Delta Volume - Cumulative Delta Volume

Quoting truelifeajf

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So if the price doesn't change, there is no recorded volume. I have my own tick recorder and I'm pretty sure I've never seen volume increase without a corresponding change in price. As a side, my tick recorder often changes price without a change in the tick volume. That's always confused me, but anyway. What I have seen is the ask going up without the bid changing or the bid going down without the ask changing, and volume increasing in those situations. So what's the Volume Delta's answer in that situation?

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Quoting truelifeajf

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If "volume" in forex is just the "number of price changes" in a given period, then the volume for each tick should be 1. And for 99% of cases, this is true. But for about 1% of ticks, the volume is 2. And for a really small percentage of ticks, the volume might be 13 or 60 or 88. Does anyone have an opinion about why we get such large volume on a mere price change, when volume is meant to be a single price change?

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Quoting Mingary

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{quote} {quote} 1) Volume does increase without a change in price 2) A volume "packet" can suddenly appear {image}

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Quoting mazzdazzz

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{quote} So, are you saying that if the volume is 19 within a single tick, that's 19 price changes put together in the one "packet" of ticks ?

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Quoting mazzdazzz

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ok, I used an example that caused cconfusion. Let me ask again... So, are you saying that if the volume is 30 or 50 or whatever (more than 1) within a single tick, that's x price changes put together in the one "packet" of ticks ?

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Quoting Mingary

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{quote} I am saying: No change in price with lots of ticks on that price.

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Quoting mazzdazzz

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{quote} Yes, I understand what you are saying, but what about this follow-up question... If there's more than 1 "volume" in a price "tick" (whether the price moves or not is irrelevant), then should we say that is "lots of price changes that were "bundled" into 1 tick with a volume of > 1" ? If so, then a tick recorder shouldn't record the volume on each tick, it should simple add a volume of exactly 1 for each tick. The reason is... if the ask goes up with a volume of 50, we can't say that it was 50 ticks where the ask went up, we can only safely...

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Quoting ForexFart

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{quote} Yes, I understand what you are saying, but what about this follow-up question... If there's more than 1 "volume" in a price "tick" (whether the price moves or not is irrelevant), then should we say that is "lots of price changes that were "bundled" into 1 tick with a volume of > 1" ? If so, then a tick recorder shouldn't record the volume on each tick, it should simple add a volume of exactly 1 for each tick. The reason is... if the ask goes up with a volume of 50, we can't say that it was 50 ticks where the ask went...

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Quoting truelifeajf

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A tick recorder saving a rise in ask as "up volume" means that all widening spread adjustments by the broker will be recorded as "up volume". And any reduction in the spread by the broker will be ignored (ask goes down). This would mean you're going to see more up volume recorded than down volume simply because of spread adjustment, and a distinct increase in up volume at the start of each trading day, or in holiday period, etc... where spreads are naturally wider.

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Quoting truelifeajf

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I'm just using one example. IF, for example, the Ask goes up, it is either: - up volume, or - spread adjustment IF, for example, just before news... the Ask goes up a lot and the bid doesn't... that's the spread widening because either: - there's buy orders, or - spread adjustment So, how can tick collector know the difference?

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Quoting avibe

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with love from mother russia enjoy {file}

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Quoting truelifeajf

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Of course spread can widen with the bid going down as well... but again, I'm just picking one example to avoid confusion. Attached is a screen shot of the spread at the very start of yesterday. Firstly the ask went up considerably more than the bid and then the bid remains unchanged with the ask bouncing up and down. I actually find that it's the ask that varies most, at any time of day which is why I always consider "spread widening" to be the ask going up, rather than the bid going down. All the ask movement would increase the "buy" volume in...

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Quoting truelifeajf

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I'm not sure what you're trying to say

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