Jack, the multiple laterals during the last hour or so of the day make determining where we are in the sequences and what we are "looking for" at the open unclear, at least for me. Would you share where we are in the sequences and what we are expecting at and shortly after the open on Tuesday? -river
Thanks for asking. 2013 is going to be a tough year for where people may be working on a lot of diverse concerns. Follow the Davos, if you can. You are recognizing an aspect of how markets require a lot of sophiistication. The GTM lasted almost 5 hours to day. It was a tough day for holding together the five interlocking sequences for SCT. BUT it is possible to do their integration. A key element is when person MUST deal with the trading fractal very precisely during "laterals". I will be posting a trading record for a while beginning shortly. I am still seeking how to post the record to satisfy the most difficult people that need to be set straight. They have not provided input to me as yet. My posted records will not mean much to anyone who has no standard of performance measure. Brief laterals can be waited through. Longer laterals do exceed the staying power of any current bots or algo's. I determined when this state of the FI goes into "being largely mistaken and withdrawal takes over". I do a retro on the bar-by bar at this time. The retro is a process of dong the test procedure whereby no bar is any longer a wait bar. It begins on the bar 1 of the lateral. In coding on a RDBMS, laterals have rules and I do not code in a way that degaps (I figure platforms ,to be competivie, will have to degap soon). So I annotate manually to keep the lateral width in the correct place. At present degapping is done on rollovers and opens, so I figure the third requirement of bar-by bar degapping is going to happen. So my coding is just a little ahead of schedule. 1. Determine when the FI gets frightened in the course of a lateral. 2. Do the test procedure bar-by-bar from bar 1 of the lateral using the bar 1 volume name as the beginning of the retro. 3. when BO of the lateral occurs, go back to the MADA routine of using the volume test procedure with the gates and kills for permission to measure from price as usual. To reduce the above vagueness in my explanation and to reduce your having to work pretty hard for a while, I will give you the answers you need below. 1. Lat7 is where you stop coding lateral permission kills and gates. At lat7 the FI bots and algo's are screwed up. 2a. Put in a kill on bar-by-bar forward volume test procedures. Kill the kill with the lat BO code. 2b. Go to the bar # of lat3 and subratct 2 to get the lat1 bar #. 2c. On lat2 bar# do the volume three part test procedure (with the "permission still killed" so the test is just done per MADA. Log the event name. 2d. Keep repeating 2c until a BO of lat occurs. 2e. When you get to the lat7 bar (in less than 300 seconds, I hope) assure that you are on the correct side of the market (this means take a behavioral action if necessary (you make a little money)). I annotate in green during this time. 3. On BO of lat, kill the retro, kill the permission kill. Return to MADA on a bar-by-bar basis. It is not possible for me to explain the deduction required for you to do as I suggest. But there is a benefit; your problem goes away permanently. I looked over the landscape for 2013, and determined that bad times are ahead for most. The government is "owned" by others than the citizenry. Globally it is worse. So I decided to post my trading record in a form that handles all others crap. But I am not going to lay it out in a form that is reverse engineerable. I gave a clue to surf's supposed quants and I got the signals back that there is a lot of BS in most forums. No one could reverse engineer anyway. Look at blowinsky screwing up on the fidelity platform trying to reverse engineer the Cash Cow which used the leading signals of MACD, etc.. One side effect of posting a record is that the government agencies will also be tracking me. And then I get to go through a replay of past legal battles (which I know how they end as usual) with a new set of brains replacing those older guys who retired or died. All of SS and CMS was prepaid and the commodity value of trust money was obliterated by foolish loans to the US gov't. This will allow someone somewhere to see I made a good arguement for using prepaid money to make more money than required to be spent in the future. The open tomorrow is short.
You've recently talked about posting a record. Maybe I'm missing the point but why post a trading record if the methodology is not possible to reverse engineer? How would posting this record benefit you or anyone following along with it? Thank you for the detail on laterals and where we are on the open tomorrow. I hope 2013 is better than you outline but I have my doubts... -river
I suppose if the appropriate person were keeping tabs, then he could grasp what I do from a SA viewpoint to reverse engineer the system. There are a range of records posted elsewhere and here. When people use those standards, they do not feel my results are appropriate. The benefit may be that they can adjust to a more pragmatic standard (the market's offer is what I use). Also the performance as compared to the offer is never addressed anywhere. If my record doesn't fit the CW distribution and this gets understood in various places (NSF, JEC, SEC, IRS), then a different planning approach might emerge and/or the significant players could change. For those using the method, it would help them debrief every day. It may be possible for various platforms to reorient so that people could begin to actually see the markets.
I attempted last night to edit the post you quoted but too much time had elapsed. The tone of my question was not meant to sound harsh; I was simply trying to understand the intent of the record. Your response makes your intent clear now, thank you. How likely is this? Has there been enough information given over the past several months in ET to deduce the complete RDBMS system youâve been writing about recently? As it is, I find it a struggle just to reach meaningful long-term consistent positive results using the methodology as outlined in Spydertraderâs Futures Journal here in ET. Perhaps this question is better asked in a different venue but I donât know how to connect with you outside of posting on ET. -river
Thanks for responding. The best purpose for the record making would just be a kind of fairness. You, as others, invest time in doing the work. And my posting in an appropriate way would be a good way to do iterative refinement by having an explicite event record for EE bars, etc.. The likelihood of rev engrg is low. People would have to combine about six things to reason. The least likely is the maths requirement. (RDBMS) Deduction is rarely used. The gating and killing is largely a refinement for being able to "perceive". And here is an actual aid that keeps perception using the O-1, -2 and -3 active. It is spooky to not see these available perception operators in use by most. The reference you use is an expert level resource.
You are not being offensive. I have had difficulty in transferring my various approaches. the three one pagers may not work simply because they could be construed as vague. The PEP paradigm composed of a HS and PM is clear since I have typed out the HS and the PM completely. PVT is about complete in a RDBMS on a platform. To do this a person needs the chart highlights. The highlights have been around for a while. They are not sold. They are handed out to those who are helping solve local problems. The PA version has been around for years and calls were made for over a year and the annualized results were posted as well. I have also posted prints of a one quarter 62 trade list where 27K starting was annualized @ 150K. the next month was also posted and the annualized rate became 250K (skill improvements). All of these had volume suppport for FTT's on two fractals. As for the SCT, the PA version has been around for years and calls have been made as well. The PA with volume support was the same as the PVT but just an intraday version. River is working on the volume (leading indicator version) of SCT. I have posted the cases for price and volume. I have posted the permission to test volume. I have posted the volume three part test procedure. river should know when the test procedure has reached exhaustion which indicates that an End Effect is at hand. There are 35 End Effects. As each one occurs it can be printed. and added to his collection. amazingly enough, this is a deductive learning process that is accomplished bu doing work. Permission to test volume iis gaine by regarding the 10 cases of price. Eight not give permission. Wow. Most recently, the markets have been quiet as in quiet before the storm. River ID'ed the case that is most difficult to resolve sine it is the only case with more than two bars. So I offerred him the solution on three levels: I introduced it; I scoped and bounded it; then I provided a detailed step by step procedure. River has a collection of all the bars with full annotations from my past illustrte posts. So it is my belief that I have eliminanted lazy people from doing the "taking" type thing while I am "giving". For fun and humor I have posted a trade that makes money several times a day using SCT. It was posted to settle a bluff that surf was making. Today I pinted out where the trade ocurred on the 29th and the 30th at least three times each. Surf could not see these trades since his platform stinks. But it is possible he may know a quant who can program addition and true/false statements from one rule. Maybe not. Who cares. Now surf can no longer say he was never given a TA trading system (and to boot, one that never has a loss). Today was the fourth nd last time I posted this quickie to wealth. In my opinion your post does not have merit as a judgement. In my judgement, river is making a mistake in not posting his annotations and his log daily. I'm glad he isn't since he has an operating system and it has a few mistakes which he can detect and do wash trades on and then fix the mistake and get back in the market. In the mean time he can make money position trading PVT. If you have a full explanation of how I could post a record for some length of timethat would satisfy you, let me know. When the SEC starts making it known they think I am insider trading, I will post their notifications here. When they withdarw then, if any, I will note that as well.
Call, ask Pete Kilman. He will put you on the list. Reference this post. You will need the "work around" for importing as well.
As you see, right now I am just pressing your hot buttons to get some quality input for my upcoming journal. My view is that I will post a record that can be verified but not reverse engineered. It is looking easier all the time. Look at this slice so you can see how close I am to wrapping up my price permissions. If you are reading the Maestro thread, you can automatically see how to refute his view of what the inference limitations are of the subconscious. All experts trade subconsciouly and they know it and they know WHY as well. I was so lucky in college. I got to use the ROTC military part of our campus to test optimizing communication. Also luckily, I worked at BTL in the summer as an MTS. Remember Braithwaite??? In five years, the whole financial industry will be completely changed. No one will be able to stop anyong who wants to from just extracting all the capital they want OUT of the FI. My goal is to put veterans with PTSD at the front of the extraction line. I just keep on doing "workarounds" on my platforms deficiencies. A system only has to be automated once. I need quality input on how to satisfy people who will want to verify my trading record. Naturally I will purchase a lot od tangibles that can be seen easily. As a warm up drill, walk around Wall Street and go along up to Beekman Terrace (The street the Mayor lives on.). See how many buildings are on land leases from the Beekman fund. The land used to be a dairy farm. The plaques are at eye level and are made of bronze.