Volume Search

my-mail 3 months ago in Statistics modules • updated by support 2 months ago 3


VOLUME search

Can add the bid column and the ask column.

The idea would be to be able to calculate the imbalance as a function of time.

Thank you

ОБЪЕМ поиск
Можно добавить столбец ставки и столбец запроса.
Идея состоит в том, чтобы иметь возможность рассчитать дисбаланс как функцию времени.

Under review

Volume Search have delta and volume.

delta = ask - bid

volume = ask + bid

so, you can easy to calc bid/ask when you know volume and delta.

Bid = (volume - delta) / 2

Ask = (volume + delta) / 2


Thank you for your reply.

Here is an interesting idea for me about the imbalance .

Author: Alvaro Cartea, volume imbalance and algo trading

The few tests done on the module 'All prices' seem to me correct. Of course the ideal would be to have real time on 'All prices' with the corresponding alarms.
Also an alarm on "Delta self on".

The same calculation could be applied on the module "Volume Search" .... in real time ...

The classical calculation of the imbalance seems to me limited, how to choose the value in percent and set the limit in volume? . Of course with the experience of the currency concerned, we know the figure more or less.

The author tells us about three levels of importance.
For my part, some ideas; Maximum imbalance, progression of the positive or negative imbalance over time? .....

Thank you .