Changelog

1.27

• D-RSI crossover

• Bollinger Band Accuracy

security mismatching fixed (pine script exploit)

• Bollinger Band Fuzziness on higher TFs fixed (edges, steps)

1.33

• VuManChu scripts utilisation: Accurate Wavetrend, False D-RSI, Volume Convergence

• improved securities management

• added TFs to new VMC indicator

• added colours for various TFs

1.44

• fixed crossunder function backtesting issue

1.46

• BB "offset" via Std deviation

• strategy logics improvement

• IF clauses streamlined

2.17

• Probability indicators (first step to Buyphase implementation)

• sigmoid function implementation for "smooth bools"

2.2

• Buyphases implemented

• Bollinger Bands receive "Exceeded Upper", "Dipped Lower" and "Reset" condition, values and handler on TF Level

• increased complexity on golong / endlong conditions handled

• securit limitation handled

2.53

• immediate re-entry bug for unique market scenario fixed

• Multi-TF correlation: "Handing down" signals from top TF to lowest TF

• BuyPhase aggregation: strategies can await BBdipped + next occurring signal from now on

• BuyPhase receives neutral element for contradicting intel for each TF

2.89

• BBdipped resetting options amended: (BB mid, BP change, BBdipped / BB exceeded, Endlong condition)

3.03

• thisTF adoption: Added "thisTF" to all indicators, visualisations and TFs

• Securities limit reached - stripping wavetrend function further from securities for thisTF as well. Added new subfunction "f_wavetrend_simpl"

4.0

• Multi-strategy architecture available.

• Playbook introduction: Market Scenario + Strategy = Plabook Entry. Each strategy will only be applied when a certain market condition is met. Currently we handle Mean Reverse, Momentum Trading, Buy the Dip, Follow the Trend and Divergences

4.10

• Introduced fixed colour set for TFs:

4.25

• ready to introduce multi-level indicator linking, enabling higher security limits, but creates riskful blackboxing. encourage to avoid.

• hedging ready

4.28

• top-down BP trends across TFs: each BuyPhase will consider it's higher TF conditionally for it's own calculation. This is highly recursive and a major routine.

4.31

• BBdipped sensitivity improved across TFs

4.32

• structured procedure to add new indicator in order to aggregate all indicators as Buyphases

• thisTF = drivingTF definition and respective handling.

• Plausibility of thisTF: "sideways" activity recognition

• occasional D-RSI flimmer fixed by substitution of crossover / crossunder for core function.

4.433

• proprietary indicator "TF Dominance" defining the TF significance, developed from scratch and integrated.

4.435

• TF Dominance receives threshold to define if it's in the lead.

4.436

• Shorting conditions received similar logic to long, but with dedicated weighting parameters in auto-adjusting.

• Backtesting improvements in accuracy and position handling

• higher TF Bollinger Bands stretching considerably in live data. Handled accordingly

4.437

• Added Take Profit to look at lowest TP ("smart TP")

• avoiding re-entry in same cycle on thisTF

4.441

• proprietary indicator "Cycle Length" defining the approximate length of each cycle, developed from scratch and integrated.

• replaced "close" input by " low" for trailing TP calculation

4.442

• introducing TF invalidation / TF Anomaly in case that neutral BP is not enough and the data is currently out of reasoning. Deeply mechanical opportunities are still recognized.

• BP connection bug fixed.

4.443

• BP Visuals improvement

• Cycle length revised. Applying EMA and gauss smoothing techniques to have immediate wave assumptions without timewise offset. Added assumptions for measuring length via crossover vs. amplitude

4.5

• Dollar Cost Averaging Step 1

• Leverage Step 1

Outlook

DCA

• Max positions auto backtesting for strategy: how many positions do we need with our logic to be always profitable. (goal-seeking challenge for AI)
• Position Size: flexible sizing of the positions in accordance to the probability would genuinely change the performance.
• Which TF to remember? Is this a question to be challenged?
• self-testing routines ○ DCA: how many positions needed? (covering accuracy of algorithm) ○ maximum DrawDown of a position?
• Smart Take Profit
• Trailing Stop Loss improvements
• Drawdown auto backtesting + leverage application.
• Total Account Liquidation Prevention: Margin Call Calculation for each account.
• cycle length gets minimum, maximum, average
• order handler improvement.