Quote from jack hershey:
You and I are on the the same page.
Further and obviously, it is the left and right sides of the data field that are more important.
Jack, why do you talk like this? There are only right and left sides in a chart. You are not saying anything unique here.
Quote from jack hershey:
If you have an ATS and it is not getting real time data (right side), then do not expect to make money with it. LOL
To get performance, the left side of the time non stationary interval becomes the most important single determinant for making money. The left side is not simply a matter of maintaining standardized lookup tables or just simple ma's, etc.
Context determines the nonstationarity and this is done deductively and NOT inductively.
The past is a test of stationarity. To normalize these values you use first differencing and normalization methods. This isn't what's being done in Cash Cow because that's not a part of your system, and there's no evidence that the system incorporates any of those calculations into your system. If you think your system does better than 10 times your money on its best days over a year long period, I guess the question would be how much better? 100 times is not possible, and the current backtest in WL5 is the best backtest of your methods that's ever been published.
Quote from jack hershey:
A classic example is the nesting of fractals and the determinants that come from such. It is simply never allowable to trade with either side of the trading fractal not contained (or circumscribed) by at least a faster and slower fractal (each of whose non staionarity is taken intl consideration.).
Certainty in trading is possible and therefore a requirement by deduction.
In all logical considerations, order is maintained by reasoning with the facts. In trading, all the while closure is being reched with regard to various contributing constituants. wghen such have played their respective roles, irreversibility properties come into play. The ultimate results is that before the operating point moves, is that all other potential operating points are irreversibly eliminated by their respective closure being reached. I have repeated this statement for over 50 years. it is a defining statement with respect to what may be represented as the miagration of the market operating point. this statement also defines how logic is used to define precisely the left side of the non stationarity of the market's operation.
My view on words that anyone uses in a post is this: anyone, at any time, is free to choose to look up something that they are unfamiliar with.
There is also the notion of "seeding" in intellectual processes. If for no other reason, older persons have the odds in their favor for creating seminal observations. There is also "nobles Oblige"; people often feel responsible when others use their stuff in less than optimal intellectual ways. That is happening here, it turns out.
My observation is that a lot of people on ET do not understand what I say. That is fine with me. There are poor people who do not understand what I say. On the other hand, those who wish to understand what I say do not have to be poor; it is their personal choice.
Jack, you're obviously not technically savvy, which is why you had to have Scottd write your system in TS code. Fidelity is the problem right now. SSO would have traded today from 30.62 to 31.07 from 10:30 to 3:15 EST. As I've said, in which you're obviously kooky enough to think I don't know what's wrong, the SPX datafeed specifically is down in WL5.
On the fractals, you do not talk about fractals for the sake of talking about fractals. Where's the math? Using big words only gets you so far, Jack, especially when you're talking to someone through differential calculus who happens to have been mentored in topology and the calculus of differences. You haven't spoken about these particular aspects as hard, quantitative math, which is what they are.
Rather than post more psychobabble on my thread, please try to keep it quantiative if you really insist on talking about non-stationarity and fractals. No amount of statistical tests or extra filters could improve a ten fold profitable backtest. Incidentally, both backtests have 10 fold profits in their time periods at 4:1 leverage.
If you'd like to correct your method, Jack, please have Scottd post another version. You don't have anything profitable because you're working in TS, or at the very least not in fidelity, which is the only broker your system is going to work in.
At this point there's no doubt in my mind I've got your method, and I also don't believe there's any way to improve it.
