Research on quantities of daily operations

Research on quantities of daily operations

The concept of quantity is very vague, and I see that many of my friends who work in futures are not very sensitive to the concept of quantity.

• In fact, you can see it intuitively from the software on the console.

  

总手：代表今天的总的交易量

外盘：做多的量

内盘：做空的量

内盘+外盘=总手，也就意味着今天盘中的多空比

持仓：指的是买入（或卖出）的头寸在未了结平仓前的总和，一般指的是买卖方向未平合约的总和，也就是没平的合约

仓差：相比于昨日持仓量的差额，正值为增仓，负值为减仓

大家经常听过增仓放量的名词，说的就是成交量在放大，同时持仓量在不断的增加，实际当中，这是如何发生以及如何应用的呢？

• Let's look at the movement of the copper before the fall.

  

  You can see that when you break the low, the volume rises significantly, far above the recent high. If you have previously felt overloaded, then you can see in those days, the holding volume is increasing, the trading volume is increasing, the spread is positive, and the number of people doing the inside is also increasing significantly.

  Speaking of quantitative applications, my friend and I also discussed the recent rebound in copper prices, which was just after the fall to a low and three consecutive slumps.

  I told him that the market would not go up for a long time, and he said why, I said, I only saw a negative spread that day, the numbers were big, which indicates that the holdings are falling, while the market is rising rapidly, which is a sign that the empty side is flattening the profitable one. But there is no sign of a multi-head up, otherwise the low side is doing a lot, the spread cannot be a huge negative.

  This does not mean that quantity forecasts for the market must be absolutely correct, it only serves as a very good indication of how quantity is driving prices.

  The application, I think, is a little bit more of a shortcut, and I'll give you a couple of diagrams below to see how the quantity works!

  The advantage for us, first of all, is that when we build a warehouse, the expansion of the quantity after that is quickly out of the cost zone.

  

  

  

  

  During the day, if there is no quantity push, it is impossible to have price fluctuations, when we pick up a pair, we must learn to look at a quantity, to see if there is a quantity co-operation at this time, if there is, you can be reassured of the jackpot. In the process of profitability, the price comes back, we have to pay attention to whether there is a quantity amplification, if not, we can continue to hold, because the majority of the fluctuations at this time are caused by profit single plateau, if there is an amplification, and the price smooth position direction continues to run, we continue to hold, if the reverse amplification, we want a decisive parallel position.

  But futures are a game, there's a lot of it, there's a lot of nothing, and let's take a look at the quantity reversal.

  

  You see that this is a transverse shock, a downward breakout of the low, although the volume is magnified, but the price does not move, this situation occurs three times during this transverse breakout, which indicates that there is resistance at this time, this signal tells us that it is very likely a false breakout at this time.

• So how do we apply it?

  In short-line operations, we will inevitably often encounter false breakouts, false breakouts consist of two situations: one, no quantity breakout, the market is just a weak fall, even if it returns above the breakout price, this is a false breakout that we will inevitably suffer, because we do not know at this time whether it will start, and when there is no breakout stop loss position, we can choose to take it again.

  This applies equally to support and resistance. You can do more research and practice in real time!