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Old 12-07-2007, 01:10 PM
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Re: [VSA] Volume Spread Analysis

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Interesting concept Tasuki, have a question though

On any bar the volume represents contracts buyers = sellers, so how can buying vol be different from selling vol.
At bid or At ask volume.
My question though is how reliable is it to expect at bid means it was a sale and ask means it was a buy.

It seems highly probably that that tick delta works well, but I'm curious to hear from those that trade on the delta info.

Thanks guys.

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Price is simply the 2 way auctions method of advertisement. Volume measures the willingness of market participants to transact at the advertised price (AKA perceived value).
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