Do you need volumes in Forex? - page 6

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bliznec1986:

Есть такое дело)))


Here are the tick minute volumes from several pairs....

 
Seemingly the same, but not quite.
 
None of this has been very convincing so far. Especially in the absence of formal evidence that tick volume analysis is useless for making consistent profits. If my experience proves otherwise, no myths and legends among "advanced" speculators and misters brilliant theorists from the Forex environment are worth a penny)))
 
YuraZ:


Understand the nature of the phenomenon first! Then make predictions about it

.......................................................

just like any other psychic who is aided by the stars, or by the average temperature in a hospital.


Since when is the postulation of inapplicability a more correct understanding of the nature of the phenomenon than a formalizable assumption leading to an investigation of the possibility of using it? Or do you think I don't know that the concept of "tick volume" refers to the amount of change (read "twitch") in price per unit time (bar) ? Some vendors separate the number of moves up and down ..... And the fact that you have no idea what it can be used for and how it can be used, from my point of view, absolutely does not indicate the uselessness of this information.....

Convinced though - don't use ....

Good luck ...

 

This is tick data from different dealings ( the site is the same )

there is even data from the same dealing desk, but from different servers

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if you go through the different dealings, you'll find differences of times, tens of times different

In one dealing, the price will stand for minutes in the other, during this time a certain number of ticks will pass

and will be significantly different.

each dealing company - puts its own filters, each dealing company

each dealing company has the right to correct - PLEASE do not give the consumer ticks,

In doing so, the dealer actually gets them from their supplier. And for a number of reasons does not give them to the end customers.

Does it make sense to use such NOT FORMALIZED and neutered information ?

- It does not make sense to use this kind of information, but the information has been truncated and corrected at the last instance by various filters.

it is of course possible to use this information as market activity

You cannot clearly see what the market is doing at this moment - only activity spots are visible!

but it is not at all clear which way this activity is going ...

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instead, just take real data from the same NYCE and get the direction of market position volumes

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Those who trade in the stock market usually say - in forex the guys are like blind - they can't see what's going on around them!

because they don't know where and how much they put in the market.

Tick volumes are given in forex as a surrogate for real volumes.

 

The question is very common and even I have not answered it myself - but by reading the quotes I recognise the banks - and the big players.

I also asked what to do and how much to raise the price by 20 pips from flat? 20 million or billions?

Here's a simple example - either a bank is in business - who trades one lot - or a tough player

The candlesticks are the same - point to point.

Then I remembered Bill Williams strategy as he told traders about aggressive adding after a breakdown - 3 - 4 orders after a breakdown - here it all reflects

PS / - the currency market is a closed market for banks - no one has tick data only deals and orders - everything else reflects the chart

Very often I see candles exactly 26 pips on the EUR GBP pair - that's where the rich traders are trading - and I even use the strategy

 
YuraZ:


Those who trade in the stock market usually say that they are blind in the forex market - they cannot see what is going on around them!

because they don't know where and how much they put on the market.

Tick volumes are given in forex as a surrogate for real volumes.

It's all clear. I proceed from a simple assumption that seems to me very plausible: the price in Forex trading does not change spontaneously, i.e. out of nothing to do. Consequently, for its change there should be a reason. We will not go into the essence of these reasons - anyway, we will be able to estimate them only integrally. If even the dealing applies the filter (but the same at some time interval), then the character of price movement on this interval, filtered or unfiltered, will be the same with some accuracy, of course. And the absolute values do not matter at all: they are different - so be it .... it does not matter.

Good luck.

Of course, pipsing strategies cannot be built on this approach.

 

Another example )))) Increase coefficients of tick volumes and price change coefficients are compared )))) Market entry and exit occurs two bars before the formation of the next fractal ))))

Files:
strategytester_1.zip  16 kb
 
YuraZ:

Does it make sense to use information that is NOT FORMALIZED and emasculated?

- And it is also corrected at the last instance with different filters.

You are absolutely right, if DTs did not correct ticks and delivered them in the same way independently from DTs - the way would be simple to separately count APs and Downticks, which would reflect activity of Bid (tick down) and Ack (tick up), there would be a slight difference with real BID\ASK Traded. So it is worth forgetting about volumes in forex and thinking about moving to futures, where all this is available, but due to the fact that the stock market is not for the poor, the conclusion is simple, cuzhni will live!

Mixon777

The question is a very frequent one and even I myself have not answered it - but by reading the quotes I recognise the banks - and the big players -

I also asked a question about what to do and how much to raise the price by 20 pips from a flat? 20 million or billions ?

Here is a simple example - in the case of either the bank - which trades a single lot - or a tough player

The candlesticks are the same - point to point.

Then I remembered Bill Williams strategy as he told traders about aggressive adding after a breakdown - 3 - 4 orders after a breakdown - here it all reflects

PS / - the currency market is a closed market for banks - no one has tick data only deals and orders - everything else reflects on the chart

Very often I see exactly 26 pips candlesticks on EUR GBP - that's where the rich traders trade - and I even use the strategy

I answered your question in your thread page like 7 with a graph, did you not understand how much is needed?

You are right it is either a bank or a hedge fund and most likely a grouping

you are wrong about the aggressive addition - I can provide volume charts on large Euro candles for example, in these sharp rallies and spikes there is no volume at all!!! You are looking in the wrong place at all! No Banks are not pouring money into moves, they are insiders and pouring money into flats when liquidity allows for multi-million dollar transactions The market is not for banks. but for anyone! Just normal people do not trade in kitchens but in euro futures, where there is everything to trade, but the entrance to the market is not $10 but 2500 minimum

Here's your screenshot

All the candles you marked inside have no trades, there's just a bit of markdown to buy saplay if it's there. And in the green areas are concentrated volumes !They were there shorting, and tested the volume with Pinbar, in the second case, buy after a big candle in the lower tail of which is a huge lot to buy (COVER SHORT - cover sale by purchase) - slow volume, after which there was the so-called short-wing (on covers new retail traders joined and began not to cover and buy), then the big boys began to buy in a flat, which is also tested pinbar to confirm the intention to buy from the big boys and cut the change on stops. that's the logic.

 

and not to be unsubstantiated by the example of Thursday's euro rate hike

Myth disproved)))))

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