Please tolerate the mumbo as a brief preamble: While using a number of standard TA tools, including the TD indicators on intraday trading I have found my discretionary triggers shift down to a lower time interval whenever there are larger price moves beginning to happen vis-a-vis the recent few days price amplitudes/movements.

In simpler words, I have been finding it profitable to visualize that the speed of the market or the internal time of the market starts moving faster than the clock time when larger moves are happening. The counting of number of price bars with a high higher than X bars ago or number of price bars closing lower than Y bars ago etc. works better on smaller clock time frames in faster moving markets.

In the past, concepts as equivolume charts have been dissected under the quantitative spatulas here.

Wonder, if some of you better endowed quantitative minds will explore and play with equi-move charts kind of ideas which could begin with some measures of a type of volatility calculation such as the Mean Absolute Deviation over any period of clock time.

There is likely, a set of methods for cooking nice meals. Hope the process of shredding this idea will give some more clues on how to get there.


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