From an unlearned newbie
Martin,
First things first:
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1. You have to choose what KEY you are going to play the progression on.
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2. If you choose the key of F, then
the F chord = I ;
the G chord = II ;
the C chord = V.
Why so? Because the roman numeral match the notes of the F scale in the above. The F (major) scale is made of the notes:
[F] [G] [A] [Bb] [C] [D] [E] which, using ordinal numbers is:
[1] [2] [3] [4] [5] [6] [7].
So you can easily see that (in the key of "F") , F = 1, G = 2, and C = 5, just by counting.
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In a "chord progression", the Roman numerals represent CHORDS, whereas above, the SCALE of NOTES is shown with ordinal arabic numbers, but they relate on a one to one basis to the Roman numerals. Also, the scales loop around like a circle, so after the [7] follows the [1] and the actual note names do the same correspondingly.
A chord progression means that you play the chords specified by the Progression, in the KEY you chose.
A CHORD PROGRESSION IS A SEQUENCE OF GROUPS OF NOTES and EACH GROUP IS KNOWN AS A "CHORD", and given a Roman Numeral. You play a group one after the other (in the order the Sequence specifies).
If you pick a different KEY than F as shown above, then that KEY takes the number 1 or "I", and you shift the scale up or down in a linear fashion.
I read there where Pete explains all this quite well in the web pages cited by posters here.
So, since a single sax can not play chords, he says you play a chord in sequence of notes (arpegio-like?) to suite the needs. Example, for each chord in the sequence, you can use any of its 3 notes, and I suppose you can alter the order of the notes somehow. Maybe you can play only 1, or 2, or all the 3 notes of a chord, but always one note at a time; AND one chord at a time and in the sequence specified. That's why it's called a "chord sequence". In a piano, we can strike the 3 notes of a chord at once, or also in an arpegio-like manner.
So, first, pick a KEY and WRITE down the 7 notes of the major scale for that key, and number them 1 to 7.
The KEY is the KEY in which a song is written, played, or sung. Or, a key in which you wish to practice.
If the KEY of the song is in C, then C = 1, D = 2, etc. It's the easiest KEY to start with because most everyone knows the C scale order by memory, since kids.
I don't think the question is unimportant. Quite contrary, I feel it is very important that it be really clear. Don't think, also, that I know much beyond this, for I am even less than newbie and have been learning here and there, also by asking these questions. So, from a low view-point, it might help make sense?
Best of all.