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Because of a reduction of the symmetry, an extra parameter is needed to describe the thermodynamics of the low-temperature phase The extra parameter is called the "order parameter," denoted by M, which is usually an extensive thermodynamic variable accessible to measurements In the ferromagnetic example M is the magnetization vector, with three components For the gas-liquid critical point, we can use as the order parameter the volume difference of the coexisting phases, which tends to zero at the critical point In this case M is a single-component quantity There is no obvious symmetry change in the gas-liquid case, but the theory works, so we include it in the general scheme The basic idea is that near the critical point, the order parameter is the only important thermodynamic quantity For simplicity let us work with a single-component order parameter M, which we think of as a scalar magnetization.

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When the order parameter changes by dM, the work done on the system is written in the form dW= HdM (161) This defines the "conjugate field" H, which is usually an intensive thermodynamic variable In the ferromagnetic case H is just the external magnetic field..

Up to this point, we have examined price patterns that were ideal for trendline analysis. But real-life trading isn t always so clean and easy to track. We will complete our examination of trendlines by looking at the times when the price action isn t so predictable and apparent.

Fig. 16.1 Equation of state surface for a magnetic system with a second-order phase transition at zero field (H = 0). The surface is symmetric under M -+ - M. The lower half is not shown.

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When H =1= 0, the order parameter is a regular function of temperature; but it can develop a discontinuous derivative at a critical temperature when H = 0. The presence of an external field suppresses the phase transition, as illustrated by the equation of state depicted qualitatively in Fig. 16.1. Using H and the temperature T as independent thermodynamic variables, we can derive all thermodynamic functions from the Gibbs free energy G(H, T), given by Q(H, T) = e-G(H,T)/kT = Tre-Jf'/kT (16.2) where Yl' is an appropriate Hamiltonian. Some useful formulas are given below: Magnetization: Susceptibility: Internal energy: Heat capacity:

(16.3) (16.4) (16.5) (16.6)

'aG U= G- T -

f d r (If;) f d r(lf;tlf;.)

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In Table 16.1 we give some examples of order parameters. The choice of the order parameter is a phenomenological matter and is not always obvious. In the case of superfluidity and superconductivity, the correct order parameter was discovered only after the phenomena were understood theoretically, long after they had been observed experimentally. In some cases, such as spin-glass transitions, we are not certain what the order parameter is, or indeed whether the concept itself is appropriate.

In addition to the thermodynamic quantities given above, the correlation function contains important information about a phase transition. We assume there is an order-parameter density m(r), such that the order parameter can be written as (16.7) where ( ) denotes ensemble average. The correlation function is defined as

r(r)

As discussed earlier in this chapter, the violation of a trendline by price action can be a meaningful signal that the current trend has ended and is possibly even reversing. This is absolutely not a hard and fast rule, and with any chart, only time will tell the ultimate destination of the prices. It is your task to make a prediction of future price action with enough statistical likelihood that your odds of winning are better than your odds of being wrong. For one thing, trendlines represent very potent boundary lines, and prices piercing a trendline do not necessarily make that trend moot. Figure 7.45 shows the S&P 100 index moving sharply higher and piercing

(m(r)m(O)

- (m(r)(m(O)

(16.8)

It measures the "persistence of memory" of spatial variations in the orderparameter density. For a translationally invariant system the last term may be rewritten as (m(O)i, because (m(r) = (m(O). Denote the Fourier transform by a tilde -. For example,

m(r)

f-(277 )3

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