Jenkins

This is a discussion on Jenkins within the Trading Delta Cycles forums, part of the Specialists' Corner category; Anyone interested in his market geometry? I use it to good effect in the FX markets....

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Old Jun 5, 2009, 11:18pm   #1
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Jenkins

Anyone interested in his market geometry?

I use it to good effect in the FX markets.
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Old Jun 5, 2009, 11:43pm   #2
 
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Anyone interested in his market geometry?

I use it to good effect in the FX markets.
Yes I have read a couple of his books and LOVE The Secret Science Of The Stock Market.

Which book of his do you like best?
What methods of his do you use and how do you use them?

I think this has the makings for a GREAT thread as I can honestly say, after Gann, M.S. Jenkins has affected me more, in a good way, than any other person/author.

I do believe Nic will have something to add to this soon also.
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Old Jun 6, 2009, 7:13am   #3
 
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Michael S Jenkins? I have his "Geometry of Stock Market Profits".

Its all about harmonics, and master cycles and mirror-moves.
Does this actually work?
(using the principle that several consecutive calls must be reasonably good (as opposed to finding arbitrary apparently significant numbers) and that the tolerances must be such that you could actually trade them as they unfold, I tend to get upset the numbers dont hit enough for me to pursue the study.)
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Old Jun 6, 2009, 8:00am   #4
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TheBramble started this thread Got a busy weekend coming up, but I'll put some hours in on Sunday.

Most people look for cycles starting in the longer TFs.
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Old Jun 7, 2009, 4:16pm   #5
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TheBramble started this thread Going to be a bit of a slower start to this than I anticipated as I’ve been using my time and energies flaming on another thread. Yes, I know which is more important, but if I had a handle on all my imperfections, I wouldn’t have any (er…). Anyway…

Yes to both Jenkins books.

Trendie ‘ – ‘does it work’ – not always as it was presented in his books.
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Old Jun 7, 2009, 5:05pm   #6
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TheBramble started this thread The thing is with cycles that most folk think they exist in Time. Well, they do. But if it was easy enough to decompose complex composite waves on time for each instrument, it would have been public domain by now. There’s enough computer power and brain power to have achieved this by any half-wit quite accidentally.

As an aside, I want to examine time series and the effect of information shocks to composite time cycles in a separate thread. I have enough theoretical (back testing) and a few months experiential (forward testing) evidence to support my presumption of running a hypothesis by you guys & gals for you to all pull apart. I’ve used some interesting techniques to desensitise each TF’s data AND the information shocks it receives in order to assess and analyse a typical amplitude and frequency ‘bands’ for each TF. I’ve done this for a couple of FX instruments. I’ve only done two, so far, as it’s a lot of work and I did more than one so that I didn’t just base results on what could have been idiosyncratic to just one instrument. I’ve been running it on GBPUSD and EURJPY in conjunction with my existing methods for five months on a 1 min TF and it hasn’t got me into any more trades, but it has kept me out of those I would have otherwise got into and would have regretted and kept me in longer in some that I would have under prior circumstances come out of earlier. Interestingly, it hasn’t got me out of losing trades any more cheaply, but I’m really tight on my stops anyway so that was perhaps expecting too much. It will be a useful exercise to get your critiques anyway, I think…

Back to Jenkins for now. What Jenkins got me into was reading not so much between the lines, but carrying on from where he leaves off in each of the chapters in SSoTSM. Particularly ‘Let the Market Tell You…’. If cycles occur in Time AS WELL as in price (LOL), that would make it a bit tougher to pick out the information from the noise, but although Jenkins has that one covered, but didn’t state it overtly. So I’m not sure he knew it himself, if that makes sense.

“frequency is inversely proportional to the square root of length and directly proportional to the square root of its tension”. Frequency is NOT the frequency in Time with which a price High or price Low is formed. Frequency in this context is the frequency at which the current price series is operating. It is precisely synonymous with the frequency of the string of a musical instrument. The ratios at which successive strings of an instrument are tuned is a fixed value. They differ by the square root of two. You first need to find out at what levels highs and lows are being produced to determine the current frequency.

Length and Tension I’ll get to my interpretation shortly. In the interim….

I’ll let you work that out for an instrument of your choice and a TF of your choice what the high and low price levels are in ratio to each other. Once you have the levels remember to use the square root of two AND the inverse. Note, the frequency of any instrument is not fixed across all its TFs. Neither is it necessarily different, but in more likely to be different than not.

Be interesting to see if you find what I found.
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Old Jun 7, 2009, 7:44pm   #7
 
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Originally Posted by TheBramble View Post
The thing is with cycles that most folk think they exist in Time. Well, they do. But if it was easy enough to decompose complex composite waves on time for each instrument, it would have been public domain by now. There’s enough computer power and brain power to have achieved this by any half-wit quite accidentally.

As an aside, I want to examine time series and the effect of information shocks to composite time cycles in a separate thread. I have enough theoretical (back testing) and a few months experiential (forward testing) evidence to support my presumption of running a hypothesis by you guys & gals for you to all pull apart. I’ve used some interesting techniques to desensitise each TF’s data AND the information shocks it receives in order to assess and analyse a typical amplitude and frequency ‘bands’ for each TF. I’ve done this for a couple of FX instruments. I’ve only done two, so far, as it’s a lot of work and I did more than one so that I didn’t just base results on what could have been idiosyncratic to just one instrument. I’ve been running it on GBPUSD and EURJPY in conjunction with my existing methods for five months on a 1 min TF and it hasn’t got me into any more trades, but it has kept me out of those I would have otherwise got into and would have regretted and kept me in longer in some that I would have under prior circumstances come out of earlier. Interestingly, it hasn’t got me out of losing trades any more cheaply, but I’m really tight on my stops anyway so that was perhaps expecting too much. It will be a useful exercise to get your critiques anyway, I think…

Back to Jenkins for now. What Jenkins got me into was reading not so much between the lines, but carrying on from where he leaves off in each of the chapters in SSoTSM. Particularly ‘Let the Market Tell You…’. If cycles occur in Time AS WELL as in price (LOL), that would make it a bit tougher to pick out the information from the noise, but although Jenkins has that one covered, but didn’t state it overtly. So I’m not sure he knew it himself, if that makes sense.

“frequency is inversely proportional to the square root of length and directly proportional to the square root of its tension”. Frequency is NOT the frequency in Time with which a price High or price Low is formed. Frequency in this context is the frequency at which the current price series is operating. It is precisely synonymous with the frequency of the string of a musical instrument. The ratios at which successive strings of an instrument are tuned is a fixed value. They differ by the square root of two. You first need to find out at what levels highs and lows are being produced to determine the current frequency.

Length and Tension I’ll get to my interpretation shortly. In the interim….

I’ll let you work that out for an instrument of your choice and a TF of your choice what the high and low price levels are in ratio to each other. Once you have the levels remember to use the square root of two AND the inverse. Note, the frequency of any instrument is not fixed across all its TFs. Neither is it necessarily different, but in more likely to be different than not.

Be interesting to see if you find what I found.
WOW!
Sounds to me like you may just be the "King of do the work your self"!
I have said it before and I will say it again...
Things are going to be interesting around here now that you are contributing.
Hope you are having a great weekend, and keep it up!
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