[UrmaBlume]

We have developed an algorithm that uses constant volume structures to produce what we call our Harmonic of Trade Flow.

In the bottom secion of the graph the red solid line represents selling power and the blue line represents buying power.

The Blue crosses indicate that the buyer is in charge and the red indicates the seller.

The lines and crosses in the bottom graph are our calculation of recent buying and selling volumes smoothed by a zero phase Jurik Adaptive Moving Average.

The graph below shows 4 very clear signals in just over an hour in the S&P.

Please not that the crosses in the bottom graph most often change color before price changes direction.

The bottom graph is calculated using different volume inputs only. This confirms that indicators with price as their only input have a natural lag and that it is buying and selling that motivates price.

Our experience tells us that the best indicators of price usually don't have price as any part of their calculation.

[BlowFish]

For some reason the chart didn't come through.

[OAC]

This is your third thread in 2 days. I am not going to pull any punches:
(1)How is this going to help us trade the market ?
(2)Are you trying to inspire us to write our own software ? If not, are these posts just an exercise in self-glorification ?
Or
(3) are you planning to become a vendor at some point ?

[UrmaBlume]

Originally Posted by OAC »

This is your third thread in 2 days. I am not going to pull any punches:
(1)How is this going to help us trade the market ?
(2)Are you trying to inspire us to write our own software ? If not, are these posts just an exercise in self-glorification ?
Or
(3) are you planning to become a vendor at some point ?

I am trying to stimulate thought and conversation beyond market conventional wisdom.

While I am indeed proud of our work my purpose in these postings is to demonstrate the value of thinking outside the box.

None of this technologiy is for sale or lease and we have no plans to take any of this to the market. Many years ago a couple of guys on the CBOT shared what was then beyond conventional thinking and technology and those teachings formed the basis of our work today. I thought I would try to return the favor and share some of our concepts and technologies with the 1% of the trading community that will dare to "go beyond."

How will all of this will help you to trade the market? I don't know. For some there is nothing that can help them trade the market and for others all it takes is the slightest clue.

What I have tried to do here is to share and to learn. My thoughts are that I have shared new and useful concepts and technologies that subscribers to this board would have no other way to access.

You are a moderator - if you don't approve of the material I post or my motives for posting it, please just cancel my membership on this board.

[OAC]

Originally Posted by UrmaBlume »

I am trying to stimulate thought and conversation beyond market conventional wisdom.

While I am indeed proud of our work my purpose in these postings is to demonstrate the value of thinking outside the box.


What I have tried to do here is to share and to learn. My thoughts are that I have shared new and useful concepts and technologies that subscribers to this board would have no other way to access.

.

Frankly, you do smell like a rat. So far you just sound like a snake oil salesman to me. if openly sharing ideas is your purpose here, the how come you never answer Janus's questions addressing to you in the Trade Intensity thread :

"
The concept of 'trade intensity' is not new. There is no truth in saying that it is not discussed/used anywhere.

MarketDelta has implemented IOAMT's Trade speed ideas ( I am not affiliated with any of them) in TradeSpeed Indicator.

http://www.marketdelta.com/kb/article.aspx?id=10585

http.www.marketvolume.com has products/pending patents based on this idea of spikes in volume. Their SBV Indicator uses the idea of trade intensity/spikes in volume.

I request the thread starter to elaborate and comment if his ideas are different from the above."

[UrmaBlume]

Originally Posted by OAC »

Frankly, you do smell like a rat. So far you just sound like a snake oil salesman to me. if openly sharing ideas is your purpose here, the how come you never answer Janus's questions addressing to you in the Trade Intensity thread :

"
The concept of 'trade intensity' is not new. There is no truth in saying that it is not discussed/used anywhere.

MarketDelta has implemented IOAMT's Trade speed ideas ( I am not affiliated with any of them) in TradeSpeed Indicator.

http://www.marketdelta.com/kb/article.aspx?id=10585

http.www.marketvolume.com has products/pending patents based on this idea of spikes in volume. Their SBV Indicator uses the idea of trade intensity/spikes in volume.

I request the thread starter to elaborate and comment if his ideas are different from the above."

One would think that new, original content would be of value to the forum as it might attract subscribers which would increase your ad revenues.

My posts sell nothing and promote no one and certainly, in concept, go beyond the normal discussion on this board concerning dated, off-the-shelf, price based indicators.

As to the other question, market delta is about volume on the bid and asked which is entirely different our work and I am unaware of the other product.

At any rate what I have discussed is certainly new in concept to this board and some have found it useful. On the other hand, you as moderator, have the duty to ban objectionable persons and posts from the community.

You don't know me, know my enviornment, or my motives. There is not the slightest indication that I am out to sell anything to anybody. I think all of your rat and snake oil buschwa is petty, personal, unfounded and, uh, oh yes, unprofessional.

[waveslider]

I think OAC (who is normally - healthily - skeptical) might have been turned off by your use of "we". Maybe also by so many buzz words back to back - harmonic trade flow

Is that the "royal" we? Are you just the bagman (Lebowski quotes, sorry)?

How is "trade intensity" any different from using a simple tick or volume share chart?

We are all welcome to new ideas, especially on this forum, if they are not accompanied by hints of vending (proprietary formulas, etc.). Most traders here are past looking for the holy grail, so we are talking about concepts - not specifics. For example - most of us don't care if you are smoothing with Jurik or Buckwheat's hyper adaptive fractal diffusion index - it's immaterial.

"... This confirms that indicators with price as their only input have a natural lag and that it is buying and selling that motivates price.

Our experience tells us that the best indicators of price usually don't have price as any part of their calculation."

these are valid ideas. can you bring something to the table to further explain or quantify reasons why your method is valid?

[UrmaBlume]

Originally Posted by waveslider »

I think OAC (who is normally - healthily - skeptical) might have been turned off by your use of "we". Maybe also by so many buzz words back to back - harmonic trade flow

Is that the "royal" we? Are you just the bagman (Lebowski quotes, sorry)?

How is "trade intensity" any different from using a simple tick or volume share chart?

In other posts I have mentioned that we are a small private group of traders, poker players and programmers. The we is us.

In answer to your question - Our indicator of trade intensity is designed to spot size automated execution by commercial trade. Tick charts only show transactions and not size and volume charts have all the same volume.

We break time down into milliseconds and then measure x trade over a constant unit of time. When these spikes occur they really stand out as you can see in the graph below. This spike happened a little under 4 hours ago. These spikes during the nite session are especially indicative of commercial intent.