When I was 18, I went fishing with some friends.
On the way, one of the car’s tires blew out. The vehicle flipped over several times on the road and eventually fell into a ditch. We were fortunate — none of us were injured.
But in conversations afterward, we all remembered that the moment of the accident felt incredibly long for us, even though, for any outside observer, everything happened within just a few seconds.

This phenomenon is often described by people who experience critical or life-threatening situations.
It feels as if time itself slows down.

We are used to thinking of time as a linear dimension, but according to the Special Theory of Relativity, time is nonlinear.

So, the question is: How can we apply this understanding to Forex trading?

Nonlinear Time in Forex Trading

Clocks in Moving Objects Tick Slower Relative to Stationary Ones (Special Theory of Relativity, STR)

📘 Scientifically:

If an object moves at a high speed (especially close to the speed of light), then:

👉 The faster an object moves, the slower time passes for it relative to a stationary observer.

⏰ Intuitively:

If you were inside a spaceship traveling at 99.999% of the speed of light,
one hour would pass for you,
while ten years would pass on Earth.

You are effectively cutting through time.

📈 Trading Analogy:

Imagine a market where the price “rockets” upward at extreme speed.

• In that moment, market time compresses — everything happens fast.
• Inside the movу, for participating traders, time feels “normal.”
• Outside observers perceive it as a sudden flash.

🔵 A strong market impulse = a rocket in relativity.
🔵 Time inside the move slows down compared to time outside.

Time Slows Down Near Massive Objects

(🌌 General Theory of Relativity, GTR)

📘 Scientifically:

Gravity is not a force in itself — it is the curvature of spacetime caused by mass.
The closer you are to a massive object (like a black hole), the more time slows down for you.

Simplified formula:

⏰ Intuitively:

• On Earth’s orbit, time flows faster than it does on the surface.
• Near a black hole, time almost freezes.

For an outside observer, objects appear to “freeze” at the event horizon, even though inside, time feels normal.

📈 Trading Analogy:

Massive gravitational objects = major market events (e.g., NFP reports, FOMC meetings, geopolitical shocks).

As the market approaches such an event:

• Price action slows down (anticipation),
• Volume contracts (traders freeze),
• Market time stretches, as if reality itself “pauses.”

And after the event — market time “explodes,” and the movement accelerates violently.

🧠 Summary Table — Physics vs. Trading:

Physics Concept	Trading Analogy
🚀 Fast motion	Market impulse, breakout, news event
⌛ Time dilation (slowing)	Flat markets, accumulation, waiting for news
🌌 Gravity	Influence of major players or fundamental factors
📉 Time distortion	ATR expansion, volatility bursts, nonlinear market time

Here’s a visual explanation of how time behaves nonlinearly in physics — and how that relates to trading:

🔷 Chart 1: Special Relativity — Speed Slows Time

• The faster an object moves (closer to the speed of light), the slower time flows for it relative to a stationary observer.
• In trading terms:
  📈 High-speed market moves (impulses) compress time for participants inside the move — everything feels fast but smooth.

🔴 Chart 2: General Relativity — Gravity Slows Time

• The closer an object is to a gravitational mass, the slower time passes due to spacetime curvature.
• In trading:
  🧲 Major economic events (NFP, FOMC, geopolitical risk) act like gravitational wells.
  The market slows down, freezes, builds pressure — time stretches as volatility compresses. 

💡 Example of Nonlinear Time in Forex Trading

Imagine a EUR/USD chart over a 10-minute period:

• For 9 minutes, the market stays flat (the price fluctuates within just 3 pips),
• For 1 minute, there is a sudden volatility spike (due to news), and the price jumps 30 pips.

⏰ In Linear Time:

• All 10 minutes are treated equally in terms of importance.
• Indicators like SMA, RSI, and MACD simply average the movements without recognizing their true impact.

🌀 In “Market Time” (Nonlinear Time):

• The 9 minutes of flat activity are compressed — almost zero length.
• The 1 minute of high volatility expands — it stretches in “market time” as if it lasted an entire day.
• Indicators “slow down” during the flat period and “speed up” during the burst of activity.

📊 Physical Analogy:

In Special Relativity:

• Clocks in fast-moving objects tick more slowly compared to stationary observers.

In General Relativity:

• Time stretches near massive objects (gravitational time dilation).

📈 In Trading Terms:

• A flat market behaves like a stationary object → time stands still.
• A price impulse is like a jump through hyperspace → time flies.

🔍 Formula for Market Time:

📏 Numerical Example:

That one minute of volatility carries more “weight” than nine minutes of silence.

Here’s the visual demonstration of nonlinear time in trading:

🔷 Top Chart: Linear Time

• Each minute is treated equally.
• The price looks flat for 9 minutes, then jumps sharply in the last minute.

🟠 Bottom Chart: Nonlinear Market Time

• Time is stretched based on volatility (market activity).
• The last volatile minute “expands”, while flat periods compress.
• This mimics relativistic time: more motion = more “experienced time”.

🧠 In practice, indicators built on market time rather than linear time:

• Respond faster to meaningful changes.
• Ignore low-information flat areas.
• Better match how traders “feel” time during high-volatility moments.

Let me know if you’d like to turn this into a real-time visual tool or integrate it into an indicator. ​

🔍 The Problem with Forex Standard Technical Indicators

Indicators like RSI, MACD, and Moving Averages:

• Assume linear and absolute time,
• Operate on a fixed scale (bar 1, bar 2, bar 3…),
• Do not adapt to market “compressions” or “expansions”.

📌 In reality, the market lives according to nonlinear time:

• Sometimes, 5 minutes “weighs” as much as an hour (high volatility),
• Other times, 3 days pass like a shadow (low volatility, flat market).

🚀 What if we apply a relativistic approach?

🔸 The idea: Think of the market as a spacetime structure, where:

• Price = coordinate xxx,
• Time = ttt,
• But time is not absolute — it is market-relative.
• Each point on a chart = an event in spacetime.

🧠 How Could This Look?

📈 1. An Indicator Operating in the Market’s Own Time

Introduce a “market time” function:

This behaves like gravitational time dilation:

• The higher the volatility, the faster the market’s “internal clock” runs.

📌 The indicator would not work on equal clock intervals, but on equal informational-weighted intervals.

📐 2. Trend “Geodesics”

Instead of drawing a straight line between two price points:

• We find the curve of minimal “market action” — similar to geodesics in General Relativity (GR).
• It’s the path the price would “naturally” take, considering the market’s spacetime metric.

🌀 3. Local Market Metric (Market Curvature)

In GR, the spacetime metric is determined by mass/energy. In the market, a similar “metric” could be based on:

• Order book density,
• Volume,
• Tick speed,
• Reaction to news.

📌 In zones of high market activity, the “fabric” of the market bends — indicators should “bend” too, just like light bends near a black hole.

🔬 What Kind of Technical Forex Indicator Could We Build?

🔧 Relativistic RSI (RRSI):

• A normal RSI, but calculated on a nonlinear time scale.
• Candles are weighted by “accelerated” time τ(t)\tau(t)τ(t).
• Sharp volatility spikes stretch time — RSI reacts faster.

🤯 Or Even:

🧭 Time Curvature Index (TCI):

• Measures how strongly, and in which direction, market time is curving:
  • 📈 Positive curvature → acceleration of movement (like gravitational attraction),
  • 📉 Negative curvature → deceleration, stagnation.

⚙️ Implementation Ideas:

• Recalculate indicators using weighted market time ω\omegaω instead of normal bars.
• Visualize it as a deformed grid, like spacetime graphs in General Relativity.
• Apply machine learning to model the market’s metric (via volatility, volume, tick density, news reaction, etc.).

🚀 Bonus: How to Calculate the Volatility Integral in Practice

📘 In Relativity:

📈 In the Market:

🛠 How to Calculate It Practically:

🔸 Step 1: Estimate Volatility σ(t)\sigma(t)σ(t)

Options:

💠 Absolute volatility:

sigma = abs(price[t] - price[t-1])

💠 Rolling standard deviation:

sigma = price_series.rolling(window).std()

💠 ATR (Average True Range):

import ta
sigma = ta.volatility.AverageTrueRange(high, low, close, window=14).average_true_range()

🔸 Step 2: Integrate Volatility Over Time

On discrete data, it’s simply a cumulative sum:

rel_time = np.cumsum(sigma.values)

hus, rel_time[i] shows how far the market has “traveled” in its internal time, not just in calendar time.

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📊 Simple Python Example:

import numpy as np
import pandas as pd

# Suppose we have a price array
price = np.array([...])

# Calculate absolute volatility
sigma = np.abs(np.diff(price, prepend=price[0]))

# Integrate volatility
rel_time = np.cumsum(sigma)

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