Volume

Quote from traitor786:

I feel that the work is incomplete for the 6 or so bars

So you are corrupting your mind with this "invention" yu just created. You WILL remeber this and YOU own it forever. Too bad for you.




I dont know the system at all.

You do not have to. There IS a system and you cannot have it or know about it. So do not waste your time typing about what you do not know. Mostly you keep taliking about failure and what you do not know. we appreciate the example you are creating as you do not lurk but post instead



but this seems to be a small part of a much bigger picture.

The Cheshire cat was created in "Alice in Wonderland" by a mathematician. Notice that you are on one side of the looking glass and we are all on the other side. You are just, day after day, breaking the looking glass so you cannot go through.

The main reason people do not do SCT is fear of the unknown. So keep up this chicken shit fear you have
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Focus is one of the keys that plagues a new trader. actually looking at ones trades you can see where focus is being over used.

The assumption is that focus is good. I lack to see that for a newbie.

For example, If your followers were focusers they would not be here. they would still be trying to figure things out. New ideas are a hands reach away.

They made it to you through non focusing. so it can be said that not focusing is a key to trading. if your followers make money, that is enough proof for you in your own universe. Check your excel sheet find a way to add focus in, and see which came with lack of it.
 
Quote from jack hershey:

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Alot of assumptions present themselves from both sides, as we both here is assumed our worlds are similar.

You see what you want to see. and you may indeed use me as an example but I hope I may use you also.

I have not invented anything no yet. Maybe inventing will be needed.

I type as I please I may know or I may not, if you know otherwise you may assume I do not know. What I post may or may not be a specific system. But if you feel like I post about the markets, then you may find what ever you find.

You assume I do not lurk and I post your mind is set in a binomial world where simplicity must be boiled down to yes or no. many would agree but now the outlook on life changes a bit for some. Sure things can be boiled down to bar by bar or lurk or post. Its accuracy is only as good as what you have to compare with In this industry.

As for Alice in Wonderland, all I can say is that it is a movie behind a screen for kids, sure it can mean a million things but it is simply there to take your money like most the industry.

As for SCT. I may be scared of it, I don't know what it is or what it stands for. You can assume I avoid it out of fear. It must be one heck of monster, Im glad I don't know it if it can control me out of fear.

The real question is where does the anger generate from ? Why would some one like you be upset with some one like me ? I guess one can come up with many answers.

It is intresting though. Im sorry If from time to time I forget you are angry with me. I tend to open each post with a open mind and refuse to be led. The odds are not in my favour. Anyways Jack, I'm just here lurking around, nothing can really upset me in this state. For me this is just a blog I give and I take, Generally I give what I get. You give more you may be in a different state.
 
Quote from jack hershey:

Laterals

! A lateral becomes present by:

1. squish the pair forming the first two bars.

2. note the H and the L.

3. Bar 3 is not ouTside the H or L.

4. record the price name as lat3.

The lat continues until BO which means BreakOut.

Here is the test for each succeding bar of the lateral.

1. The prior price name is latn where n is 3 or more.

2. An H test is performed with the close and H; the maths is Close < = H (in the context of latn).

AND

3. A L test is performed with the close and L; the maths is Close > = H (in the context of latn).

4. The AND between 2. and 3. means both MUST be True.

5. BO is the OR of 2 and 3 where the "FALSE" output of 2 and three are OR'ed.

As you see this logic can extend as long as the lateral BUT at the BEGINNING of lat 7 (whether it ocurs on bar close or not, a retro process begins and then continues as long as the lateral continues and when it BO's.

I have been kept in the dark in the absence of annotations and displays and completed logs.

the lat 7 RETRO is as follows:

1. Use the column to the right of the EVENTS column and label it lat sub.

2. Fill in the volume event for all lat bars so far. There will be EE's label them P3P whether or not a full trend ends. I tried to provide all PP's by now.

3. Assign P1's properly. If in the future there are improper P!'s assignments I will say they are too late.

4. As bar lat7 comes to an end, if it is not a lat7, do not make use of retro and return to normal price permission after this bar did the BO and either do UL naming or if not UL then write WAIT in that bar row.

5. If lat 7, then keep doing lat stuff and log sub fractal every bar.

When you get this in hand, we can do trading strategy after you deal with the other two outstanding learning issues.
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What if we applied the same BO rule to the 2 bar cases?

Sym, FTP, FBP, Hitch, stitch red, or stitch black
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I've read through the complete thread because I was led to it from here: http://www.elitetrader.com/vb/showthread.php?s=&threadid=260761&perpage=6&pagenumber=14

It reminds me of the movie "The Master": http://www.imdb.com/title/tt1560747/

I guess one has to use the approach presented by Tony Buzan in the audo program "Genius Formula" (http://www.amazon.co.uk/Genius-Formula-Buzan-Nightingale-Conant/dp/1905953739) to be able to follow Jack Hershey. One has to throw away his knowledge and try to learn a new language, which Jack calls it's own. Also one has to throw away common wisdom in the same manner to learn things anew.

As long as there is no simple formula or code available I can work with, It is not worth my time to uncover the holy grail of Jack Hershey. Nevertheless, he makes good comments about topics to think of. I guess I will give his coming auto biographical work a read when it is ready.
 
Quote from baro-san:

What if we applied the same BO rule to the 2 bar cases?
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By looking at the operation of the market as a system, there has to be a systemmic rigor. Rigor is attained by using the math systems involved in developing this dutifully and not putting any "tape on the baseball". Americans do understand why the baseball is replaced it is surface is damaged between plays in baseball.

Scuffing could yield an advantage for one side or the other. Symetry and a neutral bias is important.

In the system, you seee the results of going through the process of working past noise, anomalies and flaws which are just terms for not having a grasp of the totality.

A consideration that comes up near the "end" of deesigning a full and complete system are the miraculous revelations of how to proceed with the "next iteration of human nature.

Since I only have individual human goals, I decided to not go for the ring.

When you see my record for going to 10million from 50K taking the full offer of the market, you will see and stats will be run by others that a lot was left on the table (but what is left is "systemmatic as well).

When I did my largest one day stock trade at the 100,000 share limit of PVT , the broker did not keep the two trades at the cummulative volume level. The exit is published but the crossove entry has not been followed in any manner. The exit had to go over the peak and a little ways down the other side (a cost of 200k during that hour or so). The net of 17 points was "good enough".

I do not design and develop using good enough ,however.

SCT is a system derived from a paradigm. The paradigm was clearly imnplied by my forerunners long ago.

I feel it is complete and incorporates all of paradigm theory. The PM is a shift in common thinking which is not rigorous. To have a vector orientation in trading is uncommon. (PM means Parametric Measure)

From the all enveloping foundation of a paradigm, I had to obey the mathematics further dictated by the markets: algebra for the base 2. Algebra is used according to the system of numeration. Market have only one system of numeration. The variables move in steps. Quants cannot understand this foundational limitation as shown by their mistakes.

If you are qorking in Sysyems Analysis, you must be rigorous.

In trading, there is no requirement to do anything in any way. All of trading is optional. As a result no one considers have a performance standard. As you will read, I chose above "good enough" and rigor that comes from not fudging but still achieving completeness.

I wanted (in my case want means NEED) a complete and rigorous system. The paradigm and the Algebra immediately afforded me this Systems Analysis result.

Systems have three components: structure, processes and results. The eyes are what I used to look at information groups.

Having information groups was a shortcut. It meant that I could do what I wanted mathematically while having "constants" in my system's data supply. This was perfect for taking "time" out of the system by using time to bundle the needed information in groups.

Underlying the paradigm which is the final and complete expression for the market variables (subes could not grasp that a paradigm defines the systemmic relationship of the variables; he avers that it is still missing for him) is the practical aspect of WHY a system is useful.

A.complete system allow a person to "USE" the system. I use the system to fully extract the market's offer. (MAKE MONEY as fast as possible).

the outer appearance of the market shows that the market cycles and the two halves of the cycle are trends.

Thus, a trend has three parts (the triad can be defined in different dimensions). The simplest and rarely expressed triad is the ends and the middle between the ends.

Ends are moments and the betweens are collections of events.

I found the assortment of parts that make up cycles. I gave the list to Maestro who has not understood (his term) what I have said for 10 years. Gary Smith took 12 years to learn how to trade.

A simple way to look at markets is to just have translating bars.
This invention makes it easy to trade to take the full offer of the market. To do this, one algebraic point has to be made. Since the PM is a vector, you can only use vectors in the algebra.

Reaching this point lets me answer the question.

To do just translating bars, it has to work for every bar and work bar by bar. This sentence is a sentinel for trading.

Barosan suggests an alternative to internals. Good.

To go his route we divied the names into two groups: big barness groups. stitches and non-stitch internals.

We have to design a way around having used the first bar of the stitch and then taking that result back out of the picture. For me that was too formidable unless I dealt with my information groups.

I decided to change my life instead of solving that problem. I gave the problem away instead.

My style a while ago was to just do 100K shares an be satisfied with a 17 point net for the day. Now, I use a different market and a different application that just takes the full offer of one instrument.

So the substitute I made for following baro san's suggestion is this.

We use information groups bult by 300 seconds of time passing. These groups are put into infomation packets having elements called OHLC and V. We use these to build algebraic expressions for all peices of the system(56).

For easy trading to make money, we just use the dependent variable as these rules:

1. Sqush all internals into one OHLC and use the larger prequish volume only.

2. Squish more if required.

3. Use the resulting geometric space on the chart to create an inside by containing with a parallelogram.

4. Hold while inside until an ftt has occurred on all faster fractals and the trading fractal concurrently. Carve the turn using the time between the first ftt and the trading fractal ftt.

I did more work to use the RDBMS aspect of the independent variable. I had to make 11 expressions and create a three part test procedure and also add the test supression I recently reexplained. Thus the independent variable has a context. The dependent variable provides the suppression. Supression is simply a status of "no money can be made at this event".

I feel that in the market's operation everything is explicit. The human can handle this very simply as I have explained for 55 years.

At TradersExpo the exhibit director knows where I am all of the time. So does the CEO of TradersExpo. Exihitors have two choices: fix it or ignore it. As usual the ingore types complain about my presence and Q's.

So it is logical for me to suggest to platform folk's to shape up and get their platforms fixed.

To test the SYM, FTP, FBP and Hitch as a bar 4 of a lat is not necessary. To test as latbar 3 gets the same result now gotten.

For the hitches the switch from H and L to the C can give different results at different times. The different results, however, are not significant except by one criteria. To make this differentiation, it was more logical to drop trading from the dependent variable and to switch to trading from the independent variable input deciding the dependent variable Decision and Action. The same reasoning applies to the BO test which is the flase of the above.

MADA is so powerful as an antidote to CW's OODA (the fighter pilot do or die mistaken application to markets.

Monitoring and Analysis will beat out "following before or after betting" every momment of the markets.

thanks for the Q.
 
Quote from jack hershey:

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4. Hold while inside until an ftt has occurred on all faster fractals and the trading fractal concurrently. Carve the turn using the time between the first ftt and the trading fractal ftt.
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Thanks for the reply.

Your statement may sound like a contradiction ...

While the 2 min YM has its ftt obviously earlier than the 5 min ES, when watching exclusively the 5 min ES the ftt and the FTT happen on the same bar, so I guess you're saying that watching the bar forming up (setting one end of the bar, then the other) you see the faster fractal failing to traverse intra-bar, and you'll have the confirmation for the trading fractal at the end of the bar (and you can use the "Hershey hinge" for carving).

Or, maybe you're referring to the possibility that by finely gauging the strength of the trend you can reverse on the faster fractal's ftt that is a pt2 or an m1 on the trading fractal, but it is better positioned (for a better profit) than the trading fractal's FTT.
 
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