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:
TimeFrame | colour |
---|---|
1m | white |
15m | green |
1h | yellow |
4h | blue |
1D | purple |
1W | red |
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.

colour | interpretation |
---|---|
filled green | 15m is stronger than 1h -> skip 1h signals and consider 15m instead |
filled yellow | 1h is stronger than 4h -> skip 4h signals and consider 1h instead |
filled blue | 4h 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.

- 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.