Does TA work better or worse on lower or higher time frames?

Discussion in 'Technical Analysis' started by iamnewuser911, Nov 9, 2017.

  1. baro-san

    baro-san

    Money velocity has two components: potential number of trades, and potential money per trade. On larger time frames you have less number of potential trades, while the potential money per trade is larger. The potential number of trades decreases faster, than the increase in potential money per trade, in a square relation. Also, on larger time frames stops have to be are wider, so traders usually tighten them, applying unnatural restrictions to price development.

    Your experience is subjective, hence it isn't a yardstick :)

    In my opinion "conviction" should be based on knowledge, not on feelings.

    But, each one is entitled to their opinions, and man, people differ in their opinions!
     
    #91     Nov 16, 2017
  2. userque

    userque

    Yeah, I know.

    Makes discussing things chaotic and meaningless if everyone decides to use their own, unofficial definitions for perfectly good words. :)
     
    #92     Nov 16, 2017
  3. bone

    bone

    No, my experience from working with a couple hundred clients and my own personal trading resume is in fact very objective. There is no opinion or personal feelings involved.
     
    #93     Nov 16, 2017
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  4. baro-san

    baro-san

    Okay. I don't want to argue with you neither on this thread. It just happens that we have some divergence of opinions.

    If you're willing to support your contention about the superiority of trading longer timeframes, I'm interested to read it. If you don't, it's fine as well.
     
    #94     Nov 16, 2017
  5. bone

    bone

    Actually I'm sold on using multiple time frames. Starting with the Weekly and working your way to higher granularity and shorter time frames depending upon your trade position holding objectives/constraints.
     
    #95     Nov 16, 2017
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  6. Sprout

    Sprout

    It's like traveling in a foreign country as a tourist. Sure one can get by with a translation book or device. However to really understand and communicate, one has to learn vocabulary, grammar and syntax. More importantly though, is to converse with the locals. It's entertaining to think that someone can read a book and then be able to communicate in that language. It's a start but the financial field is so vast with so many different ways to cut and slice the data that it quickly becomes overwhelming.

    How does one make sense of it all?

    A good start is take an approach that simplifies the complexity. Reducing things down into it's smallest components is useful. In physics, it doesn't appear we've found the limit yet. And yet, we've been able to innovate based on observable characteristics.

    So what are the observable characteristics one could focus upon to improve 'reading' the market?
     
    #96     Nov 16, 2017
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  7. userque

    userque

    noise: irregular fluctuations that accompany a transmitted electrical signal but are not part of it and tend to obscure it.

    I don't believe noise exists in the charts. Someone said, 'semantics!' ... and concluded we could instead say choppiness, etc.

    Ok, that's cool.

    But ... someone else doubled-down and said that, in effect, noise is what you can't read in the charts, but you can later read if you get good at reading charts.

    I wanted to go deeper into this 'reading' thing, but I didn't want to guess at what was exactly meant by the use of the word 'reading' with respect to something that is a chart rather than words. I wanted the definition, as defined by the user themself (not by me, or a third party).

    Making assumptions about what others mean is the root of much chaos in the world.

    But, I received no clarity. So, in closing...

    Assuming arguendo that 'noise' exists, then it should continue to exist no matter how long you look-at or 'read' the chart (or study many other charts). That's what noise is--by standard definition. It doesn't come and go based upon the observer's skill at 'reading,' unless we are talking about some type of quantum phenomenon.

    If you can later understand it (after much reading)...then it most certainly wasn't noise.

    :)

     
    Last edited: Nov 16, 2017
    #97     Nov 16, 2017
  8. I'd say noise is a function of time frame. If I'm in something as an investment, even a long term trend is noise to me. If I'm swing trading, a minor trend might be the signal, and noise would be day-trade signals. If I'm looking to turn a quick buck, noise is just the candles between the signals...A trade signal in once time frame is noise in another.
     
    #98     Nov 16, 2017
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  9. bone

    bone

    To me, noise and chop are interchangeable terms when it comes to price action.
     
    #99     Nov 16, 2017
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  10. userque

    userque

    ... exactly ... :)

    Rather than use perfectly good words, and their proper definitions when communicating with others; we tend to invent and use our own, personalized definitions ([again:] ...rather than properly describing exactly what it is we are talking about, using standard words/definitions).

    Therein lies the chaotic (and "noisy" :) ... and entertaining) nature of internet chat forum discussions/debates.
     
    #100     Nov 16, 2017
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