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What is the best way to calculate or measure price velocity?

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Cuong Truong
4245
Cuong Truong 2016.09.08 09:19 

Does anyone know a good way to calculate or measure price velocity?

I'm not asking for mql4 code. Just good ideas input from many different people. 

Marco vd Heijden
Moderator
4701
Marco vd Heijden 2016.09.08 10:55  

High - Low now versus High - Low later.

Compare to find increase, or decrease.

Do for all symbols.

Compare all to find biggest movers.

Can add other elements too like volumes, spread, known time gates etc.

Cuong Truong
4245
Cuong Truong 2016.09.09 11:36  
any good ways to calculate each tick movement speed?
Michele Lazzarini
467
Michele Lazzarini 2016.09.09 16:44  
Cuong Truong:
any good ways to calculate each tick movement speed?
(current_tick_price - previous_tick_price) / (current_tick_time - previous_tick_time)
Marco vd Heijden
Moderator
4701
Marco vd Heijden 2016.09.09 18:54  
Cuong Truong:
any good ways to calculate each tick movement speed?

It's the same thing whether you run it on tick or on timer.

Actually i rarely use on tick becuase it relates to one symbol only.

That is not useful when you are scanning 30 symbols at the same time.

Cuong Truong
4245
Cuong Truong 2016.09.10 14:06  
does anyone know of any other way to figure out how fast a tick move in a 1 minute chart (or tick chart) for only 1 symbol?
Marco vd Heijden
Moderator
4701
Marco vd Heijden 2016.09.10 20:06  
Cuong Truong:
does anyone know of any other way to figure out how fast a tick move in a 1 minute chart (or tick chart) for only 1 symbol?

Now you are talking about how fast a tick moves, yesterday you were talking price velocity, which is a entirely different thing.

If you want to know for one symbol the process stays the same but you just process the one symbol in stead of them all.

Actually its more easy for one symbol because you do not have to cope with the differences between digits conversion.

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