The markets have a plan, but........

Discussion in 'Trading' started by HATEtheRisk, Jul 8, 2012.

  1. Make yourself a logic tree that starts a one node.

    Name the node "finite math".

    Choose a link that leads to the next node.

    Name the node Bollean Algebra. Make a mental note about all the other nodes on this plane: they have differing algabras according to the numeric base chosen. when you when toschool in the first form you learned a little bit of the algebra for base 10. Today you do not know for whom it is named.

    From this node follow a link to the nodes on the meausures plane. Not oft chosen is the node named binary vector.

    At this point, you cross through an invisible plane where theory becomes more pragmatic and just focuses in the volumetric container called "making money".

    Most people cannot get into this container since they do not know its dimensions or construct.

    To take all of the market's offer, you have to play in this container. This is not the fees and profit sharing world, the 2 and 20 world.

    As you say, you are mixed up in how to use the first three nodes and their respective links.

    I am polling the haves abd have not with respect to the container. I have two comments from 23 observers of the ontainer. This less than 5% sample has zero users.

    I add myself to the group and of 24 and there is only 1 subscriber and profiteer. Yesterday Buy 1 Sell 2 suggested he could not understand how 2 pts a day puts the smallest possible trader into the !% of earners in the world's wealth categories. He cannot get into the container either, apparently.

    In the container, their are 17 pathways from exit to exit. 7 happen very quickly and they fall into two groups: one where the vector changes and one where the vector doe not change. In the other group of 10, always the vector changes.

    Step into the container to observe me operating there.

    Follow me along one of the RDBMS dimensions. This dimension defines a trend in terms of events. There are three interdependent streams of different kinds of events. Today in the financial industry the glossary term for this is "contextual nature of the market". You will notice how differnet contexts get names but no one ever expresses how one context flows into another. When does the thing they named "chop" change to another named thing? Solution: get a new vocabulary and learn what the names of the real events are.

    Another dimension is the measurement dimension. If things are not measured in the proper priority, a person gets the incorrect answer.

    The last dimension is the "WAIT" dimension. It was given a name in the Cash Cow logic of years past.

    What is happening in the container is 5 streans of consideration; they are all interrelated with full specificity.

    All of this has been posted or tranferred to others for over 50 years.

    You are explaining that you do not "get it". Why?

    QED.
     
    #21     Jul 11, 2012
  2. Some asks about every hour in ET:

    "Is it possible to have a plan and to trade 5 min chart only,without OTR and YM panes?"

    About 30 different non overlapping answers that are positive are posted. At least one of them explains two things about making money.

    By using OTR you double your money velocity.

    By using YM you double your money velocity.

    By using OTR and YM you quadruple your money velocity.

    This means a trader who wishes to not use YM or OTR or not use both can lessen his money velocity from 2 to 4 times what the market was offering. your focus in ET is on making less money.

    What % of the RTH are you in the market, anyway?

    Occam is a typical person who did not make a very high money velocity.

    What Occam would have done in this case is keep the OTR and keep the YM. He would throw out the 5 minute ES chart to simplify and only use leading indicators of the 5 min ES.

    To simplify further, occam would only look at the properly colored volume of the OTR and the YM.

    To simplify further, since the OTR and YM volumes are redundant, Occam would only look when one or the other went through a zero acceleration or zero deceleration.

    Post a display of this simple system. You only have to do the work once. BUT you still won't be able to read the signals porperly, now will you?

    Did you learn arithmetic so you could use a calculator made in China? Were you afraid to buy a calculator that did compounding?

    Post the curves of starting with one contract and making one ATR a day for the three money velocities involved. Go five years on the chart.

    Repeat for the next six integer multiples of the ATR. Post the sets of three curves each.

    Don't ask me any more questions until you finish the tasks you haven't done as yet.
     
    #22     Jul 11, 2012
  3. ocean5

    ocean5

    I did the job,and posted charts.Jack cut that shet will ya.

    Why can't I combine OTR and 5 min chart?Name the reasons?

    Sincerely yours "16 hours in the market"
     
    #23     Jul 11, 2012
  4. Anytime you're "expecting" a straight move, you've done something wrong by definition.

    IMO.
     
    #24     Jul 11, 2012
  5. ocean5

    ocean5

    IMO you are a bolshet.

    Here is your fooking stright move!!!Learn the basics!Go and see the specs on a CME site!!
     
    #25     Jul 11, 2012
  6. ocean5

    ocean5

    Jack,if you believe in Mayan Bees,how?what?
     
    #26     Jul 11, 2012
  7. ocean5

    ocean5

    Jack,here is OTR and my target.Am i correct now?
     
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    #27     Jul 11, 2012
  8. ocean5

    ocean5

    Jack,that ''good enough'' traders are confusing me a lot.I cant understand if it is a continuation or reversal, as they are they jumping around like monkeys.When you see the monkeys,and,more importantly,how and what?
     
    #28     Jul 12, 2012
  9. Paddler

    Paddler

    I am not a math geek. I was trying to follow your orientation and use your glossary (aka terminology in CW).

    Apparently, you magnifed the term finite math I used and over-analyze me. As such, you missed the point of my response. :p :p :p

    As you said, there are two groups at B as well as at E. Now, you are announcing to the world that there are 7 events at B and 10 events at E. Why so?

    Oh, one more thing. I never wish I can "get it" everything you said for you are practising selective transferring.
     
    #29     Jul 12, 2012
  10. Paddler

    Paddler

    Hi Occam.

    I agree with Jack. Dump the slow-motion 5m chart. Go for fast money with simplicity man! :D

    I would love to see you using OTR and YM volumes "when one or the other goes through a zero acceleration or zero deceleration."

    Be a miracle. Make Tiki jealous. Make me jealous too.
     
    #30     Jul 12, 2012