A look at how to build deeper metadata

“We must go deeper”-that one movie.


I haven’t completed a statistic for it, but figured I’d post about it so that I can get a better grasp myself. I believe 7th once said that the system in it’s end phase was so complex that he couldn’t even describe it. Given that the formulas are stored->spat into a new formula->stored elsewhere->used as another input in a formula, etc. and so on until a final output is created, it makes more sense to me now; it’s surprisingly easy to forget what it is I’m actually measuring.



I read somewhere that 7th referred to the elements of DV as the following:

H/O: Leading Long

O/L: Leading Short

C/L: Trailing Long

H/C: Trailing Short

Now, you can take the 1 dimensional delta and expand it by attaching it and fusing it with the past, like turning H-L into H-pL and pH-L.

Doing this with the 4 deltas (not the Omega delta) creates a total of 8 new deltas.

H-O becomes H-pO, Ph-O, etc… If H-O is the leading long, this would turn the present into it’s own sort of long trajectory, and the past into the short trajectory, aka:

current high-previous open=leading long (long)

previous high-current open=leading long (short)

So at the top I’ve relabeled them as such: LL, LS, TS, TL, each with an L or an S to create the 8 deltas.

When it comes to messing with the data, there’s a lot to do… A glimpse can be seen on the far right of the Screen shot. For example, on the far bottom right, the section labeled SL, LS, and TSL, TSS.

This table translates to looking at the Trailing Short Long and the Trailing Short Short, in regards to 1 bar compared to the next. SL stands for Short to Long, and LS stands for Long to Short. Thus, the mini stat at the bottom is saying when a day moves from Down (short) to Up (long), the Trailing Short Short is larger than then Trailing Short Long about 68.2% of the time. 1 Bar statistics isn’t very useful for forecasting, but if you forecast multiple bars in advance…

Trying out some version of the “see how much is too much” idea. This doesn’t even take fills into account anymore, and I haven’t figured out a way to incorporate them in yet.


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