Saturday, December 22, 2012 7:00:16 AM
Hi BowlerBob, 14 September 2002 is almost a century ago! That Quantum Leap was indeed a brilliant stroke of Genius 
I have to read that post again to figure it out
As to the more recent event of Ocroft's Invention, as I recall it, It was not that I did not understand Ocroft's idea but rather that the exact details he used to "Call" the Trading Points. . .on the Buy side and the Sell side were unclear to me. As I recall various people here tried to explain what Ocroft actually was doing.. . .Ocroft did not give precise examples at firsts so I "groped in the dark" on that for a while
In those days I discussed various items for delaying the trade-points with Don Carlson. . .This was triggered by the fact that Don used an identical Trade Multiplier "M" as I did:
Trade = (PC-V)*M
Don calculated the value of "M" using the spread of the Trading Range (in some way I do not recall),while in Vortex the "M" was calculated on the PC-Update Aggression Factor “f” this way:
PC2=PC1 + f*(Buy)
M= 1/(1-f)
but the value of "f" was not tied specifically to the Trading Range Data but to 1) the volatility of the stock prices and 2) to the Aggression with which the investor wanted to trade! I have not been able to find a concrete way for calculation "f" from statistical price data other than using short range historical prices and optimizing for that a certain period of a stable Trading Ranger. That works and I use that now.
At that time on the past I used an idea Don was explaining to me. . .increasing the Buys and Sells in magnitude as the price reached close to the Trading Range Limit, essentially going All In at the Bottom and going All Out at the Top. I attempted the find from that information the values of "f" using an exponential formula:
Trade = (PC-V)/(1-f) = C*e^a
C would be some basic Standard Trade close to the Mid Point of the Trading Range and then the value of "f" would be calculated from the value of exponent "a" that would be found from the Trading Range statistics:
1/(1-f)= e^a
f = 1 - EXP(-a)
With a being caluclated from the Logarithmic Decrement.
It became to complex to carry it out and I abandoned it.
Then I formulated the idea that Bert communicated to me.
So, I will claim, from now on, that Ocroft will have give me a Commission on all the gains he realizes with my Quantum Lean Method. . .I will share that with Bert. . .If I can find him
I have to read that post again to figure it out
As to the more recent event of Ocroft's Invention, as I recall it, It was not that I did not understand Ocroft's idea but rather that the exact details he used to "Call" the Trading Points. . .on the Buy side and the Sell side were unclear to me. As I recall various people here tried to explain what Ocroft actually was doing.. . .Ocroft did not give precise examples at firsts so I "groped in the dark" on that for a while
In those days I discussed various items for delaying the trade-points with Don Carlson. . .This was triggered by the fact that Don used an identical Trade Multiplier "M" as I did:
Trade = (PC-V)*M
Don calculated the value of "M" using the spread of the Trading Range (in some way I do not recall),while in Vortex the "M" was calculated on the PC-Update Aggression Factor “f” this way:
PC2=PC1 + f*(Buy)
M= 1/(1-f)
but the value of "f" was not tied specifically to the Trading Range Data but to 1) the volatility of the stock prices and 2) to the Aggression with which the investor wanted to trade! I have not been able to find a concrete way for calculation "f" from statistical price data other than using short range historical prices and optimizing for that a certain period of a stable Trading Ranger. That works and I use that now.
At that time on the past I used an idea Don was explaining to me. . .increasing the Buys and Sells in magnitude as the price reached close to the Trading Range Limit, essentially going All In at the Bottom and going All Out at the Top. I attempted the find from that information the values of "f" using an exponential formula:
Trade = (PC-V)/(1-f) = C*e^a
C would be some basic Standard Trade close to the Mid Point of the Trading Range and then the value of "f" would be calculated from the value of exponent "a" that would be found from the Trading Range statistics:
1/(1-f)= e^a
f = 1 - EXP(-a)
With a being caluclated from the Logarithmic Decrement.
It became to complex to carry it out and I abandoned it.
Then I formulated the idea that Bert communicated to me.
So, I will claim, from now on, that Ocroft will have give me a Commission on all the gains he realizes with my Quantum Lean Method. . .I will share that with Bert. . .If I can find him
Conrad Winkelman
What is Vortex AIMing? Look for my Vortex Discussion Forum:
http://investorshub.advfn.com/boards/board.asp?board_id=1341
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