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Trading volume statistics

  • #1
  • First Post: Apr 21, 2011 7:23pm Apr 21, 2011 7:23pm
Where can I find average trading volume by pair by hour?
  • #2
  • Apr 22, 2011 12:47am Apr 22, 2011 12:47am
there is no volume in forex
any one who claims they have a volume indicator is full of it

price movement is how you determine the resolve or force upon a direction

force of movement + time = strength of thrust
AVT INVENIAM VIAM AVT FACIAM
  • #3
  • Apr 22, 2011 2:23am Apr 22, 2011 2:23am
Quoting the redlion
there is no volume in forex
any one who claims they have a volume indicator is full of it

price movement is how you determine the resolve or force upon a direction

force of movement + time = strength of thrust
agree 100% just measure the size of the candles
  • #4
  • Apr 22, 2011 5:47am Apr 22, 2011 5:47am
Quoting the redlion
there is no volume in forex
any one who claims they have a volume indicator is full of it

price movement is how you determine the resolve or force upon a direction

force of movement + time = strength of thrust
Sorry I should have explained it better

I'm not looking for an indicator and I don't need volume on any particular day or hour, I'm looking for statistical average measured in either actual volume or %. Or a graph with volume by hour for each pair.
  • #5
  • Apr 22, 2011 6:44am Apr 22, 2011 6:44am
volume ~ range... there's no real volume in forex. I recommended you to see this one http://www.forexfactory.com/showthread.php?t=213497
  • #6
  • Apr 22, 2011 12:38pm Apr 22, 2011 12:38pm
It's remaind me of a custom indicator I made few years ago. That indicator collecting tick's volume separated by the direction of the price's tick.

I will recode it, and share it here later. Maybe it will help, somehow...
Keep your hands up, and use your pant! - FxMatics
  • #7
  • Apr 22, 2011 1:10pm Apr 22, 2011 1:10pm
i would like to see the code i need to get into the time part of code to be able to open a trade at certain times or when volume picks up
  • #8
  • Apr 23, 2011 1:52am Apr 23, 2011 1:52am
Quoting seagreen
Sorry I should have explained it better

I'm not looking for an indicator and I don't need volume on any particular day or hour, I'm looking for statistical average measured in either actual volume or %. Or a graph with volume by hour for each pair.
Of course that you can find a volume, not from forex spot market but from CME futres market like I do. I use trading-evolution.com and there I get volume and %. Just select a pair like EUR/USD and you will get volume for that pair,BUT, be careful, that is not volume for EUR/USD that is volume used from CME futres contract for EURO. Good thing is that if EURO on CME futures market is going up same is doing EUR/USD. In the beggining of futures contract for let say EURO, there is a slight difference in 5-10 pips btw EURO on cme and EUR/USD which get closer or match the same when contract is approaching to its end.
And dear traders do not jump immediately and say that there is no volume for spot forex, of course that there is not in spot forex but some volume must be somwhere and wise traders use that cme volumes from futures to make their trading deccision better.
There is a lot trading systems based on COT report, VSA, price by volume, Market profile at all.
Hope I helped.
P.S. those data are from history, you can not have those data in real time, but there are some brokers that offer a real time volume data.
  • #9
  • Apr 27, 2011 1:34am Apr 27, 2011 1:34am
Hello,

Just finished some EA projects and get back to this thread with my custom Volume Ticks recorder indicator for MetaTrader 4.

This indicator will record the volume of each tick, divided into volumes that cause prices to rise and the volume that cause prices to fall, including the sum of them.

Overlay on the chart will be made in the form of candles from the accumulated ticks are found on the opening price in each period are recorded after the indicator is embedded.

I hope you are benefits from this indicator.

Happy Trading!
Attached File(s)
File Type: mq4 [IND] Volume Ticker.mq4   8 KB | 1,261 downloads
Keep your hands up, and use your pant! - FxMatics
  • #10
  • Apr 27, 2011 7:51am Apr 27, 2011 7:51am
Thank you for your effort
I will give it a try



Quoting syanwar
Hello,

Just finished some EA projects and get back to this thread with my custom Volume Ticks recorder indicator for MetaTrader 4.

This indicator will record the volume of each tick, divided into volumes that cause prices to rise and the volume that cause prices to fall, including the sum of them.

Overlay on the chart will be made in the form of candles from the accumulated ticks are found on the opening price in each period are recorded after the indicator is embedded.

I hope you are benefits from this indicator.

Happy Trading! ...
  • #11
  • Apr 28, 2011 12:21am Apr 28, 2011 12:21am
thanks ill check it out i love mql4 scripts its almost an art form..
  • #12
  • Apr 29, 2011 7:40am Apr 29, 2011 7:40am
Of course that you can find a volume, not from forex spot market but from CME futres market like I do. I use trading-evolution.com and there I get volume and %. Just select a pair like EUR/USD and you will get volume for that pair,BUT, be careful, that is not volume for EUR/USD that is volume used from CME futres contract for EURO. Good thing is that if EURO on CME futures market is going up same is doing EUR/USD. In the beggining of futures contract for let say EURO, there is a slight difference in 5-10 pips btw EURO on cme and EUR/USD which get closer or match the same when contract is approaching to its end.
And dear traders do not jump immediately and say that there is no volume for spot forex, of course that there is not in spot forex but some volume must be somwhere and wise traders use that cme volumes from futures to make their trading deccision better.
There is a lot trading systems based on COT report, VSA, price by volume, Market profile at all.
Hope I helped.
P.S. those data are from history, you can not have those data in real time, but there are some brokers that offer a real time volume data.

Hey Pilatus -

Good work on the 5 min. trend thread, and I have a couple of questions on the Trading Evolution data you're referring to here -

1. Can I assume you aren't referring to Total Volume, but rather the higher price and larger volume of contracts which support the higher prices as seen at the 1st 2 or 3 levels of data. It appears the total volume offers more of a window into how much the pair will move during Sydney/Tokyo and especially London sessions.

2. By the way, what happened to Apr 22 data ? Was it contract expiration ?

I think I figured out a way to play the daily & make a killing.
  • #13
  • Edited 9:14am May 2, 2011 7:43am | Edited 9:14am
Quoting 82nd
Of course that you can find a volume, not from forex spot market but from CME futres market like I do. I use trading-evolution.com and there I get volume and %. Just select a pair like EUR/USD and you will get volume for that pair,BUT, be careful, that is not volume for EUR/USD that is volume used from CME futres contract for EURO. Good thing is that if EURO on CME futures market is going up same is doing EUR/USD. In the beggining of futures contract for let say EURO, there is a slight difference in 5-10 pips btw EURO on cme and EUR/USD which get...
1. I am reffering to total volume of previous day which CME gives us. Most important levels are high volume of previous day, the day before yestrday and last two weeks high level.
General rule is: if price is above all high volumes it means that buyers are dominant and we look for long trades, vice versa for short.
2. On Apr 22. was not contract expiration, current contract will expire somewhere in july.
  • #14
  • May 5, 2011 2:47am May 5, 2011 2:47am
I receive some emails response for this indicator free version; ask me how to use, what's mean and a miss calculation on the volume summary.

So, this is an update version for the indicator. I remove chart candle drawing and fix calculation on candle's close-open volume record.

I give it as it is, no guarantee nor guide... I can not tell you how to use the data/info generated by this indicator. Just ask TS about it...

If you know how to benefit from this indicator, so... Happy Trading to you and Have some nice Profits!

Quoting syanwar
Hello,

Just finished some EA projects and get back to this thread with my custom Volume Ticks recorder indicator for MetaTrader 4.

This indicator will record the volume of each tick, divided into volumes that cause prices to rise and the volume that cause prices to fall, including the sum of them.

Overlay on the chart will be made in the form of candles from the accumulated ticks are found on the opening price in each period are recorded after the indicator is embedded.

I hope you are benefits from this indicator.

Happy Trading!
Attached File(s)
File Type: mq4 [IND] Volume Ticker.mq4   1 KB | 1,031 downloads
Keep your hands up, and use your pant! - FxMatics
  • #15
  • Last Post: Jul 21, 2011 4:27pm Jul 21, 2011 4:27pm
Thanks for the update man, I have been checking out the forum today searching for god indicators and what not and I like what I se here so far. Any tips on your baby for a newbie of sorts? I've been doing pretty well so far I just need to dig a bit deeper in the numbers, etc.
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