Iterative Refinement

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

  1. Price and volume can be in sync or out of sync
     
    #3451     May 10, 2008
  2. The above quote applies to everyone. :)
     
    #3452     May 10, 2008
  3. ehorn

    ehorn

    (M) Correct monitoring and timely housekeeping MUST be done and is critical to allowing a trader "See" continuation and change
    (A) Analysis MUST be performed within context
    (D) Decisions MUST be sufficient using appropriate data set(s)
    (A) Action MUST be timely and the trader must "Know that he/she knows"

    EDIT: Considerations for context:

    Type of day (trending, W,M, flat)
    Pace - Volume/Volatility
    Time of day (expected behavior)
    Channels S/R (ST,IT,LT)
    News which may affect price behavior
     
    #3453     May 10, 2008
  4. Padawan

    Padawan

    The methodology uses channels to help determine the underlying trend and anticipate future price movement using points 1, 2, and 3. Points one and three are used to construct a right trend line that extends into the future (white space). We clone the RTL (create a parallel line) and place the left trendline on point 2 and extend it into the future as well. Without increasing volume on or after the point 3 we cannot have a channel. The right trend line acts as a fail safe in the event the trader misses the signal for change.

    We can identify channels using tapes. Tapes are constructed by...

    End effects...
    Flaws...
    Internals...
    Gaussians...
    20 SMA...
    PRV...
    YM leads ES...


    How far should I go with this? I'm not sure if this is a fair assessment or not, but my interpretation and application of the facts is what confuses me. For example, I can repeat the Jokari window, but how it applies to direction is what gets me. In Mr_Black's example (thanks a bunch, Mr_Black) I can see the relationship between price volatility and volume, but the direction part....:confused:
     
    #3454     May 10, 2008
  5. Not sure if this is the sort of thing you had in mind, but I gotta give it a shot....

    I divide the "facts" into two groups.

    Group 1) Facts about the mechanics of drawing trend lines, creating a pt3, etc etc. I will assume these 'operational' facts are not the sort of facts you had in mind.

    Group 2) Facts about the foundational principles of the method, which might include...

    Trends overlap
    Channels are fractal in nature
    etc etc

    I admit, I'm sort of grasping at straws here. Am I on the right track?
     
    #3455     May 10, 2008
  6. 15:15 (close of) bar = Bar 69

    Context:
    1. previous bar formed an FTT in a green ip channel
    2. bar 69 started as +PRV and maintained it until the close
    3. it represents a retrace ( non dominant movement) in a green up channel
    4. the price has been moving laterally since bar 60 (1430 close of) and previous bar, besides being an FTT is also failed to break out of the lateral movement on decreased volume ( price returned into the boundaries of the lateral movement)
    5. Bar 69 also confirms pt3 (bar 68 -1510 close of) of the red down channel

    I see it as a change
     
    #3456     May 10, 2008
  7. Context:

    1. it is an FTT in the blue up channel
    2. it is an IBGS bar
    3. the fact that it forms the lateral movement is outweight by 1 and 2

    I see it as a change
     
    #3457     May 10, 2008
  8. bar 77 = 1555 close of

    Context:

    1. started of as -PRV and maintained it until close
    2. decreasing dominant volume in a dominant traverse

    Represent change

    P.S. Considering that price volatility is proportional to volume, that bar has approx 25% of the volatility compared to the previous bar 76 and yet the volume is only approx 80%
     
    #3458     May 10, 2008
  9. All three represent change.
     
    #3459     May 10, 2008
  10. Everything starts with the definition of the trend. Trend defined as pt3 formation aka channel where price moves according to (I am not going to say P/V relationship:D) certain rules: price traverses the channel on increasing dominant volume, and retraces the channel on a decreasing non-dominant volume.

    Trends and so also the channels overlap. Where they overlap one sees an FTT, always.

    FTT is always pt1 of the new trend in the opposite direction.

    Where trends ( and so the channels) overlap, what follows an FTT is a retrace to RTL on decreasing non dominant volume, RTL BO on increasing volume of the same color and thus new color dominance is established as price is moving towards pt2 of the new trend (channel). This phenomena is recognizable on volume gaussians as X\/X.
     
    #3460     May 10, 2008