Quote from oraclewizard77:
Noise is easy to define. Noise is a time frame where your trade setups no longer work. For me 1 min is noise. For some 1 second is noise. For other 1 nanosecond is noise.
I know that people do define noise and that they have to deal with it in their setup based systems.
It does not occur to most people that they are building without a foundation.
I do not think it is possible for most people to consider a market as a system. Or markets have a common system.
When I started in trading (1957), tape reading was common since the only dynamic service was tape. Relays were used and not vacuum tubes or transisters.
Probably some of you have worked very hard to learn what you learned.
It still does appear to me that an artificial standard is used here to determine credibility. You all seem to mostly link a person's credibility to his performance. Recently, I have seen prints of people who are making a point with a print of a few contracts held for a short duration.
I remember looking at tapes and also observing the "tape readers". At that time, I decided to use relays to process the data.
When vacuum tubes became used, I switched to card punching and using "instructions".
So what happened to those judging my "prints". I didn't hand any out but they were observable by others.
The financial industry has never had integrity to speak of and that is a priori in this thread, too. Its just part of the space.
So I have had the experience of becoming "unbelievable" in the finacial industry and times haven't changed. The thing that made me unbelievable was what the people concluded as they watched my performance through viewing all the records my trading created.
I do not wish ill will to anyone trying to learn about markets. I do try to avoid arguments with those who are uninformed or who are having trouble reasoning. I appreciate how unnerving it can be for a person who reads my stuff and doesn't understand my point.
For whatever reason, I lucked out from day one. A lot of people got wealthy when their brokers let them immitate me. Today, the minimum would have been 20 points in ES per contract so far.
There are 81 bars in a day. I do use 78 of those bars for trading. Logic man apparently thinks I use 81 in a mysterious way. He believes something is mysterious but which is just a matter of fact about how long RTH's are in 5 minute bars.. I smile and do not think about helping logic man anymore.
I announced that the foundation of markets is two hypotheses in a complete set. And I explained the requirement of the set to be "workable" for doing measures. The measures are parametric measures. PM's have character too.
A system of setups fails simply because the system is below par in its chrcterisitics. Logic man and others explain their subpar dilemma over and over and do not get what their "solution" represents.
I can see that the SE is not understood either. It's commentator had the same problem in his quoted misjudgement.
SE came from reasoning about relationships of the pieces of a system. Deduction was used; induction was NOT used.
Will Higgs allow gravity to be added to the string? Why has it been so illusive to not make it possible to include gravity.
Maxwell did well when he used orthogonal fields.
To get the market's HS, you have to use orthogonal HS's. The Parametric Measure is even more elusive. think of how limiting it is to be in an up/down orientation and NOT be able to have greunds define the parametric measures.
You want to see my print. What you NEED to see is the complete record keeping set for the SQL appplication of a RDBMS. There is no noise, no flaws and no anomalies. Read that conditional statement again. And try reading it when you have the notion that I am correct.
Can anyone in this thread take a differential without using time?
Markets do NOT involve continuous functions.
When you have a complete Hypothesis Set of two parts (like kind) and the Parametric Measure is in the form of a gerund, then you have to make RELATIVE Data Base measures.
Can you see that all pairs of like-kind data set elements fall into only two sub sets where the elements are limited by one and one one market factor: granularity.
Do a what if?
What if you could read and understand what I am saying?
If a person could and they were mentally equipped to think resonably, it is absolutely true that they could deal with all possibilities using Carnap's logic theory.
If the granularity is causal, then all market behavior is in the bag. That is all market behavior is systematizable.
It also follows that you know that you know BEFORE the moment
change Hypothesis is about to occur.
What is most interesting of all is WHY no one can make the effort to polish off how market's work.
Here, that proof of why not is offered by the minds of the participants. They think one print would make the mystery (mystery to them) be solved and credibility would come to the fore. (there are many published prints as a matter of fact. Others beside those here have been through the proof (this is a casual term involving "prints"). They concluded what they saw going on was "unbeleivable". Where "unbeleivable" means it is outside of any extreme but yet reasonble "BOX".
So the world just keeps turning.