1. The pink dot is a lat bar 4 BO. 2. No. 3. the U's are not perfect since TN is a little screwed up vis a vis its crashing point and the bars are not degapped on TN either. 4. Yes 5. The P1 test is "gated by having a just prior P2. 6. At that time you are correct. See 3 for U's. Later after bar lat7 you do a retro. 7. One bar 1 there is a pink line designating the P1 in force. I went short on the open as I said in my trading commentary today. If I want to make money I begin the day with the carry over sentiment. 8. Book marks are crude measures of when the sentiment changes. Most traders tighten up their bookmrks so they are wash trades. Every day is "christmas" for me so I just use bar "volatility" as my bookmark limit measure. Bars 36 and 59 had bookmarks. fro bar 36 there was just some lousy trader people on the wrong side fo the market during the warmup midday for the FOMC. I stay on the correct side of the market regardless of anything else. On bar 59 it was an FOMC moment. Bar 55 was the usual messiness of limits becoming markets. I mentioned some stuff at that time where the ES was being traded. Again I just used the bar volatility as a price that was being approached on a "new" P1 so I took the trip and restarted the trend as measured on the independent variable and leading indicator of Price the dependent variable. I could see the EOD from bar 60 so I took profits (a lot) and did the retro in advance and I just relaxed through the LAT REV's. I do these things since I am knowledgeable and skilled. I just post so people can learn to log and fill in charts, etc.. as you see the TN has limitations of being sort of "good enough" from the owner's point of view. the rays on Price that look red are orange. Agian since TN doesn't degap I have to take care of that shortcoming manually. I put in the correct values for the lateral boundaries.
The open tomorrow is long. bars 80 and 81 were both P1's. this means a third P1 will be on bar 1 and the volume accelertion will lock in part way through the bar to have a PP1 end Effect. at the extreme of the long of the bar it will be time to orient to the "taking" of this reversal short. Probably, overnight the Earth will turn as usual and a lot of markets will have opened and closed. the cetainty of all of this is around 100%. Put a tablespoon of apple cider vinegar into a tumble of water and be prepared to trade the open. You can post the lock in volume of the bar 1 that assures acceleration and the PP1 End Effect where the long entry ends and you go short during the formation of bar 1. Post all of the Arithmetic you did to get these values. P1 on bar 80 = ______ P1 on bar 81 = ______ Bar 81 - bar 80 = _______ this difference + bar 81 = ________ adding 1 contract creates acceleration. therefore the volume lock in is _________ contracts on bar 1. This is the EE I gave to marketsufer to give to his quant. I gave him the math as well. LOL .....
Advanced math in PhD itself won't help you to make money in market, but it gives you the ticket to join "real" firms(not those blood sucker prob firm) like GS and MS, you will learn "real" things there and real money. I assume you no need this as you are able to make money by trading vanilla products, may be with some advanced patern or JH math model?
@nodoji: An excellent sample size if the underlying distribution is normal or can be approximated as normal. However i read recently Bill Eckhardt saying you need around 1800 as a sample size due to the underlying distribution of market prices being a fat tail type of distribution. He's right, you do need a larger sample, but i didn't realise it would be that large.
No. PVT uses the volume pieces DU, FRV and Peaking volume. Each is a portion of the 65 day average. The one pager has a chart at the bottom and a table at the top. The filled in columns for 30 minute bars are go/nogo values for Position Vector trading. The top share position is 100K shares and the seven part Universe filter is the quality assurance stock soter. You adjust the EPS and RS to get the length of the list correct. The annualized ROI is six doublings. Commodities trading uses SCT. There are several versions. The PEP algorithm was used to generate the three applications: PVT, SCT and SSR.
What you are mentioning is NOT gong to work out. In making money, people do what is called trand analysis. This is NOT trend following by any means. If a person gets part way through trend analysis; he knows he is only part way through for several reasons. Some of the crutches these people use are well known. Were they to go farther, you would notice that they can change the manner of deploying the crutches. John Kelly in 1956 got so far. At that time another bunch of engineers did something entirely different and did not have to use "funny math". Google "check bit". The crutch represented by "probabilities" is unnecessary. Please stick with your orientation. It IS the HERD mentality and that makes it sellable as all get out. I could never be so cavalier as most. I always considered the "context" of anything I found. If a statistician looked at "product" that was scheduled for use, he would destroy it in a moment almost. He would do this by introducing "context" and find that he did NOT ever have a random stratified sample with good enough "p". "Good Enough" is what makes the results gotten by your "best" just nothing when compared with the standard of the "full offer of the market". The target for "the full offer of the market" is done with non probablitstic mathematics to say the least. Could a quant or a statistician measure " the full offer of the market"? Not at this point in time. At what point in skills and knowledge does "prediction" go away once and for all?
Doesnt this mean that a typical setup that you identify shows up around 25 times per day? Or approximately every 13 minutes during the trading day. Sounds quite high.