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Trade Point Technologies

  #19 (permalink)

Hartford, CT. USA
Trading Experience: Intermediate
Platform: NinjaTrader
Broker/Data: AMP/CQG, Kinetick
Favorite Futures: RTY
RJay's Avatar
Posts: 685 since Jun 2009
Thanks: 745 given, 768 received

Hi Guys,

here is what I think.

I believe that we are dealing with two kinds of volume.

I going to call them "Supply Volume" and "Traded Volume".

The 1000 volume bars are built based on "Traded Volume".

"Supply Volume" is visible on level 2. ( see my previous post )

I am running more tests today.

1000 volume bars, supply volume orders greater than 1000 contracts.

1 tick NoGapRangeBars, supply volume orders greater than 1000 contracts.

I did not get to review Pat's posts yesterday, maybe today.

I also agree that Pat is using more than "volume" in his indicator equations.


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