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Precision Lagless Average Dynamical for NinjaTrader the fastest moving average on the planet.

 

  

PLA Dynamical GOLD version is designed to outperform any other commercially available moving average filter when tested in optimizations.

    

Exceptions and exclusions:

 

NONE other than product release from Precision Trading Systems past, present or future.

( Please see disclaimer notes )

 

Advanced features

  • PLA Dynamical has 101 different speed inputs for each length ( Gold version has 101, Silver version has 51, Bronze version has 11)

  • PLA Dynamical has an overshoot true or false input command.

  • PLA Dynamical has an anti-reverse true or false input command

  • PLA Dynamical has an anti-reverse percentage adjustable input command

  • PLA Dynamical has a fast starting algorithm which requires only 10 bars of data to compute an output value ( regardless of length used)

Standard features

  • PLA Dynamical has adjustable length from 1 to 200. ( Gold version has 200, Silver has 150 and Bronze has 100 )

  • PLA Dynamical has colour changing for up or down to suit user preferences.

  • PLA Dynamical works on any type of chart in the NinjaTrader 7 platform.

Technological advancements

  • PLA Dynamical is one of the fastest responding commercially available MA available ( Overshoot = True and speed 100)

  • PLA Dynamical is one of the slowest responding commercially available MA's available. ( Overshoot = False and speed 0 Time to mid point)

  • PLA Dynamical is the most flexible commercially available MA available at this time. ( Gold version has 404 basic settings per length)

  • PLA Dynamical has more user inputs than any other commercially available moving average.

Idiosyncrasies and notes

  • The PLA Dynamical moving average has over 1900 lines of code used to generate its incredibly complex dynamical algorithm

  • For the above reason maximum length of the GOLD version has been restricted to 200 due to processing CPU time restraints.

PLA DYNAMICAL GOLD 2 MONTH TRIAL IS AVAILABLE FOR $85

 

Precision Lagless Average Dynamical is shown above on a volatile strip of data of the Dax futures.

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You can see clearly in this example that the Dynamical system goes at incredible speed when a high volatility event occurs and slows down to a gentle parabolic curve under more normal price action.

PLA Dynamical in the shot above shows the anti-reverse feature in centre of page which prevents it turning down ( red ) during the tight trading range. This feature reduces trade frequency and whipsaws. Even with this feature enabled it can still operate at full 100 speed and overshoot true enabling super fast  response time to big movements.
 

PLA Dynamical in the shot above instantly finds the new price level and turns down on the 2nd bar even though it is sampling 30 bars of data

More screen shots

 

The five different PLA Dynamical plots in the shot above are all set to length 30.

 

The difference in response times is because the user adjustable speed input settings are changed.

 

Lime speed = 100   White speed = 75   Red speed = 50   Cyan speed = 25   Yellow speed =  0

 

 

The five different PLA Dynamical plots in the shot above are all set to length 30.

 

The difference in response times is because the user adjustable speed input settings are changed.

 

Lime speed = 100   White speed = 75   Red speed = 50   Cyan speed = 25   Yellow speed =  0

 

More screen shots

 

The two different PLA Dynamical plots in the shot above are both set to length 18 and speed 100.

 

View license prices

 

The difference in response times under higher than average volatility is because the user adjustable overshoot feature is enabled in the Lime coloured plot and disabled in the yellow coloured plot.

PLA DYNAMICAL GOLD 2 MONTH TRIAL IS AVAILABLE FOR $85

 

 

The two different PLA Dynamical plots in the shot above are both set to length 20 and speed 100.

 

The difference in response times under higher than average volatility is because the user adjustable overshoot feature is enabled in the Lime coloured plot and disabled in the yellow coloured plot.

 

Using the overshoot = true feature will produce a higher number of trades and a more responsive plot.

The two different PLA Dynamical plots in the shot above are both set to length 20 and speed 100.

You can see the lime coloured plot is faster as overshoot is enabled.

 

PLA Dynamical has the anti-reverse feature DISABLED in the shot above........................ Now take a look at the shot below

 

 

PLA Dynamical's unique anti-reverse feature is ENABLED in the shot above and removes the two whipsaw trend changes in the previous image.

Enabling the anti-reverse feature will give less trade signals as more movement is required to turn PLA Dynamical around.

 

 

View license prices

 

PLA DYNAMICAL GOLD 2 MONTH TRIAL IS AVAILABLE FOR $85

 

Precision Lagless Average Dynamical for NinjaTrader 7 was conceptualized by Precision Trading systems in 2012

 

PLA Dynamical for NinjaTrader 7 produced the trade frequency plot shown below when the speed setting was optimized from 0 through to 100.

 

This chart below illustrates the extreme flexibility of this product as in this test all lengths were set to a constant 25.

 

The only change was to the speed settings.  This speed feature empowers the trader with more flexibility and choice than has ever previously been possible with any other commercially available moving average available today. The power of using a dynamical moving average can be seen below.

 

 You can make it run as fast or as slow as you like

 

PLA Dynamical is the fastest moving average on planet earth. ( If overshoot = True and Speed = 100)

 

PLA Dynamical response times compared to standard type MA type filters Tested at length 30

 

Filter   Length Speed Overshoot Response time to new price range
           
PLA Dynamical    30 100 True 3  Bars
PLA Dynamical    30 100 False 18 Bars
Weighted MA   30 - - 24 Bars
Triangular MA   30 - - 25 Bars
Exponential MA   30 - - 43 Bars
           
Filter   Length Speed Overshoot Response time to 1 standard deviation from mid point
           
PLA Dynamical    30 100 True 19 Bars
PLA Dynamical    30 100 False 23 Bars
Weighted MA   30 - - 25 Bars
Triangular MA   30 - - 27 Bars
Exponential MA   30 - - 61 Bars

 

 

View license prices

 

More screen shots

 

Precision Lagless Average Dynamical for NinjaTrader 7 conceptualized by Precision Trading systems in 2012 - 2013

 

PLA Dynamical for NinjaTrader 7  - 8

UNIQUE SPECIAL FEATURES ( Which are not found in any other commercially available MA filter)

 

 

Speed settings (101 different gears-speeds in the GOLD version, 51 speeds in the SILVER version and 11 speeds in the BRONZE version.

 

A complex algorithm iterates through 101 different steps that increase the speed up from the minimum of 0 to the maximum of 100.

This feature requires a minimum of length 3 before there is enough data running through the code to produce this facility.

 

The beauty of this component is that if you are optimising lengths from 20 to 30 ( which would normally giving you 11 outcomes ) you can also test speeds from 0 to 100 at the same time resulting in ( 101 x 11 )  = 1111 different possible outcomes.

If you try riding a one geared bicycle around an undulating track and then a 10 gear bicycle on the same track. You know very well which one will get through it better.

 

Overshoot TRUE-FALSE feature, ( user input is 1 or 0.)

 

A very useful component that adds even more flexibility to this product.

A a new method to release the overshoot has been devised which can result in a much more responsive plot under volatile market conditions.   It is not suitable to be applied to slower speeds due to incompatible dynamic system arguments contained within this complex algorithm.

  • Overshoot OFF will engage only on lengths of 12 and above

  • Overshoot ON mode is designed to be used with speeds > 70 however it has not been restricted so you can experiment.

 

Anti-reverse TRUE-FALSE feature  (FRACTAL percentage ) ( user input is 1 or 0.)

 

This feature when enabled (TRUE) is designed to reduce sensitivity to the very smallest changes in the output of the PLA Dynamical filter.

It takes the average of the highest price and lowest price over half the length period and computes a percentage of that range. (Making it both simple and fractal at the same time) If the PLA moves in the opposite direction of the prevailing trend by less than this amount it will be overridden by the anti-reverse function.  This means a large reduction in whipsaw trades that occur in tight trading ranges.

 

Anti-reverse percent adjustment feature  ( user input is 0 to infinity.)

 

This is the user adjustable sensitivity of the anti-reverse. E.G. if you type in 0.1 it will prevent PLA Dynamical reversing a trend unless it has moved by more than 10% of the high-low range over the length duration. The obvious benefit of this is to reduce false signals that occur in tight choppy trading ranges.

With Anti-reverse TRUE the PLA Dynamical will generate less trend changes for this reason and if larger numbers are typed into it, you can observe a plot which becomes a true net percent of trading range trend change indicator. Some test results will show this feature actually creates a whole new plethora of possible system testing outcomes.

With Anti-reverse FALSE the PLA Dynamical will resume its regular plot without restriction.

 

 

Smooth your indicators with PLA Dynamical GOLD  ( BESPOKE ORDERS ONLY CARRYING ADDITIONAL COSTS)

 

The regular indicators available in NinjaTrader can be smoothed with the PLA Dynamical GOLD algorithm.

These will have to be done as a bespoke task. You can send the code that you want smoothed by PLA Dynamical and I can give you price for doing it.

Breathing new life into those jerky hard to interpret indicators such as RSI, Momentum, CCI, MACD, Stochastics etc will add clarity to your trading decisions. Of course the colour coding of PLA Dynamical will also give crystal clear indications to make life simpler. You can then create trading systems by using your smoothed indicators and optimise them with extra power using all the above features.

 

Fast start algorithm

 

The first plot is produced after just 10 bars of data are processed.. Even if length is 100, you will see the first plot on the 11th bar.

 

PLA Dynamical for NinjaTrader 7  - 8  STANDARD FEATURES

 

 

Colour up-down adjustment:

 

This feature enables a clearer definition of when the PLA Dynamical has changed trend direction. I was asked by several customers for this component to be added, so its added as standard kit now. If you want PLA Dynamical to stay the same colour you can set the up and down colours  to the same value.

 

Length adjustment:

 

This is a standard feature of most moving averages and is of course included in PLA Dynamical

 

 

Included Features

    Indicator      Plot Anti-reverse  ON-OFF   Overshoot   ON-OFF Paint bar study

Strategy > or < previous bar

   Bespoke add ons     (See below)

Gold

YES YES YES YES YES YES
Silver YES YES YES YES NO NO
Bronze YES YES YES NO NO NO

 

Bespoke made to order add ons can be provided for PLA Dynamical GOLD version and carry additional costs

 

Examples of some adds on that you might want created for use with your GOLD version.

 

To order these your PLA Dynamical GOLD license must have more than 5 years running time left.

  • PLA Dynamical GOLD Smoothed RSI

  • PLA Dynamical GOLD Crossover strategy

  • PLA Dynamical GOLD Bands

  • PLA Dynamical GOLD Smoothed MACD

Please drop me an email giving a detailed description of what you need then I can give you a quote for making it.

 

To order these your PLA Dynamical GOLD license must have more than 5 years running time left.

 

i

View license prices

 

PLA DYNAMICAL GOLD 2 MONTH TRIAL IS AVAILABLE FOR $85

 

FAQ for dummies

Question:

 

What does dynamical system mean? 

 

Answer:

 

1. Relating to energy or to an article in motion.

2. Relating to the study of dynamics.

3. Characterising a continuous change, event or process.

4. Relating to variation in intensity.

5. Interactive procedure or method involving conflicting and opposite forces.

 

 

The image shown is of a time discreet dynamical system ( semi fractal ) containing orbit traps in 4 different layer dimensions.

See more information about dynamical systems lower down the page.

 

 

Question:

 

Does PLA Dynamical  work with Kagi, Renko and tick charts?

 

 

 

 

 

Answer:

 

Yes it works with any type of charts. See image ---->

 

 

 

Question:

 

I wonder if you can tell me the best timeframes to use PLA Dynamical average?

 

 

Answer:

 

As with most systems and indicators reliability of signals is improved with increases in data sampling frequencies.

 

E.G. A 15 minute chart would tend to give more reliable signals than a 1 minute chart and a daily chart would tend to be more reliable than 4 hourly chart.

 

 

 

Looking for the holy grail?    Its turns out to be a stopwatch ---->

Question:

 

When will PLA Dynamic for NinjaTrader 8 be released?

 

 

 

Answer:

 

Gold version is ready for NinjaTrader 7 and NinjaTrader 8  now Sir, ----->

 

Question:

 

How do I find my NinjaTrader machine id?

 

Answer:

Go to Control centre, click on help, about, and your machine ID is the 3rd line from the top, you can copy and paste this into your Paypal order when you purchase. 

Question:

 

What happens when my license expires? Are there any obligations to me?

 

Answer:

You will get a notification message on you NinjaTrader7 platform showing expiry is coming soon. You can renew your license if you wish but are not obligated to do so.

This is the message you will see before expiration of license----->

 

Question:

I trade mostly on the 1 minute chart for the currencies 6E & 6A and was wondering if your indicator is practical and effective to use on a 1 minute time frame? I see you have some 5 minute FDAX screen shots on your site but most are 10 minutes charts and up.

 

 

Answer:

Yes it will work BUT...Its a well known phenomenon that selecting such short time frames in any system or indicator generally produces results that are detrimented by low cost to profit ratios. ( costs of dealing are the same, but profit potential is way less if you take profits in a few minutes )

 
Please note this is true for all systems, and not just mine. If you doubt my words, please find a 1 minute Forex system that has a 5 year rising equity curve and send it to me. I am sure you won't find one, you will only find the fake systems.

See my article on cost to profit ratios on my day trading page

 

 

High frequency roll off occurs both in loudspeakers and trading systems----->

 

 

 

Dynamical systems examples

 

Dynamical systems can take on many forms.

Perhaps one of the simplest models to understand is the Vlazov billiard balls model.  Imagine two billiard balls which can pass right through each other but act as normal balls would behave apart from this "ghost quality". These balls are bouncing around inside a lightweight metal ring with a rubber bouncy cushion on the inner surface that propels the balls.

Watching this model in action is similar to how a pinball behaves when rebounding off the buffers except that the ring also deflects and the two balls can pass right through each other.  There is no friction factored into a dynamical system model of this type or the animation would quickly stop.

 

Discrete time dynamical systems.

 

Diagram shows an unstable chaotic orbital path ( this is of course prior to finding stability ) the next passing point through the Poincare section ( see name explanation below )  is marked with the square and can be computed with reasonable accuracy using discreet time dynamical systems.  The rule is that the Poincare section must intersect all previous orbital points or the next value cannot be predicted with any reliability. It can be placed at any point where it will be hit by all phases of the orbit.

Once the orbit becomes stable as most orbits will, then the intersection point through the Poincare section will be always in exactly the same place. The example diagram is a single sample type, however if another Poincare is place diametrically opposed to it we have a double sample type which will measure two phases of sine and increase accuracy. The number of sampling Poincare when increased will enhance accuracy as more are added.

 

Jules Henry Poincare (1854-1912) was a French physicist, mathematician and philosopher of high regard who made contributions to the theory of functions and astronomy and electromagnetic theory. His name is used to describe the single dimensional flat plate in the diagram in the same was that the word "Hoover" is described as a vacuum cleaner or Diesel is used to describe an engine type.

 

 

 

 

 

Dynamical systems examples

 

Dynamical systems can take on many forms.

Perhaps one of the simplest models to understand is the Vlazov billiard balls model.  Imagine two billiard balls which can pass right through each other but act as normal balls would behave apart from this "ghost quality". These balls are bouncing around inside a lightweight metal ring with a rubber bouncy cushion on the inner surface that propels the balls.

Watching this model in action is similar to how a pinball behaves when rebounding off the buffers except that the ring also deflects and the two balls can pass right through each other.  There is no friction factored into a dynamical system model of this type or the animation would quickly stop.

 

Dynamical systems with feedback loops, derivative action & lead compensation.

The video on the left is a very good demonstration of how something that seems at first to be very simple can become very complex.

 

Although at first such a project can seem too daunting to even begin, one just has to start it with simple ideas and then gradually refine each component used until ending up with a final product which behaves in the manner intended.

 

Using a C++ computer program students were taught how to educate themselves to make a computer programmed car simulation behave correctly while the mathematical model created by their teacher handled all the complex physics and forces which would occur in a normal car driving on a track. 

 

Engineering students at Northern Illinois university learning Dynamic systems with feedback loops, lead compensation and derivative action.

 

The maker of this this video deserves a medal for posting.

 

Precision Lagless Average Dynamical for NinjaTrader 7 & 8 conceptualized by Precision Trading systems in 2012  

Precision Lagless Average was originally created in 2009 by Precision Trading Systems to provide clear and concise DSP trading signals.

 

Since then some major refinements and modifications have taken place. The PLA Dynamical product now has 101 different gears ( speed settings ) also a brand new "overshoot enable-disable" feature has been incorporated.  The anti-reverse feature present in the 2009 version has been retained and improved and I have added a colour changing plot because by customers asked for it. The original innovative algorithm still dwells within but now its has the added power of all the new features to compliment its performance, adding to its huge amount versatility.

 

 

 

 

 

 
FREE and paid Systems and Indicators for Tradestation MultiCharts, MetaTrader4  and NinjaTrader, detailed articles on trading systems, trend following, risk control analytics, optimization, optimal trade size formulas, online calculators, FREE to play Trading IQ Game with massive prizes from our two sponsors NinjaTrader and MultiCharts, tutorial videos, expert trader videos, no nonense content that does exactly as it is described...Time is running out... Credit availability is drying up....US National debt to be equal to 35% of the entire worlds GDP in 3 years....33% of all USA tax revenues will be required just to make the INTEREST PAYMENTS on the collosal national debt...... Eventually the US will have no option other than to print money or default on their debt repayments...... US Dollars will likely cease to be the reserve currency of the world........Stimulus is running out, the Federal reserve has fired all its bullets and the only options left are to print more money or to default on the debt payments.....The problem is infinitely worse than in 1929 due to the added problem of this huge government debt...... In 1929 the USA still had a positive trade surplus and a manufacturing based economy..... In 2011 the USA will have no such resources to fall back on........The two most likely scenarios are both likely to lead to disaster......Hyper-Inflation at 40%+ or Deflationary implosion....... Either of the two possibilities will lead to huge moves in the worlds financial markets........Trading of these massive moves could be the only way out..........Wise proffessional traders have already started building huge dollar short posistions in anticipation of the debacles to come.....Many people will suffer as a result of the irresponsible un-elected Federal reserve operatives..........Many more people will lose their homes......Millions of jobs will be lost......Those who are unprepared will become impoverished in ways that they could never imagine.....What is your strategy to trade these violent market trends?.........ARE YOU  READY?

Precision Trading Systems is partnered with MultiCharts and part of the NinjaTrader Ecosystem

 
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RISK DISCLOSURE

 

  • Futures, Forex and Stock trading contain substantial risk and are not for every investor.

  • An investor could potentially lose all or more of the initial investment.

  • Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle.

  • Only risk capital should be used for trading

  • Only those with sufficient risk capital should consider trading.

  • Past performance is not necessarily indicative of future results.

 

HYPOTHETICAL PERFORMANCE DISCLOSURE

 

Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.