A Kinetic Energy Idea

Quote from infolode:


Further explanation is dependent upon one's beliefs and the reaction to the above. ET is generally not receptive to any ideas that exclude balls of brass.
Uh...not here....DO SHARE.
 
Quote from infolode:

Without reinventing the wheel and at the risk of raising the hackles on the backs of system traders, I've used the measurement of impulse vectors to approximate future highs and lows and square root increments for price targets. Simple geometry/timing angles. No voodoo, Gann or Elliott--yet the seed principle is shared. Different ways of measuring the same thing.

Further explanation is dependent upon one's beliefs and the reaction to the above. ET is generally not receptive to any ideas that exclude balls of brass.

I actually don’t give a damn about what the ET hecklers will do or say. I have been in this business for over 15 years and I have developed an intuition for what might or might not work. I had this idea of the events energy pulse absorption by the markets for a few years now. It works well and resonates with my other research programs. I have put together a few indicators of this type and I was very surprised and intrigued by what I saw. As I said, I will eventually post the charts with these indicators on it, but for now I would like to see whether there is an interest and an enthusiasm on this forum related to this approach. I think that it is as fruitful as my other good stuff that I use in day to day trading, but I need some fresh ideas an collaborators primarily to hear my self think and share the ideas. It should benefit all of us. So if you have any further thoughts let’s discuss them.
 
As I promised, here is the chart with the Kinetic Energy indicator on it. I also marked trades using this indicator and targets based on the impact of the pulse.
 

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Quote from syswizard:

Any trade stats available or equity curve ?
Can you throw your indicator onto a 1 minute chart ?

No stats yet. It is a Research-in-progress type of a thing.
Here is a 1 min chart.
 

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Hmm. MAESTRO, perhaps it's just my low-tech, low-brow nature, but I think you may be reading more science into price action than actually exists. Not that I would necessarily feel comfortable betting against you, but that is just my impression.
 
Quote from Thunderdog:

Hmm. MAESTRO, perhaps it's just my low-tech, low-brow nature, but I think you may be reading more science into price action than actually exists. Not that I would necessarily feel comfortable betting against you, but that is just my impression.

You could be right. I am not saying that it's a "holly grail" or anything. It's just it has something that I like. As I said, it's just an idea for all of us to kick around. It might be completely worthless, but my intuition tells me that there is something useful in it. Who knows? Input from you, Thunder, is always welcome! :)
 
Quote from M20J:

Your fluids analogy brought to mind this paper. Possibly some of their findings might be worth bearing in mind with what you're doing:

http://www.automatedtrader.net/Files/PDFs/Quant_Articles/volatilityCausalStructure.pdf

The paper and the OP miss the point (regarding the introduced topic). And you can throw in the VQU piece too.

The paper is to the right and above of the opportunity. And VQU shot a blank because of the period chosen and the absence of a connection in any way to the shift in econometrics over the period.

Rocks aren't dropped as it turns out. If they were "they" would have been the key to reveal that serial effects are out and that there is a locus for effects of energy as applied to markets.

As we see the graphics provided by the OP, illustrate the disconnect between their upper and lower portions.

For sure the markets have energy and the transitions from potential to kinetic and vice versa are critical to understand and capitalize on. Energy modeling is common.

If anyone is going to model using a dynamic liquid paradigm, get real. Pairing the market dynamic parameters and a liquid's dynamic parameters is prima fascia. Get a chemical engineering 101 plumbing text to begin with. Skip the surface boundary exercise especially if the boundary is a gas as you suggest.

NB. this has been editied from the original
 
Quote from jack hershey:

The paper and the OP miss the point. And you can throw in the VQU piece too.

The paper is the the right of the opportunity. And VQU shot a blank because of the period chosen and the absence of a connection to the shift in econometrics over the period.

Rocks aren't dropped as it turns out. If they were "they" would have been the key.

As we see the graphics provided, illustrate the disconnect of the upper and lower portions.

For sure the markets have energy and the transitions from potential to kinetic and vice versa are critical to understand and capitalize on. Energy modelling is common.


If anyone is going to model using a dynamic liquid paradigm, get real. Pairing the market dynamic parameters and a liquid's dynamic parameters is prima facia. Get a chemical engineering 101 text to begin with. Skip the surface boundary exercise especially if the boundary is a gas as you suggest.

OK then! :D :D
 
Quote from MAESTRO:

You could be right. I am not saying that it's a "holly grail" or anything. It's just it has something that I like. As I said, it's just an idea for all of us to kick around. It might be completely worthless, but my intuition tells me that there is something useful in it. Who knows? Input from you, Thunder, is always welcome! :)
Thanks. I'll just sit back and watch as the thread evolves and develops. I'll try to limit myself to just nodding knowingly, with perhaps an occasional "Hmm," rather than give myself away with a boneheaded comment.
 
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