SAFeTRADE 413 posts msg #55321  Ignore SAFeTRADE 
9/27/2007 10:54:44 PM
Clarification of my earlier post. The price has to go up by that much across 5 days.
20% across 5 days equals a 45 degree angle
10% across 5 days equals a 22.5 degree angle
At least that what I have come up with.

stocktrader 293 posts msg #55322  Ignore stocktrader 
9/28/2007 12:16:44 AM
Thanks SAFeTRADE.
Give this a try. It appears to be very accurate.
This computes the vector over 3 days, open to close.
Then the angle in degrees.
Gets rid of the Slope function entirely.
I'm only looking at the angle over 2 or 3 days for my needs, rather than 20 days for example.
This filter can be modified for any number of days.

stocktrader 293 posts msg #55323  Ignore stocktrader 
9/28/2007 12:30:08 AM
Here's a 20 day, for example:

stocktrader 293 posts msg #55324  Ignore stocktrader 
9/28/2007 12:58:41 AM
5 day angle:

SAFeTRADE 413 posts msg #55325  Ignore SAFeTRADE 
9/28/2007 1:32:01 AM
Looks like that works fine to me. Good work!

stocktrader 293 posts msg #55332  Ignore stocktrader 
9/28/2007 8:56:59 AM
This version has a plot with set boundaries for visual reference.
Now the fun of implementing this into my signal processing logic as another component for decision making.
Anyone else with ideas, bring'em on.

SAFeTRADE 413 posts msg #55335  Ignore SAFeTRADE 
9/28/2007 10:33:54 AM
Good work, I like what you have done with the zenith and nadir. I am going to use this as a confirmation filter. For my purposes a cross above 50 is what I will be looking for. Thanks stocktrader!

stocktrader 293 posts msg #55336  Ignore stocktrader modified 
9/28/2007 10:41:26 AM
Glad this is useful for you SAFeTRADE. I agree with your using it as a confirmation. Good move.
Next project. Looking at gforces and acceleration. Will probably assign a mass based on some other variable. Angular velocity.
Can your car generate gforces greater than the China stocks :)
Mine sure won't.

SAFeTRADE 413 posts msg #56671  Ignore SAFeTRADE modified 
11/11/2007 1:11:55 PM
I am still working on this "GEOMETRY OF TRADING" thing. I get consumed with it at times and stay up all night working with it. I put it in graph paper and work out the angles and such against the long term winners and see what it looks like. I am not good in math, however, when it comes to Geometry, Algebra, and Calculus. I have to plot things and see how they work out. In this vain of experimentation I was reworking my numbers on my angles filter and noticed errors. These were errors of ignorance however and a continual effort to learn. I am making this a long and drawn out excercise so I will try to get to the point.
I have long noticed that some prices increase at a more rapid rate than others and have tried to figure out why. So I get out protractors, rulers and stuff I thought I left in grammar school. I have now noticed generally when a stock breaks out above a 45 degree angle it moves faster. I know that the reason is that it is moving at a 1 to 1 ratio, that is it is moving up one unit of time to one unit of price. These are the ones I want to trade, Stocks moving at a 22 degree angle move at 2 units of time compared to 1 unit of price, too slow. However some of the best long term stocks move at this rate ie., GOOG, AAPL. I don't have the money to put into these long term movers and leave it tied up for years. Don,t have the patience either....
So in short I noticed these errors in my last effort and corrected them and am posting it for feed back on the math. Stocks are always breaking out from whatever method one chooses to employ. I prefer a 55 day breakout. What I have detected is there are a lot of 55 day breakouts that go no where. I have employed Ballon55 thanks to TRO, RSI both weekly and daily and weekly MACD. I am now going to wait for the price to break out above the 45 degree angle as I believe that is the greatest opportunity for making money in the shortest REASONABLE time. That is the 1 to 1 ratio. I know this has been long, but I am as deficient in explaining things as I am in Math. No book for me in the future, on any subject. Anyway, here is a another version in my continuing effort to get better at trading.

curmudgeon 103 posts msg #56674  Ignore curmudgeon 
11/11/2007 3:13:42 PM
A few angles on the same vector:
