Digital ACSTrend - page 21

 
 
Big Joe:
Thanks John for your inputs, But you see the problem with hurst and fractal wave, we need a coder to correct them

Joe, did you uncheck the limits for the Hurst Diff?

Also, on Fractal Wave, set short term shift to 0.

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Camaron:
Joe, did you uncheck the limits for the Hurst Diff? Also, on Fractal Wave, set short term shift to 0.

Yes yes my captain

But we have an internal problem into the code, when you reload the indicators this is not the same values as the closed ones before !!!!

Am i the only who watch and trade carefully his charts ?? Reliable indicators are top notch for us !

 
Big Joe:
Yes yes my captain

But we have an internal problem into the code, when you reload the indicators this is not the same values as the closed ones before !!!!

Am i the only who watch and trade carefully his charts ?? Reliable indicators are top notch for us !

Ok. On the histogram version, you will see different values depending on which side of the bar you're on

Use the line version, then you don't have the problem.

 
Camaron:
Ok. On the histogram version, you will see different values depending on which side of the bar you're on Use the line version, then you don't have the problem.

My Hurst line version have the same problem, sorry to bother man

 
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I posted a long one here just now, but it does't seem to have registered.

I am not going to write it all again; just post the charts. Hopefully it's self-explanatory.

It is an elaboration of what John has already written about.

The Skewness indicator is a smart little program courtesy of Mladen, set at 0/18/4.

Fractal bands (2) are set at 15/10/3/-2 and 15/10/3/0

FDI set at 30/0/1.5

Fractal Wave set at 30/10/0 and 30/25/0

and for the second chart, xpMA is set at SSALag 25

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e-u_3.gif  45 kb
e-u_ssa.gif  42 kb
 

An easy example

Here I add a very simple example showing the difference in the price action depending on the underlying fractal structure of the market.

Here I used an arrow to mark the points where a fractal break - out occurs.

When we have a fractal break - out (because we have a transition from one fractal dimension state to another crossing the 1.5 line (this is where the market is following according to the theory a Brownian motion and is impossible to predict)) this is a nice scalping opportunity.

When we have a fractal break - in (From one state it get deeply in the same state) this is even nice: For example the fractal dimension is low and it gets even lower this is nice.

The fractal dimension indicator allows to profit from those market conditions, when it appears by the classical technical analysis that the market is over - sold. However when we are in a low phase space singularity keep at all cost at your low lag modern directional algorithms they will guide you in those market conditions.

Here I add another screen shot of the market orders. We see that we had an accumulation of a lot buy orders. And the price of going through them with low fractal dimension. What happened. See what happened yesterday, I posted a shot yesterday telling you that if we have a fractal break - out to the upside it will be very significant.

Now we have exactly the opposite a fractal break - out to the down side gunning an accumulation of long market orders.

It looks like we had a butterfly with a cascade of hit stops. By who? A possible answer is that they were gunned by algorithmic high frequency traders. This is facilitated by the low phase space dimension provoking an increased cooperative behavior between different bots.

Have a nice day

S!

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orders_1.png  13 kb
 

John!

Excellent example.

 

Another example

Here is another example of the fractal patterns.

I set with vertical lines the place when we have a transition from one kind of a structure to another.

By now we have a fractal break - out.

We see that there is an accumulation of buy orders. Maybe they will be attacked.

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