Answer for brain cell:
A lot of software programmers have done what you are thinking about.
Their performance for PVT is on record in many locations.
Since you are a programmer, I can keep it brief and to the point.
First, generate the compact program for the Hypothesis Set (HS) and it's Parametric Measures (PM). Basically review "inkind" as presented by Keynes. Then use the logic theory of Carnap.
The market dictates that you work in Boolean Algebra. The tricky part is the Parametric Measures which you have NOT grasp at all. Try to understand that there is a key aspect of markets that has eluded almost all programmers and certainly all the quants and book writers.
All market have granularity. This must be understood.
If you choose to use market data, then you have to use the proper parametric measure.
It is important that you be TOLD this so you can stop meandering around. If you "get it" then you can read all the posts and books and periodicals that show that NO one "gets it" and they are just making use of their acquired skills instead.
Getting all kinds of training is important nut there is a caveat. The problems you choose to address dictate the applied mathematics of the situation.
In markets, there is the special issue of when a mistake is made, you have to recognize it and backtrack to a point that is before your mistake.
You have made a lot of mistakes and you may actually believe what you have done.
The gerunds of the HS dictate the PM only and only if you are taking into account the granularity of the market.
Deductively, only the pattern results on interlocking fractals.
I am telling you that you have to use a velocity as the PM. Let me assume that you have studied science and technology. For this reason, you may not be able to calculate velocity in markets. Most likely you will make a big mistake. Your mind may be closed to the proposition that time is NOT involved. You have demonstrated this limitation so far in your life.
Why do you think the earliest mathematicians who worked on building indicators for the markets used a six case method? They did not "get it."
I know that people do not understand what I write, easily. It is an experience to have me as a prof or instructor. I allow learners to do as they wish and produce what they may. then we go through the process of examining their foilbles and take them off the table.
In velocity there is a numerator and a denominator. You are incorrect in what you use as a denominator. From now on use 1 event as the denominator. 1 is the magnitude, the dimension is "event". See if you can eliminate your use of "time" as a dimension and the d of time.
An object could have a velocity and it would be dx/dt for a given function in a given Alegbra. Usually the Agebra is the base 10 algebra. There is a different algebra for each different base chosen.
As I said, I am difficult to understand simply because I am very knowledgeable and very thorough. You have not had such an experience before. You are very messy and clumsy when you deal with factual information.
Markets operate as systems. Systems have three parts. My trading results in the system of the market and trader, yield results that people ignorantly joke about because they are NOT competent. So it goes.
Q1. Begin with the smallest elements of the market: ticks and events. Deductively build the interlocking fractal relationship of the structure of the P, V system. The pattern emerges as the ONLY possibility. It has 100% probability and is 100% certain. If you make no mistakes and do not use your past series of mistakes.
Q2 If you did Q1, then you have the events order straight. Notice that the P, V relationship for FTT and BO is perfectly precise and clear. FTT is a reversal and NOT a retrace AND volume is a Peak. The BO is a geometric occurance in the order of EVENTS where price is crossing a previously established velocity (the dx/dt kind) and volume is at a trough. now you may know, but probably not.
Additional thoughts:
Write out in your journal what a Peak and what a Trough is. Use the intersection of the two Parametric Measures in each case. This is where one measure ends and another begins, given the granularity of the markets.
As you use Boolean Algebra the Algebra of the base 2, you notice, and Lucrim does not, that equations are NOT the rage. But logic sheets are. Or in your terms, logic sheets are represented by "programmer's coding".
The 10 leading indicators are written this way and are found, for various codes, in a 270 page collection in a thread in ET. Lazy, lazy Lucrim.
The structure of the system is expressed in seven feedback loops where each loop respresents the same logic in the form of the pattern's logic.
Information is fed into this logic structure and the variables produce what-ever display arrangement is specified. This is the process of the structure.
Most CW displays sum all of the volumes of each fractal, so annotating the volume has to be done with several line colors and line weights.
There is some CW that suggests losing is part of trading. This is only true, if the trader is doing the CW myths and consequences. All of the financial industry is in this mistaken trap. Remember when Demi says: "the formula doesn't work." The corporation had a different objective, however (Sales). CW doesn't work and it is not a requirement of the financial industry. People who follow the rules all of their lives are overpowered by the CW of the financial industry. Ask your parents.
The system results do not include losses since they do not exist in the system. The same is true for noise and anomalies.
For making money, results what is don is to sum the events and the slpe of the container is the money velocity of each part.
final note: drop FBO and use "fanning".
