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Old 04-03-2007, 07:32 PM
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Re: Technical Analysis: Is it voodoo? Or does it work?

Before I get into the meat of the discussion, I would like a few terms DEFINED:

1. WORK : A skillful trader can throw darts at a dartboard and win 2 times out of 10, but if wins 10x as much on the winners as he loses on the other 8, he is break even. Now break even may not be "working", but there are other forms of TA that produce 7 winners out of 10 and the users LOSE money.

So let's first define WORK.

2. TECHNICAL ANALYSIS : Do all things NOT fundamental fall into this category? Market Profile may in fact fall outside our definition of TA. Moon phases are not fundamental, but should that method be placed in the same area as Volume Spread Analysis?

3. FUNDAMENTAL ANALYSIS : Management teams, account balances, position within a certain industry, domestic economy, interest rates, run rates, weather. These are fundamental factors, correct?

Although we first need to define TA: It is the fundamental tenant of Technical Analysis that EVERYTHING THAT IS KNOWN IS ALREADY REFLECTED IN PRICE. PRICE IS REALITY. Crop reports, GDP, the FED, all is ALREADY baked into price.

Auction Market theory would state that the sole purpose of the market(S) is to find that place where there is an agreement on PRICE and a disagreement on VALUE. Here Value does not refer to the Market Profile notion of Value Area.

ex. Trader 1 values the money he can get now more than the beans he has. Trader 2 values the beans more than the money he now has. Both traders disagree about value and the auction process will find the appropriate price.

but I'm getting ahead of myself................... .

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