Do you need volumes in Forex? - page 7

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It is clear that ticks come in different ways (tick arrival density is different in time) but how can we average tick flow in time? Or to measure the density of ticks at which moments?

For example, if you take minutes, then for the hourly TF it is necessary to take the tick volume of the hour and every minute update this hourly volume based on the volume of incoming minutes. I.e. something like change of the number of ticks for the last hour.

 

I think it's the end result that counts in what we all do, not how strongly you adhere to other people's beliefs or blindly believe in other people's theories. It's the result that matters, not how strongly you adhere to other people's beliefs or blindly believe in other people's theories. That's why all that matters is what you can or cannot do as a trader and what your TS is capable of. And even though DTs have a lot of stones hidden away, they are not all-powerful. The phenomenon of the market in terms of incoming information is that it is a self-organizing structure, which is isomorphic to itself in each of its fragments. And even if (as has already been said here) DTs deliver neutered quotes, there is still nothing they can do with the information, which will one day inevitably self-organize.

Here is an example from my tests. Two different brokerage companies, two terminals, the same pair, the same TF, the same TS. In one brokerage company trade at 4-mark and in another one at 5-mark. Looking. On the same bar one TS opens to sell and the other to buy. What turned out. On the 5th sign, the TS got into a corrective wave, normal worked it off, closed the profit and opened to buy. On the 4th sign, the indicator did not even move and showed a continuing trend. The whole correction wave from the 5th sign, on the 4th sign, looked like a long lower shadow of a candlestick bar. That was it. )))

Once again. Absolute values of tick volumes by themselves are no more valuable than inscriptions on the fence. But paired with the close price they form structures which must be analyzed. In this regard there is a transition from a linear quantitative analysis (price only) to a non-linear qualitative analysis (price/volume), which is worse than all financial mathematics, but incomparably more profitable. )))

In the struggle between the rake and the forehead the rake always wins. Good luck to all )))

 
Sergey_Rogozin:

Oops, more on that point, please...
What's not clear? As long as there is no tick - time has stopped for the trader. As soon as a new tick appears - time continues its course. You want to call 60 ticks - a trader's minute. It's a pity that some guys don't take them seriously, while equivolume charts are a more sympathetic topic, eliminating the consideration of day and night session activity.
 

Thanks to Mr. Reshetov for the idea of parallel trading )))) So, we take two TSs with MO>0 and combine them into one. Separate orders for two internal trade flows by a magician. Using simple algebraic operations on time-series High[], Low[], Volume[] and Time[] we obtain the following

 
artikul:

Thanks to Mr. Reshetov for the idea of parallel trading )))) So, we take two TSs with MO>0 and combine them into one. Separate orders for two internal trade flows by a magician. Using simple algebraic operations with time-series High[], Low[], Volume[] and Time[], we obtain the following...

162 trades - a really unsophisticated trick...

;)

 
avatara:

162 Trades - really not a tricky trick...

;)


Well, 100 trades for statistical validity have become a proverb of local "gurus" on this forum ))) So why strain the computer too much? )))
 
artikul:

Well, 100 trades for statistical validity on this forum have long been the talk of the town's "gurus" ))) So why strain the computer too much? )))

What kind of statistics are these neglected?

;)

 
artikul: Well on this forum 100 transactions for statistical reliability has become a proverb from local "gurus" )))

Strangely enough, and me "guru" said "1000", and that's taking into account the profit factor (at you it looks quite nice, so let it be 1000 - but that's if it remains the same).

In any case, 162 deals is not yet a statistic.

 
Mixon777:

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

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

2. Here is a simple example - either the 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 on the chart

Very often I see candles of exactly 26 pips on the euro pair GBP - because rich traders trade there - and I even by what strategy -


1. Have you ever sat next to a trader in a bank or sat at home with a big player when he opened a position and watched the price move after that (and many times in a row)? Where did this experience of "recognising the underline" come from?

2. Have you tried looking at the calendar of events?

 
Mathemat:

Strangely enough the "guru" told me "1000" and even that with a view to the profit factor (yours looks good enough, so let it be 1000 - but that's if it remains the same).

In any case, 162 deals is not yet a statistic.


I am sorry. I did not know. Didn't mean to break tradition. I promise not to be so self-righteous in the future. )))

Reinvestment option ))))

And in general these debates are annoying. I'm ready to publicly admit that I don't know anything about tick volumes ))))

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