The myth of volume as a leading indicator of price direction...

Discussion in 'Technical Analysis' started by HolyGrailSeeker, Aug 8, 2021.

  1. People always says volume proceeds price. If a green bar closes with strong volume it means it is likely to go higher and a red bar with strong volume means vice versa.

    I don't agree with that. Volume just means more buying and selling but it doesn't give any indication of direction.

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    As you can see here after a long downtrend, there are huge volume days and prices look to breakout yet after that price just slowly declines.

    [​IMG]

    Another example on an uptrend very large green volume bar on a buying climax and then prices drop down sharply.

    Discuss.
     
    tomorton likes this.
  2. maxinger

    maxinger

    change the candlesticks from time-based to volume-based.
    Then develop your own trading strategy.
    All my charts are volume-based.


    eg for ES, instead of using 5 min, 15 min charts,
    use 1000 volume, 3000 volume charts.

    for the 2 examples you have given, you failed to look at the
    macro picture/ your analysis is wrong.

    whether you use time-based or volume-based candlesticks,
    the market is always correct / right.


    This is what the VOLUME AS A LEADING INDICATOR book didn't teach :


    when the market has been moving in one particular direction, it can
    - continue to move in the same direction
    - reverse direction
    - decide not to move at all
    - various combinations of the above
     
    Last edited: Aug 8, 2021
  3. tiddlywinks

    tiddlywinks

    One of the charts is watermarked "Binance".

    Is it true that the shown volume represents only the Binance exchange?

    If that is true, using volume in the way you are attempting is flawed as the volume is inaccurate, as it represents only a single one (of many) trading venues.

    I do use volume, for futures. All trades are centralized and reported. Equities are similar, but it may take time for ALL trade volume to be aggregated and reported. Forex, and as far as I know crypto, have no such centralized, or even aggregated volume reporting.
     
    yc47ib and Fonz like this.
  4. I still don't think volume has anything to do with price. When you see a large volume and a long green candle the volume only finishes when the candle has close and everything else is hindsight.

    I think it only helps for scalping only very low time charts. As when you see a flurry of buy trades usually it means for a brief moment price is likelier to move upwards due to people going on a frenzy buying spree.
     
  5. Well then you can just use price structure alone which tells a better story since volume is whimsical
    and only "works" when certain conditions are met and even then may not also.

    I just use price alone in my trading and am trying to incorporate volume but it seems pretty useless to me.
     
  6. tiddlywinks

    tiddlywinks


    And you are not alone.

    It's OK.
     
  7. VicBee

    VicBee

    As a newbie looking at the 1st chart, I see that volume has an impact per the reversing trend; however, despite much higher volume, momentum didn't hold and reversed back to down trend. Sign to buy the sell.
     
  8. I don't pay too much attention to volume. Surely it's lagging as price action occurs in synchro
     
    VicBee and HolyGrailSeeker like this.
  9. "Binance"... you're using data from a bucket shop?
     
  10. It can show support resistance levels to help setting up trades, however, this works best on higher time frames such as daily and weekly and it lacks reliability due to dark pools and interbank markets which makes it only appealing to use upon some exotic commodities.
     
    #10     Aug 9, 2021
    murray t turtle likes this.