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Germany went into "austerity" after WW1. Though it depends on the people. It'll probably not be like Germany pre-WW2 and not like some African countries today, but somewhere in the middle. It's simply bad/centralized/externalized management, but the outcome will depend on the people.

The thought is good. Caveat is: Any reintepretation, however tiny, could spell some additional trouble/confusion vs the original system, whatever and however it was originally implemented. Many places Jack claim the rules to be precise/exact, so any deviations could lead a little astray. Which...

PP6 gets killed with Wait in between. Not sure if that kill-rule is different from PP2. You fan on Wait. Can still get BO,T1 or BM,REV and on P2, you could get PP1b (from sheet), unless that rule require 3 bars. Problem is exact ruleset and corner cases that are not described anywhere, though...

Pic1 - Internal/Wait only kill between elements for PP2. The pattern is T1-T1-P2 so Wait on bar before doesn't kill PP2. Though maybe 3 T1's after P1 kills it? Not sure. Pic2 - P2-P2-T2P looks good for volume elements as PP2 get killed by 2 Wait's between elements. EE-Ae has two versions: Ae-1...

Correct link: https://www.elitetrader.com/et/threads/market-system-of-operation.280654/page-6#post-3917860

I would actually say it's the exact opposite, in fact, there must be something wrong with your perception if you see it this way! Peons^H^Hple are generally polite and only tell you what is best for you. So there! If you think otherwise, YOU'RE FIRED! :strong: :D It's actually a fear-mongering...

Realizations, AHAs of one may be confusing and misunderstood by others not seeing the same, at that particular point in time though - AND vica versa!

Thanks. Don't think I've seen that thread before. If you want to filter users, you can "search this thread only" and select by usernames, if that helps enough. 165 becomes about 6 pages for "jack hershey". #1190 confirms new P1 after P2 and P2 after the T2's as well. The logic for VTP is clear...

There's very little text to be found on NOT T2's and NOT NOT T2's. They are said to deal with sub-fractal moves, so I suspect they may be countermoves to the expected move as according to the idealized Pattern. So unless we find something more concrete, we might have to invent them, if required...

In order to properly use the independent variable in bar-bar analysis, one need to make sure the bars are statistically significant. DV Internals are regarded as insignificant for practical purposes of not having to deal with faster fractals that are not really measurable from the data anyway...

I just read this earlier today: :D Price Suppression has to be done to prevent erroneous sequences. In the Cash Cow where we looked at trading with inidcators, we had to be sure that no indicator signals were used as a consequence of non statistically significant indicator information. So in...

1 min chart. You expect price to be perfectly liquid every 1 minute why?

P1 is gated after P2,T2F. It seems volume element P1 doesn't always mean price pt1. The way I understand it, the bands won't reverse though.

https://www.elitetrader.com/et/threads/sctlearning-from-scratch.282221/page-8#post-3948887

@WchPl : As you are working on this material, are you actively referencing and have you purposefully worked through every post on this thread: https://www.elitetrader.com/et/threads/sctlearning-from-scratch.282221/ Sprout has generously provided alot of material and explanations in his last...

If programmed open-ended enough and could get away with it, then certainly. If learning from human game history only without other directions, it could actually be a starting point for making bad bets, err bots. The best playing bots would probably be something like Alpha Zero. They'd probably...

Food for thought: OB is always going both ways. RDBMS is relational. And volume is relational too. Time to sleep :D

@Millionaire : Nice stats and congrats! I'm wondering if you've tried trading off daily bars successfully, or if your approach would require intraday short time frames and thoughts on that? Also, do your system have some kind of stop-loss, and could such lead to high risk of ruin (DD -30%+), and...

That's what backtesting is, attempting to calculate various results from running your strategy on past data, either manually or using some automation. As you've said, there are many biases to overcome, and in the end, backtesting won't actually foretell the future so will only indicate various...