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volume break down


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volume break down

  #1 (permalink)
 supermht 
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where can I find a break down volume,? such as how many selling and how many buying within total volume?

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  #3 (permalink)
 
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 trendisyourfriend 
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Here it is:
Investor/RT - Volume Breakdown

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 Big Mike 
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supermht View Post
where can I find a break down volume,? such as how many selling and how many buying within total volume?

For what platform?

Mike

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  #5 (permalink)
 supermht 
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NT7, since I want to know when the buyers / sellers coming in

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 trendisyourfriend 
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Ask at Private Banker as i think he is using one along with volume ladder.

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  #7 (permalink)
 
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 Big Mike 
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GomRecorder base:


Includes GomCD (Cumulative Delta).

Volume Ladder:


There are also vendor alternatives.

Mike

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  #8 (permalink)
 
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 Fat Tails 
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For the continuous double auction usually bid and ask traded volume is used as a proxy for buying an selling.


Bid and asked traded volume

There are two excellent packages that you can use to analyze buying and selling

(a) GOM Recorder and GomDeltaPackage



(b) XavPackV3



The XavPackV3 will only run with real-time data, the GOM Recorder allows you to record and save real-time data to build a separate data base.


Uptick and downtick volume

Another possibility of approximating buying and selling, would be to divide the volume into uptick and downtick volume. This should lead to similar results as the analysis of bid and ask traded volume with the above tools. The advantage would be that this indicator could be used with historical tick data.


@Big Mike was faster to respond, but I am not willing to modify my post ....

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  #9 (permalink)
 
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 Big Mike 
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Thx, I didn't mention XavPack because I've not looked at it and don't know what it does

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  #10 (permalink)
 supermht 
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thank you so much for kind help. I will start to dig Gomi's indicators.

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