Option levels - page 5

 
Zogman:


I have watched it several times and may watch it again,

The only thing is that, unlike the canonical mt5 forum, they want to do without volumes, but they want to do it without the volume,

it is rather a mix between sniper and uSA (which Strange likes), but in contrast to the canonical uSA they want to

price changes strongly - it means that a Forex broker is working

and we don't need volumes.

(this is my interpretation)


there are such topics and I think Max Zhivas or someone else - it is more clearly described there

There are many different interpretations of this or any other analogous strategy (nobody knows for certain who was the first to identify such patterns). I came up with its analogue (clone) on my own. I have been trading successfully for 5 years now. I have indicators and the rules are slightly different. I have tried to give a try to traders who may come up with a better idea (I mean Induks) and have published it in my blog (part 2). So far, silence.
 

The problem for me is to get all the available (since 2008) data on strikes and volumes into one file. If they are available, then this topic can be tested from all angles and understood. Is there any fish there.

I found data on total volumes of options, I have filled missing ones manually. So the PUT/CALL ratio does not work, at least on the FX market. There are more PUTs all the time.

I have not found any regularity in this PUT/CALL.

I cannot say anything about levels as I need data in one file. Maybe someone has it?

 
forexman77:

The problem for me is to get all the available (since 2008) data on strikes and volumes into one file. If they are available, then this topic can be tested from all angles and understood. Is there any fish there.

I found data on total volumes of options, I have filled missing ones manually. So the PUT/CALL ratio does not work, at least on the FX market. There are more PUTs all the time.

I have not found any regularity in this PUT/CALL.

I cannot say anything about levels as I need data in one file. Maybe someone has it?

have you calculated it correctly? if it is less than 1

in the trailer from March

Files:
eur.zip  194 kb
 
pako:

did you get the count right? if less than 1

in the trailer since March.

Yeah. Sort of. I didn't quite get "if it's less than 1". I took the total volume by stake and putt. It's also outputting in Excel format. Just the volume without the strikes for the day.

I downloaded it from 2008, and it's not showing anything at all. These spikes, when they work, when they don't. Sometimes the peak is on the top and sometimes coincides with the bottom.

I have not found many regularities. Maybe I should look into it. To be honest it pissed me off the most when I had to manually put a few days in a file.

.

Euro PUT/CALL (open interest for the day)

 

Just the volume for the day.

 
forexman77:

Yeah. Like... I didn't quite get the"if it's less than 1" part. Took the total volume by stake and putt. It's also outputting in Excel format. Just the volume without the strikes for the day.

I downloaded it from 2008, and it's not showing anything at all. These spikes, when they work, when they don't. Sometimes the stake peak shows the top and sometimes it coincides with the bottom.

I have not found many regularities. Maybe I should look into it. Frankly speaking, what pisses me off the most is to manually add days to the file.

.

Euro PUT/CALL (open interest for the day)

10/10=1
 

Individually volume(not open interest)

 

And then there's the forex turnover of trillions a day. Turnover in all currencies by eye in the CME, on the order of 100 billion. So is the tail wagging the dog...?

Unless you really consider the Eurodollar. For the other currencies, it may be closer to futures, as there is much less volume in the other currencies in the forex.

For example, in futures the turnover of GBP or JPY is two or three times less than EUR, while in Forex the proportions are bigger.

 
forexman77:

... Just volume with no strikes for the day.

Downloaded from 2008, no picture at all...

.

Euro PUT/CALL (open interest for the day)

No, well, strikes have to be considered - at least multiplied by delta - that's what it's designed for.
 
forexman77:

Separately volume(not open interest)

Why do you need volume?

A grandmother sold a kilo of potatoes to a man, volume 1 ---- what of it ?