Surf's Special Situation Journal

[jack hershey]

Quote from marketsurfer:

Sure, I would have one of my quant friends test it. I don't have direct access to the data bases needed for proper testing. surf

Ps. Don't worry, they are academics with no interest in stealing your one objective pattern. LOL!

Print this and give it to one of your quants who has a platform that has real time data flow.

By the way, what platform do you lease, if any?

Code this:

Enter on bar 3 of accelerating volume bars when acceleration = True. Count bars from the first bar after an end of a trend.

Exit at BE on bar 3 or end of bar 3 when above BE.

This is the PP1 trade of SCT based upon the PEP algorithm.

On my platform the bar ID's are:

bar 1 is volume.2

bar 2 is volume.1

bar 3 is volume

To write the acceleration formula you would type:

Acceleration = True when { (1 + (volume.1 -volume.2)) - volume } is positive.

This TA involves the use of Arithmetic and three information values.

As each trade is done with initial capital and beginning with 1 contract.. Profits are reinvested up to 5 times the given market capacity. All orders are market orders that may not exceed the blocks being traded nor exceed more than 10% of the day's cummulative volume. This means you will not sway the market in any way.

Your programmer will say several things to you. Go along with him and let him do his best.

 

[jack hershey]

Quote from marketsurfer:

I completely agree. TA is a subjective art .

But I do have a question--- since TA believes I the fractal nature of markets, why does the time frame matter?

The time frame does not matter.

 

[jack hershey]

Quote from marketsurfer:

Your system is based on one pattern? That is what you are saying, no wonder you are losing money over the long run.

My system is based upon one pattern.

 

[jack hershey]

Quote from cornix:

It doesn't. My patterns for example work in any market and any time-frame (within limits of sanity of course, meaning enough volatility/liquidity and deal cost to justify trading the given market/timeframe combination).

This is true, as well but not so complex.

 

[marketsurfer]

Quote from Lucrum:

Having been an active member here for years I can corroborate this <s>statement</s> admission.

Every top active trader has more losses than wins, you know this Lucrum. Only in the world of the internet are there rarely lose traders---

surf

 

[jack hershey]

For the more savvy TA's here, the requirements surf set forth make it very easy for me to set the TA record straight.

I can let his programmer make mistakes and this TA winning small simple system still works.

For an observer to deduce that this result will occur all you have to do is consider all the finite beginnings of any turning points in the system of interlocking fractals created by market variable granularity.

If you are very savvy, you know your "edges" come in families, mathematically speaking. All I did was choose the "simplest" family.

There are five places where any quant could make mistakes in calling trend ends. I have cover each and everyone. They all occur in the smae subset of the 10 subsets of all End Effects.

Surf has what he required. Now we find out if he is for real or just doing his talk.

 

[jack hershey]

surf's programmer is going to bring up the worst case for BE.

this is where surf gets informed how a BE trade works in this test.

Becuae the market does not display continuous functions, the market is not perfectly precise. The cost of a trade is small compared to the steps in the market function. This means:

costs < granularity. Always.

The programmer is assuring BE on one bar (bars configurations are unrestricted as well).

The worst condition case is net positive in profits as a fraction of a tick.

All better trades make more than one tick.

So what does a savvy trader know about "acceleration" in markets?

As you see in our unregulated markets, the current ploy is to have an artificial granularity. We will see how sophisitacted surf's quants are. He may have to post some information to continue to hold his views.

 

[Lucrum]

Quote from marketsurfer:

Every top active trader has more losses than wins, you know this Lucrum.

Actually, I don't know it. While I'm certainly not a "top" trader, I have more wins than losses.

 

[marketsurfer]

Quote from Lucrum:

Actually, I don't know it. While I'm certainly not a "top" trader, I have more wins than losses.

Then, truth be told, you are exceptionally skilled.

surf

 

[marketsurfer]

Leaving this frigid ice world for South Florida soon..... catch up with everyone later!

surf