13.07.2020

Program for analyzing trading volume. Programs for analyzing volume. Cluster analysis volume


10.04.2013

Good afternoon friends.

Alexander Shevelev with you.

I planned to lay out this information a little later, but after publishing an article about and volumes on my e-mail, a huge number of letters fell with a request to tell about programs that make it possible to analyze the volume.

Therefore, in today's article I will tell you about several of the most popular services and programs.

Let's start with free options.

1. Classic trading terminals

(Quik, SmartTrade, Alor Trade, Alfadirect, Netinvestor)

In classical terminals, which are provided by the majority of Russian brokers, it is possible to build and analyze only vertical volume. This is a huge minus.

These restrictions do not allow novice traders to handle the most objective information obtained by analyzing the horizontal volume and cluster analysis.

Among the standard terminals in which the horizontal volume can be analyzed and carry out cluster analysis, only the SmartTrade shopping terminal (ITinvest brokerage company) can be distinguished. In the other Terminals there is no such possibility.

Nevertheless, I would like to note that most successful traders, working only with one vertical volume, achieve stunning results. I always recommend novice traders at first to stop on the analysis of only vertical volume, as on a more classic form of interpretation of market information.

Never be sprayed. Start your study from the vertical volume, especially since each client any brokerage company From the very first day, it has the opportunity to work with this type of volume.

2. Site ru-ticker.com.

This is an excellent service that gives a competitive advantage over other traders, allowing you to analyze the market in various cuts.

The program has a whole bunch of all kinds of functions that are now easy to listen. I think that I will devote this platform.

The program is a paid product, the average value of which is approximately 20,000 rubles / year. You can connect demo access to 7 days to read.

5. ATAS trading platform

Another fairly powerful volume analysis platform is called "Advanced Time and Sales" or abbreviated by ATAS.

ATAS specializes in analyzing the flow of orders, cluster analysis, surround market profile, the analysis of the vertical volume. When building graphs, it is possible to choose different intervals: second, teak, reverse, rant, voluminous, delta intervals. All these tools allow the trader to carry out a comprehensive market analysis and make more efficient trading decisions.

You can open a demo account and for 2 weeks to test the ATAS platform completely free. You will be available to the full functionality of the platform with a restriction of history in 7 days.

Before I finish this article, I would like to tell a little about what the meaning of the work of all the services listed above is.

The idea is that all transactions are stored on the stock exchange and it is from there that the data on the volume are quoted into all available trading terminals of various brokers.

If you take the transaction tape in the same QUIK trading terminal, you will see that each transaction has a certain volume. This is that volume information that is quoted from the exchange. It is from this volume and all sorts of histograms of both vertical and horizontal volume are being built.

Using special software, data is processed, and all digital values \u200b\u200bacquire a visual view (columns, graphs, clusters, etc.).

All sites and services that I told today, I will try to consider in detail in my next articles.

Have a successful study, and see you in the following articles.

With you was Alexander Shevelev.

In today's article, I will tell a little about the most popular programs and services that allow the trader to conduct analysis of volume.

Let's start with the available and free software options:

1. Classic trading terminals ( SmartTrade, Quik, Alor Trade, Netinvestor, Alfadirect). All these terminals are represented by Russian brokerage companies and have built-in modules for analyzing only the vertical volume of trading, which is undoubtedly a big minus.

Such restrictions do not allow novice traders to analyze the most objective and most important information on the horizontal volume of trade and the cluster analysis. In the form of an exception among standard terminals that allow cluster analysis and analyze the horizontal volume, you can allocate shopping Terminal Brokerage Company ITINVEST - SmartTrade. In other terminals there is no similar function.

However, I would like to note that many successful traders achieve excellent indicators in trade, working only with a vertical volume. Therefore, I recommend novice traders to stop at first on the analysis of exclusively vertical volume, as in the classical form of interpretation of market information.

Start the analysis of trading volumes from the vertical volume, and any brokerage trading platform allows you to work with it.

2. Website Ruiker

Very useful Internet resource (ruticker.com), suitable inhibiting most novice traders.

With this service, the trader can be done completely free Volumetric Analysis of Most trading tools MICEX-RTS. This is an analysis of horizontal volume, cluster analysis, analysis of large trade transactions and surplus volumes, as well as arbitration service and analysis of teak charts.

3. Qscalp drive

To determine the accumulation in clusters and analyzing the horizontal trading volume, the trader can use the QSCALP scalping drive - http://www.moroshkin.com/qscalp.html (free). The main advantage is that almost any scalper drive has a built-in technical ability to build clusters and, accordingly, determine the horizontal volume.

Nikolay Moroshkina QScalp software product will help the trader to see and understand the logic of working with horizontal volume and clusters, then when you start to understand well, you can think about moving to more professional programsFor full analysis of volume. True, the QSCALP 4.0 drive version has become paid, so it is recommended to look for earlier versions of the software product to use it directly for trading.

Now let's touch paying services.

4. VOLFIX trading and analytical platform

Is currently the most popular russian program In the field of visualization of trade information about trade volumes ,Http: //volfix.net.

This is a specialized service providing a competitive advantage over the trader, allowing you to analyze the market in various angles. A number of functions are built into the program, allowing to comprehensively see the section of the market in different planes. The program is paid, its average cost is about 20,000 rubles / year. Demo access is available for seven days.

In conclusion, I want to briefly say what the sense of the work of the programs and services listed above is. On the Exchange, each trading deal has a certain amount. It is from these volumes in these services a variety of histograms are built, which are processed using special software and allow you to analyze the market.

From the point of view of a serious researcher, the packets of cluster analysis programs have maximum flexibility and large amenities for the user. They combine the advantages of general statistical software packages (integrated management language, data selection and processing procedures) with features of particular interest to the user cluster analysis (a variety of clustering methods, special diagnostic programs and improved graphics).

Many of these software packages contain increasingly available or even unique clustering methods and analytical procedures associated with special tasks and data structures.

The most famous of the cluster analysis software packages is Clustan. The newest editorial office Clustan (version 2.1; Wishart, 1982) includes eleven procedures that contain all families of clustering methods defined in section. Except for factor analysis options. These are the following procedures:

Hierarchy eight hierarchical agglomerative methods; Centroid centroid hierarchical method

Relocate Iterative Method -Stern

Mode modal analysis

DENSITY Superior Modeal Analysis Method

Divide Monotetic Division Method

Kdend Method of the theory of Jirdine and Sibinson counts

DNDRITE Method Minimum Covering Tree

EUCLID iterative method using nonlinear programming

NORMIX Method Separation Multidimensional Normal Mixtures

INVARIANT Iterative method for optimizing multidimensional indicators of cluster uniformity among other features of this program - cluster diagnostics and means of checking the validity of solutions, including Rules and Compare procedures, in which the rules of the Moire stop (1977) and the coefficient of Moiren and Wishant correlation coefficient (1980) are implemented. The CORREL procedure contains a total of 38 similarity measures, and the program package has a subsidiary procedure that allows the user to determine the similarity coefficient of any kind (define). With other auxiliary programs, you can manage cluster diagnostics or graphic output of information.

There are three more programs dedicated to cluster analysis: BCTry (Tryon and Bailey, 1970), Clus (Friedman and Rubin, 1967), Ntsys (Rohlf et al., 1974). Of these three NTSYS packages are the most important because it includes methods and ideas discussed in the book on cluster analysis and numerical taxonomy (Isneath and Sokal, 1973). In addition to cluster analysis, the NTSYS package contains several multidimensional statistical procedures, including multidimensional scaling and factor analysis. BCTry software package is based on a book based on a book (Tryon and Bailey, 1970) and includes a number of clustering methods reflecting the Trond approach to factor analysis.

I constantly ask me how I use me for analysis and where to take the volume for something concrete, since today they asked again about it, I will tell you everything that I know about it !!! In general, everything !!!

I myself use SB-Pro V2 - http://www.sb-professional.com/
You probably have already understood everything about her! The price is not bad and one-time, but in turn there is a big minus software can stop existence at any time and cannot be done about it. There are problems with the freezing quotes. The functionality is more than sufficient for those who analyzes volumes.

Top platforms with the most complete functionality:
Volfix - https://volfix.net/ru/
The complete functionality on the analysis of volume, in the terminal there are features that are generally difficult to come up with how to apply), the ability to connect to trading accounts.
Tariffs from $ 65 per month

Ata - http://orderflowtrading.ru/
Trade terminal It is very similar to the functionality with VOLFIX. It also has a huge variety of different "chips" for analyzing volumes, liquidity, volumetric levels and other things.
Tariffs from $ 75 per month and unlimited - 2000 $

Ninjatrader - https://ninjatrader.com/ru/
The terminal with a huge mass of various indicator for any purpose, including for volumes in a variety of variation, did not work in this terminal, but I know that it has everything to analyze clusters, profiles, delta, etc. Terminal can not be fully used for russian market, so suitable for forex traders or laugh.

Thinkorswim (TOS) - good software for analyzing profiles volume, but recently it is possible to use normally only for curriculum due to the "ban" of accounts from the Russian Federation and cutting the demo version (quotation delay 20 minutes)

Terminals and drives with scalping slope:
Tigertrade - https://tigertradesoft.ru/
Excellent functionality in volume, scalper glass, ribbon, and so on. Connects to trading accounts, convenient work with applications. There are functions to simulate trading, which makes this terminal very valuable! Inside the terminal, own convenient and functional statistics (but the magazine will not replace). There is a risk manager! Software works with connecting to third-party programs QUIK, Plaza2, Smartcom, TransAq, MetaTrader 5
Tariffs from 2500 rubles per month

Easyscalp - http://easyscalp.ru/
Drive from the developers of Tigertrade, a good program with almost all the same functions, recording and playback of trading, magazine, convenient work with applications, risk manager, etc. Connects to shopping platform Quik, Plaza2, Smartcom, Transaq, MetaTrader 5
Tariffs from from 1500 rubles per month, 10,000 rubles.

Qscalp - http://www.qscalp.ru/
Almost identical drive with a very similar interface and functionality. You can watch the cluster and horizontal volume profile, and for free if you do not open the transactions through it, but just pick it up to Kvika!
Tariffs from 950 rubles per month, permanent 30,000 rubles.

Cloud services:
Cloud Service Signals4Deals - https://signals4deals.ru/
Advantages of the service:
- It is completely cloud, you do not need to install anything on your computer, only your browser! This in turn gives a number of other advantages: the ability to open on different computers at any time at any point globe, reduced load on your computer, program speed does not depend on your computer
- The service has a full functional for analyzing volume, in something even copies the Volfix platform. Developers add constantly various indicators for volume that may represent
- A huge number of analysis tools, in which it exceeds, for example, SB-Pro, which I use.
- Very adequate price! If I, for example, wanted to take advantage of this service, he would have cost me only 500 rubles a month, because the service has the ability to select tools! If you trade 1-2 tools, then for you the price will be less than 200 rubles, which is just unique !!!
If you trade 1-2 tools, then the option for you is simply indispensable!

Cloud service Stockchart.ru He is Ru-Ticker.com
A good service for analyzing volumes in clusters and profiles, but even purely visually it is inferior to Signals4Deals. It has interesting features, like a scanner of graphics and finding surges of volume. It works like stable too. At any time, you can easily watch simple quotes of graphs with vertical volume.
Tariffs from 1000 rubles per month, trial 100 rubles per day.

Programs simpler:

MetaTrader 5:
It is possible to install some simplified indicators to analyze horizontal volume, there are also curves, but still indicators with a cluster graph and a candle profile. This is the indicators - https://vk.com/wall-130397799_2341,

I constantly ask me how I use me for analysis and where to take the volume for something concrete, since today they asked again about it, I will tell you everything that I know about it !!! In general, everything !!!

I myself use SB-Pro v2 - www.sb-professional.com/
You probably have already understood everything about her! The price is not bad and one-time, but in turn there is a big minus software can stop existence at any time and cannot be done about it. There are problems with the freezing quotes. The functionality is more than sufficient for those who analyzes volumes.

Top platforms with the most complete functionality:
Volfix - volfix.net/ru/
The complete functionality on the analysis of volume, in the terminal there are features that are generally difficult to come up with how to apply), the ability to connect to trading accounts.
Tariffs from $ 65 per month

Ata - orderflowtrading.ru/
The trading terminal is very similar to functionality with VOLFIX. It also has a huge variety of different "chips" for analyzing volumes, liquidity, volumetric levels and other things.
Tariffs from $ 75 per month and unlimited - 2000 $

Ninjatrader - Ninjatrader.com/ru/
The terminal with a huge mass of various indicator for any purpose, including for volumes in a variety of variation, did not work in this terminal, but I know that it has everything to analyze clusters, profiles, delta, etc. The terminal cannot be fully used for the Russian market, so it is suitable for forex traders or a laugh.

ThinkRSWIM (TOS) - good software for analyzing the profiles of volume, but recently it is possible to use normally only for training purposes due to the "Ban" of accounts from the Russian Federation and cutting the demo version (quotation delay 20 minutes)

Terminals and drives with scalping slope:
Tigertrade - TigertRadesoft.ru/
Excellent functionality in volume, scalper glass, ribbon, and so on. Connects to trading accounts, convenient work with applications. There are functions to simulate trading, which makes this terminal very valuable! Inside the terminal, own convenient and functional statistics (but the magazine will not replace). There is a risk manager! Software works with connecting to third-party programs QUIK, Plaza2, Smartcom, TransAq, MetaTrader 5
Tariffs from 2500 rubles per month

EasyScalp - EasySCalp.ru/
Drive from the developers of Tigertrade, a good program with almost all the same functions, recording and playback of trading, magazine, convenient work with applications, risk manager, etc. Connects to shopping platform Quik, Plaza2, Smartcom, Transaq, MetaTrader 5
Tariffs from from 1500 rubles per month, 10,000 rubles.

Qscalp - www.qscalp.ru/
Almost identical drive with a very similar interface and functionality. You can watch the cluster and horizontal volume profile, and for free if you do not open the transactions through it, but just pick it up to Kvika!
Tariffs from 950 rubles per month, permanent 30,000 rubles.

Cloud services:
Cloud Service Signals4Deals - Signals4Deals.ru/
Advantages of the service:
- It is completely cloud, you do not need to install anything on your computer, only your browser! This in turn gives a number of other advantages: the ability to open on different computers at any time at any point of the globe, reduced load on your computer, the speed of the program does not depend on your computer
- The service has a full functional for analyzing volume, in something even copies the Volfix platform. Developers add constantly various indicators for volume that may represent
- A huge number of analysis tools, in which it exceeds, for example, SB-Pro, which I use.
- Very adequate price! If I, for example, wanted to take advantage of this service, he would have cost me only 500 rubles a month, because the service has the ability to select tools! If you trade 1-2 tools, then for you the price will be less than 200 rubles, which is just unique !!!
If you trade 1-2 tools, then the option for you is simply indispensable!

Cloud service Stockchart.ru He is Ru-Ticker.com
A good service for analyzing volumes in clusters and profiles, but even purely visually it is inferior to Signals4Deals. It has interesting features, like a scanner of graphics and finding surges of volume. It works like stable too. At any time, you can easily watch simple quotes of graphs with vertical volume.
Tariffs from 1000 rubles per month, trial 100 rubles per day.

Programs simpler:

MetaTrader 5:
It is possible to install some simplified indicators to analyze horizontal volume, there are also curves, but still indicators with a cluster graph and a candle profile. Here is the indicators -


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