Support and resistance Question...

Discussion in 'Technical Analysis' started by Kastro_316, May 11, 2004.

  1. BSAM

    BSAM

    Apparently it's a bigger secret than I thought. ;-):D
     
    #61     May 12, 2004
  2. dbphoenix

    dbphoenix

    Apparently.
     
    #62     May 12, 2004
  3. BSAM

    BSAM

    Glad we agreed. Goodnight, db.
     
    #63     May 12, 2004
  4. dbphoenix

    dbphoenix

    That you can't provide any examples of what you're suggesting? Seems so.
     
    #64     May 12, 2004
  5. BSAM

    BSAM


    Key words: "Seems so." Goodnight db. The Lakers are on T.V. Be quiet.
     
    #65     May 12, 2004
  6. dbphoenix

    dbphoenix

    "Key" would seem to be the correct word choice since you haven't provided any.

    If you're trying to build up your post count, though, there are easier ways of doing it. Either you can demonstrate that TLs provide S/R or you can't. So far, you can't. You can play the "I know something you don't know" card if you like, but it's flimsy and it doesn't win anything for you.
     
    #66     May 12, 2004
  7. BSAM

    BSAM

    db.....You're playing with the wrong one. I don't NEED to build up my post count OR demonstrate a daaaamn thing; unless I MERELY choose to do so; mister registered in September two-thousand two with four-thousand four-hundred nineteen posts!!!

    Goodnight, db. It's the fourth quarter and Lakers are winning. Learn more about those trendlines (on your own, like I mostly did) and you'll be an even bigger winner!!! Good luck!

    BSAM
     
    #67     May 12, 2004
  8. this message speaks for itself

     
    #68     May 12, 2004
  9. traderob

    traderob

    Wouldn't that be 'Grammatically Correct Elite Trader'?
    Good thread except for the insults.
     
    #69     May 12, 2004
  10. That's what I said in my answer to ArchAngel:
    http://www.elitetrader.com/vb/showthread.php?s=&threadid=32504&perpage=6&pagenumber=11

    Quote from ArchAngel:

    This seems like an example of the risk/flaw in a purely numerical/equation oriented approach to anticipating support and resistance - it's easy to lose the larger picture in the details of the math.

    While an actual market breakdown may well occur, it seems premature to numerically divine a "breakdown" below 10,107 when there's multiple support from 10,000 to 10,115 (and 9950-10094 on the YM).


    Quote from Harrytrader:

    First my model is based on an econometric modelling so it is far less divination that all the supports and resistances I could draw by nose .

    --------------------------------------------------------------------------------

    Although there are some persons that will be more insightfull than me to draw trendlines they will still stay subjective. And they aren't true SR because true SR are not straight lines they are DYNAMIC CURVES due to NON-LINEARITY of stock market and if people see trendlines it is an artefact of a more profound reality. And this underlying reality I can tell you comes from Market Micro-Structure (see article below for an intro from Analyst Financial Journal) that are not made by the irrational crowd as the myth of clouds like to make people believe but by rational market makers that manage their inventory. Below an introduction to market micro-structure ( I won't tell more as I said I want to expose my model). What I want to say is that all these discussions between school number 1 or school number 2 are as subjective as each other whereas there are indeed objective operational points in the market and that are difficult to grasp with only one's nose.

    Market Microstructure: A Practitioner's Guide
    Analyst Financial Journal
    http://www.aimrpubs.org/faj/issues/v58n5/full/f0580028a.html


    Price Formation and Discovery

    Price formation, the process by which prices come to impound new information, is a fundamental topic in microstructure.

    The Crucial Role of Market Makers. By virtue of their role as price setters, market makers are a logical starting point for an exploration of the black box within which a security market actually works. In the traditional view, market makers passively provide "immediacy," the price of which is the bid–ask spread. (Note that "spread" here refers not solely to quoted bid–ask spreads—which have been typically small since decimalization in the U.S. market—but to effective spreads—that is, the true cost of a round-trip transaction for an average-sized trade.) Early empirical research confirmed that effective bid–ask spreads are lower in higher-volume securities because dealers can achieve faster turnaround in inventory, which reduces their risk. Spreads are wider for riskier and less liquid securities. Later research provided a deeper understanding of trading costs by explaining variation in bid–ask spreads as part of intraday price dynamics. This research showed that market makers are not simply passive providers of immediacy but must also take an active role in price setting to rapidly turn over inventory without accumulating significant positions on one side of the market. Exhibit 1 illustrates this literature with a description of "Garman's Logic."
    <IMG SRC=http://www.aimrpubs.org/faj/issues/v58n5/images/f0580028aet1.gif>
     
    #70     May 12, 2004