Delta Volume - Cumulative Delta Volume | Forex Factory

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Delta Volume - Cumulative Delta Volume

  • #1
  • First Post: Edited Sep 22, 2015 5:33pm Sep 9, 2015 3:39pm | Edited Sep 22, 2015 5:33pm
This thread will be dedicated to the development of ideas, indicators, and edges around delta volume. It will be a continuation of the discussion started here http://www.forexfactory.com/showthread.php?t=429320.

Making this a separate thread will hopefully make it easier to post updates to indicators (on first page), and avoid confusion with the other thread.


Cumulative Delta with history capability
Now has option to display data as Delta only.
Now has the option to show Pearson's correlation over a defined period (if useful at all, likely better to try on the delta only and not cumulative delta - see http://www.forexfactory.com/showthre...68#post8479968)
Last Updated Sept. 22 2015, 6:30PM EST
Attached File(s)
File Type: mq4 CumulativeDelta.mq4   21 KB | 10,779 downloads | Uploaded Sep 22, 2015 5:30pm
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  • #2
  • Sep 9, 2015 3:43pm Sep 9, 2015 3:43pm
Placeholder
  • #3
  • Sep 9, 2015 3:47pm Sep 9, 2015 3:47pm
  • #4
  • Sep 9, 2015 3:51pm Sep 9, 2015 3:51pm
Quoting LITEchild
I can always count on you to be the first to drop in . Cheers mate.
  • #5
  • Sep 9, 2015 3:52pm Sep 9, 2015 3:52pm
Nice one mate will take a look Tomo
  • #6
  • Sep 9, 2015 4:14pm Sep 9, 2015 4:14pm
Quoting Sciurus
{quote} I can always count on you to be the first to drop in . Cheers mate.
  • #7
  • Sep 10, 2015 1:12am Sep 10, 2015 1:12am
​‹
  • #8
  • Sep 10, 2015 11:04pm Sep 10, 2015 11:04pm
Nice thread! i with you
From Russia with love.
  • #9
  • Sep 12, 2015 3:48am Sep 12, 2015 3:48am
I am very interested in your work Sciurus , cumulative Delta gives an insight to the real order flow when use in the right context. Thanks mate
  • #10
  • Sep 13, 2015 2:13pm Sep 13, 2015 2:13pm
‹http://orderflowtrading.ru/
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  • #11
  • Sep 13, 2015 2:14pm Sep 13, 2015 2:14pm
​​.                 http://orderflowtrading.ru/
​
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  • #12
  • Sep 15, 2015 8:08pm Sep 15, 2015 8:08pm
Quoting mbertaggia
​​.          http://orderflowtrading.ru/ ​ {image}
Interesting ideas mbertaggia! For what instrument/pair is that? You can really see the final surge of buying volume right at the top.
  • #13
  • Edited 9:15am Sep 16, 2015 6:29am | Edited 9:15am
thats a bit of divergence
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and the tick files from cd
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File Type: zip tiks.zip   1.3 MB | 3,543 downloads
  • #14
  • Sep 16, 2015 8:18am Sep 16, 2015 8:18am
Quoting Lowphat
thats a bit of divergence {image} edit: and then {image} and the tick files from cd {file}
Thanks for the tick file! EN currently up about 75 pips from when your screenshot was taken.
  • #15
  • Sep 16, 2015 8:31am Sep 16, 2015 8:31am
Quoting Lowphat
thats a bit of divergence {image} edit: and then {image} and the tick files from cd {file}
I'm curious what are the yellow lines in your screenshot ?
Learn, a forex trader must, unlearn and relearn he will.
  • #16
  • Edited 11:24am Sep 16, 2015 8:47am | Edited 11:24am
Quoting COGSx86
{quote} I'm curious what are the yellow lines in your screenshot ?
It is just high and low of price overlaid
re: how do you do that ?
you can just use something like http://www.forexfactory.com/showthread.php?t=8311 and drag it from your navigator window onto your indicator window and change the period to 1. also remember as it will be on a different axis you can't use it as a crossover or a measurement between the 2 other than the relational high low window height and/or directional differences . in other words you would use it exactly the same as just looking at price in the main window and then looking at the cd indy as if they were two separate entities.
  • #17
  • Sep 16, 2015 10:22am Sep 16, 2015 10:22am
Quoting Lowphat
{quote} It is just high and low of price overlaid

noob question but how do you do that ?
Learn, a forex trader must, unlearn and relearn he will.
  • #18
  • Sep 19, 2015 1:26am Sep 19, 2015 1:26am
Volume, Delta Volume and Cumulative volume are (at least for me) important factors in my trading. However don't use volume provided by CFD brokers. (Oanda, FXPro etc.) Instead I would use the NinjaTrader (free) platform with an AMP Demo Feed (Free for 30 days, but then you can ask for new login + pw so it is free as well.)
If you really want to dig youselves in the world of volume trading I would suggest you to go to other forums. (Just google "NinjaTrader Simple FootPrint" and the first hit is the site that is exclusively dedicated to ninjatrader trading + volume trading.)

If you have the volume on your chart I would look for the followings:
- Extreme volume in candles (I use 2m candles)
- Extreme delta in 2m candles
- Extreme delta in 15m candles (kind of indicating absorption etc.)

If you dig deeper and look the DOM /Tape:
- Look for sequence of big orders and pay attention to the reaction what the market makes to such moves.
- On the DOM look for extraordinary bid/offers.

Hope this helps a bit.
Stephen
It's all psychology...
  • #19
  • Sep 19, 2015 1:41am Sep 19, 2015 1:41am
Quoting Lowphat
thats a bit of divergence {image} and the tick files from cd {file}
Hello,

I have noticed this happens a lot..
How would you read that ?

Attached Image


Thanks,
  • #20
  • Sep 19, 2015 11:26am Sep 19, 2015 11:26am
Quoting LamerTrader
Volume, Delta Volume and Cumulative volume are (at least for me) important factors in my trading. However don't use volume provided by CFD brokers. (Oanda, FXPro etc.) Instead I would use the NinjaTrader (free) platform with an AMP Demo Feed (Free for 30 days, but then you can ask for new login + pw so it is free as well.) If you really want to dig youselves in the world of volume trading I would suggest you to go to other forums. (Just google "NinjaTrader Simple FootPrint" and the first hit is the site that is exclusively dedicated to ninjatrader...
thanks, some times you need a good refreshing changing. I will check it out
Learn, a forex trader must, unlearn and relearn he will.
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