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Exact Science
- Thread starter outsource
- Start date
''J EXIT NODE
Exit when volume fails to lock in during any bar.
(includes F, G, R or S nodes)
OR
Exit when DOJI test fails because price cannot pass through and beyond DOJI
Feedback to A ASAP and determine Wait node B or C.''
in other words we can stiil have the continuation even if the 'L' failure occurs, and look back for the Doji as a ultimate authority?because we rarely have the 'L' sequentially.
Exit when volume fails to lock in during any bar.
(includes F, G, R or S nodes)
OR
Exit when DOJI test fails because price cannot pass through and beyond DOJI
Feedback to A ASAP and determine Wait node B or C.''
in other words we can stiil have the continuation even if the 'L' failure occurs, and look back for the Doji as a ultimate authority?because we rarely have the 'L' sequentially.
Response to a group of comments.
There is no reqirement to participate to be able to evaluate a market. The Heisenburg prarallel is not applicable. Certainly those using the OODA routine disagree; it is a requirement for them so to do(participate). The alternative is to recognize not to bet based on a prediction. There is a substitute for their problem which is not a dilemma, in fact.
There ae many non exact sciences and maths. To not particpate in those, exactitude must be achieved. It comes down to two basic choices: directly or on a confirmational basis. Thus, consider a one step or a two step process. The issue centers on the unique market aspect, granularity. Students of math can wind their way along the path from where they ae to get to how haviing granulatiy funnels them to non probailistic information theory and its assortment of maths. I began at that point in 1957.
The introduction to the problem deals with a rational understanding of market variables. Variables are found as explicite tabulations of market history that surrounds the instrument's characterisitcs and how those are measured and tabulated. No.beta has, for his reasons, stepped over the line to make valuations and tabulations of non maket instrument characterisitcs. He hopes for a benefit and regognizes he is information starved forever. Commonly this is a non starter called a dilemma.
In these regards, you could consider my use of the Stretch/Squeeze which involves the Premium between cash and index (DJ) and how that leads the price of ES movement. You know Premium, you know cash value and you know index value. All are specifically determined with the precision of arithmetic. Hooking these into an algebraic equation yields a periodic diagnosis and the time rate of change of this resulting value "leads" the price time rate of change of ES. This is rejected by a grand variety of persuasions of people. For me, it is a simple tool that allows me to go to the proper subset of degrees of freedom (all deductively created) and focus on the rate of change with respect to the dependent variable, volume and NOT time. This is very far afield from almost all of the heirarchy of 32 approaches by Harris. Not all ,though.
No.beta is open minded with respect to his belief set and not open minded to my belief set. Perfect. Disagreement comes from people holding on to viewpoints that they got through a decision makeing sequence that they are aware of and probably have documented.
Cycles 1 through 10 are just five statements on a system and five statements on tooling to support the system. S/S ( cycle 9) is just a tool that allows one to steer to and focus upon degrees of freedom found in cycles 1 through 5, parts of the system.
When examiming the flow of the market, you do not use the same measures all of the time. At different events in the order of events you use differing measured to get exact conclusions.
this bold statement is usually not considered by anyone. tonyorlando makes it a cornerstone on the other hand, but it is in the form of a question and NOT an anwser.
Cycles 1 through 10 were imparted to parse the operation of the market. .By doing this, it is possible to make the bold paragraph explicite. It is possible to make conscious the "pieces". then it is possible to put the pieces together, Then it is possible to steer and focus to examine the correct subset at the right moment in the order of events. Thus, time is not the independent variable of the markets. The independent variable is volume. Recently, I may have caused more confusion than normal by misusing the term dependent; my apologies.
Unfotunately most people found their systems on things other than the order of events.
Drilling down deeper, most people do not recognize that their are only ten core cases of adjacent bars, almost no matter how a bar is determined. So look at the limiting case:the one tick bars. See if you can decide that probability disappears. Reason that the spread appears with disagreement on value and one side then prevails to have market information become historical data. as the minority is exhausted, this volume precipitates price change according to the granularity under conditions of liquidity.
Could you, then, build from this point forward only using non probabilistic mathematics and what would it be? It is finite math and all of it is binary and enhanced as a binary vector by using reason to establish effectiveness and efficiency. As mentioned, Keynes' paradigm theory and Carnap's logic theory comprise the whole of the finite math.
There is no reqirement to participate to be able to evaluate a market. The Heisenburg prarallel is not applicable. Certainly those using the OODA routine disagree; it is a requirement for them so to do(participate). The alternative is to recognize not to bet based on a prediction. There is a substitute for their problem which is not a dilemma, in fact.
There ae many non exact sciences and maths. To not particpate in those, exactitude must be achieved. It comes down to two basic choices: directly or on a confirmational basis. Thus, consider a one step or a two step process. The issue centers on the unique market aspect, granularity. Students of math can wind their way along the path from where they ae to get to how haviing granulatiy funnels them to non probailistic information theory and its assortment of maths. I began at that point in 1957.
The introduction to the problem deals with a rational understanding of market variables. Variables are found as explicite tabulations of market history that surrounds the instrument's characterisitcs and how those are measured and tabulated. No.beta has, for his reasons, stepped over the line to make valuations and tabulations of non maket instrument characterisitcs. He hopes for a benefit and regognizes he is information starved forever. Commonly this is a non starter called a dilemma.
In these regards, you could consider my use of the Stretch/Squeeze which involves the Premium between cash and index (DJ) and how that leads the price of ES movement. You know Premium, you know cash value and you know index value. All are specifically determined with the precision of arithmetic. Hooking these into an algebraic equation yields a periodic diagnosis and the time rate of change of this resulting value "leads" the price time rate of change of ES. This is rejected by a grand variety of persuasions of people. For me, it is a simple tool that allows me to go to the proper subset of degrees of freedom (all deductively created) and focus on the rate of change with respect to the dependent variable, volume and NOT time. This is very far afield from almost all of the heirarchy of 32 approaches by Harris. Not all ,though.
No.beta is open minded with respect to his belief set and not open minded to my belief set. Perfect. Disagreement comes from people holding on to viewpoints that they got through a decision makeing sequence that they are aware of and probably have documented.
Cycles 1 through 10 are just five statements on a system and five statements on tooling to support the system. S/S ( cycle 9) is just a tool that allows one to steer to and focus upon degrees of freedom found in cycles 1 through 5, parts of the system.
When examiming the flow of the market, you do not use the same measures all of the time. At different events in the order of events you use differing measured to get exact conclusions.
this bold statement is usually not considered by anyone. tonyorlando makes it a cornerstone on the other hand, but it is in the form of a question and NOT an anwser.
Cycles 1 through 10 were imparted to parse the operation of the market. .By doing this, it is possible to make the bold paragraph explicite. It is possible to make conscious the "pieces". then it is possible to put the pieces together, Then it is possible to steer and focus to examine the correct subset at the right moment in the order of events. Thus, time is not the independent variable of the markets. The independent variable is volume. Recently, I may have caused more confusion than normal by misusing the term dependent; my apologies.
Unfotunately most people found their systems on things other than the order of events.
Drilling down deeper, most people do not recognize that their are only ten core cases of adjacent bars, almost no matter how a bar is determined. So look at the limiting case:the one tick bars. See if you can decide that probability disappears. Reason that the spread appears with disagreement on value and one side then prevails to have market information become historical data. as the minority is exhausted, this volume precipitates price change according to the granularity under conditions of liquidity.
Could you, then, build from this point forward only using non probabilistic mathematics and what would it be? It is finite math and all of it is binary and enhanced as a binary vector by using reason to establish effectiveness and efficiency. As mentioned, Keynes' paradigm theory and Carnap's logic theory comprise the whole of the finite math.
Quote from outsource:
''J EXIT NODE
Exit when volume fails to lock in during any bar.
(includes F, G, R or S nodes)
OR
Exit when DOJI test fails because price cannot pass through and beyond DOJI
Feedback to A ASAP and determine Wait node B or C.''
in other words we can stiil have the continuation even if the 'L' failure occurs, and look back for the Doji as a ultimate authority?because we rarely have the 'L' sequentially.
Thoughtful comment.
Remember, this ia a beginner level and we are not yet dealing with continuation expressly. We use the DOJI for the purpose of "confirmation" in lieu of "event" occurance.
To ease nto precision e are using the beginning of bar mostly and intrabar as a catchup.
Bu looking ahead to the laer cycles you can see where precision tools are introduced. In thefirst 5 cycles we only go the "millionaire" in 60 days of work. Actual work days are not conseutive for most people because they do not have tat level of intent.
Attached is sheet 8, seet 9 as an 11by 17 jpeg. If you do not have a printer capablity, put the file on a thumb drive and go to a copy shop and print it there. On regular prnter you can print left an right sheets an use the hash marks to join the sheets.
I will in rapid succession put up three 11 by 17's for cycle 1. I will also put up some regular sheets that explain in words "putting the nodes together" See 3by5 cards).
When I ecounter that I am using chunks that ae too big chunkywise, I break the chunks down into several pieces and expand the attendant verbage. (consult "Learning Theory--Michigan, psychiatric faculty lecture series w/vidoes and transcripts.)
Attachment didn't stick
I see that the jpeg wont attach.
I see that the jpeg wont attach.
see attachment try 3.
The attachments will not work as jpeg 11 by 17's.
I cut up copies and rescan the set when I get a moment.
I cut up copies and rescan the set when I get a moment.
Here is an overview of this rechunking of cycle 1.
This is the topic of the up coming Monday session it will be recorded with audio, the creeen will be Camtasiaed and the room will be video taped to include the white board sketching.
Participants will have three 11 by 17's and two regular sheets.
They are being posted here in fragments because of ET limitations. Tape the sheets to gether according to the hash marks: flat, vergule and slash.
I added three nodes to cycle 1 for clarity: alpha, beta and gamma.
See sheet one for their specific functions which can be noted on 3by5 cards. At the bottom of sheet 1 are the four Volume moves that make up cycle 1 and cycle 2. Cycle i is dominant moves only and cycle 2 is non dominant moves only.
This corrolates the pattern with the cycles and is the main mechanism by which the mind leaves the up/down world and comes into the right/left world.
Six sheets go across the original cycle 1. They are paired into three 11 by 17 fold outs. Scanning was done to make joining less complicated.
The detail of drilling down now exceeds a 3x5 card content capability in 12 poinr font.
The transition to trading as an exact science is very counterintuitive. As expected, the minority prevail in all trading (See behavioral science published proofs.) Now that this is generally known and not practiced, the reasons why people cannot cross back over the line in the sand are well understood. They can only move forward to the exit, which they do.
In this issue of the Economist Nasim Taleb, briefly presents the autopsy of the next 25 years. It is from his vantage point which is contrary to this method of approaching markets as an exact science. "Ummunity" is particularly important for thenext generations (my definitiion).
The patterns are: B2B 2R 2B (long) and R2R 2B 2R. Google for the graphic. Each have four volume moves (see sheet 1)
Cycle 1 involves only trading dominant moves according to the pattern sentiment. As proflogic stated he needs a "breather" between trades. we do take some breather, but I cheat in high volatility and make some more money instead.
This is the topic of the up coming Monday session it will be recorded with audio, the creeen will be Camtasiaed and the room will be video taped to include the white board sketching.
Participants will have three 11 by 17's and two regular sheets.
They are being posted here in fragments because of ET limitations. Tape the sheets to gether according to the hash marks: flat, vergule and slash.
I added three nodes to cycle 1 for clarity: alpha, beta and gamma.
See sheet one for their specific functions which can be noted on 3by5 cards. At the bottom of sheet 1 are the four Volume moves that make up cycle 1 and cycle 2. Cycle i is dominant moves only and cycle 2 is non dominant moves only.
This corrolates the pattern with the cycles and is the main mechanism by which the mind leaves the up/down world and comes into the right/left world.
Six sheets go across the original cycle 1. They are paired into three 11 by 17 fold outs. Scanning was done to make joining less complicated.
The detail of drilling down now exceeds a 3x5 card content capability in 12 poinr font.
The transition to trading as an exact science is very counterintuitive. As expected, the minority prevail in all trading (See behavioral science published proofs.) Now that this is generally known and not practiced, the reasons why people cannot cross back over the line in the sand are well understood. They can only move forward to the exit, which they do.
In this issue of the Economist Nasim Taleb, briefly presents the autopsy of the next 25 years. It is from his vantage point which is contrary to this method of approaching markets as an exact science. "Ummunity" is particularly important for thenext generations (my definitiion).
The patterns are: B2B 2R 2B (long) and R2R 2B 2R. Google for the graphic. Each have four volume moves (see sheet 1)
Cycle 1 involves only trading dominant moves according to the pattern sentiment. As proflogic stated he needs a "breather" between trades. we do take some breather, but I cheat in high volatility and make some more money instead.