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Cumulative Delta Price Volume

  • #141
  • Feb 25, 2023 6:21am Feb 25, 2023 6:21am
Quoting ryuryu
{quote} Total mess my friend. You are totally wrong. Trend is the result of price movement. Price moves because traders execute market orders.
to understand what I say, you should increase your dimensions I cant explain a sphere to whom living in 2 dimensions. good luck mate
WaBaS Where are Buyers and Sellers
  • #142
  • Feb 25, 2023 6:39am Feb 25, 2023 6:39am
back days , some one been explaning these , vol hi , price shoot out , vol hi price dont make any reasonable move ,
vol dont always go with price and vs , but still like to see how these turn out to be
  • #143
  • Feb 25, 2023 6:41am Feb 25, 2023 6:41am
Quoting Lekkim
{quote} After looking at your attached picture, you should close your market watch and navigator in your metatrader and make it full screen, the chart is longer (wider) in my chart. If any differences left after that, It's because of difference in my and your broker data.
ooo fuck , this is big problem, i use icmarkets so top broker. I can check other company, give me name your broker,
  • #144
  • Feb 25, 2023 6:54am Feb 25, 2023 6:54am
Quoting pelagiusz
{quote} ooo fuck , this is big problem, i use icmarkets so top broker. I can check other company, give me name your broker,
No, It's not a problem. I've compared many brokers and overall the data is the same, of course with some differences. But that's also why I wrote in first post, that comparing many brokers would give confirmation on trades. I personally have 5 different brokers loaded with this template. So whenever I do a trade I compare them all to get most valid data. Also it does not matter if It's a demo account or real account, the data will be the same. So if you want to take this strategy to the next level you download metatrader 5 from various brokers, set up demo accounts on them all and compare. In regards to these minor 'challenges' I think I've overcome them all. Actually as a 'pro tip' I can recommend you a software that let's you overlay many different mt5 windows, this makes for the quickest comparison. What broker I use is irrelevant, but if you want to know send me a private message (I'm not here to recommend brokers)
  • #145
  • Feb 25, 2023 6:59am Feb 25, 2023 6:59am
WindowTop: https://windowtop.info/
You can compare different broker data manually by clicking from one tap / window to another or you can use this free app. It makes you overlay different screens and makes you change visibility / opacity. For example if you want to overlay 3 brokers, you set one window to 100%, second to 50% and third to 33%. This is a pro tip and it not really needed but if you are a perfectionist this will give you some satisfaction.
  • #146
  • Feb 25, 2023 7:00am Feb 25, 2023 7:00am
Quoting Lekkim
{quote} No, It's not a problem. I've compared many brokers and overall the data is the same, of course with some differences. But that's also why I wrote in first post, that comparing many brokers would give confirmation on trades. I personally have 5 different brokers loaded with this template. So whenever I do a trade I compare them all to get most valid data. Also it does not matter if It's a demo account or real account, the data will be the same. So if you want to take this strategy to the next level you download metatrader 5 from various brokers,...
ok, i understand your metodology, but my view is very different than your. I think that is not normal. Ok , i waiting for private message.
I want a picture like yours, so the name of the broker is enough for me.
  • #147
  • Feb 25, 2023 7:13am Feb 25, 2023 7:13am
Quoting Lekkim
WindowTop: https://windowtop.info/ You can compare different broker data manually by clicking from one tap / window to another or you can use this free app. It makes you overlay different screens and makes you change visibility / opacity. For example if you want to overlay 3 brokers, you set one window to 100%, second to 50% and third to 33%. This is a pro tip and it not really needed but if you are a perfectionist this will give you some satisfaction.
I was just lookin such tool, thanks mate
WaBaS Where are Buyers and Sellers
  • #148
  • Feb 25, 2023 7:15am Feb 25, 2023 7:15am
Quoting mr.brown
{quote} I was just lookin such tool, thanks mate
That's awesome. My pleasure mate, happy to help.
  • #149
  • Feb 25, 2023 8:05am Feb 25, 2023 8:05am
Quoting mr.brown
{quote} to understand what I say, you should increase your dimensions I cant explain a sphere to whom living in 2 dimensions. good luck mate
Ooh something new here. In addition to correct trader mood, psychology and colored lines now we have dimensions... Oookkaaayyy.

This is the problem of 99% traders here. You can't explain things and at the same time you have a strong believe in nonsense.
Again: market orders move the price. Trend is the result of the movement. This way only and there are no other options.
Observer effect
  • #150
  • Feb 25, 2023 9:02am Feb 25, 2023 9:02am
Quoting ryuryu
{quote} Ooh something new here. In addition to correct trader mood, psychology and colored lines now we have dimensions... Oookkaaayyy. This is the problem of 99% traders here. You can't explain things and at the same time you have a strong believe in nonsense. Again: market orders move the price. Trend is the result of the movement. This way only and there are no other options.

Okay- Market orders move the market. What is it you are trying to say? What exactly is your beef with the thread starter?
  • #151
  • Edited 9:56am Feb 25, 2023 9:45am | Edited 9:56am
Quoting aaven
{quote} Okay- Market orders move the market. What is it you are trying to say? What exactly is your beef with the thread starter?
What you mean "okay"? Like I said that 2+2=4 and you said "okay"? It is not okay, it is basics. If you don't know the basics and post the bullshit like that guy (nonsense about dimensions, trends and so on) that mean there is nothing to discuss with you. Same as you said "okay", but it is not okay. If you registered since 2015 and still don't know the basics it is not "okay".
Okay if you said "yes, market orders move the market". That will be okay.
So please if you have nothing to say then keep your forex fairy tales in silence. I know them all and no need to repeat that bullshit again and again.

For slow guys I can repeat:
Forex has no orderflow data, so in is impossible to use volume indicators (delta, cumulative delta and so on). All this indicators are useless and show anything but not the cumulative delta of the volume. Also cumulative volume delta make no sense on markets with sessions and weekends. Because of data corruption.

What I mean. Check the chart.

Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 76 KB

It make sense so calculate cumulative delta inside the green block. And inside the blue block. But NOT inside the red.
Understood?

BTW:
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 2 KB
Delta volume February 2023 stats.

Stay green!
Observer effect
  • #152
  • Feb 25, 2023 10:22am Feb 25, 2023 10:22am
Quoting ryuryu
{quote} What you mean "okay"? Like I said that 2+2=4 and you said "okay"? It is not okay, it is basics. If you don't know the basics and post the bullshit like that guy (nonsense about dimensions, trends and so on) that mean there is nothing to discuss with you. Same as you said "okay", but it is not okay. If you registered since 2015 and still don't know the basics it is not "okay". Okay if you said "yes, market orders move the market". That will be okay. So please if you have nothing to say then keep your forex fairy tales in silence. I know them...
You actually think Forex has no volume data?????????

I think you need to correct and update your fundamental knowledge about forex.

In this day and age to say, Forex does not have volume data is such a blunder.

Please check this,

https://data.nasdaq.com/databases/CLSRV/overview

Attached Image (click to enlarge)
Click to Enlarge Name: FX Data.png Size: 84 KB


FX volume data from clearing houses.


Henceforth, I don't know how anyone can take anything you say seriously.
  • #153
  • Edited Feb 26, 2023 6:36am Feb 25, 2023 11:14am | Edited Feb 26, 2023 6:36am
Quoting ryuryu
{quote} But it is very useful if you want to determine the walls. Because if you are in profit and face the wall then better to exit then wait for it to be eaten (because in most cases it will not and the price will bounce back to loss. So in this case 20 min lag of orderbook data looks like a joke.
Yeah, thanks for your input Ryan, and that is what I thought as well... the 20 min lag is a killer for lower time frame trading. With that said, I did take screenshots of the Order Book (OB) for EURUSD on an hourly basis from 4:00am EST to 10:00pm EST on several different days, and it was remarkable to me that the distribution of Buy and Sell pending orders didn't seem to change all that much from one 20-min update to another. Almost as if the pending orders, that weren't actually triggered by price, were relatively stable. But the large order blocks on the sell side seemed to slow/stop the upward movement of price, whereas the large order blocks on the buy side seemed to slow/stop the downward direction of price (albeit this was only observations over the course of three days - not much data to support any definitive hypothesis of using pending orders as a proxy for liquidity and subsequent price directionality).
  • #154
  • Feb 25, 2023 12:08pm Feb 25, 2023 12:08pm
The reality is this:

you're only seeing the data in the Futures market that makes at best 33%

But you have no order flow data or Cumulative Delta of the other 66%

- the Cash market (no data available)
- the Options market

Therefore the whole order flow and Cumulative Delta idea is pretty much flawed.
  • #155
  • Feb 25, 2023 12:17pm Feb 25, 2023 12:17pm
Quoting davelansing
{quote} Yeah, thanks for your input Ryan, and that is what I thought as well... the 20 min lag is a killer for lower time frame trading. With that said, I did take screenshots of the Order Book (OB) for EURUSD on an hourly basis from 4:00am EST to 10:00pm EST on several different days, and it was remarkable to me that the distribution of Buy and Sell pending orders didn't seem to change all that much from one 20-min update to another. Almost as if the pending orders, that weren't actually triggered by price, were relatively stable. But the large...
Orderbook is a list of limit orders higher and lower the current price. Limit orders higher the current price are asks, lower are bids. The orderbook data can be used to determine the walls. It is very useful when you are in profit, but you hit the wall. Then better exit. And here the orderbook data will help you too. Because it is highly recommended to calculate if there is enough orders in the orderbook to fill your market exit (not to bring you back to the loss area).
Both methods are useless with a lag. So I don't see any purpose to use orderbook data with lag. You can then draw random orderbook and look at it, the results will be the same. So I just don't know what to discuss here. Data is data. Or you have it and can you, or you don't have it so it is not usable then.
Observer effect
  • #156
  • Feb 25, 2023 12:40pm Feb 25, 2023 12:40pm
Quoting ryuryu
{quote} Orderbook is a list of limit orders higher and lower the current price. Limit orders higher the current price are asks, lower are bids. The orderbook data can be used to determine the walls. It is very useful when you are in profit, but you hit the wall. Then better exit. And here the orderbook data will help you too. Because it is highly recommended to calculate if there is enough orders in the orderbook to fill your market exit (not to bring you back to the loss area). Both methods are useless with a lag. So I don't see any purpose to...
Ryuryu
Again a bunch of nonsense. Refer to my previous post where I proved that your very fx foundations are wrong. This post also contains misinformation. It's looking like you are copy pasting some page of an old book you read. Not nice to misguide people on their forex journey.
  • #157
  • Feb 25, 2023 4:47pm Feb 25, 2023 4:47pm
Quoting aaven
{quote}
Ryuryu Again a bunch of nonsense.
Refer to my previous post where I proved that your very fx foundations are wrong.

Yes, I have observed this myself regarding ryuryu in real time over the past 1½ years, as he was misinforming forex currency traders over on The Dutchman Thread.

ryuryu as I saw it (so just in my opinion) has no understanding of forex, no understanding of chart reading & oberservation or even basic market behaviour concepts.


But it is good at least to see him learning something & now implementing Horizontal Lines (ie price) onto his OWN charts.
https://www.forexfactory.com/thread/...9#post14338569

ryuryu once made ridiculous comments about these basic core components exposing his limited forex currency understanding of price & the larger markets targets.


And as regards to paying for something trading related from ryuryu. All I could say in my own opinion is.

Caveat Emptor
Buyer Beware
and
do your Due Diligence.

Trade well folks.
  • #158
  • Feb 25, 2023 5:10pm Feb 25, 2023 5:10pm
ps, so sorry AGAIN Lekkim, but it has to be said,
misinformation must always be called out imho else those reading ryuryu afterwards may assume it was factual, when it wasn't

  • #159
  • Feb 25, 2023 7:01pm Feb 25, 2023 7:01pm
Quoting TimeTells
ps, so sorry AGAIN Lekkim, but it has to be said, misinformation must always be called out imho else those reading ryuryu afterwards may assume it was factual, when it wasn't
Pete

You never heard about CLS and the services it offers till now, so stop looking for an angle to have a shot at Ryuryu - your'e better than that.

The service CLS offers is a volume report send to a trader during the intraday period or at the end of day.
It is not useful if you need to trade in the next 5 seconds, 5 minutes or 50 minutes as the information is already old. Ryuryu and myself are trading Bids & Asks which are only seen under the 1 minute time frame.
Volume information that's older than 1 hour is totally useless, the information has already shifted, liquidity has shifted and trading off old data is no different that trading off some time lagging indicators.

Its no advantage in my eyes so they came up with some bullshit themselves. They develop an algo that likes to guess and called them alternative forecasting algorithms. So they like to guess

Again, why are you so interested in Ryuryu's work when you can't be bothered to actually look at what ryuryu is actually doing - its bloody good stuff.
Trading thin liquidity at the boundary of the charts
  • #160
  • Feb 25, 2023 7:21pm Feb 25, 2023 7:21pm
CLS Models

As you can see here in their forecasting models they also use, not even close.

Ryuryu and myself can afford to have no error in the data we receive and it has to be updated to 1/10th of a second.

Futures data does that, FX data doesn't and old, very old
Attached Image (click to enlarge)
Click to Enlarge Name: ccllss.png Size: 43 KB
Trading thin liquidity at the boundary of the charts
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