Forex? Discussion

Discussion in 'Trading' started by D-3C0, Jul 19, 2018.

  1. Are we talking about the same thing?

    How a synthetic count of ticks, generated by a market maker, can possibly do anything of the above?
     
    #91     Jul 20, 2018
    destriero and padutrader like this.
  2. padutrader

    padutrader

    good question
    in trading nothing works 100% of the time
    so i try to look for two independent confirmations to increase the probability a little
    volume leads price...like all leading indicators we do not ,know unfortunately how much the lead time is.....sometimes i wonder why i even bother with trying to make money out of this crap v.png
     
    #92     Jul 20, 2018
  3. I'm happy that something actually works for you, I just have no idea why it may work :)

    You pointed to something called "volume" which is actually just a number of ticks, read "price changes". It has no relation to actual trading volume, unlike in the stock market, for example.

    Yes, some people like to think that it may serve as an estimation of real volume, but I would never base my estimations on something generated by a market maker. While prices are more-less equal at all brokers, "volume" is dependent solely on data feeds they provide. Read it again: brokers generate data feeds, you calculate the number of ticks in them and try to develop some trading ideas out of it. It doesn't seem like a wise strategy :)
     
    #93     Jul 20, 2018
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  4. padutrader

    padutrader

    it is not a strategy....you try to get hints where the market is going
    yes that is true...in the stock market i made lot of money seeing delivery volume this was in 2004-07
    do wall street declare delivery statistics? i doubt it they are bastards
     
    #94     Jul 20, 2018
  5. padutrader

    padutrader

    but if anyone has to profit they have to buy or sell and it shows up in volume or transactions
     
    #95     Jul 20, 2018
  6. treeman

    treeman

    wow.
     
    #96     Jul 20, 2018
    Alpha Trader and padutrader like this.
  7. padutrader

    padutrader

    see this chart v1.png
     
    #97     Jul 20, 2018
  8. destriero

    destriero

    In your example the long bear bars equate to a modest increase in cum-BO changes. Price resolution/granularity is much higher in FX than in say ES futures. The BO is going to change frequently with no prints. What is the value of the microstructure of Pepperidge Farm or whatever when you’re talking about one dealer crossing microlots with Padu, extrapolated to their book? It’s nothing. You cannot even trust the dissemination of BO volume/ticks. It may very well be feed-related to whatever Metatrader server they use. WTF knows. Why is volume low during the London/NY overlap? lol
     
    Last edited: Jul 20, 2018
    #98     Jul 20, 2018
    CALLumbus likes this.
  9. destriero

    destriero

    $11, Bro?
     
    #99     Jul 20, 2018
    contra and MaxPastukhov like this.
  10. SumZero

    SumZero

    A bit on the side, do you consider open interest stats in your models ?
     
    #100     Jul 20, 2018