Quote from Grob106:
I have done the thinking to make what I do a mechanical process. In doing this I discovered that the work of Pascal does not apply to the markets. Instead, with six deegrees of freedom as an input and foure degrees of freedom as the trading out put, the automated approach internally goes through five stages to, in a logic construct swell to 70 degrees of freedom where no more than 5 are applicable at any time and where the logic steers and focuses on the pertinent application of logic at all times.
The above is the articulation, mathematically, of the set of truths I have acquired over time for monitoring data sets, analyzing data sets with the possible conclusion set, the pairs of decisions for each conclusion, and the set of timely actions that result from the set of decisions that are possible.
As I looked at the markets, I gained knowledge, skills and experience. In about 25 years I came to the place where I could do the required logic schematics over 15 years ago. In the last fifteen years I have added some efficiency and effectiveness refinements.
This post is not what anyone writes in books or reads when they buy books. Learning is a process that occurs over time.
My views are based upon delving into the matters at hand and, over time, reaching conclusions based upon the truths of how the market works. In public, the assessor level, the beginner level, and some intertmediate level stuff is at play. But, so far, not much beyond that. One exception is the YM/ES leading/lagging relationship that is now being used operationally. I regard this as intermediate plus functionality.
To design and build what you want to supply takes the coding of several (many many in fact) items arranged in an array that involves seven processes which feed each other in an arrangement of links and nodes. I gave two examples of nodes in a post recently: sentiment and pace; six levels of one and five levels of the other. All eleven signals of their presence or absence (think Boolean) serve to "gate" other information to other nodes. All of this is secondary in nature and the primary considerations are more complex.
What I feel is the answer to the problem is knowing all the coefficients of all the functions on seven sequential levels of consideration. If three differing periods of regression are needed to define sentiment; I noted each regression duration and the exacting gating of the boolean values through to the primary comparitor (one of many) that provided the NOW decision result required at that moment.
The camtasias show the operations at the tick pair level for about two hours where the annotaed future moved into the present as set up about twenty bars in advance. This means that trading takes place by just giving up the spread at turning points in the market price.