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Old 03-07-2007, 02:28 PM
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Re: Average Volume Question

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browsfan : from an intraday aproach its ok what you say, now its interesting to see sometimes the big picture too... and volume has a lot to say on this big picture... it even told us that there was an inminent downmove as there was no more important volume on the previous top up moves... I dont know if you looked this video http://www.traderslaboratory.com/for...lume-1286.html it can be very usefull to know in witch overall context your small intraday trading can be (I trade a 22 tick chart, very small trading) but now I take into acct this daily context information, I can know more the general bias of the market... cheers Walter.
I watched the video and here's what I saw (see enclosed pic):

1) Decent down move
2) Minimal down move
3) Minimal down move
4) Minimal down move
5) Minimal, if any, down move
6) Minimal, if any, down move
7) The 'big' down move we all saw

So, looking at these statistics based on the chart referenced in the video, it appears to me that 5 out 7 times what the 'volume was telling you' was not very good at all. The volume told you to short throughout a strong up-trend.

2 out of 7 times you made money, if you were still around for the #7.

Am I missing something here? Yes, it's easy to cherry pick the one or two times the volume 'worked', but that is useless if not taken into account with all the times the volume was 'telling' you something.

This chart is a perfect example of why I think trying to use daily volume to predict moves is very misleading.

Note - before anyone asks - I use a program called SnagIt to annotate my trading charts, like this one. If you are still using paint or not annotating your charts at all, that is a big mistake in my opinion. SnagIt is very user friendly and very inexpensive. It's from the guys that make Camtasia. http://www.techsmith.com/snagit.asp
Attached Images
File Type: png ym chart with daily volume.png (20.8 KB, 40 views)

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