Exact Science

Discussion in 'Trading' started by outsource, Sep 10, 2010.

  1. Overlap and volatility.

    A day or so ago this topic got some responses.

    I would like people to have a reasoned change in their approaches to partially fulfill the suggestion of the tennents of Behavioral Finance.

    Could you consider applying these matricies to forming bars.

    Overlap and volatility have a character each unto thier own. Compared to market PACE, they have distributions. They also have PACE distributions for each overlap value and for each volatility value.

    Let your mind form bars one after another and read the story of volatility and overlap. Can you use it during the unfolding of the market? All the cases go through this phenomena to get to be what they turn out to be.

    You may never know what each participant is doing, but you can know what markets are doing as a consequence of participation.
     
    #651     Jan 31, 2011
  2. Bow wow ski spent a lot of time lifting stuff, mostly beginning with the "cash cow."

    as detractor Trader666 said he learned the little he got from a papaer on "scoring".

    It is a three variable system that devides a cycle into eight parts. three variables taken three at a time differentiate into 8 possibilities and it turns out there is an order of events in a cycle.

    By scoring the cycle of a stock you answwer three pertinent questiions.

    1. where is it in the cycke?

    2. what is next? and

    3. how fast is it changing?

    this is the dream of the trader to have these three questions in hand.

    So we madea one pager to make it simpler with a very few rules. Today it is the basis of PVT trading using a QA Universe. the Sharpe Ratio is over 60.

    To trade PVT you enter as DU goes to PRV. You hold until Peaking volume cannot be maintained. Fifth graders love this.

    the corresponding scores are:

    1. The DU goes to FRV as 0 goes to 7.

    2. you hold through 6, 5 and 4.

    3. you exit as 4 goesto 3 when peaking volume cannot keep up.

    The one pager was backtested with 400,000 events. there were no changes made in the one pager.

    Any family in any country can use this to preclude having to have one or more poepoe employed full time.

    bow wow ski could not create and ATS but he did have the highest performing position trading example at fidelity.

    Trader666 could not back test the scoring and he did not test the one pager, he says.

    My advise to any beginner is to bgin with stocks. Use scoring and the one pager and annotate the charts of stock in the Universe you maintain.

    Lets look at Trader666's personal failures.

    1. He didn't have a Universe (I take blame he wasn't told how to get one because he did not read how to get one. I couldn't get him to do reading.

    2. He found entries.

    3. he failed to find exits. He siad there were not enough. this could be true for high quality stocks. Some times they just keep on going like the battery bunny.

    But you do not substitute a "time out" for a score going from 4 to 3. You score and use that signal as ditated. He used an arbitrary 5 day time out.

    4. he cannot recognize a result that is NOT statisitical significant.

    Learn form the lessons of Trader666's failure.

    He says he did nmot test the one pager.

    Whe nthe one pager is tested for a year on the NAZ 100 the sharpe Ration is over 60. Worden Bros used drag and drop to make the onepager into an ATS and tested it twice on the NAZ 100 and got a Sharpe Ratio of over 60. trader 666 says he did not do the backtest on the one page. He fails to do what Worden Bros did at the Trader's Expo exhibit. It was a fun day at the expo. At that time Worden GAVE AWAY drag and drop CD's to anyone standing there at the exhibit. I was given about 10 copies.

    So the scoring is available the one pager is available both have been tested by authorities and they work quite well.
     
    #652     Jan 31, 2011
  3. My answer would be no.

    If I went through your chart I wolud have to correct the ENDS of the shadows (laterals).

    Here is the thing to consider: log the day's bars and find out how trading works.

    try to think that X can represent translation. Think of R and B as the cocor of the trnslation.

    all two bar internals have names; use them perhaps so you can read ohter contributions. Geta few hundred pages of my posted logs and read them with a chart at hand.

    fold the two bars of an internal into a bar. Coonect that bar to other XB's and VR's.

    notice a string of XB's ends a trend. notice a string of XR's ends a trend.

    As you see atring ending notice the forming bar that ends the string. You arelooking at the event called CHANGE which is where a trade is taken.

    Look at the time you have to decide: 1 or 2 bars.

    Patterns have three moves. Dom , non dom, dom. Volume tells you this and so do the strings of bars.

    annotate the strings. each string has an FTT in it. the FTT is at the END of the string.

    Do three fractal levels of this using the strings of bars to build slower fractals.

    Trade the middle fractal.

    Here you see no rules but instead a simple way of trading using principles.
     
    #653     Jan 31, 2011
  4. hey champsawon.... have a good day anyway.
     
    #654     Jan 31, 2011
  5. jfb

    jfb

    Gosh...my mistake! I didn't realize you owned this website and thus have the responsibility for examining every thread daily for possible imperfections. I just thought you were some hyperjudgmental loser who had nothing better to do with your sorry life than troll websites and critique people who don't meet your finely honed standards. My apologies Sir!
     
    #655     Jan 31, 2011
  6. Be prepared and by yourself proper pants when you meet them
     
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    #656     Feb 1, 2011
  7. I see the former in your case
     
    #657     Feb 1, 2011
  8. The only 111 pages you`d need to get the meaning of life.Go back to the 1st and read until they come
     
    #658     Feb 1, 2011
  9. :D :D :D

    I can hear homeric laughter at the stratosphere
     
    #659     Feb 1, 2011
  10. What alien conspiracy theory???Wake yourself UP!!

    Vaudeville,burlesque and pas de deux - all that your humanity is able to provide to them.
     
    #660     Feb 1, 2011