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Wave and group velocity functions are used to project forward that pattern to determine the next trades.
Market data from every tick (including price, volume, momentum and elapsed time) is absorbed for the entire history of a market.
Fourier transforms are used to sort and sift that data in search of infinitely repeating patterns.
Once one is found, roughly every seven days, we use wave and group velocity functions to project forward that pattern.
The end result, Fractalerts. Clear, concise and explicit information about what trades our programs suggest placing and when.