Comment by abstractcontrol

A stock market daytrading system, I am live coding it on my Youtube channel: https://www.youtube.com/playlist?list=PL04PGV4cTuIXoK6yBAFzh...

Opus has been amazingly useful at answering various statistics question that I had for it, and my current idea is a nested auction market theory inspired model. My biggest discovery is that replacing time with volume on the x axis (on a chart) and putting the bar duration on the bottom panel instead of volume normalizes the price movements and makes some of the profitable setups I've seen described in tape reading/price ladder trading courses actually visible on naked charts. A great insight I've gleamed is that variance should be proportional to volume instead of time or trade count. When plotted, it has the effect of expanding high volume areas, and compressing low volatility ones, which exposes trending price action much more readily. It honestly amazing, it's making me think that I could actually win at the trading game.