T2F's.
On your list, you see PP6a; it is three consecutive T2F's.
Thanks for asking.
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Are all price patterns the same? (examples)
- Thread starter 1a2b3cppp
- Start date
T2F's.
On your list, you see PP6a; it is three consecutive T2F's.
Thanks for asking.
The OP focussed on HH's and LL's among other things.
he was particularly interested in the second of each of these.
He correctly perceived that a lot of trends reverse on the second of each.
the AI discussion explained the four types of trend endings. It also suggested the form (sheet) I gave the OP does reveal how to know well in advance when a second HH or second LL is going to cause a trend to end and reverse. tah is to say, all that is needed is a brief answer sheet for the pair of occurances that mark each of the four types of trend endings.
the procedure to carve every trend reversal comes down to this process:
1. Keep track of what is gong on bara by bar.
2. Know which of the four types of trend you are in.
3. Keep track of the EE's.
4. On your list of the last pairs of EE's for each type of trend, note when the next to last EE is happening (Just consider the possibilities on each of the four lists).
5. Once a possibility has occurred bring up the leading indocators of price that you use (there are 10 to 12).
6. Take a couple of bars to prepare to use your trading screen tools and controls. Set up the pending trade in every detail.
7. Use only market orders for trading so you are in the fast lane for getting partial fills.
8. note when you come to the n-1 bar of the independent variable which will be dictating the trade event precisely.
9. not how all bars begin as the event bar on bar n begins. It IS a sym.
10. watch the bar become a subsequent internal like a FTP or FBP. Wait.
11. Look for the bar to form a hitch or stitch , pehaps.
12. note when the bar forms a doji.
13. Look for the failsafe items named BM, REV or BO, TI.
14. At this point you are looking at the container. the shape and the final movement of that shape.
15. Start the partial fill sequence to best carve the turn.
as trading gets to involve the compounding of profits you will begin to do the trade reversal sooner and sooner. You will work your way back to about step 10, slowly.
as you find out you cannot use the rtl on the final bar, you will begin to look at the DOM wall and the extreme pair of the OTR chart. as you get to know there are more limit orders on the wall that the first derivative of the T&S, you will begin to hone your turns to just give up the tick on the market order partial fills.
As you see there is no need for "reaction" in trading. you can build your mind by doing work. this long term memory you build has to be built only once. there is no invention at all. repitition builds the mind. Two types of repetition are very easy.
Today, French Fry asked what the blue rays are. This means he has not begun to annotate or bgun to log as yet.
I print my logs in groups of ten on the weekend. Twice a month I print logs. I take four pics of my annotations each day. the open up to bar 30. Midday up to bar 54. and the pm for the rest of the days. All are portraits. I do the whole day as page 4 a landscape.
Then I do the sheet I gave the OP. Then on a white sheet of paper I do all the pairs of each days events under the four sets A, B, C and D. I punch and put things in 3-ring binders.
This is repetition. I asked FF to do 50 pics of "The Pattern". he is going to wait to do those until he needs to do those. Now he is good enough to not do them.
So the OP does not know what is going on in the thread. He does not have any perception to add to what he senses.
Why not know that you know 4 to 6 bars before a trun that the turn is coming? the answer is: it is too much repetition to go through. Why did you learn to read and do arithmetic? Because you were told to. no one tells you to get rich. No one tells you that having a job is the hard way.
QED.
he was particularly interested in the second of each of these.
He correctly perceived that a lot of trends reverse on the second of each.
the AI discussion explained the four types of trend endings. It also suggested the form (sheet) I gave the OP does reveal how to know well in advance when a second HH or second LL is going to cause a trend to end and reverse. tah is to say, all that is needed is a brief answer sheet for the pair of occurances that mark each of the four types of trend endings.
the procedure to carve every trend reversal comes down to this process:
1. Keep track of what is gong on bara by bar.
2. Know which of the four types of trend you are in.
3. Keep track of the EE's.
4. On your list of the last pairs of EE's for each type of trend, note when the next to last EE is happening (Just consider the possibilities on each of the four lists).
5. Once a possibility has occurred bring up the leading indocators of price that you use (there are 10 to 12).
6. Take a couple of bars to prepare to use your trading screen tools and controls. Set up the pending trade in every detail.
7. Use only market orders for trading so you are in the fast lane for getting partial fills.
8. note when you come to the n-1 bar of the independent variable which will be dictating the trade event precisely.
9. not how all bars begin as the event bar on bar n begins. It IS a sym.
10. watch the bar become a subsequent internal like a FTP or FBP. Wait.
11. Look for the bar to form a hitch or stitch , pehaps.
12. note when the bar forms a doji.
13. Look for the failsafe items named BM, REV or BO, TI.
14. At this point you are looking at the container. the shape and the final movement of that shape.
15. Start the partial fill sequence to best carve the turn.
as trading gets to involve the compounding of profits you will begin to do the trade reversal sooner and sooner. You will work your way back to about step 10, slowly.
as you find out you cannot use the rtl on the final bar, you will begin to look at the DOM wall and the extreme pair of the OTR chart. as you get to know there are more limit orders on the wall that the first derivative of the T&S, you will begin to hone your turns to just give up the tick on the market order partial fills.
As you see there is no need for "reaction" in trading. you can build your mind by doing work. this long term memory you build has to be built only once. there is no invention at all. repitition builds the mind. Two types of repetition are very easy.
Today, French Fry asked what the blue rays are. This means he has not begun to annotate or bgun to log as yet.
I print my logs in groups of ten on the weekend. Twice a month I print logs. I take four pics of my annotations each day. the open up to bar 30. Midday up to bar 54. and the pm for the rest of the days. All are portraits. I do the whole day as page 4 a landscape.
Then I do the sheet I gave the OP. Then on a white sheet of paper I do all the pairs of each days events under the four sets A, B, C and D. I punch and put things in 3-ring binders.
This is repetition. I asked FF to do 50 pics of "The Pattern". he is going to wait to do those until he needs to do those. Now he is good enough to not do them.
So the OP does not know what is going on in the thread. He does not have any perception to add to what he senses.
Why not know that you know 4 to 6 bars before a trun that the turn is coming? the answer is: it is too much repetition to go through. Why did you learn to read and do arithmetic? Because you were told to. no one tells you to get rich. No one tells you that having a job is the hard way.
QED.
Jack we know that there are 5 OOEs. But in the "universal keys for any system of trading" you mentioned Price Suppression OOE and did not mention Band OOE. Do those two OOEs perform equivalent functions? What I mean is: Can you use only Band OOE for suppression and forget about looking at price completely?
Before I started reading about Volume Categories I had a notebook for exploring logical consequences of The Pattern. These explorations pointed me towards thinking about RTL abstractly. Since then instead of treating RTL as a static line on chart, I treat it as logical boundry that changes every time new pertinent data comes. When channels are treated as dynamic entities evolving with every significant tick, what seems to happen at the last move of the trend is that RTL of the dynamic carrier channel is "drawn" closer and closer to the RTL of the dynamic traverse within the carrier. At the point of FTT the two RTLs become equivalent. It creates a paradox (not unlike "this sentence is false"; see downward causality) because identity of the carrier now matches the identity of the traverse that supposed to be within that carrier and distinct from it.
We know that FTTs are symmetric with respect to time. Now when I look at static channels time seems to be moving backwards on nondominants. So I was quite pleased when I saw "do reverse chronological check", but I am still not sure if for the right reasons. Why 3 parts of Volume Category OOE are ordered this way?
Jack could you expand on what do you mean by "goes through the C" (in set C) and "proceeds as C" (in set D). Does C in these expressions refer to the Set C itself or to the Pt3 (earlier you used A B C D E to mark points on the Pattern in 1a2b3cppp picture). While we are at it. Are sets (A, B, C, D) or turns ("a turn", "b turn", "c turn") named purposefully to imply relevant bands (A, B, C, D)? Doesn't seem like it but let's get this out of the way.
Quote from jack hershey:
To handle all other possibilities for point E you just need to write one more function. Call it "the BO of a long trend" function.
Write it out using the function of A and the function of C so that you can plug into the result the locus of E as the E locus makes any change. this function is either "False" or "True" based upon whether the line formed by A and C has been crossed by the locus of E. If you took algebra 1 in sixth grade you will remember writing these functions as algebraic equations.
as long as you get a True for function C before you get a true for "the BO of a long Trend", then you reverse long on the true of function C. If not, then you take long profits and re-enter short when "the BO of a long trend" is true": you hold when False and keep making money in this non dominant mode.
Before I started reading about Volume Categories I had a notebook for exploring logical consequences of The Pattern. These explorations pointed me towards thinking about RTL abstractly. Since then instead of treating RTL as a static line on chart, I treat it as logical boundry that changes every time new pertinent data comes. When channels are treated as dynamic entities evolving with every significant tick, what seems to happen at the last move of the trend is that RTL of the dynamic carrier channel is "drawn" closer and closer to the RTL of the dynamic traverse within the carrier. At the point of FTT the two RTLs become equivalent. It creates a paradox (not unlike "this sentence is false"; see downward causality) because identity of the carrier now matches the identity of the traverse that supposed to be within that carrier and distinct from it.
We know that FTTs are symmetric with respect to time. Now when I look at static channels time seems to be moving backwards on nondominants. So I was quite pleased when I saw "do reverse chronological check", but I am still not sure if for the right reasons. Why 3 parts of Volume Category OOE are ordered this way?
Quote from jack hershey:
Sat A is the consecutive "c" to "c" turn.
Set B is the "c" to "a" to "c" sequence.
after these two FBO's comes the Completion type trends"
Set C is the normal trend which goes through the C to a to b to c loop in three moves.
set D is the drifting trend which proceeds as C to a to b to a to b.......to a to b to c. There can be just two a to b's
Jack could you expand on what do you mean by "goes through the C" (in set C) and "proceeds as C" (in set D). Does C in these expressions refer to the Set C itself or to the Pt3 (earlier you used A B C D E to mark points on the Pattern in 1a2b3cppp picture). While we are at it. Are sets (A, B, C, D) or turns ("a turn", "b turn", "c turn") named purposefully to imply relevant bands (A, B, C, D)? Doesn't seem like it but let's get this out of the way.
Quote from ncx:
...
Before I started reading about Volume Categories I had a notebook for exploring logical consequences of The Pattern. These explorations pointed me towards thinking about RTL abstractly. Since then instead of treating RTL as a static line on chart, I treat it as logical boundry that changes every time new pertinent data comes. When channels are treated as dynamic entities evolving with every significant tick, what seems to happen at the last move of the trend is that RTL of the dynamic carrier channel is "drawn" closer and closer to the RTL of the dynamic traverse within the carrier. At the point of FTT the two RTLs become equivalent. It creates a paradox (not unlike "this sentence is false"; see downward causality) because identity of the carrier now matches the identity of the traverse that supposed to be within that carrier and distinct from it....
Could you show a visual representation of what you mean? A chart?
I don't "see" how the "...two RTLs become equivalent...".
I don't remember that time plays a role in the pattern or fractals. The "reverse cron" was mentioned in conjunction with the category test procedure. How can time move backwards in nondominants or anything else? Do you have a picture?We know that FTTs are symmetric with respect to time. Now when I look at static channels time seems to be moving backwards on nondominants. So I was quite pleased when I saw "do reverse chronological check", but I am still not sure if for the right reasons. Why 3 parts of Volume Category OOE are ordered this way?
Quote from ncx:
Jack we know that there are 5 OOEs. But in the "universal keys for any system of trading" you mentioned Price Suppression OOE and did not mention Band OOE. Do those two OOEs perform equivalent functions? What I mean is: Can you use only Band OOE for suppression and forget about looking at price completely?
snip
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 logic for beginner level I added the suppression ciruitry. there are six levels of the Cash Cow. these were not discussed in ET since we when to live communications like skype and GTM.
Here in the SCT price is used for giving permission to do volume testing. this means two AI things:
1. Price creates the volume measure blackout periods.
2. Price is NOT needed to deal with the band OOE's. bands only regulate the stear and focus aspect of really cutting out EE's that are not statistically significant at any given time.
I will deal with the other parts of your Q's in separate posts.
Good work on the post we are addressing.
FF: Put up the chart you have been working on and I will annotate the answers I am giving so you can focus on iteratively refining your work. It does not matter what instrument. But I do prefer ES for continuity.
I qioute:
"Before I started reading about Volume Categories I had a notebook for exploring logical consequences of The Pattern. These explorations pointed me towards thinking about RTL abstractly. Since then instead of treating RTL as a static line on chart, I treat it as logical boundry that changes every time new pertinent data comes. When channels are treated as dynamic entities evolving with every significant tick, what seems to happen at the last move of the trend is that RTL of the dynamic carrier channel is "drawn" closer and closer to the RTL of the dynamic traverse within the carrier. At the point of FTT the two RTLs become equivalent. It creates a paradox (not unlike "this sentence is false"; see downward causality) because identity of the carrier now matches the identity of the traverse that supposed to be within that carrier and distinct from it."
My reply:
Mandelbrot is smilling. I use rtl for the Fast fractal and RTL for the middle slower fractal.
In trading, trend following does not work.
But in making money monitoring and analysis of trends is what is required.
Since you bagan posting, I have had an unusual opportunity to move into intermediate and expert monitoring and analysis.
As you see I have form dynomite to fission and soon we will address fusion. three very impactful energy levels.
By showing the four types of trending (two FBO's and two completing type trends). I have put "anticipation" quarely on the table and concurrently taken CW's "reaction" way off the table.
Notice Lucrum a big time ET "reactor" has cut his frequency of non posts hugely.
Big statement: Examining a convergence to limits of fractal is NOT productive. Fractal Theory gets viiolated and Keynesian aspects of complete sets of Hypotheses go away. you have to maintain "completeness" totally and you cannot stray from dealing with Hypotheses in an "in kind" manner.
You have grasp a CARDINAL aspect of fractals. All FTT's on all fractals happen concurrently. AND not all fractals do have FTT's at a given time.
This what create "anticipation" and does away with the potential of any losses ever. People who just read use a memory framework whereby they read things that are "unbelievable" to them. It is inappropriate to enter into your memory anything which you have not proven. Most of the CW of the financial industry is mythical. but myths are believed and as such they make proofs in the operation of the market "unbelievable".
The pattern is derived and proven. All ftt's and FTT's come from this proof. You "see" and "understand" the proof. So you have perception as well. Perception is 90% inderence and sensing is a small addend in the perception's sum.
The market has these four types of trends and their ends must be defined in four sets. There are some common elements in among the sets.
The elements in the sets are coordinates on a plane. one axis is turns and the other axis is the EE's (which already are found in ten subsets, and are unique in their subset).
In volume "c" turns are kindred to ftt's and FTT's as you may have concluded.
the cells in the plane are two term sequences where consequtive EE's are listed, One is the n-1 EE and the other is the "c" turn EE's.
The profit segment is a "c" to "c" money making experience.
By knowing that you knw the four types of trends, then you can anticipate the trend end two EE's before the end of the profit segment.
Today the market operation in ES e-mini had the following pairs.
Set A BO, T1 to Ab, LVBO (bar 40) and Ab, LVBO to PP3 (bar 42).
Set B NONE.
Set C BM, REV to BO, T1 (bar 65)
Set D BM, REV to BO, T1 (bar 34 and 53) and BO, T1 to Ah, LVBO (bar 80)
To see these on a chart, Use today's 5 min ES chart. to calculate net profits on each trade use the close or if you know how to do "lock in" use the lock in value for carving. If anyone does these notes on a chart, scan and print the chart in ET.
This shows how FBO's happen (set A) and how normal trends complete (set C) and how more lengthy trends "drift (Set D).
This is a probability discussion where the monitoing and analysis yield 100% probable trends and the upcoming end of the profit cycel is well known in advance. "Consistency" is easily achievable in trading. There is one pattern and it is proved.
Trends fail because they do NOT BO and becuase they get completedand have FTT's. By monitoring and analysis of the EE's in slower trends, you get to take the full offer of the market.
"Before I started reading about Volume Categories I had a notebook for exploring logical consequences of The Pattern. These explorations pointed me towards thinking about RTL abstractly. Since then instead of treating RTL as a static line on chart, I treat it as logical boundry that changes every time new pertinent data comes. When channels are treated as dynamic entities evolving with every significant tick, what seems to happen at the last move of the trend is that RTL of the dynamic carrier channel is "drawn" closer and closer to the RTL of the dynamic traverse within the carrier. At the point of FTT the two RTLs become equivalent. It creates a paradox (not unlike "this sentence is false"; see downward causality) because identity of the carrier now matches the identity of the traverse that supposed to be within that carrier and distinct from it."
My reply:
Mandelbrot is smilling. I use rtl for the Fast fractal and RTL for the middle slower fractal.
In trading, trend following does not work.
But in making money monitoring and analysis of trends is what is required.
Since you bagan posting, I have had an unusual opportunity to move into intermediate and expert monitoring and analysis.
As you see I have form dynomite to fission and soon we will address fusion. three very impactful energy levels.
By showing the four types of trending (two FBO's and two completing type trends). I have put "anticipation" quarely on the table and concurrently taken CW's "reaction" way off the table.
Notice Lucrum a big time ET "reactor" has cut his frequency of non posts hugely.
Big statement: Examining a convergence to limits of fractal is NOT productive. Fractal Theory gets viiolated and Keynesian aspects of complete sets of Hypotheses go away. you have to maintain "completeness" totally and you cannot stray from dealing with Hypotheses in an "in kind" manner.
You have grasp a CARDINAL aspect of fractals. All FTT's on all fractals happen concurrently. AND not all fractals do have FTT's at a given time.
This what create "anticipation" and does away with the potential of any losses ever. People who just read use a memory framework whereby they read things that are "unbelievable" to them. It is inappropriate to enter into your memory anything which you have not proven. Most of the CW of the financial industry is mythical. but myths are believed and as such they make proofs in the operation of the market "unbelievable".
The pattern is derived and proven. All ftt's and FTT's come from this proof. You "see" and "understand" the proof. So you have perception as well. Perception is 90% inderence and sensing is a small addend in the perception's sum.
The market has these four types of trends and their ends must be defined in four sets. There are some common elements in among the sets.
The elements in the sets are coordinates on a plane. one axis is turns and the other axis is the EE's (which already are found in ten subsets, and are unique in their subset).
In volume "c" turns are kindred to ftt's and FTT's as you may have concluded.
the cells in the plane are two term sequences where consequtive EE's are listed, One is the n-1 EE and the other is the "c" turn EE's.
The profit segment is a "c" to "c" money making experience.
By knowing that you knw the four types of trends, then you can anticipate the trend end two EE's before the end of the profit segment.
Today the market operation in ES e-mini had the following pairs.
Set A BO, T1 to Ab, LVBO (bar 40) and Ab, LVBO to PP3 (bar 42).
Set B NONE.
Set C BM, REV to BO, T1 (bar 65)
Set D BM, REV to BO, T1 (bar 34 and 53) and BO, T1 to Ah, LVBO (bar 80)
To see these on a chart, Use today's 5 min ES chart. to calculate net profits on each trade use the close or if you know how to do "lock in" use the lock in value for carving. If anyone does these notes on a chart, scan and print the chart in ET.
This shows how FBO's happen (set A) and how normal trends complete (set C) and how more lengthy trends "drift (Set D).
This is a probability discussion where the monitoing and analysis yield 100% probable trends and the upcoming end of the profit cycel is well known in advance. "Consistency" is easily achievable in trading. There is one pattern and it is proved.
Trends fail because they do NOT BO and becuase they get completedand have FTT's. By monitoring and analysis of the EE's in slower trends, you get to take the full offer of the market.
I quote:
"
We know that FTTs are symmetric with respect to time. Now when I look at static channels time seems to be moving backwards on nondominants. So I was quite pleased when I saw "do reverse chronological check", but I am still not sure if for the right reasons. Why 3 parts of Volume Category OOE are ordered this way?"
Most of my professional engineering life was creating test procedures. Nike at BTL and WECO (analog) and DSD oilcooled memories at IBM. I also played goalie in Lacrosse and soccer. I skied downhill competitively. coached most of these sports in the US and Switzerland.
"Reaction" is a passe modus.
"Anticipation" must be included in all building blocks. BLOX of Worden when PVT is used, tests out at 60 plus for sharpe Ratio. It was "unbelievable" at worden so they did repetition to assure they would always get the same answer.
The logic of the volume test procedure is best understood by looking at the family of functions of the 11 volume events. Peaks especially. Peaks forward money making.
In the two FBO sets, A and B, you see that the malforming trend is trying to culminate by triple peaks, or settling "between" or the Outside Bar (OB which) is the briefest reversal of sentiment or extinguishment as seen by triple troughs.
"repeat" has the closest "adjacency" and handles the core onion ring of triples.
reverse chron deals with elements that have already happened and are, as you say, tending to be brief non dominant conditions, circumstances and situations.
If it is required to move forward, NEXT, is the only choice.
Inventing the test procedure had to be resolved by the back door as well. What Wasn't That(WWT) is also proven. No other combo of the three eventualities will work. So it comes down to knowing that you know the test procedure is the most effective and efficient. It is.
since I trade unconsciously, an deep effort was made to question me to find out what generated my unconsciousness. At that time I had traded for almost 50 years.
In downhill racing on black double diamond slopes, most of the time is spent in the air. Landing just before an "H" gate, is interesting. no one "shovels snow" instead you "groove" in the slots and expend energy to get airborne again. You lift your body mass and pull your skiis up to that mass. Only one order of events works for winning. The test procedure is the same.
What happens when the LTM inference is built? Or the AI in your case?
A person goes on "automatic". 300 seconds per parcel that locks in is a long time compared to 10 to 100 milliseconds. lock in is like getting airborne again to anticipate the upcoming events.
"
We know that FTTs are symmetric with respect to time. Now when I look at static channels time seems to be moving backwards on nondominants. So I was quite pleased when I saw "do reverse chronological check", but I am still not sure if for the right reasons. Why 3 parts of Volume Category OOE are ordered this way?"
Most of my professional engineering life was creating test procedures. Nike at BTL and WECO (analog) and DSD oilcooled memories at IBM. I also played goalie in Lacrosse and soccer. I skied downhill competitively. coached most of these sports in the US and Switzerland.
"Reaction" is a passe modus.
"Anticipation" must be included in all building blocks. BLOX of Worden when PVT is used, tests out at 60 plus for sharpe Ratio. It was "unbelievable" at worden so they did repetition to assure they would always get the same answer.
The logic of the volume test procedure is best understood by looking at the family of functions of the 11 volume events. Peaks especially. Peaks forward money making.
In the two FBO sets, A and B, you see that the malforming trend is trying to culminate by triple peaks, or settling "between" or the Outside Bar (OB which) is the briefest reversal of sentiment or extinguishment as seen by triple troughs.
"repeat" has the closest "adjacency" and handles the core onion ring of triples.
reverse chron deals with elements that have already happened and are, as you say, tending to be brief non dominant conditions, circumstances and situations.
If it is required to move forward, NEXT, is the only choice.
Inventing the test procedure had to be resolved by the back door as well. What Wasn't That(WWT) is also proven. No other combo of the three eventualities will work. So it comes down to knowing that you know the test procedure is the most effective and efficient. It is.
since I trade unconsciously, an deep effort was made to question me to find out what generated my unconsciousness. At that time I had traded for almost 50 years.
In downhill racing on black double diamond slopes, most of the time is spent in the air. Landing just before an "H" gate, is interesting. no one "shovels snow" instead you "groove" in the slots and expend energy to get airborne again. You lift your body mass and pull your skiis up to that mass. Only one order of events works for winning. The test procedure is the same.
What happens when the LTM inference is built? Or the AI in your case?
A person goes on "automatic". 300 seconds per parcel that locks in is a long time compared to 10 to 100 milliseconds. lock in is like getting airborne again to anticipate the upcoming events.
I quote:
"Jack could you expand on what do you mean by "goes through the C" (in set C) and "proceeds as C" (in set D). Does C in these expressions refer to the Set C itself or to the Pt3 (earlier you used A B C D E to mark points on the Pattern in 1a2b3cppp picture). While we are at it. Are sets (A, B, C, D) or turns ("a turn", "b turn", "c turn") named purposefully to imply relevant bands (A, B, C, D)? Doesn't seem like it but let's get this out of the way."
As you know I filter non workers away from me.
turns are lower case.
the four trend sets are upper case.
By now you just about have the candy store.
Today started at 36.2 and the first reversal was at 51.~. there were six EE's in between as repeated "a" and "b" alternating EE's. You "know you know" you are in the Set D.
The "last" "b" was a BM, REV. the rtl generated was BO'ed and a pair was generated (BM, REV and BO, T1). when you SEE a 'b" labelled BM, REV, you look for the list of second elements that satisfy the Set D pairs. You have a rtl, this shortens the alternatives available in Set D to one. Bar 34 opens.
At lock in, you carve getting partial fills by using a market order that is in the fast lane for moving ahead of the FIFO stupid orders.
AI is the answer.
In five years, information parcels as we know them will have changed to single move price parcelss. "flutter" will have been resolved by "counting" the parcels with an upper limit of three.
At this time all systems will shift to one fractal faster. HFT will be about the same lame profit taking levels.
"Jack could you expand on what do you mean by "goes through the C" (in set C) and "proceeds as C" (in set D). Does C in these expressions refer to the Set C itself or to the Pt3 (earlier you used A B C D E to mark points on the Pattern in 1a2b3cppp picture). While we are at it. Are sets (A, B, C, D) or turns ("a turn", "b turn", "c turn") named purposefully to imply relevant bands (A, B, C, D)? Doesn't seem like it but let's get this out of the way."
As you know I filter non workers away from me.
turns are lower case.
the four trend sets are upper case.
By now you just about have the candy store.
Today started at 36.2 and the first reversal was at 51.~. there were six EE's in between as repeated "a" and "b" alternating EE's. You "know you know" you are in the Set D.
The "last" "b" was a BM, REV. the rtl generated was BO'ed and a pair was generated (BM, REV and BO, T1). when you SEE a 'b" labelled BM, REV, you look for the list of second elements that satisfy the Set D pairs. You have a rtl, this shortens the alternatives available in Set D to one. Bar 34 opens.
At lock in, you carve getting partial fills by using a market order that is in the fast lane for moving ahead of the FIFO stupid orders.
AI is the answer.
In five years, information parcels as we know them will have changed to single move price parcelss. "flutter" will have been resolved by "counting" the parcels with an upper limit of three.
At this time all systems will shift to one fractal faster. HFT will be about the same lame profit taking levels.
Quote from frenchfry:
Could you show a visual representation of what you mean? A chart?
I don't "see" how the "...two RTLs become equivalent...".
I don't remember that time plays a role in the pattern or fractals. The "reverse cron" was mentioned in conjunction with the category test procedure. How can time move backwards in nondominants or anything else? Do you have a picture?
time is a unilateral variable.
measurements are made going into the future one after another.
all measurements are relative. for a new P2 to occur it has to be greater than the prior P2.
as a trend moves forward it can be longer than either FBO. It may be a complete trend or the trend may "drift for a longer period.
Measurements provide the answers to all questions.
All bars get involved in trading. Bar by bar is how monitoring and analysis step in to substitute for the CW's "reaction" and supposed edges.
There is no noise, no flaws nor ant anomatise in mrkets. If you see such, then you have not completed a system design.