# Initial movement compared to daily MM

As I try to pin point and search for ways to track the 4 keys to trading according to 7th, they all start to become mixed together. It’s suppose to be that way, and not at the same time. It’s hard to explain. I worked on some stuff yesterday that I realized is very similar to saying something to a conclusion I came up with earlier, working in a different area.

I had a small idea yesterday that I figured I could execute fairly easy since the base part was in code I already had. IMO, a day can have more than 1 major move, or trade-able move, but if we were to confine the day into have just a single direction, the way I’ve done it using the old wave analysis is correct. So, I wanted to look at a simple question that I’ve kind of subconsciously been working on. When I was working on A waves in the original framework, the question I had to solve (because A waves made up such a large portion of the dataset) was: At what point is the A wave more likely to be an A wave, as opposed to any other wave? I’ve kind of solved this by answering: If price has moved x pips in y direction, how likely is it that the MM is also in that direction?

For example, if price (relative to open) is up 20 pips, the MM is likely to be Up as well about 57% of the time.

Surprising results..

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