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Old 12-12-2007, 08:45 PM
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Re: What is DEMAND/SUPPLY volume?

Yup looks like a similar thing in a different can There are a couple of variations on this theme. There are a few different ways of plotting too.

I personally don't think it matters too much what flavour you use these are quite 'noisy' tools anyway (lets not even get started on smoothing!!). I use IB which aggregates ticks in fast markets anyway (so is inaccurate inherently). I think that maybe why my delta divergence research didn't come to much. As I say that didn't bother me as its not a direction I particularly want to go in just now.

I will carry on saving images of 1 tick charts as that is my particular interest. Trying to get a more visual overview (complete with history) of the tape. Trouble is I keep forgetting to save the images before shutting down!! As I have said (I think) this is to try to improve timing rather than for trade decisions.

Cheers.

EDIT PS the extra code looks like it is to deal with orders between the bid and ask but I only glanced at it rather than carefully examine the logic.

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