Iterative Refinement

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

  1. Does anyone have a fully annotated ES chart for today that i can compare with?

    Would be much appreciated.
     
    #5991     Jul 30, 2008
  2. Had a feeling it would get purged.
     
    #5992     Jul 30, 2008
  3.  
    #5993     Jul 30, 2008
  4. Aurum

    Aurum

    Nicely done Icarus - thanks!

    -Au
     
    #5994     Jul 31, 2008
  5. We return to the scene of the crime, 7-28-08. What follows is my attempt to describe the interaction between doublets and triplets of price and volume bars as they move from bar 1 @9:30 to bar 27 @11:40 where a traverse signal for change occurred. The charting exercise is in a sense contrived because I know what happened that day. It is nonetheless useful in the sense that if the application of the logic I perceive myself to have with respect to applying the particular 'rules of bar conduct' recently presented by Spyder, is correct, then bars 1 to 27 should be able to be described in such a way as to understand how the market moved price as it did.

    There are other rules which will be applied here as well and include, but are not limited to:
    1,2,3 paradigm
    T/T/C paradigm
    Failure to F/T with V post Formation/Movement BO
    Lateral Movement = in at top and out at bottom unless FTT or FBO
    Jokari Failure = hold for non-dominant retraces and flaws
    Any additions to this list will be duly noted.

    The first part of the exercise is an annotated chart with all extras stripped except for pace lines and the “poor man’s automated pace line = 6 mA of V.” As with any mA, the latter suffers from prior day hangover. Crosshatches have been used to point out OB’s, IBGS’s and ‘yens’ and for the latter two, the volume bar has also been marked. RTL’s, LTL’s, VE's, Tapes and Formation/LM boundaries should be obvious.

    The second part will be in the form of a table in which the rules applied to a given bar will be noted and the logic for a particular trading decision explained. I had hoped to have firm definitions for the V/Vy doublet and Peak Volume triplet before doing this but that will have to wait. I will post the table tomorrow.

    As always, any feedback from anyone is appreciated and even if I address Spyder (or anyone else) initially, whoever wants to, can say whatever they want to.

    [​IMG]

    lj
     
    #5995     Jul 31, 2008
  6. gucci

    gucci

    Enjoy :) Part1

    [​IMG]
     
    #5996     Jul 31, 2008
  7. gucci

    gucci

    Part 2
    [​IMG]
     
    #5997     Jul 31, 2008
  8. ivob

    ivob

    Only trade the borders of the laterals. Be very patient and understand that the close of the bar is very important so be ready to wait for it. If we are 2 minutes in a bar there's no way we can anticipate where price will close, outside or inside the lateral, so we simply wait. When a lateral really is broken you just know it. (after some experience). Tip: it has to be convincing.

    That doesn't worry me a bit. It even gives comfort to hold thru them (regardless where price goes) instead of trying to catch every little turn within the lateral losing a bunch of points.

    For example yesterday at around 14:30 there was a strong RTL BO and a lateral forming after that lasting 10 bars or so. I went long somewhere inside that lateral and figured out that it was just too early. I think price went against me 3 points at some moment. But checkout how the closing prices were lining up, this was all 2->3 movement, the market trying to shake out weak hands. Especially after forrest level RTL BO the market often takes it's time before continuing. We know what happened after that.

    It's really up to the individual how to handle this. one could have gone short at the lateral FBO around 15:00 and I probably should have but keeping the context in mind (forrest level RTL BO on incr volume, lateral movement after that) I decided it was just better to wait for the point 3 up instead of trying to catch a point and dealing with all the timing issues after that.

    Had the lateral been broken on the downside on increasing volume of course the story would have been different.

    Just be on the right side and be sure about it.

    Mistakes do happen but they happen less often.
    regards,
    Ivo
     
    #5998     Jul 31, 2008
  9. Jander

    Jander

    Good idea, looking forward to it.
     
    #5999     Jul 31, 2008
  10. Jander

    Jander

    Thx Ivo.. I know what you mean getting chopped up trying to navigate in the midst of a lateral. I appreciate your insight
     
    #6000     Jul 31, 2008