38
Different methods of analysis of volumes On the basis of the platform VOLFIX VOLFIX

Market profile in commodities trading

Embed Size (px)

Citation preview

Page 1: Market profile in commodities trading

Different methods of analysis of volumes

On the basis of the platform VOLFIX

VOLFIX

Page 2: Market profile in commodities trading

PROGRAM FEATURES

• 1. Horizontal volumes.

• 2. Cluster volumes.

• 3. Local volume emissions - how to analyze them.

• 4. Vertical volumes + Delta Bid / ASK.

• 5. Revers chart.

• 6. Range bar chart.

• 7. Combo bar - connecting several periods

Page 3: Market profile in commodities trading

HORIZONTAL VOLUMES

• Work on all the instruments, but have their own specifics. They’re very important to determine the tactical inputs for the mid-term trader. They are a good guide for the input and output.

• Current volumes of accumulation, volumes of accumulation for the previous period, as well as for the selected period may be important.

Page 4: Market profile in commodities trading

THE LONG-TERM PERIOD. OIL (CL) SEVERAL TIMES FOUGHT BACK FROM AN IMPORTANT ACCUMULATION LEVEL

Page 5: Market profile in commodities trading

MEDIUM TERM (1 HOUR). BREAKING OFF IMPORTANT LEVEL OF ACCUMULATION FOR THE BRITISH POUND, THE HOURLY CHART.

Page 6: Market profile in commodities trading

SHORT-TERM (INTRADAY). BREAKING OFF THE LEVEL OF DAILY SAVINGS. EURO / DOLLAR(6Е)

Page 7: Market profile in commodities trading

CLUSTER VOLUMES

• Have several important functions :

• Determine the places (levels) of active trading ranges.

• With high probability identify the level of breaking-thru or breaking-off.

• Are the areas of support / resistance for the following periods.

• Depending on the shape of the bar and accumulation, provide other information on the probabilistic direction of price movement.

Page 8: Market profile in commodities trading

VOLUMES ON THE DAILY TIMEFRAMES. THE SHAPE OF THE BAR INDICATING THE POSSIBILITY OF REVERSAL

Page 9: Market profile in commodities trading

DAYTIME ACCUMULATION. EXTRA LARGE VOLUME - VERY AGGRESSIVE TRADES.

Page 10: Market profile in commodities trading

DAY PROFILE - A FORM OF CONTINUATION

Page 11: Market profile in commodities trading

HOURLY PROFILE - THE BREAKDOWN OF THE LEVEL. STRONG VOLUME IS BELOW. HIGH PROBABILITY OF MOVEMENT CONTINUATION.

Page 12: Market profile in commodities trading

THE HOURLY CHART – LEVEL BREAKING-OFF.

Page 13: Market profile in commodities trading

15 MIN CHART– CRITICAL LEVEL BREAKING-OFF. LARGE VOLUMES WERE FORMED OVER, BUT NOT UNDER THE LEVEL

Page 14: Market profile in commodities trading

15 MIN CHART. BREAKDOWN OF IMPORTANT LEVEL. VOLUMES WERE FORMED ABOVE THE LEVEL.

Page 15: Market profile in commodities trading

LOCAL INTRA-DAY VOLUMES

• Local volumes appear on the important support and resistance levels.

• Depending on the location of volumes, it is possible to predict a further break-off / breakdown of the level.

• The impact of force and rate of accumulation is important to predict with high probability – whether it’s a break-off or a breakdown of the level.

Page 16: Market profile in commodities trading

BREAKING-OFF WITH CONFIRMATION

Page 17: Market profile in commodities trading

BREAKING-OFFWITHOUT CONFIRMATION

Page 18: Market profile in commodities trading

LEVEL BREAKING-THROUGH WITH CONFIRMATION

Page 19: Market profile in commodities trading

LEVEL TEST WITHOUT VOLUMES & LEVEL BREAKING-THROUGH WITH VOLUMES

Page 20: Market profile in commodities trading

VERTICAL VOLUMES WITH DELTA

• IMPORTANT 1: negative delta does not mean the sale. Number of contracts sold on the stock exchange is always equal to the purchased. This is just an indication of the Seller aggression. And vice versa.

• IMPORTANT 2: so you can not open a position only on the basis of this indicator. In many instruments it works "conversely". Learn statistics.

• IMPORTANT 3: this data is calculated (i.e. it’s calculated, based on the formulas), it is not a direct data from the exchange (as the price and the volume), therefore, depending on the formula for calculating, it may have different indicators.

Page 21: Market profile in commodities trading

DAY TIMEFRAME. DESPITE THE GROWTH, THERE IS A NEGATIVE DELTA. THE FALL CONTINUES.

Page 22: Market profile in commodities trading

ATTENUATION OF AGGRESSIVE PURCHASES AT LOCAL LEVELS. IT MAY BE A REVERSAL.

Page 23: Market profile in commodities trading

IN SPITE OF THE STRONG DECREASE OF THE DAY, THERE’S A BIG ENOUGH POSITIVE DELTA - HIGH PROBABILITY OF FURTHER GROWTH IN THE NEXT DAY.

Page 24: Market profile in commodities trading

REVERSE CHART

• Nonlinear building of bars.

• Designed to work within a day.

• Behavior at different levels of breaking-off and resistance shows the mood of the market.

• High probability for forecast of level breaking-off or breaking-through.

Page 25: Market profile in commodities trading

STRONG VOLUME FOR THE BREAKDOWN. CONTINUATION OF THE MOVEMENT.

Page 26: Market profile in commodities trading

REVERSAL WITH THE CONFIRMATION NEAR THE LEVEL

Page 27: Market profile in commodities trading

NO NEED TO HURRY. FROM 2 TO 3 O’CLOCK BUYING PREVAILED. AFTER 3 O’CLOCK - THE SELLING. SAFE SHORTS.

Page 28: Market profile in commodities trading

RANGE BAR CHART

• Nonlinear building of bars.

• It is intended rather for the medium-term tactical inputs.

• You can use bars of accumulation, delta and size.

Page 29: Market profile in commodities trading

WITH IDENTICAL BAR VOLUMES (EACH BAR IS FORMED AFTER ACCUMULATING 5,000 LOTS), IT’S CLEARLY SEEN, THAT THE REDUCTION BARS HAVE A NEGATIVE DELTA MUCH STRONGER, THAN THE INCREASE BARS HAVE THE POSITIVE ONE

Page 30: Market profile in commodities trading

EXAMPLE 2. ON THE CONTRARY. WITH A SET OF (50 000 LOTS), INCREASING BARS HAVE SIGNIFICANTLY HIGHER POSITIVE DELTA, THAN LOWERING BARS HAVE THE NEGATIVE ONE.

Page 31: Market profile in commodities trading

EVEN MORE CLEAR DEMONSTRATION, IF YOU RANK THE PREVIOUS EXAMPLE BY DELTA (5000 LOTS)

Page 32: Market profile in commodities trading

COMBO BAR

• It allows you to connect the different periods of the same instrument.

• At the same time you can see the accumulation levels for each period.

• These levels may act as support and resistance in the subsequent approach.

Page 33: Market profile in commodities trading

THE WEEKLY CHART. BREAKING-OFF IMPORTANT ACCUMULATION LEVELS.

Page 34: Market profile in commodities trading

THE DAILY CHART. BREAKING-OFF SIGNIFICANT ACCUMULATION LEVELS

Page 35: Market profile in commodities trading

CONSTRUCTING ARBITRAGE TRADES

• Arbitration intraday in the Tick chart module.

• Arbitrage more than one day in the Bar chart module.

Page 36: Market profile in commodities trading

ARBITRATION WITHIN A DAY(BRENT/CRUDE OIL)

Page 37: Market profile in commodities trading

WEEKLY ARBITRATION (FDAX/FESX)

Page 38: Market profile in commodities trading

• Join us on Facebook https://www.facebook.com/volfix-hub

• We work with a variety of strategies and tools.

• If you need settings - please write to [email protected]