It's not a matter of suspending disbelief. A ghost or poltergeist just moved my cane from beside the chair I was sitting in to a room a haven't been in all day, and I believe that. I believe that three days running while I was in the house alone someone pulled the grille off the same speaker. I also believe that the damned garage door slammed when I was upstairs alone and the house was locked down tight. In the same fashion I believe that it is an illusion of coarse time frame charting that volume leads price. I could ask you just as well why you don't go look at one-second and see what I see. Tibetan is Hinayana. I am Mahayana. For fun I once fed my best meat chili to a party in a Tibetan temple as vegetarian: "Best damn vegetarian chili we ever had here!" So I know the difference, even if you don't. The Annointed One, the Tathagata, he-who-has-passed-through, said "Fare lonely as the rhinoceros." And on his deathbed, "Be lamps unto yourselves." You would do well to teach that to yours. Someday I will cast a dream to you in which you can see in exquisite detail a chart that looks like nothing you or anyone else has ever seen before. Maybe even tonight. It has on it the best you have to offer that really works, and I am guessing that you don't even know what subset of SCT that is. Again, thank you for your reply. Always fun talking past you. And for goodness sake don't die until after I am dead. And BTW, you didn't say shit about my homage to you. I think the presentation works as a tiny little quantification of SCT. If you had ever taken the trouble to quantify it, I and others might be true believers. But you are just as rigid a dickhead as I am. You cannot bring yourself to rigidly canonicalize SCT and backtest it. There is some really good stuff there that begs to be verified and optimized.
Automated Volume Gaussian Code
- Thread starter Fleming Snopes
- Start date
Charts, sorry you don't get it. You remember what Ralph Ellison put in the note in the envelopes in his brilliant novel Invisible Man? You don't? Go look it up and take its advice.
... you pretentiously posted an undecipherable chart with no explanations, about a subject you don't seem to have a clue.
My previous message was intended to point you in the right direction, as you seem to be in the worst cell: you don't know that you don't know. So get back to the basics ...
EDIT: Now I see, you're just a phlegmin' bullshitter ...
Charts, sorry, it was an IQ test. You should be used to that. Like trying to understand what Jack posts. What I posted was admittedly a leap of imagination for folks used to slavishly following recipes. Do you cook? Don't you ever dick with the ingredients just for the fun of it? Put jalapeno in the sweet potatoes? That is all I did. Does it never bother you that the drawing of volume gaussian slopes is in the eye and unsteady hand of the beholder? That one person may draw the break one place and another person in another? That two people will draw the slope differently? Guess not. You guys are so fucking literal it makes my teeth hurt. And soooo qualitative. I cannot stand qualitative. If you can't quantify it, and at least quasi-optimize it, it is total bullshit. Sorry. You caught me in a bad moment. The poltergeist is trying to wrestle my favorite cane away from me. My wife doesn't understand who I am screaming at. She thinks it's the computer.
But we digress. Perhaps for the feeble-minded I should have described this code as a "Gaussian Smoother" or an "Interpolated Gaussian." Do the volume patterns Jack originally called "guasians" even remotely resemble Gaussian distributions? Not very damn often. You have to be half blind like me to fuse volume bars into anything remotely dissembling a Gaussian distribution. So I said to myself, sure, go along with the gag, anything for a laugh, and filtered volume to smooth it into lumpy patterns that I though the faithful might recognize as quasi-guasian, or guasi-quasian. Herein lies a lesson in the invagination of that crowd. Anyway, this code has utility, as there really are "guasians" on other time frames whose detection offers some advantage.
Charts. Of course you are right. That's why all the guasian slopes drawn in Iterative Refinement by the verified annointed look identical for any given day. Not. Hopeless. Sans espoir. In any language. But I thank you most profusely. Note that "profusely" is a word most often used in common parlance with the verb "to sweat." Thank you, Ehorn, for putting all in perspective. Profits lead to dicking. I can relate to that desire. Even at my age.
P.S. to moderation: unless you particularly enjoy la foule SCT making asses of themselves with their obtuseness, or watching an elephant being attacked by pygmies, you may move this to posting gehenna with my gratitude. I give up. In future I will keep it to myself. They deserve all the qualitative inaccuracy they get. Eric Hoffer never met the like of these guys.
P.S. to moderation: unless you particularly enjoy la foule SCT making asses of themselves with their obtuseness, or watching an elephant being attacked by pygmies, you may move this to posting gehenna with my gratitude. I give up. In future I will keep it to myself. They deserve all the qualitative inaccuracy they get. Eric Hoffer never met the like of these guys.
Eric, of course, Believed in the necessity of devil creation. The process of differentiation requires no such entity (nor its antonym) exist. Of course, you already knew all that.
Of course, you also already knew your Automated Gaussians fail to remain on one fractal. Had you believed otherwise, you'd not have posted it.
You should be able to see the next ridge from your current vantage point. If not, look from a slightly different point of view.
Once again, welcome back.
- Spydertrader
Summary comment.
I'm sure that the two orientations espoused here do have some commonality. Quant and qual come from different seeds and, therefore bear different fruit. In both persuations, it is safe to assume that the more stellar players go to the limits of their tools to complete the desugn, development and application of their systems.
For me, I have aways heard from the suppliers of information and or platforms that they will get "that" done in "six months". Usually, they do not and the reasons aren't too important.
Since this thread deals with volume, its character and building tools to handle this market variable, taking a look at the state of the art in the financial industry could be of value.
I notice the price axis is far from the boundaries of the current price envelope. This makes two ends of a price bar available.
I recommend the same for volume. Once volume is handled in parallel with price and with the same degrees of sensitivity, coming to understand markets can be done in the same way any field of study and expertise is handled by experts.
I feel their is an advantage to the practitioner if he knows how and why markets work in terms of their variables and the interrelationship of the variables. I do not feel this is a pretentious viewpoint. AND it is a qualitative viewpoint and not a quantitative viewpoint.
My whole orientation to the markets is from the viewpoint of their design and operation. I do not feel that their is a choice in this matter. Markets dictate how they must be comprehended and associated with.
Quants do not use parametric measures regarding what they choose to deal with in their study, research and developments of tools or principles. Quant make up the means to get results regardless of the market's dictates.
I chose to be parasitic to the market system. And I found working from a qual orientation was the only option since there was no choice.
Volume, a variable of the market, must be dealt with qualitatively because the market dictates the relationship of V and P. Foundationally, the measure of volume (and price as well) is qualitative. A meter is not hooked up to volume to meausre it quantitatively.
In PVT it may appear otherwise until a person grasps why the depictions are done to achieve timing. See the one pager entitled "Unusual Volume"
Since providers do not supply the needs of traders, the trader must insert a bridge to be able to partner with the market to make money. The bridge is a differentiated mind. The display of the market is complemented by the "inference" from the differentiated mind.
I viewed my potential contribution as one whereby any person could choose to differentiate their mind in order to partner with the market.
Volume is part of this. Four aspects of volume are foundational: increasing, decreasing, peaks and troughs. All have a common relationship to time in the market's operation. As non continuous functions, and due to the market's granularity, simple differentiation is all that is required. Put another way, simple differentiation is all that is attainable.
The nested fractals each contain interlocking patterns that stem from one pattern where volume is differentiated in four ways for each: increasing, decreasing, peaks and troughs. Certainly, it is possible to discern acceleration and deceleration as well all that is needed is a comparison of two data points re increasing or decreasing.
The annotating of volume on three fractals (minimum) is done with line segment that define the time period (horizontally) and the qualitative nature during that time (increasing, decreasing).
This information goes into a data set that is sufficient and thus the data set yields "certainty" or as I state "you know that you know".
To do this, we offered to anyone the oppotunity to build the bridge which is the doing the work to build the mind. It is an ATS in its character and function.
the effectiveness and efficiency of the partnership comes down to two parts. Effectiveness is having the "equipment" of a differentiated mind; a data processing system in effect. Efficiency is the trading activity in real time by doing a routine called MADA. The equipment allows the MADA to be functional (operational).
In this thread I suggested that the OP just do SCT for a while. He would have to use his mind in the differentiated manner that comes from doing the drills to differentiate the mind.
Differentiating one's mind does not come from reading books or inventing trading methods. It is done by creating short term memory bits and pieces and then converting the short term memory to long term so the long term memory surfaces each time it is needed.
The typical trader does not do this. Neither did floor trader or "old time traders". (Google edges, floor trading)
When I looked at the chart put up, I recognized the day of the chart. So I just went through the chart to see why it was coded the way it was. The coding went up and down and it was color coded to show upness and downess. It was a statistical bar to bar analysis of relative volume. It dealt with volume but not in a context of market operation for making money. In other words it was "equipment" oriented on a rough cut level and the "efficiency" component was not there to take the representation through MADA. It was only part of M and was only on one fractal instead of three fractals. It was using only one end of the volume bars instead of using both ends of a volume bar that is presented in the same manner as a price bar would be.
As was stated, if I had gone over to the quant approach, many others would have joined in. Since I deal in qual and systemically, I eleminate the participation of all of the quants. Since this has been happening for over 50 years I suggested that, just for a moment, the person do qual and see what he could experience. That is not possible.
I have done the quant and I did it in about 30 ways all of which are profitable. Why wouldn't any person consider anything that shows up?
The fact that building a deductive paradigm can't happen with quants is just how it is. It is not like the difference between a cord and cordless phone. Both phones are of the same ilk. I suggsted a booklet on knowing that you know from five Buddist persuasions. I was told it was of one persuasion and the person was of another persuasion. Too bad for me, I suppose.
Trading is always discussed as a mixture of things. Extracting the market's offer is an end effect of the mixture that is usually discussed.
I feel very fortunate to have come upon how to tranfer a method of successful trading from one person to another. Doing it for four generations has been fun too. The Buddists got it right. Building the mind is done by drills. A differentiated mind (regarding he operation of the market) is so powerful for conducting the business of trading. The differentiated mind allows a person to know that he knows.
I accept that this thread has a topic that is about volume and how to use coding to automate a signal generating system for volume. I was only suggesting that to get the volume ATS to be most helpful , it could relate to a deductive system (the "equipment") and it could relate to trading to take the market's offer (th "efficiency aspect").
Instead, it is a work in progress to achieve an inductive quant oriented set of goals. It will appeal to the majority in the financial industry.
Deduction is designed to extract the market's offer. Induction is designed to generate fees and commissions in the financial industry.
I'm sure that the two orientations espoused here do have some commonality. Quant and qual come from different seeds and, therefore bear different fruit. In both persuations, it is safe to assume that the more stellar players go to the limits of their tools to complete the desugn, development and application of their systems.
For me, I have aways heard from the suppliers of information and or platforms that they will get "that" done in "six months". Usually, they do not and the reasons aren't too important.
Since this thread deals with volume, its character and building tools to handle this market variable, taking a look at the state of the art in the financial industry could be of value.
I notice the price axis is far from the boundaries of the current price envelope. This makes two ends of a price bar available.
I recommend the same for volume. Once volume is handled in parallel with price and with the same degrees of sensitivity, coming to understand markets can be done in the same way any field of study and expertise is handled by experts.
I feel their is an advantage to the practitioner if he knows how and why markets work in terms of their variables and the interrelationship of the variables. I do not feel this is a pretentious viewpoint. AND it is a qualitative viewpoint and not a quantitative viewpoint.
My whole orientation to the markets is from the viewpoint of their design and operation. I do not feel that their is a choice in this matter. Markets dictate how they must be comprehended and associated with.
Quants do not use parametric measures regarding what they choose to deal with in their study, research and developments of tools or principles. Quant make up the means to get results regardless of the market's dictates.
I chose to be parasitic to the market system. And I found working from a qual orientation was the only option since there was no choice.
Volume, a variable of the market, must be dealt with qualitatively because the market dictates the relationship of V and P. Foundationally, the measure of volume (and price as well) is qualitative. A meter is not hooked up to volume to meausre it quantitatively.
In PVT it may appear otherwise until a person grasps why the depictions are done to achieve timing. See the one pager entitled "Unusual Volume"
Since providers do not supply the needs of traders, the trader must insert a bridge to be able to partner with the market to make money. The bridge is a differentiated mind. The display of the market is complemented by the "inference" from the differentiated mind.
I viewed my potential contribution as one whereby any person could choose to differentiate their mind in order to partner with the market.
Volume is part of this. Four aspects of volume are foundational: increasing, decreasing, peaks and troughs. All have a common relationship to time in the market's operation. As non continuous functions, and due to the market's granularity, simple differentiation is all that is required. Put another way, simple differentiation is all that is attainable.
The nested fractals each contain interlocking patterns that stem from one pattern where volume is differentiated in four ways for each: increasing, decreasing, peaks and troughs. Certainly, it is possible to discern acceleration and deceleration as well all that is needed is a comparison of two data points re increasing or decreasing.
The annotating of volume on three fractals (minimum) is done with line segment that define the time period (horizontally) and the qualitative nature during that time (increasing, decreasing).
This information goes into a data set that is sufficient and thus the data set yields "certainty" or as I state "you know that you know".
To do this, we offered to anyone the oppotunity to build the bridge which is the doing the work to build the mind. It is an ATS in its character and function.
the effectiveness and efficiency of the partnership comes down to two parts. Effectiveness is having the "equipment" of a differentiated mind; a data processing system in effect. Efficiency is the trading activity in real time by doing a routine called MADA. The equipment allows the MADA to be functional (operational).
In this thread I suggested that the OP just do SCT for a while. He would have to use his mind in the differentiated manner that comes from doing the drills to differentiate the mind.
Differentiating one's mind does not come from reading books or inventing trading methods. It is done by creating short term memory bits and pieces and then converting the short term memory to long term so the long term memory surfaces each time it is needed.
The typical trader does not do this. Neither did floor trader or "old time traders". (Google edges, floor trading)
When I looked at the chart put up, I recognized the day of the chart. So I just went through the chart to see why it was coded the way it was. The coding went up and down and it was color coded to show upness and downess. It was a statistical bar to bar analysis of relative volume. It dealt with volume but not in a context of market operation for making money. In other words it was "equipment" oriented on a rough cut level and the "efficiency" component was not there to take the representation through MADA. It was only part of M and was only on one fractal instead of three fractals. It was using only one end of the volume bars instead of using both ends of a volume bar that is presented in the same manner as a price bar would be.
As was stated, if I had gone over to the quant approach, many others would have joined in. Since I deal in qual and systemically, I eleminate the participation of all of the quants. Since this has been happening for over 50 years I suggested that, just for a moment, the person do qual and see what he could experience. That is not possible.
I have done the quant and I did it in about 30 ways all of which are profitable. Why wouldn't any person consider anything that shows up?
The fact that building a deductive paradigm can't happen with quants is just how it is. It is not like the difference between a cord and cordless phone. Both phones are of the same ilk. I suggsted a booklet on knowing that you know from five Buddist persuasions. I was told it was of one persuasion and the person was of another persuasion. Too bad for me, I suppose.
Trading is always discussed as a mixture of things. Extracting the market's offer is an end effect of the mixture that is usually discussed.
I feel very fortunate to have come upon how to tranfer a method of successful trading from one person to another. Doing it for four generations has been fun too. The Buddists got it right. Building the mind is done by drills. A differentiated mind (regarding he operation of the market) is so powerful for conducting the business of trading. The differentiated mind allows a person to know that he knows.
I accept that this thread has a topic that is about volume and how to use coding to automate a signal generating system for volume. I was only suggesting that to get the volume ATS to be most helpful , it could relate to a deductive system (the "equipment") and it could relate to trading to take the market's offer (th "efficiency aspect").
Instead, it is a work in progress to achieve an inductive quant oriented set of goals. It will appeal to the majority in the financial industry.
Deduction is designed to extract the market's offer. Induction is designed to generate fees and commissions in the financial industry.