FYI. A lesson for you to learn is that time is NOT a variable in markets. Your question is meaningless. At the beginning of the first logic class, the instructor puts up boxes and none of them ever have time as an input. He may have an alphabet across the top of the black board and he is definitely too big to sit in any seat provided to a student. He is instructing students who will become "logicologists". My word; go put it in Wikipedia. Here is an Americal example where English is the language spoken. lesson 1 Print your booklets. Functions (97 pages) Indicators (119 pages) How to use the platform pieces (55 pages) See NO BOOKS just pages of functions, indicators and how to glue them into your platform. The language is a kind of math. I used one operator to get a person to begin to use his mind. The operator was "OR". You have a platform; it has functions, indicators and operators. Print it up so you can write on the pages.
Functions (5 bars on a screen-from open to close); Indicators (volume,price,channels); How to use platform pieces (in togetherness-not my word). Am i missing something?
I use Strunk and Whyte and the Chicago style guide and the McGraw Hill Handbook. The quip you quoted is clear concise and crisp. In 3 paragraphs, I have outlined how RDBMS's work, their simple mathematical foundation and just how old and reliable this concept and process for maximum success is. I have been tested and tested in a lot of ways. A lot of the test procedures do not have sufficient breadth. Those who administer them ofter conclude I can work successfully in any field I chose. That is why I am implementing a process to aleivate PTSD among returning veterans and their respective families. So let me accept your great contribution here and no longer help the OP who is in trouble. Please do not help him any further, you have done more than enough.
You contradict yourself here.No noise nor anomalies,but then you have to have something ''suppressed''. Use Renko bars,there no need for suppresion.I wonder,if there is Renko volume?
In systemmic logic, you may find someday (in the future) that systems do not work very well to achieve their intended purpose. As an example take all hedge funds and all mutual funds that use a systemmic orientation; they are failures when compared the the full offer of the market. I have posted the cause and four effects elsewhere in places where such is on the table. Anyone can regard (meaning look at) the cause. The cause is granularity. Then, logically the effects can be capitalized upon to bring performance asymptotic to the full offer of the market. Sculpturing logic to take the full offer of the market means becoming a minimalist to never get caught in the traps the mutual and hedge funds demonstrae they fall into all of the time. Some day you may grow enough intellectually to be able to recognize critical thinking or even iterative refinement. detractors and clowns cannot. So they post the way they do. ET is largely entertainment as has been presented over and over. your posts are entertaining. the faces and the ill chosen non examples prevail. So far I brought up suppression and context before I was stopped by a jerkoff who posted. Suppression tells you when money cannot be made and, therefore, logically, do not use any data measures to drawn any conclusions. Context tells you when either to hold or to reverse. Your platform provider gives you functions, operators, filters, and indicators, etc.. The provider also gives you the methodology of deploying these things according to your desires and his clients past successes in getting famous. You tell all of us you do not use anything and/or you do not know anything. the detractors and clowns and jerkoffs do the same. The OP was told he doesn't employ context correctly. He never even heard of suppression which he doesn't use. He probably could become a hedge fund manager.
Of course; I made my poiint in my way. for you: 1. Use suppression. 2. Use context to gate and kill. 3. Use the leading indicator of price (volume). There is one of 12 ID's for any volume bar under RDBMS constraints that is not surpressed: a. Assign P1 b. Measure the next non suppressed bar; it will be another P1 if larger or it will be T1 if smaller. c. Measure the next non suppressed bar; it will be a P2 if larger and after a T1 or a P1 if after a smaller P1 or it will be T1 if smaller. d Measure the next non suppressed bar; it will be another P2 if larger than the prior P2 but smaller than the prior P1 and, if not a P1 or it will be T2P if smaller. e. Measure the next non suppressed bar; it will not be another P2P if larger, if thus even larger but less than or greater than P2 it will be the end of a trend or it will be T2F if smaller. f. Measure the next non suppressed bar and if not after the end of a trend P3P); it will be another P2P if larger than the prior P2P and if larger still it will not be a new P1 BUT not a P2 unless smaller than the prior P1 under consideration. or it will be a P3F if smaller. There is more to f. At least you saw volume reach and go past the point 3 of price on a trading channel. Everyone doesn't know that you change gears on volume at this point in the trend P, V cycle. At this point you have not seen the remaning unseen 4 cases in their relative constexts. To list them as verbal expressions in the math of the markets would be to satisfy your need for calling me verbose and pompy So you are neither right nor rich for spending your time reading what I write.
You didn`t say anything new for me,you know...Your post has no anomalies,that`s true,but has a lot of NOISE!