as long as you are know when to walk away. you cant lose really it is not about winning. it is about losing.
OP, Stonedinvestor's comments were unfortunate. Your OP, was also unfortunate. It is possible that people could believe you and/or stonedinvestor. Probably it is better to work a variety of turfs successfully and use the key logic results as a foundation. Lets use stoned investors current results as a case and see how it fits into his performance; he is inconsistent and he tells you why. This, for you, is called learning from others mistakes (he is "bridging"). BUT YOU ARE OBLIGATED TO NOT MAKE USE OF THOSE LEARNINGS. What you learn from others mistakes can only be used to change the problem you are facing. In your case you have the wrong problem to consider. If and when you get to the correct problem, then and only then can you go to an orientation called a "solution gaining" orientation. People who are focused on market problem solving use problem solving tools. One such tool is the tool that states: "A solution or partial solution works on all fractals in all markets that have sufficient liquidity." Right now you have the mistaken belief of your opening post. It does not matter at all that I state to you that you are mistaken. It is actually a belief of yours that you stated. But when you grasp what I wrote as the "workaround" for your stated belief, then you can use it, once grasped, to change your mistaken belief. What I am saying to you is that a factor of trading is sound only and only if it works on all fractals in all markets if there is given liquidity in such markets. Sound is a term in logic. It has to do with permanent repeatability and reliability and these aspects of logic are timeless in the sense that they are permanent in their nature. One thing you may notice in the future is the basis of your work. The basis of your work is unfounded. I requested, at one time, that the diector of the NSF consider making records of funded projects and programs public information in all cases. That was not being done and it turned out to not be possible. The basis of research in the NSF needed to be sound and doing work that had no basis needed to be foregone for reasons of common effectiveness and efficiency. You, as all others, will continue to do what you choose. Imagine what it would be like for both potential traders and for the NSF if both worlds published their respective failures collectively and individually. It is like publishing that BOP's do not work in environments greater than certain environmental pressures. Why find out by trying to operate a BOP when an emergency occurs. So my point is this. If a method only works in some market conditions, then it is not method to as part of a business strategy. My resolution of this is to only use methods that work on all fractals on all market given sufficient market liquidity. You do not accept that or have that belief. that's cool. I do not have a downside and you always will. The NSF has not as yet learned to not finance induction based financial projects and programs. It also does not publish the failures that are occurring as a consequence of spent monies.
Now here's a comment that sums it up. Indeed some are born with that edge and some earn it through years of hard work and copying other people who are born with it. Jack as I have you on ignore as you requested I have no idea what you said. the problem is everyone else is in the same boat. ~stoney
Thanks for putting me on ignore, I appreciate it. There is no problem if a person does not undrstand what I wrote. It is also a good idea that anyone who is sailing, skip the idea of staying the course; it is much more fun to get from A to B by the better means instead. for the US men's cahnpoinship, the final stages involved using round robins where each crew saled each sailboat for the racing class being used. Some of you may remember the L 16 and the US 1 days and what followed the US 1's. I caught someone on my sailboat at the Larchmont YC measuring my stays, (all class boat have the same intial rigging lengths) In those days is wsSOP to circunvent such "ooperators" who measured the stays of toehrs by simply carrying a heavy plastic straight edge with the true setting inscribed for all racing conditions. some "operators did not adjust stays while racing.....lol.... It was my custom to do single handed spinnacker jibs all Thursady pm and then reset the stays for optimum on all points of sail....lol then spin out the turrnbuckles after I made my new plastic straight edge. On alternate weeks I would pull the boat (I had a crane available in Stanford) and wet sand it with 440 W&D garnet paper. weeks in between were just towelling weeks. My view is that if any two sails are visible, there is a race goig on; usually friendly. One boat is always footing the other if they are going the same direction. I always liked the small announcement of the "best boat" in the round robins. It had no racing meaning except that the boat itself did well no matter who raced it over all those eliminations. I don't regard getting someone to put me on ignore as anything special. It is just helpful to me, personally, to cut the unnecessary flak.
I don't understand you either. Nobody understands you. Do you ever re-read what you write ? I bet you, if you re-read it, u wouldnt understand it either, lol.
If your trading strategy is a sound one then you can only trade when your system gives you the thumbs-up for a high probability trade. It is not important that you make money everyday Rather it is important that you not lose money when your strategy does not give you a green light to trade In other words, IMO, a consistent trader will only make a few trades per month The less you trade, the more likely you are able to maintain focus and discipline