Quote from jack hershey:
Attached is the relationship of Sharpe Ratio to both the market monitoring and analysis and to people.
I listed the theory authors for each principle which advances understanding the market and building the ATS's.
Worden's Bloxs is a drag and drop logic source.
The paradigm is done by deduction in a Scientific manner.
The rigid framework of the pieces is attained by using Mandelbrots "fractals" just as a snowflake is built from pieces.
Long before the PC, Granville and Dodd announced how markets work.
So PEP is the paradigm and in different markets there are different applications.
As to optimum fractals for trading, I settled on different ones for each application. There are about seven interlocking fractals to go from the granularity of markets to the econometrics of our culture. There is a one pager for each application. From the one pager, you can do the logic to have a reasonable ATS. Stats do NOT work as shown by T666, T28 and most others.
I have posted the set of characteristics of each application. The standard of comparison is the real market's offer.