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Doing the drills in that first link should give you a rough idea. Then the effort becomes more going from hindsight to realtime learning to use tools.

yes 5 & 30 min ES no yes no yes&no not for rdbms ;) Maybe someone would like to expand further. Everything is still available in ET archives and there's at least still 2 active JH threads lately. Haven't seen anyone claiming to be done learning or being wildly profitable, and everyone basically...

My suggestion based on own limited experiences and possible flawed approaches to jhm: T2p and t2f are T2's, though you strictly use volume elements table and its boolean logic (true/false) and orderly volume elements, so no just "t2" as volu.e. Maybe there's no logical match sometimes and you...

Do you check with volume elements table? T1 is killed after P2. Also how does your volume elements sync with containers?

Just regular ordinary 3-button mouse with mousewheel and a thin mat. Get rid of anything superfluous, both on keyboard and otherwise. A proper gaming chair with cushion may help and make sure nothing is restricting legs. Be mindful of height, keep comfortable body position and make sure you have...

Minimum volume is 0. The more trading interest in an instrument, the more volume you will typically see. Some are very reliable, but you can also find obscure stocks with 0 volume sometimes, often or always. Your GOOG example, there are days with less than 1 mill. volume too.

This is basically IT. People think writing code is hard, but inheriting code and having to maintain or refactor it, can be just as hard or harder. Especially since the projects, documentation, everything and everyone else is basically GONE at that point, so the mon^H^Hagic that was there...

There are basically two major opposite strategies: Either split it up into many different "parts", whatever they may be. OR, put everything in the same "basket", effectively becoming "one part". Easy? Keep in mind any "part" may be anything and composed itself of "parts", ie. a procedure...

The price of ignorance.. MWUAHAHAHAHAHAHA! :D

Spot on! I always told them never to rewrite those punchcards: It. All. Worked. Perfectly. Well. Already! They managed to do the same mistake on all those snappy 3270 programs too! Now we have all those "UX designers" hiding functionality from the lusers, hillarity ensues!! 'told ya (multiple...

If you are testing based on whole bar but using open for entry on signal bars, you are stealing information from future skewing results to be too positive. If so, not grail, though actually hard to prevent all such errors and to find something consistent. You may want to start simulating...

No hint of irony or sarcasm? :p Coding can be like trading (anticipation), but 99% of coding really isn't.

Anyone claiming to be The Best Mentor is what? Real mentoring, like guru-ing, is a happening and don't work like that. You can't force it to happen, or just purchase it. You may keep reading books, stuff your head with knowledge. But it's all unapplied. To really learn you need to apply...

Something missing from summary: When is a better time for entry/exit? Doesnt matter what one calls it. Linear regression can be said to be predicting. What matters is do you have the right model?

First things first: Write your own CD-bootable kernel, something like a SELinux variant, but with support for firewalled trading via secure proxy chains (something like your own Tor network). You should study OpenBSD and improve security to the point faulty insecure hardware just CANNOT decrypt...

Looking at volume, the majority of random buyers would be down from Oct 2017..

Thank you for sharing your experience and inspiring investigation. The JHM method is traditionally for ES 5 min and 30 min, so such chart would probably be best for training. Though other markets and timeframes should follow the same principles - with some natural variations of course. I've...

1 min would be too short bar duration in order to teach yourself. You could try on 5 and 30 min. Bar-bar analysis means you start with 1 bar but then extend analysis from that, to 2 bars, then 3, then 4, then 5, etc. This way you build an aggregate from the fastest data-components first, thus...

I've had problems getting that idea to work in the past. Wonderfully as it sounds, you end up realizing losses at the best opportune moments for recovery. Would be great to hear I've missed something.

Glad I never paid any big money for anything, once or twice paid very cheaply for some report, all of them dissappointments and unusable. Hard to know what's what, but when I hear "you'll make it back in one trade", yeah riiight. Cultists always make bold claims on others' behalf. It's all...