I am submitting a chart based on my coding that indicates (SMART) systemic processing of Jim's linear observation.

The plotting assimilates high and low lines relative to intraday correlation of 3 minute intervals during regular sessions of MSFT.

Recalibration of each day resets the correlations; however, interval variation allows this same schematic to process 24 hour (Forex) as well as day, week, month, year correlations. Also see how relative high and low noise is related to (what we may term here as) secondary levels of price floor and ceiling correlations.

The key appears to be closed loop processing to distinguish between irrelevant noise of the simulated price action occurring between (dark green/red) ranging and trigonometric variation and the actual (green/red) market changes occurring during the given session. In effect, a uniform domain (or state) is thereby created to account for randomness.

I presume… that the "simulation to show whether such lines are more frequent with the simulation from actual changes than the actual market itself" so concerns noise in relation to frequency?


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