You can not dismiss my questions by simply saying that you use logic to replace actual data. It doesn't fly. I'm not someone you can talk down to like every else who disagrees with you. Logic runs through my veins. You can't solve ANY specific logic problem without having all of the ingredients to that specific problem. Contact Warren Goldfarb at Harvard, he should be a good source to confirm that minor point for you or is he an idiot you wish to tlak down to as well? I didn't say you or your method was wrong. I know what you do and why you do it but it is absolutely not the end-all-be-all nor is it the ONLY system that works. Please stop commenting on what I do seeing that you are absolutely clueless to how I construct my trading environment. I used to have respect for you but that just disintegrated. I at least bothered to learn your environment, you can't even offer that simple courtesy.
Is the term 'chunking' related to NLP? If yes, don`t you have side effect with 'chunking' in case if you are using multiple timeframes. The side effect maybe an appearance of some unnecessary 'intruders' while the level of the data remains the same. Or are you 'chunking' within 'single timeframe zig-zag' of RTH?
'Closing price vs. daily ranges: Market highs are usually indicated by a market closing at or near the high of the day. Market lows are usually indicated by a market closing at or near the low of the day. The closing price vs. daily range relationship is interesting to study, because it generally "feels" very bullish when a market closes on its highs and it "feels" very bearish when a market closes in its lows. When in reality, this is usually an indication that the market is poised to change direction.' Is that what you mean??
"chunking" was an old term I used long ago. It referred to the profit segments. they come one after another as tangible portions whose size corresponds to each separate offer of the market. Re NLP, I found that when I was transferring information, it was always good to have a picture in mind. NLP is a good thing and its users have helpful advantages if and when it is possible to give something to someone. I am oriented to Tad James mostly since Liz is formally trained in NLP and several associated practices. Her culminating training is to be trained as an instructor for Deepak Chopra. We spent a few days at Enchantment and surrounds; Deepak uses it as a location and I had done a couple of trail design and builds in the area (Munds mountain) over the last 20 years or so. there are several considerations of multiple timeframes or multiple ratios of bar durations. I mentioned two ET examples for that reason. Nesting of fractals was precluded by both of those approaches. Logic demands "in kind" for one set of reasons and a system (MADA) of reason makes other demands. The market dictates the logic, the math and the paradigm basis. As I mentioned MAK posted the market matrices that determine the basic logic context. Seasonal variations are handled by using updated tables. Concurrent counting of nested orders of events provides an everpresent precise understanding of the trading context. On a principle level matter dictated by the markets is the binary vector precision of decision making after both monitoring and analysis. Getting to the third zone of the system (decision making) requires that almost all of the degrees of freedom be engaged prior to deciion making in one logic way or another. In the mind, NLP is there via the work in the learning process; externalities are displayed systemically, however, to facilitate the work of the learning process. Why set up conflict by doing either arbitrary display mistake? Why destroy the precision and sensitivity that is possible? This IS the the paradox of trading. Almost all people destroy the potential for successful trading by setting up arbitrary conflicts. Fifth graders would NOT set up multiple timeframes. They would not make them in a fixed ratio of any sort. As a person discovers the nesting of fractals; the person lets go of arbitrary constraints (if any) simply because he does not want to destroy the potential of the market's offer. Nesting of fractals as a term is redundant and makes you smile. Deo the order of events principle STANDOUT strongly enough if just the word fractal is used. As you saw "fractal" was destroyed by RN and the other person and they did it arbitrarily. Not having fractals takes away the "order of events" principle. When it dissappeared, for others, then conversation about trading becomes more and more narrowed. As it occurred, there was no common ground nor anything else. The path of a person to successful expert trading is filled with pictures. NLP, if part of the path, is done so the learning is most compatible with the mind and how the mind grows itself by adding inference so the senses can contribute to the inference and have the sum be perception. When you commented on casting aside other displays, you eliminated the candlestickness of trading . That was very cool. As children grow older they change how they describe things. This shifting is like many doors closing one after another. As nature plays less and less a role in perception and the built environment plays more and more a role, then a person becomes more and more disconnected from nature and natural occurances. Personally, I went through three phases of reading the papers: WSJ, CBD, and IBD. Sort of the P, V; money; and then A/D phases. It is so cool to have lived out of the box, institutionally speaking, all of my life. Have fun......
These principles (nesting and order of events) is so very powerful. As always, Thanks for all your contributions Jack.
Dear Jack. At one point I thought you just made up crap to post, but more and more i'm thinking you found your stuff written in an ancient Egyptian hieroglyphic dialect on gold tablets buried in your back yard. Tell, me. Am I on the right track here, and if so did you do the translation by yourself, or did you have help from say an angel that visited you?
The day before you are within 5 to 7 minutes. As that day arrives and the sequence of trades begins, the precision becomes very very exact. when you review the calls I mentioned, there was a period where a loop could have occurred. The preciion of calling the loop is there a day in advance and, again, as the day actually unfolds, you always know that you know WMCN and doing the monitoring and analysis leads to precion during the window in the sequence. I'm sure your snippets are helpful to others. they certainly are helpful to me in terms of clarifying that there is no either or. What is very pragmatic about trading and optimizing taking all of the segments of the market's offer is that an ultra expert trader always has a set of degrees of freedom before him or in an ATS to ALWAYS be CERTAIN based in finite math and ono probabilistic information theory. Good luck in getting up to speed.