jack, I'm aware you have what many on this forum consider to be a complicated trading system. Are you able to express your data in simple terms, for example: "the bottom will be [price]." or "the bottom is here." (in real time) or "I just went long and have a target profit of [price] and stop loss of [price]" or "I just went long and will stay long until [event]." I think that would help people understand you. You tend to make long posts but I don't think most people understand what you are saying.
"I think that would help people understand you. You tend to make long posts but I don't think most people understand what you are saying." It wouldn't do sh1t!
Too bad.I have to tweak a single timeframe until I see what I consider to be true.On a small one it is quite a distance from right(start) to left(finish).From a bigger one is a risk to miss the start.
My conclusion is that once your system is studied is not only lacking but a poor performer, it just takes time to notice its inefficiencies and irregularities because you are very adept at hiding them.
My word choice is: " Based on the leading signal X from the logic R, I will be carving the turn with market orders beginning at the "time out" moment of bar W when in that bar there is certainty according to the entertwined five OOE's I use." In shorthand, the words would be "Reverse on bar W". Paddler has explained he has names for all of these things; I can use his names so my comment is clear. As you saw I made a call (long) on the trading fractal) from a chart (since posted) that was early (A term describing less than optimal). For that specific call, I used the FACT that the PRV was LESS THAN T1's recorded volume and the actual volume was even much less at the time of the "time out" snapshot. Another poster hilightd a later bar which would have made more money on both of the contiguous trades. I do reversals so carving is doubly important). BUT the hilighting was done well after another bar had timed out. I consider calls to be valid when made before the behavioral action that precipitated "earned profits". For each of your suggested alternatives, I have reasons for nnot using them. My reeasons are that they are not "certain" types of situations, conditions or definable values for me. I do understand that CW peole who bet and use OODA do language their statements as you have provided. I do not BET nor do I follow the CW, especially the myths. I do Systems Analysis in many fileds. I do the same in trading and investing. We are very fortunate that the markets work the way they do and any SA will tell you this makes it possible to do a complete design of a system for market operations. Because I am an electrical engineer and I have advanced degrees in other fields and I am a consultant in many other fields, so I get to use SA a lot of the time. I deduced all of the trend End Effects for any market. They fit into 13 subsets and each subset has a defined number of elements and each has a name. Only one test procedure is used to determine all bar names. All bars are nameable. A combination of three OOE's are used to name the non EE bars. All these OOE's relate to specific sequences where one of the three is determined the the focus, all according to the RDBMS of bars. Other EE's or Theortetical Physists will gather immediately that I used Bandwidth Theory to conceptualize my work in the SA of market Problem Solving. In RDBMS's bars are Relative and this means a vector is involved and not a scalor. Almost all of your statements of the possibilities are scalors so they are excluded.
The majority of people who bet do what you do. This means you do not have an interlocking approach at all. You believe I do it in an opposite way than you; I do not, so you have that guess wrong as well.
Your position is very cool. I like the way you have a conclusion and you didn't have to do any study. This is where most of the EDGES in the CW trading come from. Academics at MIT studied patterns and ranked them according to viability. They found the best work about three times a year for a very short duration. They didn't study the pattern I deduced. They didn't deduce any patterns; they just used the CW names. The financial industry and NSF funded their work.. you have two neat job opportunities: MIT and NSF. Go for it. I mentioned a few of the characterisitcs of my systems. Certainly I have NOT mentioned or posted the ingredients. Why? Because no one asked.
Interlocking approach is not eefective for the day trading purpose.One leg here another there..."there" means - another day or week.I do not bet,I watch for start and finish.
All you need. Note that you could start at the bottom "Buy Low" node and do "Buy Low/Sell High/Buy Low/Sell High", or at the top node and do "Sell High/Buy Low/Sell High/Buy Low". Flexible, adaptable, simple. Implementation is the tough part.