Iterative Refinement

Discussion in 'Journals' started by Spydertrader, Jan 3, 2008.

  1. ES
     
    #3411     May 9, 2008
  2. YM
     
    #3412     May 9, 2008
  3. ftt trade.....:)
     
    #3413     May 9, 2008
  4. tobbe

    tobbe

    Have a great weekend. :p
     
    #3414     May 9, 2008
  5. On black volume

    No

    3 ticks

    Down on red volume

    From High to Low of the 11:32 bar price traveled down 3 ticks on red volume,
    from the Low to the Close of the 11:32 bar price traveled up 1 tick on black volume

    Price volatility and direction is proportional to volume.

    Trend changed

    Sorry, not quite yet.

    [​IMG]

    The fact that the trend has changed follows directly from “if Volume is Down then Price will change its trend”. The ”Volume is Down” part remains unclear.

    To determine that the volume is down, am I comparing :

    I. the actual volume during timeframe A as price traveled from 1 to 2 (no relation to pt3 formation, just numbering points in time) to the timeframe C as price traveled from 3 to 4, in other words V(A) > V(C),

    or

    II. the actual volume during timeframes A and B as price traveled from 1 to 2 to 3 to the timeframe C as price traveled from 3 to 4, in other words V(A+B) > V(C)
     
    #3415     May 9, 2008
  6. Or I am looking at the Volume is Down part like this:

    [​IMG]
     
    #3416     May 9, 2008
  7. Padawan

    Padawan

    Romanus, that's similar to "the moguls." Perhaps this will help.
     
    #3417     May 9, 2008
  8. OK, I am an idiot. I should have used more readily available example, like today.
    [​IMG]

    looking at 30 min bars:
    1100 bar has higher volume, higher high, higher close and higher low compared to 1030 bar.
    If Volume is Up then Price will continue its trend. Bar 1130 is not a continuation of the trend.
    However, looking at 5 min bars it is a clear picture - VE followed by price retracing back to RTL on decreasing red volume. The change occured inside the 1100 bar (30min). But where did the change came from. The change comes from "if Volume is Down then Price will change its trend. But where is the "if Volume is Down part.

    :confused:

    The only way that I can see to fit the "if Volume is Down part into this picture is to look at the PRV of 30 min bar. At 10:46:52 when the high of the 1100 bar was reached 30 min PRV would have been showing decreasing actual volume compared to 1030 bar. The remainder of the 1100 bar the price was retracing, as I can see from 5 min and 1 min bars. So if I don't count the volume attributed to the retrace part of the 1100 bar and only consider the volume it took to drive the price to the high of the bar, it would make sense. I am going to check this on some other bars.
     
    #3418     May 9, 2008
  9. Today's ES, better late than never...
     
    #3419     May 9, 2008
  10. It also has Price moving down from the High of the bar down to where the bar closed. Since black Volume cannot cause Price to move lower, change occured within the bar (Up on black down on red). As traders, we arbitrarily chop up the market day into segments when using time based bars. Be it 5 min, 2 min or 30 min in this case, the market doesn't always provide us easy to 'see' signals neatly wrapped with a bow. However, what we do see is Price moving lower on an increasing black volume bar, and since this cannot ever materialize on black Volume, we know red Volume has moved into the bar, and we also know (becuase we know the sequences of Price and Volume) that this must be decreasing Volume.

    In the previous example I provided, you have chosen to view the market as only providing signals at the end of the bar. In other words, any change which develops intra-bar you fail to see. Because you fail to 'see' it, doesn't mean it isn't there. You are missing the 'forest' because you are too focused on the trees.

    So, you need to climb out of the rabbit hole.

    Certainly, you've seen an IBGS devlop on increasing Volume. By your current view of the Jokari Window, you could not expect the trend to change after witnessing such an event.

    In other words, the Jokari Window appears to fail. Yet, you know the market has signaled change.

    Remember, this methodology tracks changes in sentiment. Not all changes in sentiment occur at the ends of our arbitrarily chosen 5 minute bar.

    Again, climb out of the rabbit hole, take a look at something which provides you confusion, do not type sixteen paragraphs of how you viewed it, and then, try walking through the subtle differences between the areas of confusion, and areas which have clarity.

    Start with the 15:45 (close of the bar) period. Increasing Volume, and a higher high, if you can see this bar as change, then you have a start, if you cannot see this bar as change, then we need to review.

    - Spydertrader
     
    #3420     May 9, 2008