First post – ESZ7 Oct 25 Price Reversal Hello everyone, here we will be discussing every aspect of the Volume Signals technology and show you actual signals as we find them in the charts. The best way in our opinion to start off, is certainly reading all about the algorithms behind Volume Signals here. But actually seeing the signals themselves in action is also a pretty good way to get acquainted with the technology. That is why in this first post we will jump right into the ESZ7 symbol from Oct 25: Let us explain the chart first. The main chart area shows an OHLC view of the price in 1 hour intervals. On Oct 25 the day started at 2565 with a continuous price drop that lasted until 12:00. The panel at the bottom shows the Institutional Volume in golden bars, i.e. the volume generated from large trades, e.g. from banks and funds. Notice, that while the price was falling, the golden bars were rising, accumulating 30K lot. The "strong hands" were buying whatever the retail crowd was selling. After 12:00 they eventually pushed the price back up again from 2545 to 2560. Entering a long position that day after the price reversal, lets say at 2550 and backed by the support of continuous Institutional buys till 2560 would yield a profit of 40 ticks! You can see the same movement in the ESZ7 4 hour interval, which will still be visible for a month from now on that chart:
Reading and explaining volume in hindsight looks miraculous. Analyzing it during forward testing or live is a whole new ballgame, so whatever you present I hope you address this problematic.
GCZ7 – Fade the “Gold” HFT Today we will take a closer look at the "HFT-Noise" we found in the GCZ7 symbol last week: This chart shows the price/volume action in a 4 hour interval. The silver bars at the bottom of the chart are our calculated HFT volume. Notice the spikes on Oct 23, 25 and 27. Each spike accumulates around 4K lot of HFT volume causing a respective rise in the price, followed by a steep price fall. These are the HFT algorithms temporarily pushing the price up, only to close their day flat and let the price fall back to its initial value, especially on those days where the Institutional volume averages towards zero. Also notice the last pattern on the right of the chart on Oct 30. It is the same pattern but this time with half the HFT volume (2K lot), accompanied by a higher percentage of Institutional volume (1K lot); the pattern begins to "fade-out"... You can access this chart and all futures symbol charts for free on a 14-day trial on our website.
truetype Actually they don't address it. I ask for a "Free Trial" and I haven't heard a peep out of them. That request was made the second week of Nov.
Hi Doomdog, You are probably the user with the “rockmail” account. I did reply to your email but I received a delivery error from your email provider. I am sorry I did not follow up after that. Anyway it is nice that I do get the chance to answer your questions here: We do not support Nidja Trader at the moment, although we are considering writing a plugin. We have built our own Web-based platform for our signals. You don't need to install anything on your PC. Just login with your browser and see the signals in real-time, along with the price. You can use our platform for free for 14 days by just registering with your email address here: https://volumesignals.com/register After registering you will have access to the FAQs the documentation and our pricing. Feel free to join in and give our signals a try.
In the past few weeks we have been busy developing a backtesting SW platform for our signals. The SW visualizes 3.5 years of data and allows us to run different strategies and algorithms. This post will share our progress on this front and also show exciting results for a strategy we developed on the ZN product: ZN price movement with Institutional and HFT volume signals in 1-day intervals (mid 2014 - now) Running a trend-following strategy based on our Institutional volume gives the following PnL curve: The strategy produces 209 trades yielding 1334 ticks in profit with manageable drawdowns. A sample trade of the strategy: Buy on Tue Mar 14 2017 triggered by 15K of Institutional volume. Sell 3 days later on Thu Mar 16 2017 triggered by -15K of Institutional volume. Profit: 38 ticks. Note that all this is fully automated, no human intervention. We believe human intuition and trading know-how would improve the strategy even further.