Transaction volume
The FX market is an over-the-counter (interbank), and the bank secrecy is sacred, so the real volumes, ie number of sold / bought currency, we do not know, we only know the number of transactions performed - these are ticks. But a deal can differ from a transaction by several orders of magnitude in terms of volume of bought/sold currency. Tick volumes indicate more about the current activity/liquidity of the market. Works well as a filter in some cases.
Let me disagree with you. According to your reasoning - whether a deal of 1,000 or 1,000,000 is reflected equally on the chart?
Then we can open a deal with a big lot at night on the flat, and then 1000-2000 deals in the same direction with 0,01 lot and provoke a huge price change, which will earn us a huge fucking capital for an hour ...
The main thing is that brokerage companies should not get angry with the amount of operations.
In reality, it is really not possible to calculate the amount of money invested because of the filters, as we do not see the real price spread per unit of time, but only the average version.
In reality it is not possible to calculate the amount of invested money because of the filters, because we do not see the real dispersion of prices per unit time, but only an averaged variant.
It's not even about filters... The contract volume in forex is stationary and very big, but at the same time nobody will say that one contract is enough for price shift, I think that the same as at Micex the deal can be one contract or many....the large size of the deal and the absence of sharp price moves (50-100 points) shows high liquidity and fight... and the price can move with 10 contracts by 10 points (although it may be more than 50-100, in shares it is real, why should it not be so in Forex).
So ticks are an illusion of trades and price formation (plus, as already mentioned, VC filters).
A tick is a change in price. Everything.
A tick does not mean that there has been a transaction somewhere at that price, perhaps it was just a price enquiry.
Making a trade does not always mean a price change, i.e. there is a trade and no tick.
A tick is a change in price. Everything.
A tick does not mean that there has been a transaction somewhere at that price, perhaps it was just a price enquiry.
Making a trade does not always mean a price change, i.e. there is a trade and no tick.
P.S. I will add only that a tick is a price change in a single DC, and the funny thing is that the ticks on the real and demo differ CATASTROFICALLY for tick strategies (this is another, the most murderous argument against them). And the iron argument that ticks are fiction... but we trade in DC and we should be able to work with what we have (DC quotes).
I.e. everything that depends on volumes I personally tried TC and have no complaints, it works as it should. (Volumes It's not body weight/mass.))
2. open interest Bid/ask separately and by minutes is found in adult terminals,
like Metastock + advanced DC.
Good day to all!
I don't understand MQL4 very well yet, so there are some (probably rather silly) questions
1) How to determine the number of trades for such and such a period.
2) Is there any way to determine the actual amounts spent by bears or bulls? (I've heard that you can only get the number of deals, but not their amounts).
I have a very interesting idea how to use it. So please advise.
If there is no way to get accurate data, then at least approximate data based on some indicators.
TIC has nothing to do with any volumes
Tick is simply a price movement
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try to go to different brokerage houses one by one and look at the VOLUME on the same candles
on the same candlestick VOLUME may differ from one brokerage house to another
this means that the information given in the volumes! practical value is irrelevant except to analyze the frequency of ticks over a period of time
to somehow correlate with speed
also on the LOWAH - HAYAH peaks the price freezes and ticks come in less often - also a risk to use
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by the way try to write analyzer - i tried it ---
1-Count tics that caused upward march
2-count the ticks that led to a downward move
analyze, sometimes with a good move up, the BIGGEST candle, oddly enough, there are more TICKS down - and sometimes LESS
there is no correlation
and as a rule in a day or an hour the number of ticks down and up are approximately equal to each other
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in other cases
this information is unlikely to do anything
If volumes are wrong for some brokerage companies, it may happen, but why break TA?
Selection of a brokerage company is voluntary)))
Volumes give very important information. Volumes are well studied. The volume is volumes.
If volumes are wrong for a broker, it may happen, but why break TA?
Selection of a brokerage company is voluntary)))
Say, so what is VOLUME ? in terms of a particular brokerage company
what information the dealer puts in the VOLUME of each candle?
1 - if the VOLUME the broker receives from a signal provider
how to explain that different brokerage companies have VOLUME that differs by EACH
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I don't understand MQL4 very well yet, so there are some (probably rather silly) questions
1) How to determine the number of trades for such and such a period.
2) Is there any way to determine the actual amounts spent by bears or bulls? (I've heard that you can only get the number of deals, but not their amounts).
I have a very interesting idea how to use it. So please advise.
If there is no way to get accurate data, then at least approximate based on some indicators.