be the ball

See my thoughts in the quote above Thanks for the response.....

Wow, spent the weekend powering through all 11 of these threads. Good stuff and nice of you to take the time to put it out there. Just going to throw a few thoughts out there spanning the whole realm of your threads. Please note that despite how it might appear, nothing here is a criticism of the work you presented. Quite the contrary. I am merely looking to spur a bit of conversation on this thread... 1) I felt you were a bit dismissive of Market Profile theory early in your discussions but to be honest, your entire course here is simply a logical extension of MP based on the ability to extract more information from the data than ever before. Much of Dalton and Don Jones more recent work is quite similar to what you present here. Had realtime VWAPs been available when Pete was creating the outline of MP..... 2) You also stated that the normal distribution was quite uncommon in markets. Not sure I agree. The market is constantly forming normal distributions over various timeframes. Just look at the Tues-Fri distribution in the ES for example.... One of your threads discussed trading when the VWAP is near the PVP, which is basically suggesting we have a relatively normal distribution. I would say from experience that we spend more time looking for trades in that scenario than in the scenarios where we have a significant skew. 3) Granted this was tailored to beginning traders, but the "Shapiro effect" is a rather primitive way of looking at the price action for confirmation of entry. You state that your timeframe doesn't matter but then base trade entry on a spot below or above an arbitrary timeframe candle. I am surprised no one here has discussed the use of footprint charts showing volume trading bid vs. ask as a "quicker" method of confirming entry on a trade setup. 4) I must admit I haven't paid much attention to the dates of the threads but there seems to be a lot of work being done to try to create VWAPs and SDs in various platforms. I have been using MarketDelta charts for about 18 months now and have always been able to get realtime and historical VWAP and SD lines on my charts, calculated off of tick data, non CPU intensive. Just throwing that out there as seems like lots of folks working hard to get what is easily available... 5) This goes back to the very beginning. Why are trades in the direction of the skew the safest trades for the Newbie? Rephrasing, why is the high volume area the higher probability side to trade? You led off with those statements but I don't believe you ever stated the reasoning why? Of course, you are correct, but why?