Transaction volume - page 9
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VOLUME is the number of price changes during a bar incremented by 1 at each price change (tick)
from 0 at the opening to X at the closing, which is then recorded in the quotes history...
* By the way...
Actual counting starts from 1 (first tick to open a bar)
And even if the chart has a dash without shadows, the volume is still 1.
If bars would be opened only by time, i.e. regardless of the quotes,
then 0 volume would be possible...
However, for some unknown reason, if I'm not mistaken about the economy.
principle of chart formation, but as always... we save on matches and lose by cartons... :(((
you have to deal with a situation where "VOLUME DIFFERENCE > = 2"
you have to deal with a situation where "VOLUME DIFFERENCE > = 2"
I admit, it happens very often.
I have seen in the logs: VOLUME changes significantly during the same second, with a stable channel, in a calm market3 2008.04.03 10:10:09 ticvol USDJPY,M1: Past 9.00000000 Current 10.00000000 VOLUME DIFFERENCE=1.00000000
2 2008.04.03 10:10:09 ticvol USDJPY,M1: Past 7.00000000 Current 9.00000000 VOLUME DIVERSE =2.00000000
1 2008.04.03 10:10:09 ticvol USDJPY,M1: Past 6.00000000 Current 7.00000000 VOLUME DIVERSE =1.00000000
within a second there are several ticks
Well maybe one tick is lost, let's put it down to the fact that the DC just didn't send the tick to the user
--- second situation ticks are not coming very often - market is calm but again we see losses ?
2008.04.03 12:36:47 ticvol USDJPY,M1: Past 27.00000000 Current 28.00000000 VOLUME DIVERSE =1.00000000
2008.04.03 12:36:43 ticvol USDJPY,M1: Last 25.00000000 Current 27.00000000 VOLUME DIVERSE =2.00000000 Spread 0.03000000 NewAsk-OldAsk= 0.01000000 NewBid-OldBid=0.00000000
2008.04.03 12:36:42 ticvol USDJPY,M1: Past 24.00000000 Current 25.00000000 VOLUME DIFFERENCE=1.00000000
2008.04.03 12:44:15 ticvol USDJPY,M1: Past 5.00000000 Current 6.00000000 VOLUME DIVERSE =1.00000000
2008.04.03 12:44:14 ticvol USDJPY,M1: Past 2.00000000 Current 5.00000000 VOLUME DIVERSITY=3.00000000 Spread 0.03000000 NewAsk-OldAsk= 0.02000000 NewBid-OldBid=-0.03000000
2008.04.03 12:44:08 ticvol USDJPY,M1: Past 1.00000000 Current 2.00000000 VOLUME DIFFERENCE=1.00000000
EVERYTHING HAPPENS ON A FLAT, STABLE CHANNELin one TICK VOLUME is simply increased by +1
write a simple crypt or Expert Advisor and make sure
it will not increase by 40 or 100 with one tick! because this is just the TICK VOLUME and not the real market volume
On my brokerage company volume varied from +1 to +49 per one tick.
Sometimes, I was sitting, waiting for a kopeck and then candlestick sharrah, and volumes followed right on its heels.
My terminal receives 49 ticks in 1 second? Is it at pings of 0.2...0.9 sec?
Andrew this is an example :
this is a GEP situation... of course it's not about ticks
the first tick came before the news then the price flies off by a few pips
Is it likely that 49 ticks are lost in one GEP within a fraction of a second ?
---
the answer is that the brokerage company HAS LOST 49 ticks, collects them and then sends a GEP down to the users
it turns out that users get 1st tick VOLUME +1 second tick VOLUME + 49users lost 49 ticks
---
i think the DC itself receiving a quote from a vendor will not be able to accept and the channels will not be able to transmit within a tiny fraction of a second
49 ticks.
----
I can assume that
THE QUOTE PROVIDER IS ISSUING ASK BID VOLUME ----->> > DOCS ---->>> USERS ASK BID VOLUME
So DT doesn't fix anything in the quote flow,
except to filter it out.
then it is probably the filters we see working,
that is why VOLUME is jumping - assuming VOLUME is just a tick meter
----
I don't know - it's ALL at the level of speculation...
Here we get to the bottom of why TA does not work in forex...
TA was developed by our grandfathers to be applied to the stock market, where there are real volumes - real money paid by investors. There is no such information on the forex casino, there are twitches - ticks. In addition, the grandfathers analysed daily candles, not minute candles. If you think about it, there are many more differences. We simply apply their ideas to forex, try to hammer nails with a microscope and we are surprised that it does not work so well.
The FIRST thing that everyone works with in Forex is TIKES and their size. All the rest MINUTES, HOURS, DAYS, etc. are their derivatives. Or am I wrong? So the ticks are the Casino for suckers? And in fact it is vice versa TICKS are derivatives from MINUTES, HOURS, etc.?
ПЕРВОИСТОЧНИК с которым все работают на Форексе это ТИКИ и их размер. Все остальное МИНУТЫ, ЧАСЫ, ДНИ и т.д. это их производные. Или я в чем то не прав? То бишь тики это Казино для лохов? А на самом деле все наоборот ТИКИ это производные от МИНУТ, ЧАСОВ и т.д.?
exactly
the smallest substance is a tick!
The FIRST STONE everyone works with in forex is TICKETS and their size. All other things MINUTES, HOURS, DAYS, etc. are derivatives. Or am I wrong? So the ticks are the Casino for suckers? And in fact, all the opposite TICKS are derivatives of MINUTES, HOURS, etc.?
Ticks can be the source only work with them hard, and their volumes need appropriate, and with such volumes a question arises, why take into account the ticks if there is such a minute? Besides, we should not forget, that we are very far from the market, ticks we receive are hardly informative, after a chain of suppliers and DC filters they are like an excavation with a spatula and a brush after the excavator...
I apologise for the intrusion!
I'm not as experienced as those here, but I had similar questions and ideas on this topic about a year ago, but haven't dared to express them.
As far as I remember, when you look at the screen, you see the candle sometimes goes higher or lower by 3-4 points per tick (by 40-50 points - I haven't seen it, but 3-4 points happen)!
The price can go up or down for various reasons. Sales volume is high - the price drops, there is a shortage of goods - the price rises, and currencies, etc. - the same product. If a tick has raised the price by lots of points, is it possible that it means that there is a shortage of goods? Does it mean that only a small real volume is traded?
If we assume that one tick is equal to one contract, then under such conditions, the condition should be valid:
The bigger is the volume of transaction, the cheaper should be the price of the traded product. Can we represent the weight of one tick, i.e. the volume of each tick as the ratio of points covered by the price and the number of ticks? But then we must divide all ticks leading to the fall of price, and all ticks leading to the increase of price.
This may be nonsense, so don't be too strict.
If this division will be done, it will be difficult to look through the tick history without additional tools (like indicators), especially on higher TFs. If to compare the price with indexes of other timeframes, then compare and calculate the number of ticks that have moved the price only upwards and the number of ticks that have moved the price only downwards.............. Can this be done? And if you add the time factor to the formula... Maybe something will come out!
PS / Thank you! Maybe someone will have a good idea...)))
Looks like we're on the same page. Go to my thread, check out the attached file.
exactly
the smallest substance is a tick!
I don't get it. So what is it according to you? TICK IS REAL? Or is the TICK a Casino?
Korey
you are wrong - the developers are telling you!
"Returns the value of the tick volume"
----I hope you're not claiming that the TICK "VOLUME" is the actual volume being traded on the market.
the VOLUME of ticks!!! is not the VOLUME as you interpret it
-And no one is holding us... You got the money, go west if you want, that's fine.
Fucking .... Can't use the search engine... and they won't put a FAQ on it...