Rajandran R Creator of OpenAlgo - OpenSource Algo Trading framework for Indian Traders. Building GenAI Applications. Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Building Algo Platforms, Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in

Understanding Tick Volume and Metatrader 4

1 min read

Tick volume, often misunderstood, is a crucial concept in trading, particularly when using MetaTrader 4 (MT4). Unlike real volume, which measures the actual number of contracts or shares traded, tick volume counts the number of price changes (ticks) during a specified period. This distinction is important because it provides insights into market activity and potential price movements.

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Why Tick Volume Matters

In markets where actual volume data isn’t available, such as forex, tick volume serves as a proxy. Although it doesn’t show the number of transactions, it reveals the frequency of price updates, offering clues about market liquidity and participant interest.

Tick Volume vs. Real Volume

  • Real Volume: The total amount of securities traded within a given time frame.
  • Tick Volume: The number of price changes or ‘ticks’ in the same period.

While real volume gives a direct measure of market activity, tick volume can still indicate levels of buying or selling pressure based on the frequency of price movements.

How Tick Volume is Represented in MT4

In MT4, tick volume is displayed in the form of vertical bars beneath the price chart. These bars show the number of price changes for each period. A higher bar indicates more ticks, suggesting increased trading activity.

Using Tick Volume for Analysis

Traders often use tick volume to confirm trends or identify potential reversals. For example:

  • Trend Confirmation: A rising market with increasing tick volume suggests strong buying interest and the potential for the trend to continue.
  • Divergence: If the price is making new highs but tick volume is decreasing, it might indicate weakening momentum and a possible trend reversal.

Limitations of Tick Volume

While useful, tick volume isn’t without its limitations. It doesn’t provide information on the size of trades, so it can’t fully replace real volume data. Moreover, during periods of low volatility, tick volume might not accurately reflect market interest.

Understanding tick volume is essential for traders using MT4, especially in markets lacking real volume data. By interpreting tick volume correctly, traders can gain valuable insights into market dynamics, helping to make more informed trading decisions.

Rajandran R Creator of OpenAlgo - OpenSource Algo Trading framework for Indian Traders. Building GenAI Applications. Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Building Algo Platforms, Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in

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One Reply to “Understanding Tick Volume and Metatrader 4”

  1. 1. Are you saying that Alpari UK has poor liquidity conditions and that they only have volume spikes showing and if so, is that more misleading than a volume display on other MT4 brokers?
    I ask this because I am using an Alpari UK MT4 demo account and I wish to use volume as part of a trading strategy.
    2. Alpari UK tell me that their MT5 platform is an ECN platform (not sure what the significance is of that) but would the volume shown on it be any better than the MT4 version?
    Cheers
    rob

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