Changelog

1.27

  • D-RSI crossover

  • Bollinger Band Accuracy

BBaccuracy

security mismatching fixed (pine script exploit)

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

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
crossunder

1.46

  • BB "offset" via Std deviation

  • strategy logics improvement

  • IF clauses streamlined

2.17

  • Probability indicators (first step to Buyphase implementation)
crossunder
  • 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

BBexceed
  • 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:
TimeFramecolour
1mwhite
15mgreen
1hyellow
4hblue
1Dpurple
1Wred

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.
BPtopdown

4.31

  • BBdipped sensitivity improved across TFs
BBsensitivity

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.

DRSIflimmer

4.433

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

4.435

  • TF Dominance receives threshold to define if it's in the lead.
TFdominance_coloured
colourinterpretation
filled green15m is stronger than 1h -> skip 1h signals and consider 15m instead
filled yellow1h is stronger than 4h -> skip 4h signals and consider 1h instead
filled blue4h is stronger than 1D

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.
Cyclelength
  • 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.
TFinvalidation
  • 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

Cyclelengthsmooth_comparison

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.