SNSN schreef op 20 mei 2015 13:54:
[...]
Yes, and NO.....
The non-stationary 'dynamic TA' (p/v/t-distributions, etc, etc.) allows to identify the "early signals" in the market price formations .... (i.e. well identified "early traces" of new info still "hidden" in the market-prices, but not publicly available).
PS. And not only "signals", but also many other stuff like st-/mt-/lt-impacts (for diff objectives), etc.