Price speed monitor

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Hi,

I’d like to ask how you handle measuring price velocity. There are situations in the market where you can clearly see very fast and sharp moves, and I’m wondering what is the best way to analyze them.

Do you think M1 candles are sufficient for this, or do you use more precise methods such as tick data, volume-based approaches, or something else? Sometimes I feel that M1 is not granular enough to properly capture the real dynamics of fast price movements.

I’d appreciate hearing your thoughts and experience.
 
Tomasz Wyrzykiewicz:
Hi,

I’d like to ask how you handle measuring price velocity. There are situations in the market where you can clearly see very fast and sharp moves, and I’m wondering what is the best way to analyze them.

Do you think M1 candles are sufficient for this, or do you use more precise methods such as tick data, volume-based approaches, or something else? Sometimes I feel that M1 is not granular enough to properly capture the real dynamics of fast price movements.

I’d appreciate hearing your thoughts and experience.

Code Base

Speedometer

Andrey Kornishkin, 2016.07.20 14:30

Indicator of price change speed.

Code Base

Institutional Toxic Flow and Tick Speedometer

Amanda Vitoria De Paula Pereira, 2026.03.30 22:59

A high-frequency trading utility designed to measure real-time tick velocity and detect toxic order flow spikes before they reflect entirely on standard price candles.


 

I look at volume bars. If it is too low, there's a likelihood of market manipulation and fast moves, so then I don't trade. It's always better to enter trades on higher volume (ideally when it's touching the average volume level). Also, I check two stars impact level on the economic calendar and make sure I'm not trading on a news time (especially for US data), and neither 5 minutes before a news time.

To "capture" fast price movements, you could use a a tick based trend indicator, but it's not usually worth the risk. If I use a tick indicator, I set the tick period to 100 or 150, because micro movements are useless to me

 
Ryan L Johnson #:


Thanks for the answer. There is also another one, like <link the Market product removed by moderation> , but either none of them can run with variable periods, like 2500 ticks or 7.5 seconds or I am missing something here. Anyway, I came up with my own version to cover the functionality, here: <link the Market product removed by moderation>
 
Conor Mcnamara #:

I look at volume bars. If it is too low, there's a likelihood of market manipulation and fast moves, so then I don't trade. It's always better to enter trades on higher volume (ideally when it's touching the average volume level). Also, I check two stars impact level on the economic calendar and make sure I'm not trading on a news time (especially for US data), and neither 5 minutes before a news time.

To "capture" fast price movements, you could use a a tick based trend indicator, but it's not usually worth the risk. If I use a tick indicator, I set the tick period to 100 or 150, because micro movements are useless to me

I have an opposite perspective. I'd like to trade on market news. We know, when, because there are economic calendars. But sometimes the sudden movement comes out of nowhere and I want to catch it. Tick based trend indicator sounds as good solution to my issue as well.
 
Tomasz Wyrzykiewicz #:
I have an opposite perspective. I'd like to trade on market news. We know, when, because there are economic calendars. But sometimes the sudden movement comes out of nowhere and I want to catch it. Tick based trend indicator sounds as good solution to my issue as well.
I think it's fun to do this on demo accounts, but in my opinion it's extremely dangerous on real money. It's like walking on a tightrope over a pit of hungry lions. You can see -500 EUR in seconds because of news impact (unless you trade micro lot sizes at that time)
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