Volume

Discussion in 'Risk Management' started by traitor786, Jan 15, 2013.

  1. Sorry I didn't get to edit the posts as much as I would of liked. Also I tend to shy away writing my theories as it is my worst writing.

    If on the off hand you need explaining let me know.

    I have been pulled back to creation mode. guide me back to learning if I should not be here ASAP

    thank you .
     
    #41     Jan 20, 2013
  2. I find this very interesting reading.

    Are you mainly waiting for a lull in volume and when you get your lull, trading in the direction of bigger concentrations within the order book? Or one step further, waiting for the lull, then a secondary increase in volume and following the trend?
     
    #42     Jan 20, 2013
  3. Noob question: since a market order circumvents the FIFO book, do two opposite simultaneous(ish) market orders fill eachother, or do they fill the next in line limit orders already in the book on their respective sides?
     
    #43     Jan 20, 2013
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    #44     Jan 20, 2013
  5. The "chart outside of time frames" I'm about 99% sure that he means that you should look at only price and volume on the chart relative to the other price and volume readings of that same chart, regardless of whether it be a 5m or 1h chart or whatever the time period may be.
     
    #45     Jan 20, 2013
  6. Volume - order flow? Which is more important?
     
    #46     Jan 20, 2013
  7. Thank you for stating your beliefs.

    Time is part of science as you say.

    My plea was that time is not part of human psychology, not part of Behavioral Finance.

    As you say distortion occurs in any movement you and Hurst view or observe.

    I feel that by using a Parametric Measure that has magnitude and direction (a vector) that I have removed time.

    I measure only defined events. My set of events elements is complete and exhaustive (56). I have three levels of groupings (10, 11, and 35) which in turn are further sortable. (the 35 forms ten sub groups)

    What you call parts of markets are structures.

    I feel my defined market system is dynamic and it is exhaustively defined as five concurrent wholly defined streams)

    Finally, you perceive I have problems and these have fixed me in a place in the past. It is not my job to point out to you the details of where your yard stick you applied to me has short comings.

    Currently, I am trying to find a basis for conveying a few quarters of my trading calls and results to the public. So far I am still asking for advice on how to present a record that could be understood in terms of the CW.

    My unsuccessful plea to the OP was to think rationally and deduce a system. I reasoned that I could export to him, a reasoning process. I failed.

    I have sat with persons of high intellect in many fields. I could name many individuals that could just spend one session and complete the transfer of the facts that I use. From that point on, they could transform these facts into a complete working facile long term memory that would enable their continuouus real time perception of the market's operating system. "The fully differentiated mind".

    I offered the OP all the sheets but one. He had to produce the former sheets to create the last sheet; the interlocking fractals based upon Mandelbrot. He did no work nor did he post his work.

    Thus the OP proved he was not one of those people; nor are you as you just proved. It is not important since either way, nothing important would have happened except tranference of a system.

    Human nature will not change. Within this master set of characters, there is a distribution that the record shows to be normal. This distribution is capable of differentiating all the types of humans.

    At maturity, a person distinguishes himself by his relative characteristics. Decisions along the way determine consequential characterisitcs. They are not erasable.
     
    #47     Jan 20, 2013
  8. yes.

    On OTR charts, you can observe this and make use of it in powerful ways.

    The DOM gives you the context. T&S gives you the market order transactions. Their flow shows as a pattern on the OTR display.

    If you add a referential value, called the Premium, then you can make a display that shows how the T&S is under the control of those who produce the current overall market sentiment.

    If you wish to see the mathematics of this it is on several platforms under the invention's name "Stretch/Squeeze". As a leading indicator of price, you have about 20 to 30 seconds of lead time. The waveform of the formula envelope is a fourth degree polynomial in continuous function analysis. This means that you have a longer term leading set of indicator signals than the last signal.

    Another simple indicator which has deriative measures using angular velocity is the "pinwheel"; it is composed of three MLR's (various durations). their triagular intersection serves as a focal point for relative angular measures and simple slope measures.

    The construct "pinwheels" is a leading indicator of sentiment. Market inflection points are also emphasized.
     
    #48     Jan 20, 2013
  9. What is DOM, T&S, and OTR?
     
    #49     Jan 20, 2013
  10. Thank you , I will look in to all this. I will put aside my interesting theory and redirect myself. A bit of sleep proved useful, I will take posts more at face value and not assume their meaning is hidden just because I do not understand.


    Sorry for the diversion in my head spilling itself here. Today I will be out of the house for a bit. Sleep ? out ? maybe I am a mortal.
     
    #50     Jan 20, 2013