Tug of war in market flows

Intraday yesterday the pound short was the most attractive entries as attached (GBP/AUD and GBPJPY):

I've collected the main points and posts and edited them into the first post of the thread, including the demo link.

The demo got off on a good start. It automatically updates in the link and got live statistics (updates frequently)

The demo is a continuation of the tug of war system's live trades (earlier live trades in thread) which ended at 9 wins, 1 breakeven and 1 loss trade with a total profit of 213 pip before demo began.

CAD to drop more today since retail almost not selling and trying to hold it up.
Look's like surrender in progress and new lows intraday on the CAD to come.

Monday data predict as attached for tomorrow:

I'm back after intensive analysis about the best approach of the volume data.

Turned out vital parts of the approach were not optimal or decidedly wrong. Now It's better than ever and ready for a new live test or/and demo.

Let's see how it goes today, Tuesday (approach daytrading focused)

Welcome back!

Thank you, totavios!

The current situation, with updated prediction with today's data included.

At 12:22 (update)

GBP/JPY current week so far.
Heavy volume control, ready to tank

What is the difference between the upper and lower charts?

Nothing, they are the same.
Only changed colors of it to show visually, with green for buy and red for sell according to the prediction showed by bar chart.

Thanks,

Newest:

I've gone through every possible variable on how the relationship with the price, and it's been causing me a lot of headache. However, finding a constant 'rule' of their relationship is somewhat un-decisive.

I've been thinking... out of the two elements of retail volume and price, the unique information lies in the volume. I might been too focused on trying to prove the connection between those two, that I took my focus on the basic and the start of this project, which is the theory of it should be profitable to trade against retail herd.

When compared to the price, the volume data needed to be calculated into percentage. This was the only way to compare, but had the disadvantage of not showing the actually volume total number, therefore, creating noise and not taking total into consideration whether volume was XXX or XXXXXX. So in hindsight, I might have been making it too advanced (and too shortsighted) while seeking for further improvement.

I've been kinda obsessed in regard to the prediction accuracy, but must accept that some random noise occur sometimes. So instead of trying to take a already profitable simple approach, all energy was focused on taking the profit ratio to a unrealistic level.

The one demo I ran with counter herd approach was not full-hearted and wasn't tested probably, it only ran for a few days and errors were made, quickly taking me back to looking at price divergence. I believe somehow I thought that just trading against clients of biggest brokers was 'not enough' or could be improved.

I've been looking into all the possible ways of trading the retail volume, that I might miss the simplest and most accurate way.

First off, not calculating it into percentage will give actual numbers on positions
Secondly, by taking the volume data and calculating it down into a number level that can be managed to be the start amount of demo account.

Then I must decide whether to start the demo from 0 volume, meaning if it starts Monday at midnight, then it will start making counter volume trades from that start, or take historical volume into trading decisions.

Its time for a full-hearted live demo test, more to come on this.