Transaction volume - page 7

 
kailex писал (а): ..This is what the amount of goods bought or sold for such and such a price is for.
There is nothing to discuss - what went up went up. We have the number of ticks in a bar and the change in price for each tick. That's it.
 
granit77:

1. the indicator, or rather the layout of the indicator, because I am a lousy writer, works only "online", i.e. without a cycle, on a zero bar. The incoming ticks are processed in real time and the chart is gradually formed.

2. That's why I'm saying that the indicator (method) does not give any new data! Indeed, the body of the candle.

If you are interested, I can try to put "the average price change per 1 tick" on the chart, if you tell me what you want to see, because we do not have the same terminology.

Yes, in principle, our discrepancies in interpretation - have only supplemented the understanding of the picture. Just instead of bars showing price increase (in p), you can try to show the average price change for 1 tick, but with the same conditions as before, i.e. the indicator will not change its appearance, just blue and red bars will reflect a slightly different value!
 

I'll throw in some of my own sinful thoughts... ;)


Above, I gave a quote from the MICEX and the volumes.

And in this "gross" figure the most interesting is separate information on purchases and sales.

For example, the current volume is 1000000 from which 555000 came to purchases and 445000 to sales...

I haven't seen it in any terminal yet, but I suspect that as KVIC develops its language

it could be implemented in the future. (I'm talking about stock market...).


With the tick volume the same way: consider ticks up and down separately, and in the indicator, according to the principle:

47

----

51


- a certain zero level relatively to which the histogram is built

- bar up, height to the number of ticks up

- down bar similarly...


However, the above mentioned is being implemented very slowly... ;)

Unless to add a variant with summing up of ticks numbers:

up - down = height, colour and position relative to zero line.


For example 47 - 51 = -4

and it means that the current bar of the histogram will be 4 "pips", red, down.


What does it give us...? I don't know! Maybe it means that sales are strong now (bears)

And I think it's already implemented somewhere, but in the case of real volume broadcasts from exchanges

However, in case we broadcast the real volumes from exchanges where they are present, it would allow us to build a more informative indicator ...

 
kombat:

- column upwards, height to the number of ticks upwards

- column down similarly...

However, the above is slowly being implemented... ;)

Except to add an option to sum the number of ticks:

up - down = height, colour and position relative to zero line.

For example 47 - 51 = -4

and it means that the current bar of the histogram will be 4 "pips", red, downwards

1. "- up bar, height of number of ticks up".

This is the blue bar of the indicator, but not just the number of ticks, but the sum of positive price increments, the number of

the number of increments equals the number of "positive" ticks. The red bar downwards represents negative price changes.

Counting from conditional zero - when opening a bar, the amount of ticks=0, increments=0.

2. "Up - down = height, colour and position relative to zero line".

This yellow line on the indicator is the difference between blue and red bars, above zero line "+", below "-".

I didn't colour it, it's self-explanatory.

It can also be a histogram, but then it is more difficult to read.


In general, the question is not how to do it, but what? Throw me some more ideas...

 
I, for example, can't quite see where to use either - just the number of differently directed ticks. What do they affect, apart from statistics?
 
kombat:

Except to add the option of summing up the number of ticks:

up - down = height, colour and position relative to zero line.


For example 47 - 51 = -4

and so the current bar chart bar would be 4 "pips", red, down


What does it give us...? I don't know! Maybe it means that sales are strong now (bears)

And I think it's already implemented somewhere, but in the case of real volume broadcasts from exchanges

However, in case we broadcast the real volumes from exchanges where they are present, it would allow us to build a more informative indicator ...


If 47 and 51 are the number of ticks, and 47 was up and 51 was down, that does not mean that the bears were strong! It is only the ticks, not the points that price has passed on those ticks. Thus, with 47 ticks up, price may have passed 120 pips up, and with 51 ticks down, price may have passed 72 pips. So this way is a little bit wrong!
 
Paha:
So this way is a bit wrong!
Well, I'm not arguing strongly... the question is complicated:

to measure the length of the journey in litres of fuel consumption...

although feasible it is. ;)))


Tick size is of course important, as is an unbroken chain of ticks.

Suppose 5 ticks have gone up, then 1 down, 3 up again, etc...

It is possible to give such chains weighting properties, which give an increase to the indicator.

 
A man only sees what he is looking for...
For technicians. so in these differently oriented plugs a four-stroke engine would be 1-3-4-2 or 1-4-3-2)))
(you can have one "method of five goals" as well )))) Let's give technoforex!!!
 
YuraZ:

per TIC, VOLUME is simply increased by +1

write a simple crypt or Expert Advisor and make sure

it will not increase by 40 or 100 per tick! because this is just the TICK VOLUME and not the real volume from the market


You can tell right away that you have never traded. The price can change by more than 1 pip in one tick. Gaps are proof of that.
 
Reshetov:
YuraZ:

per TIC, VOLUME is simply increased by +1

write a simple crypt or Expert Advisor and make sure

it will not increase by 40 or 100 in one tick! because it is simply the TICK VOLUME and not the real volume from the market


You can tell right away that you have never traded. The price can change by more than 1 pip in one tick. Gaps are proof of that.
The price, yes... But YuraZ is right too... in describing the principle of VOLUME formation in MT. ;)
Reason: