Volume Charts

Bonjour,

Certains d'entre vous ont-ils de l'expérience à partager sur les volume charts ? Intuitivement, dans une logique d'observation du price action, ça me semble plus cohérent que les ticks charts, les courbes semblent plus lisses, moins chaotiques (100 ticks vs 100 volumes).

Bref, vos retours sont les bienvenus, merci

C’est une bonne question

Tu as types de Trading

Basé sur le temps (UT5)
Base sur la nervosité (tick)
Base sur les volumes

Je n’ai pas grande expérience sur les volumes donc je serai curieux de lire cette file.

En tout cas, aujourd'hui, sur l'ouverture du nasdaq, la zone des 15h35 est beaucoup plus lisible en 200V qu'en 200T

Globalement, j'ai l'impression que quand il y a beaucoup de volumes, la "résolution" est meilleure, et qu'en cas de volumes moindres, il y a moins de parasitage

Il semble y avoir quelques bugs dans le flux sur les volumes chez ig, il y a quelques fois, dans l'après-midi, des séries de bougies quasi-plates...

Très intéressant, pourrais-tu poster des exemples / screenshots ?

Voici

Note : les bougies supplémentaires générées sont extrèmement rapides cependant et je doute qu'elles soient réellement "attrapables" à l'ouverture

De plus, raisonner en terme de volume (pour peu que la source de données soit fiable), me semble plus logique : admettons que sur une Bougie en 2 ticks, nous ayons 2 échanges : 1 achat de 1 lot et 1 vente de 2 lots. Sur une Bougie en 2 ticks, on ne voit pas "l'élan baissier" de cet échange. Sur une Bougie 2 volumes, on cloture une Bougie à l'équilibre, et on commence à construire une seconde avec une légère tendance baissière, matérialisant ainsi avec davantage de fidélité la dynamique du marché. Me trompe-je ?

Autre argument intéressant glané sur un forum US :

I prefer volume charts, though I did AT one time use tick.

I think of it like a punch.

Tick chart is like a jab, just one pop predicated on price. If you set your tick value high enough you will capture a lot of jabs which is more telling(painful) than a fewer number. The jabs are never consistent in force or speed per se, so it can be misleading as to the true nature of the guys power in his strong hand(underlying market interest).

Now with constant vol charts you have a better idea of the "weight" of the punch and couple with the consistent nature of the vol level, you can get a sense of the guys power(bidding/offer urgency) via time.

So when your cvb chart ramps up/down quickly you know that it is an intentful punch with power behind it. Whereas with tick, and time it could be anything, thin market, market maker bullcrap, news, bad print, or a real move. Plot the 3 charts overnight on one of the emini family and see which one is more readily discernible as to nature of the move.

Its harder to play games when their size is on the table and cvb makes the "trend" if there is one, more discernable. But whatever works for you, works. Nothing wrong with minute bars. If you are profitable stay with it.

ProfLogic(among others)has written volumes on this. Good stuff and well worth a re-read

As far as candles vs ohlc, I like the visual of candle and my feeling is if you understand them you can get an almost emotional sense of the market particpants. However, something about the hash marks of ohlc gives me better picture of price and thats what I trade along with vol and time.

Again :

Price & volume run hand in hand. Price movement or oscillations are the reflections of the sentiment or the emotions of the individuals that trade inside of any market IN REAL TIME. Volume shows the amount of that collective sentiment that is effecting the market AT any given moment. Time is the monitor where we view a combination of price and that sentiment.

The most common viewing options for traders are Minute Charts, Ticks Charts, range Bar Charts and Volume Bar Charts to use as that monitor.

1. Minute Charts - Varying number of shares or contracts traded per bar. (Volume unstable)
2. Tick Charts - Constant number of Ticks but still a varying number of shares or contracts traded per bar. (Volume unstable)
3. range Bar Charts - User defined bar range but still varying number of shares or contracts traded per bar. (Volume unstable)
4. Volume Bar Charts - User defined number of shares or contracts traded per bar. (Volume Stable)

Price will always be stable because it can not be manipulated. It is a perfect reflection of any Market AT any given moment (past & present). Volume Bar Charts then give stability to Volume and Time (Chart Increment). The user (YOU) define the number of contracts or shares that make up each bar. Less contracts or shares gives you faster charts and would be used for intraday or scalp trading. More contracts or shares traded per bar gives you slower charts and would be used for Swing, Position or Long Term trading. The environment is now perfectly viewable, stable and non-varying. You now need to choose the chart increment to best suit your trading style (Intraday, Swing, Position or Long Term) and as stated earlier, spend the screen time to learn just exactly what does price do consistently in the "time frame" that you wish to trade.

I don't use the term "interrupt" because it implies a subjective action. I prefer "read" because what the ultimate result of this environment is, is to be objective in your decision making process trading on price consistencies.

Price does move methodically. One just has to view it in a stable non-varying environment to see it.

"Price does move methodically. One just has to view it in a stable non-varying environment to see it."

Gold.

Je m'interroge sur le sens des plateaux en volume charts chez ig. Est-ce que celà signifie qu'ig agrège les données de volume ou qu'un certain équilibre s'est formé à un certain niveau de prix ?

Je note en tout cas, que sur le DAX, c'est discutable (le flux de volume n'a pas l'air très fiable). Par contre, sur le nasdaq, c'est très consistant.