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How
the Trader-Alert Stock Market Timing and Forecasting System Works
The G-Model Stock Trading Component TAP, the Trader-Alert stock market timing and stock market forecasting system has two essential components. The first is a proprietary gestalt-based stock trading model – the G-Model. It integrates in a non-mechanical and adaptive way the very best technical analysis tools used since the 1970's. The G-Model inputs include proprietary ways of assessing: swing relationships, breadth, momentum, range contraction & expansion, volatility, statistical measures of price over various time frames, and a pre-opening analysis of overnight price action. The G-Model lives and breathes with the rhythms of the stock market simultaneously tracking the five most important timeframes that govern price movement in the stock market, from the intraday up through the major long term trend. More about those 5 timeframes here. When the G-Model signals that price has entered an area where an attractive reward potential exists relative to where their entry and initial stop would be indicated, TAP shifts to the Liquidity or L-Model. A brief history of the development of the TAP stock market timing model can be viewed here The L-Model Stock Trading Component The inputs of the L-Model are supply & demand measurements taken in the intraday timeframes, how well-bid or well-offered the market is, the presence of buying or selling exhaustion patterns, identification of where price action will trigger offensive and defensive responses from various types of market players: retail paper from off the floor, pit traders, CTAs and institutional traders. The essence of the L-Model is that it targets "ideal trade location," a low-risk entry with acceptable probability that can be taken and leveraged into a higher timeframe potential. A brief history of the development of the TAP stock market timing model can be viewed here.
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