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Cowan has produced a set of writings on Time and Price Vectors.
Price
Time in Trading Hours.
Yes, according to the Pythogrean Theorum. A2 + B2 = C2. Where 2 =
squared.
It seems that a market can have a Time-Price Vector that is a base
octive.
Like 578, Swings are then various octives of expession of that base
octive.
I would then guess that once figureing the base octive that one then can
"just" do the
calculations forward in time and plug those values into one's knowledge
of financial astro.
Or cross check with the Bradley model.
Regards,
Don
nwinski wrote:
>
> I would give myself a 7. But, that is subjective in that I am weighting
> the inputs based what I think Gann concluded was most important, i.e. 1.
> Astrology 2. Weekly and Monthly chart patterns
> 3. time and price vectors
>
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