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It doesn't get better than this, right? So I'm awaiting your algorithm for exploiting such a market, ignoring slippage and commissions. -- Mr Subliminal Given that your price curves are not composed of OHLC prices but just a single value, why not use Perry Kaufman's adaptive moving average...

Heh. The trick to gambling is knowing when to quit. Have you noticed the proliferation of gambling everywhere in just the past few years? Who's benefitting from taking the side you want to take?

Sure it's a winner, why would I create a losing strategy? Seriously, I went thru two years of coming up with this strategy back in '95 and '96. Just do a listing of my last 15 or so posts for all the how to's. From there on you are at the mercy of the lottery.

http://trader.online.pl/MSZ/e-w-Ergodic_Indicator.html I like the ergodic indicator, by the way.

That's fine. Whatever floats your boat.

This is becoming confusing -- all I'm saying is that if you are considering trading (intraday), it would be easier to trade if you waited for a volatility spike because (intraday) volatility and price excursion tend to occur together. I'm saying nothing about trend direction or two-trend...

No, that is an expression --- "yada, yada, yada, in my book". However, I've written some articles for Futures the preponderance of which are already in my journal. As regards the Nobel Prize in Economics...work on a lottery edge isn't what you consider for a Nobel Prize. What I did doesn't...

I'm thinking in terms of intraday data -- volatility has been described as being coincidental with price excursions. If your frame of reference is longer than intraday then we could be talking past each other.

Well, yeah, sort of. You could, maybe easier, just measure volatility against historical volatility and look for instances when volatility is rising then make your trade in the direction of the trend. There were a number of articles about this in TASC by Connors, I think. You could also use...

Why not just create a measure of volatility and wait for a suitably large spike to make your trade in the direction of the trend?

Hell, it's a free for all....congratulations to the winners on this thread. Eighth grade trader you've got some more learnin' ahead of you.

I'm not much good with a camera. http://tinyurl.com/4ew2n

To misquote Wayne Newton, "This is where the magic happens." Just kidding, nice toys, though.

If you've got the cat in a box, to save face, I would discourage looking. Simply, trust the cat is in there, probably dying to get out. Let the box define the cat's boundaries. As long as you know the cat is in the box (they raise quite a racket when confined against their will), you can...

I wrote about this formula a year and a half or so ago in an exchange with BKuerbs and Swing Zones. I was really confused about this conversation...time mends all things. Here is the thread I was refering to in our conversation about Chebyshev. As you can see, I am conversing with Bernd...

Yes, I watch volume using Quotetracker through IB. DTN satellite doesn't have any volume for futures so all my heavy duty chart studies are based on price and its vagaries. The markets I watch are pretty weird -- most of them just index quotes on sectors pertaining to the Russell 2000 and...

Those are points not dollars. I base all my systems on points testing. So multiply those points by $5. As for the pivots, I've recently said to watch price. This is like a reference card for me. I don't think about trading from this, I trade off the charts. This just gives me a reference...

What could I tell you? Attached is my setup for tomorrow's trade in the YM. The pivots formulas are from Scorp^ and show the support and resistance. The pink number is the pivot based on today's OHLC. The red bar represents the pivot over the last four days according to my trading system...

Seems Winter is giving a lot of people one last twist...aargh.

Now, there's a woman with a nickel's worth of sense.