Quote from Corey:
Assume my price curve is my simple moving average -- this is a position curve.
Assume my trend (velocity) is the first derivative of this curve.
Given that mass is nonsensical when discussing 'price', we simply assume unit mass (m=1).
Momentum therefore is: p = mv = v
To find the magnitude of momentum, we have to find the magnitude of velocity.
Velocity, in our case, is a 1-dimensional vector: st (where s is our slope).
Therefore, the magnitude of this vector would be sqrt((st)^2) -- or just |s|t.
And what is s? Oh, right ... our 'price acceleration' -- and the second derivative of our price curve. And what? It is directly related to our momentum magnitude? Odd.
While in multi-dimensional physics, talking about acceleration and momentum doesn't make sense, in this trivial one dimensional case, it actually does. Considering we already know the direction, my discussion of momentum was strictly about its magnitude. Given that I could either refer to it by an arbitrary value or by angle, I chose to use the angle.
As for your comment on my system being 'trite' and damnit's comment that my system is too simple for the league we are in -- perhaps you boys could provide some constructive criticism instead of wasting your time simply being negative.
As for calling me 'boy,' damnit -- I prefer not to be patronized. If you have concrete evidence of the futility of my method, then by all means, post away. However, if you are going to be disrespectful, I will have to politely ask you to refrain from posting in my thread. Thanks.
I'm glad to respond.
Most people use price displacement, velocity and acceleration.
When you added in a lookup table to relate contracts as c=15 time x contracts plus b, where b is 15. I felt you were using a two dimensional system invloving mass. Mass was represented by its usual trading variable, namely volume. My mistakes.
I felt suggesting you were bridging was a constructive comment. I felt it was constructive to suggest to you that the elements you introduced to cause the bridging would have been obtained from the markets in order to preclude bridging.
As a constructive comment I suggest, further, that you use math in support of making money instead of using what you know in math and seeing if it allows you to take money out of the markets.
Price change occurs, in my opinion, in response to market forces which "show". Gathering the raw data which exhibits and reports to you the forces, either kinetic or potential, will better support your effort to make money from the markets.
You may find that a two dimensional system exceeds a one dimensional system for describing he systems.
I am wedded to an input of five degrees of freedom and they grow to about 70, then by proper use, 5 outputs are produced.
You have an entry and exit system based upon one so far. And it based on an arbitrary single equation that relates measured angles to contract number. the market is providing you with the angles as a consequence of fixed, arbitrary values you chose for a fractal you chose and this precipitates bridging of price movement because of your contributions. I didn't cause the bridging but I recognize it through one thing or another. you may think I am being derogoratory since I read, that in what you say to me.
What actually may have happened, is that your cause may have been advanced in a couple of ways.
I could post a list of other market considerations that you must, by all means, take into account. I also feel that self discovery is a really terrific experience for one who is working hard and purposefully. So I will only suggest one.
You need to formula some rendition of volatility which happens to be a nice connector between the two nodes: price and volume.
Another modeler other than you, this week, noted a real long list of pattern type nodes. He was embarking on coding them up with an as yet unchosen software programming language. A very tough situation for him. the crux of it was that he would be correcting coding errors that would create other coding errors as yet unseen.
In a very different way that is where you are headed. By mentioning bridging and, now, volatility to you, I hope to head you off as early as possible. The momentum thing was just there to connect you to a second variable and you came acrosswith mass in a new york minute to show me your work at the level it was (I hope) was another intentional oversimplification that prevents it from working.
I am compromising at this point; you win on the "leaving your thread alone" from this point on. Damit sends me pm saying I am a POS so you are in good company. LOL.
