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I have been watching the $VOLD closely along with the e-mini S&P futures.


I can say with confidence that the e-mini will often pop long before the $VOLD moves on my charts.


My idea is to try and simulate or build a $VOLD indicator that is quicker to respond than the one on my charts. eSignal with Market Delta.


Is this a crazy idea, or has anyone thought of something similar?


I think that the $VOLD is only "pushed" through the data feed rather than being a true real time indicator.


Thanks for any thoughts or ideas.




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I don't use $UVOL / $DVOL as an indicator to enter a trade but I do plot these two on a chart to give me an idea about market breadth. +300k and I am not looking to short -300k and I am not looking to go long above/below these numbers to me signify trend. On huge gap days this can get tricky as the spread maybe + or - 300k but run in the opposite direction the rest of the day. When the spread is choppy below +300k and above -300k I trade the market as a rotational range day...


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You might find it easier to use the vold in instances of divergences...........price is making a lower low but the vold is not..... etc...




Yes. That happens. It doesn't happen all the time, but that can be a piece to the puzzle. The Up Volume minus Down Volume of the NYSE 500, or the Up Volume / Down Volume often lags the price move on the es emini. So, in those situations, it's more of a confirmation that the trend has turned. But by the time Up Volume - Down Volume has turned, price may have already moved quite a bit. But, it's worth watching closely. Sometimes reversals chop sideways for quite while before turning.


It is a little more involved and a little trickier than just watching Up Volume - Down Volume for the NYSE 500. There are other factors that affect the es emini.

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Tradestation has an indicator $VOLSPD that I think is similar....I just use it for trend direction though. I think the indicators are too lagging to make a trade instantly off of, unless you look at $tick. +1k and -1k on the $tick usually shows extremes for a quick scalp...

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