeval A2 param's that could be zero now start with one ... except the CumVol Method and SlidingWindow inputs, since they aren't controlled by a Guru).

I spent much of the day creating the "promised" bottom half of the first Help-pane, which has a lot of useful info:
1. tells you the specific values that were input (and whether they "override" the Guru-default)
2. reports the "derivative" internal-calc metrics-of-interest (MA pds, Methods, Vote thresholds, etc)

Two trios of snaps are shown below, one for CVWxprt and the other for CVWcore. Outputs are the same of course.


(CVWxprt A1 Parameters.png)



(CVWxprt A1 HelpPanel -1.png)



(CVWxprt A1 HelpPanel -2.png)



(CVWcore A1 Parameters.png)



(CVWcore A1 HelpPanel -1.png)



(CVWcore A1 HelpPanel -2.png)



Attachments
Attachments CVWxprt A1 Parameters.png (173KB - 0 downloads)
Attachments CVWxprt A1 HelpPanel -1.png (428KB - 0 downloads)
Attachments CVWxprt A1 HelpPanel -2.png (276KB - 0 downloads)
Attachments CVWcore A1 Parameters.png (120KB - 0 downloads)
Attachments CVWcore A1 HelpPanel -1.png (328KB - 0 downloads)
Attachments CVWcore A1 HelpPanel -2.png (273KB - 0 downloads)
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JimDean
Posted 1/28/2019 7:38 AM (#9259 - in reply to #9258)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi, guys

To clarify ... this is the "last chance" to comment on the Xprt/Core input arrangements I've posted previously. I don't plan on sending out another "intermediate" DLL if I can help it ... creating the DLL's is too time-consuming to do on a whim, and introducing "corrections" to a DLL's source is very awkward.

So, please look over the snaps, and give me your reactions as best you can. I'm mainly asking about "how it looks" re conceptual arrangement of things ... and also the extra detail at the bottom of the first help panel.

ALSO ... please let me know when you expect to complete the testing. Thanks!
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JimDean
Posted 1/28/2019 10:31 AM (#9261 - in reply to #9259)
Subject: Cumulative Volume Indicator DISCUSSION



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NOTE: (probably too late) ... ATVI, HAS, and PAYX all start off (usually) with a bullish green wave, even though when viewing the 126 bars I spec'd, it seems like the price action is anything BUT bullish. However, if you flip to a 9-month view, it's apparent that all of those had a fairly well established, clear uptrend prior to the arbitrary 6-month boundary.

QUESTION: did you notice this (ie the prior runup) during your testing, and interpret your results appropriately, or did you treat those lime band indications as "really bad direction" rather than "a continuation with too much lag"?

If you treated it as "really bad direction", to the best of recollection, did that mismatch heavily influence your voting for those symbols, or did the considerations of the middle and right side of the chart mainly rule the day?

Thanks
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JimDean
Posted 1/28/2019 10:56 AM (#9262 - in reply to #9261)
Subject: Cumulative Volume Indicator DISCUSSION



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I posted about this earlier ... this is the corrected version ... SIMPLER conclusions ... please review

Here is a new mapping I'm using that goes from -7 to +7 votes, to -4 to +4 return "T" values and three tricolor groups for the Wave Band.

Greenish/Pinkish tricolor Bull/Bear sets:
bright = ENTRY = enough net votes to begin a wave (can occur during the wave too)
medium = not quite enough to begin, but not enough opposite-votes (if any), to end
dark = WARNING = weak support for that direction, but not enough opposite-votes (if any), to end

Not-in-Wave tricolor sets:
dark-navy-blue = indeterminate case that doesn't seem to be leaning clearly towards bullish or bearish
blue = net votes are getting close to total required to begin a new Bull Wave (this used to be dark-green)
purple = net votes are getting close to total required to begin a new Bear Wave.

Of course, any time the Net votes are >= the Bgn threshold (and the #opp votes don't cancel it), the color is bright, and Wave begins if it's not already active.

PREVIOUSLY, I logic'd my way into finding TWO thresholds, one for weak and the other for warn ... in addition to the simple threshold for "begin". This was FLAWED, in that there are only three colors, so I can only use TWO thresholds ... and the begin thresh is one of them. SO ... the italicized comments below that develop two thresholds for warn and weak have been mushed together at the end for a single useful threshold between weak and warn ...

Coming up with "warning" thresholds is tricky since Bgn = net votes (sum of pos, neg & zero) while End = opposite voles (regardless of what other votes are). There are a variety of combinations, given that Bgn can be 5, 6, 7 and End can be 1, 2, 3 ... the table below maps it out:

Bgn=5,End=3 Bull warn upper thrsh: -2 & +5 => +3; lower thrsh: -2 & +0 => -2 ... so <= +0/1
Bgn=5,End=2 Bull warn upper thrsh: -1 & +5 => +4; lower thrsh: -1 & +0 => -1 ... so <= +1/2
Bgn=5,End=1 Bull warn upper thrsh: -0 & +4 => +4; lower thrsh: -0 & +0 => -0 ... so <= +2
Bgn=6,End=3 Bull warn upper thrsh: -2 & +5 => +3; lower thrsh: -2 & +0 => -2 ... so <= +0/1
Bgn=6,End=2 Bull warn upper thrsh: -1 & +6 => +5; lower thrsh: -1 & +0 => -1 ... so <= +2
Bgn=6,End=1 Bull warn upper thrsh: -0 & +5 => +5; lower thrsh: -0 & +0 => -0 ... so <= +2/3
Bgn=7,End=3 Bull warn upper thrsh: -2 & +5 => +3; lower thrsh: -2 & +0 => -2 ... so <= +0/1
Bgn=7,End=2 Bull warn upper thrsh: -1 & +7 => +6; lower thrsh: -1 & +0 => -1 ... so <= +2/3
Bgn=7,End=1 Bull warn upper thrsh: -0 & +6 => +6; lower thrsh: -0 & +0 => -0 ... so <= +3
... so, warnings for End input= 3,2,1 & Bgn input=5 => 0,1,2; Bgn=6 => 1,2,2; Bgn=7 => 1,3,3
... where 0,1,2,3 warn-thresholds are pos during Bull and neg during Bear waves
RESULT: for "most" waves, "warning" bar(s) will appear (unless price-reversal on mod-high volume)

The intermediate color is less important from my POV (please comment if you differ) ... it shows a weakening of the wave-strength, but not severe enough to be "questionable". So, it's somewhere between the Bgn (net) threshold input, and the Warning (net) threshold from the table above ...
Bgn=net5, End=opp3, Wrn=0 Bull weak upper thrsh: avg(5,0) = 2/3
Bgn=net5, End=opp2, Wrn=1 Bull weak upper thrsh: avg(5,1) = 3
Bgn=net5, End=opp1, Wrn=2 Bull weak upper thrsh: avg(5,2) = 3/4
Bgn=net6, End=opp3, Wrn=1 Bull weak upper thrsh: avg(6,1) = 3/4
Bgn=net6, End=opp2, Wrn=2 Bull weak upper thrsh: avg(6,2) = 4
Bgn=net6, End=opp1, Wrn=2 Bull weak upper thrsh: avg(6,2) = 4
Bgn=net7, End=opp3, Wrn=1 Bull weak upper thrsh: avg(7,1) = 4
Bgn=net7, End=opp2, Wrn=3 Bull weak upper thrsh: avg(7,3) = 5
Bgn=net7, End=opp1, Wrn=3 Bull weak upper thrsh: avg(7,3) = 5
... so, weak-Wave for End input= 3,2,1 & Bgn input=5 => 2,3,3; Bgn=6 => 3,4,4; Bgn=7 => 4,5,5
... where 2,3,4,5 weak-thresholds are pos during Bull and neg during Bear waves
RESULT: for "most" waves, some "weak" bars will appear (unless sharp price reversal with high volume)



As noted above, I can't implement these TWO thresholds for "weak" and "warn" colors ... I need to mush them together for a single threshold between those two colors (the thresh between weak and strong is the BgnVot input). Therefore, averaging the two above into an "orderly" pattern results in ...

Threshold for EndVote input= 3,2,1 & BgnVote input=5 => 1,2,2; Bgn=6 => 2,3,3; Bgn=7 => 3,4,4
... that is, if the net votes equal or better those values, it's "weak" ... if < those values, it's "warn"



I realize this may be sort of difficult to follow, but please try to ... it's hard to come up with reasonable rules for things like this, and I appreciate thoughtful feedback. This affects both the Return and Plot outputs, and could be the basis for strategy entries and exits.
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JimDean
Posted 1/28/2019 1:15 PM (#9264 - in reply to #9262)
Subject: Cumulative Volume Indicator DISCUSSION



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additional weak/warn vote threshold tweaks, after testing ...

I noticed when testing the arrangement above that the distribution of warn-weak wasn't bad, but could be improved. Also, it makes some sense to have the thresholds differ for each slider-increment, rather than being the same for two different settings (ie 2,2 or 3,3 or 4,4).

Additionally, since bearish/short runs tend to be quicker to end, and have more volatile retracements (ie dead cat bounces), I introduced a bull/bear distinction for the weak-warn thresholds so that warnings appear more readily for bearish waves ... the new thresholds are:

Bullish Waves: for EndVot=1,2,3 & BgnVot=5 => Thrsh=0,1,2; Bgn=6 =>1,2,3; Bgn=7 =>2,3,4;
Bearish Waves=more warns: BgnVot=5 =>Thrsh=-1,-2,-3; Bgn=6 =>-2,-3,-4; Bgn=7 =>-3,-4,-5
... that is, the farther from zero the threshold is, the more warnings will appear (vs being labelled as weak)


(note that all of these are within the ranges determined two posts earlier, but have additional "smarts")
(also - none of these color-threshold tweaks impact the overall duration of the green or red waves you tested)

similarly ... make thresholds for Alerts between Waves to be tougher for Bearish than Bullish
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SalimHira
Posted 1/28/2019 10:25 PM (#9265 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi Jim:

Here are early observations coming to mind:

1. On Help-Panel #2 that relates to Formula Builder pane of any OmniScript - after we Copy / Paste the omniscript, do we need to manually change the last two parameter BarsB4Hre & ReturnType ? Or, it stays AS IS wherever we plug that omniscript.

2. should this NOT be BEAR WAVE ? Your have BULL WAVE twice.
(#9262 - in reply to #9261)
"purple = net votes are getting close to total required to begin a new Bull Wave."

3. Could you please define the following in layman's words please ? How should it be interpreted in a real trading instance ? It's used quite extensively of its importance. i.e., does it define, maybe losing momentum, ROC reversing, volume itself significantly changing, etc.... #9262 - in reply to #9261

"SO ... the italicized comments below that develop two thresholds for warn and weak have been mushed together at the end for a single useful threshold between weak and warn ... "

IMHO, we should than be able to follow the rules as it states accordingly, thereafter.

4. One minor thought - on the bright colors

" Greenish/Pinkish tricolor Bull/Bear sets:
bright = ENTRY = enough net votes to begin a wave (can occur during the wave too) "

My thoughts here is that many times, the trend has already ended before it starts (confirmation bias), what kind of color(s) or Return values should we be observing that may be the case... I do understand the Slopes and Stacks and Bars horizontal bar will provide early clues.... Just searching for additional help clues on your side to observe while trading.
'''''''''''''''''''''''
Afterall, it all does look pretty good overall extensively written coverage in how it is explained in so much detailed, I'd never have thought of learning sooo much about VOLUME & PRICE itself.

Thank You.

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JimDean
Posted 1/29/2019 6:05 AM (#9266 - in reply to #9265)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi Salim - thanks for your thoughtful reply

1. The top of the Help Panel instructs the user to replace the two “variables” in the function call with values, and indicates the range of those values. It says to copy the formula then paste it into the omniscript field. That seems to me to be fairly clear. What didn’t you understand?

2. Thanks. Yes. BearWave. Fixed. (A copy-paste oversight).

3. A Warning might be used for an early exit, especially if you have a way to re-enter when/if the wave resumes with a bright color, later. The exit could be partial or full. For very short term grabs, Weakness could be used the same way. Either could be used for scaling out gradually (with subsequent bright restarts used for scaling back in). I will build a System and Stop that allow the user to specify in the Params what to do when a Warning or Weakness is encountered.

4. The earliest bright color in a Wave is often right at the start of the Trend - that is, in many cases it’s a leading indicator (due to Volume component). However it’s not a crystal ball - it can’t know how long a move will last, and therefore you sometimes see a bright color just before a reversal. But it does change hues (green-Red/blue) pretty quickly compared to some other approaches. I think the answer to your Q is more related to Elliott wave theory - that is, crystal ball stuff. My recommendation is to tighten stops gradually as a trend progresses - ie as a function of time.

Hope this helps!
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JimDean
Posted 1/29/2019 6:28 AM (#9267 - in reply to #9258)
Subject: Cumulative Volume Indicator DISCUSSION



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Ref the snaps in message 9258 …

A. How do you feel about help panel #1? …
1. Are the summary one-line descriptions helpful? (Later panels describe more fully in most cases).
2. Do you “like the appearance”?
3. Is the new bottom half “Actial Inputs and Derivatives” understandable? Can you make reasonable guesses as to what the derivative values on the R half of the lines are referring to?
4. Are the relationships between the Gurus and their related Expert inputs fairly clear? (No example shown with asterisk - if an expert nonzero override is used, a “*” appears between the equals sign and the value.)

B. Most importantly- now that you’ve seen the two versions, do you think two (Xprt and Core) are “needed” for effective marketing?

C. Finally - I could allow negative inputs for the two Gurus, which would “map” to the “best” combinations of the various Experts, Willy-nilly, based on your Excel results. There could be maybe 20-50 such negative manual entries possible. (Or even via slider). I could do them separately (derived from subset sorts of your SS info), so the two negative Guru categories interact somehow - not necessarily in perfect ways though - OR I could set up one of them as a Master slider which controls every input except the last two. Doing any of this would have a LOT of sbas, and those “master” patterns wouldn’t necessarily “flow” rationally (ie slow to fast etc). But I am considering doing this if y’all think it will be helpful and not confusing.
(I’m not keen on setting up a new slider since that puts us over 15,into a second panel column - nor am I excited about repeating the whole user-editable Text file thing that MTV uses. But it’s possible for a later release if folks request it).
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KenWilsdon
Posted 1/29/2019 11:27 AM (#9268 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi guys,

Here are some answers to your questions Jim. *** is prior post questions or statements.

***To clarify ... this is the "last chance" to comment on the Xprt/Core input arrangements I've posted previously. I don't plan on sending out another "intermediate" DLL if I can help it ... creating the DLL's is too time-consuming to do on a whim, and introducing "corrections" to a DLL's source is very awkward.
***So, please look over the snaps, and give me your reactions as best you can. I'm mainly asking about "how it looks" re conceptual arrangement of things ... and also the extra detail at the bottom of the first help panel.
***ALSO ... please let me know when you expect to complete the testing. Thanks!

Answer: Looks like it is well organized, and fairly clear, end of first panel looks good. It provides a quick reminder of values.

Suggestion: One suggestion related to your response to Salim's question:

***1. The top of the Help Panel instructs the user to replace the two “variables” in the function call with values, and indicates the range of those values. It says to copy the formula then paste it into the omniscript field. That seems to me to be fairly clear. What didn’t you understand?

Suggestion: In your MARKETING of this product would be to give some examples of how the return values relate to a chart with the indicator on it. e.g., show where on a chart -1 to -10 appears (maybe by circling a -2 or -8 on two charts, along with the setting to get the chart), -11 to -20, etc. Many of us are visual learners (part of being in the YouTube generation), and having something like that would bring a new user up to speed faster, as they could compare a sample chart and settings to what they see on their chart. ("I like what I see, and I know I can get this as a return value, but which one is it that I am looking at right now on the chart"? - Answer that question, and things will be a lot clearer for end users). I realize some returns are for different MA's or calcs, but they should be shown as well, or a short demo video tying charts to both inputs and return values would be helpful. This is because the sliders go from 1 to 5, but the returns go from -1 to -40. The natural question is, how do the 2 relate? And how does it relate to what I am seeing? This will be a confusing part to many potential buyers. Most are not strong programmers.

Answer: I expect to finish today.

?***NOTE: (probably too late) ... ATVI, HAS, and PAYX all start off (usually) with a bullish green wave, even though when viewing the 126 bars I spec'd, it seems like the price action is anything BUT bullish. However, if you flip to a 9-month view, it's apparent that all of those had a fairly well established, clear uptrend prior to the arbitrary 6-month boundary.

***QUESTION: did you notice this (ie the prior runup) during your testing, and interpret your results appropriately, or did you treat those lime band indications as "really bad direction" rather than "a continuation with too much lag"?
?
Answer: Answered above?.
?
***If you treated it as "really bad direction", to the best of recollection, did that mismatch heavily influence your voting for those symbols, or did the considerations of the middle and right side of the chart mainly rule the day? ?

Answer: HAS was a problem? one way, as it looks like it had an earnings announcement where the gappy spike occurs at the beginning of the 6 month period. In the early days of the testing, this did influence me in regard to direction, but I normally needed at least 2 trades to go in the wrong direction for direction to be voted very bad( that being one of them). My reasoning is that the system should compensate for unusual market volume relatively quickly. As I moved along in testing, this became less of a consideration. It did affect lag as well.? As I was getting familiar with the process of scoring, I realized that it should go more toward lag than direction, and weighted it more heavily that way.

Answer: As for PAYX, I treated it as more lag than direction, unless it was getting out at the bottom of the down wave at the -6 month point (about July 28-30), then I penalized it for direction as well.

***Ref the snaps in message 9258 …
A. How do you feel about help panel #1? …

Answer: It looks pretty good to my eyes.

***1. Are the summary one-line descriptions helpful? (Later panels describe more fully in most cases).

Answer: Yes they are helpful. Again a demo video giving what the one liners mean would be helpful.

***2. Do you “like the appearance”?

Answer: Yes

***3. Is the new bottom half “Actial Inputs and Derivatives” understandable? Can you make reasonable guesses as to what the derivative values on the R half of the lines are referring to?

Answer: These would be guesses only. I would not be certain of the return values, and would probably have to do quite a bit of testing to figure them out. See my comments above.

***4. Are the relationships between the Gurus and their related Expert inputs fairly clear? (No example shown with asterisk - if an expert nonzero override is used, a “*” appears between the equals sign and the value.)

Answer: I think they are pretty clear.

***B. Most importantly- now that you’ve seen the two versions, do you think two (Xprt and Core) are “needed” for effective marketing?

Answer: Yes. The Core version is all that many will want to tackle with 6 sliders.

***C. Finally - I could allow negative inputs for the two Gurus, which would “map” to the “best” combinations of the various Experts, Willy-nilly, based on your Excel results. There could be maybe 20-50 such negative manual entries possible. (Or even via slider). I could do them separately (derived from subset sorts of your SS info), so the two negative Guru categories interact somehow - not necessarily in perfect ways though - OR I could set up one of them as a Master slider which controls every input except the last two. Doing any of this would have a LOT of sbas, and those “master” patterns wouldn’t necessarily “flow” rationally (ie slow to fast etc). But I am considering doing this if y’all think it will be helpful and not confusing.
(I’m not keen on setting up a new slider since that puts us over 15,into a second panel column - nor am I excited about repeating the whole user-editable Text file thing that MTV uses. But it’s possible for a later release if folks request it).

Answer: I personally don't think that is needed.
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JimDean
Posted 1/29/2019 11:43 AM (#9269 - in reply to #9268)
Subject: Cumulative Volume Indicator DISCUSSION



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Thanks Ken.

Re the return values - see earlier post #9199 posted on 1/4. Of course it’s noy totally up to date but I hope that the help panels about returns (albeit dense) and the big sidewise table snapshot help clarify things.

Returns for slider input -1 to -40 are very “orderly” once you understand the pattern - each “-x1” value is a meld of several (up to 7) piece of info, and the nine cases after that in sequence provide individual detail of each item. Help panel #2 is a concise summary.

Not all return items have corresponding plot colors. Many are durations (ie counts) of a given color. But nearly all of the capital-letter returns have color related plots, where 1=very red/bear and 9=very bull/green.

The new help panels will explain and will be more extensive. Problem with providing detail info in videos is that it can’t be quickly ref’d later. But it does make sense to do a video walkthrough to familiarize users.

Thanks again.
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SalimHira
Posted 1/29/2019 4:25 PM (#9270 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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In response to post #9267 questions, I concur with Ken's comments while not to repeat myself either, and Jim's clarifications clears any doubts, with high emphasis on "C" - it is not needed, imho. Thanks.

p.s. I am trying to complete the SS by tomorrow late evening, if all goes well with my schedule - but trying sooner.
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JimDean
Posted 1/29/2019 4:56 PM (#9271 - in reply to #9258)
Subject: Cumulative Volume Indicator DISCUSSION



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Thanks to both of you.

I’m a bit confused about Kens response re the bottom half of Help pane 1 with the input values and the derivative info. Specific questions:

1. Is it clear that the first value in each of the first eight lines is the input value (if a guru or an asterisk), or if no asterisk, it’s the expert-input’s Guru-assigned value?

2. Is it clear that the other values on the line after that are:
A. Not answers but rather internal derivatives of the inputs
B. For which of those labeled values can you understand the labels. Which not?
C. Do you think it’s helpful to users for me to provide that info?

====

New question:
Since the Core version does not provide “fine” control over the six subsidiary expert inputs that the Gurus define, I’m thinking that it does not make a lot of sense to provide as-extensive output detail for that version (since user can’t really “tweak” things in detail). So, I’m thinking about limiting the Core Plot output to just the simplest “Wave Band plus three strips” option, plus the “explanatory-but-not-very-useful” plot #3 that has the various raw components all stacked on top of one another (Cumvol, vol, colored ma’s, colored dots, etc). Also, the Core Return would be limited to the first T.tPpKkB output and its breakout options, plus the CumVal.
Of course the Core DLL is less expensive - not sure if the subscription would be or not.
What do you think?
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KenWilsdon
Posted 1/29/2019 10:05 PM (#9272 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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Jim,

I’m a bit confused about Kens response re the bottom half of Help pane 1 with the input values and the derivative info. Specific questions:

1. Is it clear that the first value in each of the first eight lines is the input value (if a guru or an asterisk), or if no asterisk, it’s the expert-input’s Guru-assigned value?

- - - I assume you are referring to the CVWxprt Help panel, specifically those in the Trading Timeframe Inputs and the Voting Sensitivity Inputs. I assume the Guru sets the values of each of the next 3 lines to the value after the = and before the ";"

2. Is it clear that the other values on the line after that are:
A. Not answers but rather internal derivatives of the inputs

-------Not totally clear what an internal derivative of inputs means. I understand derivatives from calculus, but you are using it in a different sense. I assume you mean what is after the ";" in each line. That is clearly the description of what the slider does.

--------Does the Guru number in first line in section set the value to what follows = and before the ";" for each of the next 3 lines? That is what I assume is the case. I hope that is clear.

B. For which of those labeled values can you understand the labels. Which not?

--------I dont understand WtdHweExpHesSimMix; Wtd is obviously weighted, but the rest is cryptic. bEMA is also one that I am not familiar with. The rest of the first 8 lines I can figure out.

C. Do you think it’s helpful to users for me to provide that info?

--------Yes, it helps them to understand what the control on the slider does.


What you suggest for the Core version seems reasonable for the stripped down version.
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SalimHira
Posted 1/30/2019 9:46 AM (#9275 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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I will attempt to summarize to your questions. I pretty much understand but some concerns too - but herewith, is what may need clarifications in addition:

What are WavesBig2Small ? ... folks may need to reflect upon that.

How the CumSlidWndWyd2Thn affects the slider, and if not satisfied, user can override by manually typing them ?

Pls expand on WtdHweExpHeSimMix - lost here and/or anyone who see it, cannot make out what may be happening here.

============
1. Is it clear that the first value in each of the first eight lines is the input value (if a guru or an asterisk), or if no asterisk, it’s the expert-input’s Guru-assigned value?

>>> I recall how it was used in MTVxprt, so assuming its the same.

2. Is it clear that the other values on the line after that are:

A. Not answers but rather internal derivatives of the inputs

>> It is not clear, imho.

B. For which of those labeled values can you understand the labels. Which not?

>>> see above

C. Do you think it’s helpful to users for me to provide that info?

>>> Definitely. With only the DLL on hand, its difficult to comprehend as we all are used to going into the OmniLanguage itself of source code to read the "definitions" when things become blurry for recollection.
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JimDean
Posted 1/30/2019 9:47 AM (#9274 - in reply to #9272)
Subject: Cumulative Volume Indicator DISCUSSION



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I've modified Help Panel #1 as shown in the snap to clarify the meaning of WtdHweExpHesSimMix ... please let me know if this clear enough ... ie that it refers to the calc method used for the MA's as being Wma, Ema, Sma, or a mix of those (within the confines of one line of text, that is ;~).
Also ... Help Panel #2 now more clearly describes how to get the single-digit "T" value output. And I've modified the Core version of HP#2 to only show the -1 (thru -10), -11 and -12 options.

I've also implemented a Core vs Xprt distinction re what outputs are provided with each:
Plot: Core does not offer the Plot with the Slope Histo, dual-barV strips, and Stack Histo (now= Xprt option #3)
Return: Core does not offer return-options 11-38, and 39-40 are mapped to 11 & 12 for core. That is, the "net result" return "Wave T.tPpKkB" and its nine breakout-digits-options is provided for Core, but not the detailed "Slope P.QqRrSs" or "Stack K.LlMmNn" or "BarUH B.bUuHh" information.
... I'll likely provide a lower price for the Return subscription for Core, as well as for its DLL

I'm going to provide licenses to BOTH Xprt and Core for people who buy Xprt, so they can use either (both give same answers).

=============

KEN: the SS you sent me last night does not contain the final 140 cases ... just the first 400.

BOTH (esp Ken, since he missed the prior Skype): I'd like to do a Skype-training-demo today for you ... what EST times do you have available? (sooner better than later)

(CVWxprt A1 HelpPanel -1.png)



(CVWxprt A1 HelpPanel -2.png)



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JimDean
Posted 1/30/2019 10:26 AM (#9276 - in reply to #9275)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi, Salim

I posted some answers and a couple of updated snaps about the same time you posted your reply, so you may not have noticed them ... if not, please review my prior post.

I'm discouraged to hear that the bottom half of HP#1 is apparently pretty much a mystery. I'd have thought that the labels which match the listing in the upper half would have clearly ID'd those rows as being related to the various Parameter inputs ... and an equals sign followed by a value would have been fairly obvious as representing the value input by the user. HOWEVER, with the hope of improving it, I am going to REVERSE the meaning of the asterisk ... that is, values will have an asterisk if the Guru set them (ie they were input as zero but "used" as the noted value). I hope that will help. See snapshot below for those revisions.

I'm also surprised that an abbreviation like:
MA pds: Fst= 3, Med= 6, Slo= 12
... is so hard to understand. The user can SEE the MA curves on the output plot ... and the Fast/Med/Slow "idea" is basic to the program ... so why is that abbreviation too obscure? Please keep in mind that the panel has max-height (ie #row) limitations.
... and the other "detail-y" info on following lines seems to be even less cryptic (maybe "bEma" looks odd, but I think they "get it" that it is "sort of" an Ema ... later Help describes bEma)

Regarding your comment about wanting info that you otherwise might have gotten out of viewing OLang:
a. this routine is too complex to report the intermediate values for *everything* that is going on
b. much of the "coding mechanism" is proprietary so I don't want to make it easy to duplicate
c. the other Help Panels (presented previously in thread) describe the calc methods qualitatively ... a LOT MORE than Nirvana typically explains their plugins.


Re WavesBig2Small ... would you prefer "WavesWide2Thin" ? I'm suprised that the idea of a "Big Wave" vs a "Small Wave" is hard to follow ... unless you don't get what a "wave" is. The "wave" is a series of bars that are all the same family of bullish (green) or bearish (red) hues. Again, there is a limit of how many lines I can include on this screen ... what would you suggest?

Re CumSlidWndWyd2Thn ... the final part of the definition line says "or typed" ... which means the user can type in the number of periods they want. I don't really want to encourage people to do that so I don't want to make a big deal out of it ... I considered not even mentioning it except in a video. Is it also unclear to you that the user has an option of manually typing int FFMMSS for the second input? I debated whether to make that obvious, too.

Re WtdHweExpHesSimMix ... I tried to clarify that in my prior post which you probably didn't see before responding ... is the new one-liner adequate?

(CVWxprt A1 HelpPanel -1.png)



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JimDean
Posted 1/30/2019 11:05 AM (#9277 - in reply to #9276)
Subject: Cumulative Volume Indicator DISCUSSION



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OK ... I've modified the HP#1 to define the Guru meanings ... hopefully the explanations of "Fast" for the first one and "Big" for the second will do the trick.
I also added a subtitle line for the headers of the guru sections on the top half (Xprt only), to help clarify how the Guru "drives" the Experts when they are zero.


(CVWxprt A1 HelpPanel -1.png)



(CVWxprt A1 HelpPanel -2.png)



(CVWcore A1 HelpPanel -1.png)



(CVWcore A1 HelpPanel -2.png)



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JimDean
Posted 1/31/2019 6:51 AM (#9278 - in reply to #9276)
Subject: Cumulative Volume Indicator DISCUSSION



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A few small changes worth noting:

1. I modified the param names for the gurus to use caps: GURU_TymFrmFst2Slo and GURU_WavAgrs2Cnsrv ... required removing "e" from "Wave' and changing "Time" to "Tym" so that it still fit on the param pane and in the message boxes. Reason: later, there *might* be a need for another slider for Master Presets ... if so, I might need to remove the intermediate "Voting Sensitivity" label-line to make room for the new one on top. In that case, the all-caps "GURU" will help visually divide the two sections.

2. I modified the -7 return value to be "B.b" instead of just "B" ... thus including the duration-bars with that output, since the Core version does not offer other alternative outputs to obtain the "b". In line with that, I also modified the 2-digit return values to T.t, P.p, K.k (in both Core and Xprt), and the Q.q, R.r, S.s, L.l, M.m, N.n, U.u & H.h for the other 2-digit return options avail in Xprt. The decimal makes it simpler for the user to parse the two pieces using the functions INT() and FRAC().

3. Minor mods to output format for HelpPanel #2 to reflect the decimal changes above, AND to clarify what the second-to-last option is ... now says "BarVol (neg=cap)" rather than "Capped RawVol".

4. Also ... I fixed the plotting so that when the Sliding Window is off, there are no cyan/pink histo's below the zero line to show what was removed from the left side of a nonexistent window. Along the way, I also tweaked the dot-plotting for that plot so the dots don't get quite so huge (in some y-axis situations), and also are a bit tighter together ... but still readable.


(CVWxprt A1 Parameters.png)



(CVWxprt A1 HelpPanel -1.png)



(CVWxprt A1 HelpPanel -2.png)



(CVW A1 Detail Plot (noSWndo).png)



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JimDean
Posted 1/31/2019 11:22 AM (#9279 - in reply to #9278)
Subject: Cumulative Volume Indicator DISCUSSION



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FOUR QUESTIONS for y'all:

1. I'm undecided about my earlier idea regarding leaving out one of the plot options for Core. It's so useful for diagnosing "whys" that I think maybe I should leave it in. I'm talking about the one that is option #2 in your A2 DLL's ... with the Wave band on top, then Slope histo+curves, then dual strips for BarV, then Stack histo+curves. (no matter what, I will limit the Core Return values to just the T.tPpKkB overall set)
Is that plot "high-value and fairly essential" to making the Core version understandable?

... I'm thinking of ways to use the test results to best effect ...

2. I can use the Step6 & Step8 results in combo, to determine what the "most commonly viable" patterns are for each of the two Gurus. That is, the GURU_TymFrm would allow *negative* values, which would assign its three experts based on which have provided the "best" results in the testing (independent of the other Experts). Similarly, I can do the same for the GURU_Wave input, where its negative inputs would assign patterns of its three Experts based on their independent results. The sequence from -1 to whatever (-5 or -10 maybe) would not be Fst2Slo or Agrs2Cons, but rather Best2Good "scoring".
What do you think?

3. I can use the Step8 results to create a new "PreferredPatterns" slider that would be at the very top. It would assign values for *every one* of the 8 experts, based on tier-sorting within the "Fours" results ... (WavAgrs2Cnsrv looping within TymFrmFst2Slo looping) ... all suggestions would (likely) be "four" scores ... using overlap of Ken and Salim results ... probably about 50 options. This would *not* require me to create a Preset Text file ... it would all be internal mapping. If I do this, then the existing Guru's and Experts could override those PP's if they are nonzero (will adjust input ranges for CumMeth and SlidWndo to accomodate). The PP slider would be in Core & Xprt.
What do you think about this?

... of course there's no way to be sure whether the PP's or the neg-Guru options will actually work out to be amongst the "best" for a given user's situation. I'm fairly confident that our methodology, re separate eyeballs, three scoring cat's, and carefully chosen spectrum of symbols will yield generally useful results.

4. This one needs some explanation ...
... the *really handy* think about the PP and the neg-Guru options is when someone wants to pair up CVW with other stuff in a strat, and use StratWiz to find good fits. SW can simply loop thru the ~50 likely-fairly-good PP options, rather than having to do a bunch of not-very-likely-to-be-useful permutations that would be needed if SW was asked to loop thru all the experts in a tiered fashion.
... in fact ... once the 50 are chosen for PP, I might set up a SW run that uses CVW for entries and exits, and loops thru the 50 to determine which are the most profitable for a big list of stocks ... then provide PP a negative range, where the SAME 50 are mapped, but in a different "SW profitability" order (rather than the pos-50 sort described above).
Creating these variants on the Gurus and creating the PP is not terribly difficult ... much easier than (and faster-executiing) than any "preset text file" type of approach.
What do you think about the SW-profitability-sorted neg-PP-input option?
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KenWilsdon
Posted 1/31/2019 3:12 PM (#9280 - in reply to #9178)
Subject: Cumulative Volume Indicator DISCUSSION



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Hi Jim,

RE:

Q1.

>>> My thinking is that it is not fairly essential. Core users will probably people who don't care so much about the nuts and bolts, but just want something that works. it will be more likely that Xpert users will want to know the whys. It also provides another plot as a reason to upgrade.

Q2.

>>> That would be a good option for a new user to get started, as well as a good starting place for core users to get experience with CVW.

Q3.

>>> So question 3 is different than Q2. A master slider. Good idea. That allows the Q2 answer to give more granularity than the Q3 option, if a user wants that, without going through all the permutations. If people like to tinker in a broad sense, this would certainly help them.

Q4.

>>> I think that is a good idea. If the markets change over time, then a new SW sort could be done later, and they still would allow their use, even if the order changes somewhat.
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JimDean
Posted 1/31/2019 3:24 PM (#9281 - in reply to #9280)
Subject: Cumulative Volume Indicator DISCUSSION



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Re Q4 (and 3 and 2) - clarification

All of these slider-controlled preset patterns would be hard coded, not driven from a text file, or in any other way modifiable by the user. I’m thinking of killing off the Preset file entirely from MTV and doing a similar hardcoded approach (I’ve sent an email to all MTV owners requesting N/Y as to whether they’ve created any custom presets). Hardcoded means no slowdown to read a file. And a lot less code to implement. I’m thinking ahead about paradigms that I might implement in all the other stradicators.
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JimDean
Posted 2/1/2019 3:48 PM (#9287 - in reply to #9278)
Subject: Cumulative Volume Indicator DISCUSSION



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More changes ... to introduce the "PreferredPatternsMaster" input ... (reposted due to prior errors)

To do this, I had to eliminate one of the gray param-pane "headers", but with GURU capitalized I'm hoping the two separate GURU sections remain clear.

The new PPM input does function, but its predefined set of 50 input patterns is set to gobbledegook for now ... once I get the rest of the Step 8 scores back from the two of you, then I'll be able to analyze them and establish the "50 best" (or some other number).

If the PPM is nonzero, then all the other Guru and Expert inputs can be zero ... and must be, if the entire pattern is to be utilized. I revised the input sliders for the two Gurus and the Cum Method and Wndo Experts to reserve zero for this purpose (shifted the two Expert input-meanings by +1). Help panels have been fixed for this stuff, as well.

The internal logic is really, REALLY versatile. If you set a nonzero PPM, then you can choose to set any of the Gurus &/or Experts to nonzero values ... it will use the PPM pattern for any that remain zero. Of course, if a Guru is nonzero in that situation, then it overrides the defaults for any of its subsidiary Experts (that themselves are zero).

It really does make "obvious" sense once you get it ... but to clarify, I enhanced the bottom half of Help Pane #1 to allow the "default-flag" to be "^" if PPM sets the value ... or be "*" if a Guru sets the value ... or nothing if the Expert itself was nonzero.

Please carefully study the input-combo and let me know if this is clear, from the snaps below.

... Later on, I might also allow PPM to be negative, which would utilize input-patterns that Strategy Wizard determines to be typically profitable ... but I need to wait till I get the NXF-shell routines in place for that (see my RTF file posted here)

... Also, maaaybe (need to see testing), I might allow the Guru's to be negative, to utilize "optimal" combo's of their three related Experts ... this could be pretty handy but it would require one more set of a few hundred Tests (an extension to the results of Step 8). I'll wait to eval Step 8 before I present that to y'all ... if you have the stomach for it. ;~)


(CVWxprt A1 Parameters.png)



(CVWxprt A1 HelpPanel -1.png)



(CVWxprt A1 HelpPanel -2.png)



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Attachments CVWxprt A1 Parameters.png (177KB - 0 downloads)
Attachments CVWxprt A1 HelpPanel -1.png (476KB - 0 downloads)
Attachments CVWxprt A1 HelpPanel -2.png (275KB - 0 downloads)
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