DrTong Posted April 16, 2012 Report Share Posted April 16, 2012 Greetings all I was wondering if anyone has the abc's of vsa tutorials by lauren snedecker as well as theory of VSA that used to be on the tradeguider youtube channel. i only watched them half way before they were taken down. Absolutely bleeding i didn't record them. cheers Quote Link to comment Share on other sites More sharing options...
whitebty Posted May 29, 2012 Report Share Posted May 29, 2012 vsa is very good for futures not fx Quote Link to comment Share on other sites More sharing options...
luins38 Posted May 30, 2012 Report Share Posted May 30, 2012 Can also work for fx but using tick volume instead of actual volume. There is high correlation between tick volume and actual volume especially at higher time frame based on paper research carried out by others. Only problem is the tick volume data is confined to own broker data feed. Need data feed that combined many brokers like esignal or broker that provided similar data feed. Understand that IBFX is one of them based on information from other forum. Quote Link to comment Share on other sites More sharing options...
Bill Bundle Posted May 30, 2012 Report Share Posted May 30, 2012 (edited) Only problem is the tick volume data is confined to own broker data feed. If I'm not mistaken the tick volume is a calculated value based on the Open, High, Low & Close of a bar in relation to the Open, High, Low & Close of the preceeding bar and it looks like this: DEF V1 = ((HIGH - CLOSE[1]) * ((CLOSE[1]) < CLOSE)); DEF V2 = ((CLOSE[1] - LOW) * ((CLOSE[1]) > CLOSE)) ; DEF V11 = ((HIGH - CLOSE[1]) * ((OPEN) < CLOSE)); DEF V12 = ((CLOSE[1] - LOW) * ((OPEN) > CLOSE)) ; plot Data = IF (V1 + V2) > 0 THEN ((V1 + V2) ) ELSE IF(V11 + V12) > 0 THEN ((V11 + V12)) ELSE IF ((HIGH - CLOSE[1]) > (CLOSE[1] - LOW)) THEN ((HIGH - CLOSE[1]) ) ELSE ((CLOSE[1] - LOW) ); Plot this indicator as a histogram to get it to look like a volume. An alternate tick volume indicator (TVI) uses the upticks and downticks to make the Tick Volume Indicator that was invented by William Blau and has been published in his book "Momentum, Direction and Divergence" (1995, page 43). http://codebase.mql4.com/7980. Edited May 31, 2012 by Bill Bundle Sesshoumaru 1 Quote Link to comment Share on other sites More sharing options...
luins38 Posted June 1, 2012 Report Share Posted June 1, 2012 Hi friends, Here is one link on article on tick volume for your understanding. Change all the 0 to o before activating the link. Regards John Lui http://www.purplepatchf0rex.c0.uk/FxTraderV0lumeArticle.pdf Quote Link to comment Share on other sites More sharing options...
Bill Bundle Posted June 1, 2012 Report Share Posted June 1, 2012 Here is one link on article on tick volume for your understanding. Regards John Lui Good article, John. Apparently, there are other names and formulas for this "simulated" volume. Stock markets are the only real sources of real volume, because of regulatory requirements. There's still some stock trading volumes that are not officially recorded and not given to the public. Thanks for the article. Quote Link to comment Share on other sites More sharing options...
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