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Predicted volatility and timing

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By JohnLast 2986 days ago Comments (16)

Here the volatility and the peack in the volatility happened in the predicted cyclic moment. 

Look at the picture it look like the time of the major events can be predicted because they have a cyclic nature. Where the pair is going? Well I can't say I can say when it will move. However i we look at the Oanda open orders we may have a hint what is actually targeted. 

 

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От 04 октомври 2011
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От 23 септември 2011

Comments

  • JohnLast 2986 days ago

    Damn the time I write it and the price is there. Howeve is it going to go higher? 

    The next interesting thigs (order levels) are 80 pips away.

  • JohnLast 2986 days ago

    The market has been fully efficient everything is activated LOL. Now it will digest LOL.

  • CamaRon 2986 days ago

    I took this today. Exited at 3345, which was waaaay to early. But it shows that it is faily easy to see the

    levels.

    http://www.screencast.com/t/hA7YBphft

  • CamaRon 2986 days ago

    And a 135 pip short in cable. From a level clearlyt visible both on chart, and Oanda.

  • JohnLast 2986 days ago

    Yes from that level the risk control is very good (good win/risk ratio) you make a big winner or you loose relatively small amount.

    However I would wait to reverse on 5 m chart we have impulse following algorythms that would catch the moment relatively early.

  • JohnLast 2985 days ago

    Today the levels are completely disposed at the two sides at the same distance. Maybe some players would be interested to activate them both ;).

    I would play a break - out for a few pips of the range.

     

     

    image
    От 23 септември 2011
  • JohnLast 2985 days ago

    Another way is to have sell stop from break - out  levels of the opening range

    Sell stop 1.34183   Sl 1.34342

    Buy Stp 1.34412    Sl 1.34223

    Targets 12 pips :more if conditions.

     

  • JohnLast 2984 days ago

    Here I just would plot the continuation. It looks like the market action was going to activate both levels the upper level where the sell orders were accumulated and the buy order level where there is an accumulation of buy orders. Those two sequential pictures are particularly characteristic of what I do have in mind. That the market goes to particular levels and we can map this beforehand. Well I cannot say where the market is going LOL, but the market goes to predicatble levels to the most unpredictable way. Really I cannot give a better example.

    Here on the plots you could observe that the accumulation of orders is not random it is every 100 pips at round numbers. However sometimes the accumulation is placed slightly lower or slightly higher. Those levels act as one synthetic big operator (the accumulation of orders from the retail traders is plotted here). If you look at the percentages they are very small but still they exerce influence. Sorry I got distracted here.

    OK Let start from the plot of the previous chart. The prive makes a V turn exactly whre there was an accumulation of buy stops. The V turn is a particular market turn when there is a low fractal dimension and low entropy. This phenomenon is refered as a black noise (fractal dimension below 1.5 has black noise) V reversla (I call that like that, I thinks that this explains figuratively well).

    Then the price moved back to the next level which was also hit. Then the volatility dropped and the market started to consolidate. I was joking several posts that the market has eaten all the orders and now digests. After the tranges has developped the new day bring new surprises. Really?!

    The levels were formed from the previous day. And today the market tried to hit the two levels in order to activate everything that moves (joking again).

     

     

    image
    От 23 септември 2011
  • goldensun7 2982 days ago

    I'ld like to try this 

  • fxez 2977 days ago

    How are you defining volatility for this study?

  • JohnLast 2977 days ago

    There is a correlation between the increase tic Volume and the ATR. I am not rigourous i know.

  • R Grahana 2920 days ago

    What indicator is that? Green and Red with Text "NET (Buy - Sell) Orders"image

  • R Grahana 2920 days ago

    Thanks john

  • jaguar1637 2920 days ago

    Which indicator can fetch this move ?

  • JohnLast 2919 days ago

    I do not understand the question