Tug of war in market flows

Visual on the rest of the day from my previous post. Shows how the above examples continued to move.
AUD/JPY volume ended up surrendering and priced moved up while GBP/USD continued to bounce back and forth between the volume control baseline.
I will be posting live trades opportunities tomorrow and comment on the trading day.

Good theory, now do you have a fixed way to determine your entry and exits?
Is this theory validated yet by past results/past back tests?

Volume tries to move EUR/CHF up at the moment. Look's like exhaustion and likely to go down from current price 1.1108.

EUR/GBP looking ready to fall as well at 0.8990.

Looks like we maybe caught the top pretty decent in those two pairs.
EUR/CHF down 15p and EUR/GBP down 6p
Potential to fall more, even though trade quality declines as gap closens.

What you see on your monitors and interpret as "fair price vs volume" is the interaction between Investment Banks and more than 26000 Hedge Funds , both driven by quantitative algorithms ...ie. Big Data + Machine Learning = ??!x?^!!...any pattern you might discover on charts is pure coincidence. You have better odds dropping a coin.
It's because their Mindset and Education.

Thanks.
There are many ways to play this. I tend to focus on intraday and the biggest difference happening during the day with a fixed minimum. It's really good for entries and while in a trade I constantly stay updated throughout the market if a better opportunity presents itself. I've been testing this theory for a long time both back- and forward testing and I believe it's solid.

Well, that's a theory, but I would disagree with your claim that its a coincidence (if you're referring to my theory if you mean in general that flipping a coin in the fx market if you don't get an edge, I would agree). I believe that the parties action you mention above can be seen in the price movement while retail clients action is known. But I guess if one does not believe in my theory about manipulation/speculation against retail client it might seems random.

Backing out of this one at 0.8960 with a profit of 30p.

GBP/CAD and GBP/NZD seems bearish at 1.6625 and 1.8932.

All 3 current trades in profit at the moment.

Closing GBP/CAD trade at 1.6608 = 17p profit

Closing EUR/CHF trade at 1.1089 = 19p profit

Last trade still open is the GBP/NZD sell. As seen on visual it seems like it still got some room to go, since it's still in volume control and retracing from a price pump.

Last open position GBP/NZD closed at 1.8903 with a profit of 29p, ending this trading day.

28 June/first-day status:

4 intraday trades all profitable with 30p on EUR/GBP, 17p on GBP/CAD, 19p on EUR/CHF and 29p on GBP/NZD.
In total 95p which of course is a satisfying result. I'm planning on continuing this thread and live trades again next week.

Some earlier thoughts of mine, explaining some of the brainstormings this theory been through, which also has been a part of this project's journey.

"I'm trying to develop my own method to get valid precise real time data on the relationship between price and volume.
By finding out the biggest differences and expose price manipulation and be able to get the complete overview to trade the market with high accuracy.
This makes you able to play the broker side and trade against the crowd and follow flows, manipulation and overall speculation.

Data about retail clients volume/flow on the foreign exchange market is hard to come by and one must be resourceful to obtain enough to get a broad wide market overview. By knowing the money flow and compare it to price changes makes you able to spot odd price relationships and/or be able to play the broker side and trade against the crowd in real time. Active manipulation is going on big time and due to the counter speculation and stop hunting by brokers and larger financial institutions irregularities between volume and price happens all the time"

"Some of the classic ways (which unfortunately aren't valuable/lagging) to approach this theory are the COT (Commitment of Traders) report published by the CFTC (Commodity Futures Trading Commission) or with CME (Chicago Mercantile Exchange) that shows lagging weekly updated data on open interest on futures and options. The spot FX market is way bigger than the futures and options market and this report is barely profitable and doesn't give you a view of the 'amateurs' activity on the overall FX market. Another method is finding sentiment index on sites, which unfortunately also is data insufficient and won't give you the bigger picture of what's going on or able to give a visual image of the market situation.

Volume trading in general in forex is very complex and it's difficult to find useful data. In theory, it would be necessary to have inside information from the biggest brokers to get a clearer overview of the actual overall in-depth sentiment positions and orders from private clients. There are many layers of sharp volume analysis. Not only is it about where the sheep go. Example of common scenarios: When clients try to move a price but must capitulate and when prices move substantially more than client money flow, which means that price is being pumped or dumbed more than the volume would support to slaughter and stop out the normally high leveraged retail traders."

"It's all floating. The market is constantly alive and changing, including the volume. That's why any type of lag with volume/positions/sentiment (I mentioned some of this in the second post) is barely profitable or useless. These irregularities happen when clients positions differ from the price development. Each calculation gives an overview of that period of time. It can be differences from the last 15 min, 1 hour, intraday, 1 day, 1 week, 1 month, etc you get it.

The market might be faker than we think, either way, that's what I've experienced after I got the overview.
I've been able to conclude, that many simultaneous calculations in real time are needed for the best overview and trade decision. I've also in my continues development concluded, that the lesser a timeframe a big difference happens, the faker and more extreme it is. So during intraday is definitely great, while older data like the previous day, week, monthly, yearly is good alternative data to back up the intraday call or tell if it should be avoided."