Vocabulary

DICTIONARY OF TERMS OF THE CONCEPT OF VOLUME ANALYTICS.

A

Aggressive entrance – an entrance in a zone of SYMPATHETIC activity, attempt to hook on the favorable price. A professional entrance on a reverse or on continuation of an impulse.

The auction is a process of coordination of the price between bidders.

Auction thinking – a way of perception, processing and analysis of exchange data through a prism of auction models by means of tools of volume analytics.

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Balance – the auction phase characterized by balance between buyers and sellers. It is visualized by rotation around the reached fair price.

Border- levels – as a rule, it is the upper and lower bound of balance, these are the levels serving as a repositioning boundary on an exit of a new impulse.

Ñ

Conceptual entry points – entry points with a high potential of the transaction, with an unambiguous possibility of deduction of a position for the long period of time.

Conservative entrance – an entrance in a zone of the INITIATING activity, or on the re-test.

The CONTENT ANALYTICS - descriptive, doesn't carry any predictive value, as a rule doesn't even correspond to the protocol of fixing of a situation.

CONTRACT AUCTION – 60 min. clusters. History depth – the current contract.

The current activity – distribution of volumes, volatility parameters in intervals (clusters) on any time -frames.

D 

DAY AUCTION - 5 min. clusters. History depth –  present day

F 

Four- steps  model of auction development – the system of structuring auction processes developed by Peter Stadelmayeyr with breakdown on four phases: an impulse, response, balance, an impulse (I have formed a basis for development of the CONCEPT of VOLUME ANALYTICS from VOKHMYANINA L.Yu.)

The favorable price – the price which is outside the Cost Zone attractive to the long-term player, the expert

Fixing - the response of buyers/sellers on top/day of an auction shown in volumes with the subsequent positioning of these volumes as shopping / selling the following intervals.

G

GLOBAL AUCTION – Week clusters. History depth – 3 years.

GRID of PROBABILISTIC PASSES of the PRICE – the grid constructed on the basis of the choice of status levels of the high importance. The importance of level is defined by figure of the volume which is saved up at this level, formation time, a role in an auction, by force and extent of the previous reactions to this level. The axiom of volume analytics – the market moves from one level of the maximum volumes to other level of the maximum volumes. This rule puts base for creation of a grid of probabilistic passes.

I

Impulse - the auction phase characterized by clear superiority, bigger activity of either buyers, or sellers. This phase visualizes "distribution of the capital" within the considered time-frame by means of the fast, steady, directed movement of the price, at the same time degree of pressure upon the price is defined by indicators of volumes. The step arrangement of levels of the maximum volumes is characteristic of an impulse. An exit in a pulse phase is carried out through repositioning.

The INITIATING ACTIVITY – purchases above Cost/sale is lower than Cost, strong directed the movement of the market with repositioning, visualization of actions of the long-term player setting significant volume the new steady movement of the price.

The INTRINSIC ANALYTICS – on the basis of objective (intrinsic) data comes to light the main thing. Search of keys, logical chains in the developing auction structure.

Influence fix – the fixing which has set in parameters of statistical compliances significant volatility for an auction of the considered time- frames .

L  

LINEAR ANALYTICS – identification, assessment, the choice, the forecast means of volume analytics and auction thinking in one time-frames.

The long-term trader – not the intra day dealer. As a rule the expert having sufficient resources and knowledge.

N

Net volume - quantity lot (actions)  was traded  for a unit of time.

 

P

Positioning of levels – the current significant reaction to historical level shown in volumes and due parameters of volatility. Unlike the old technical analysis any working off of levels is conducted only in the presence of volumes. The lack of volume reaction to level means not readiness of the market for the movement, low degree of reliability, high variability.

POST-MARKET – fixing of significant market events in hierarchy of auction thinking following the results of a time interval (day, week).

The Post -market protocol – the standardized algorithm of fixing of a situation of any time- frames taking into account hierarchy of auctions from macro – models before monitoring of "thin" activity.

Power levels - levels, as a rule, the located in huge volatility balance, created by significant emissions of volumes in intervals, logical support for search of transactions in balance.

PREDICTIVE ANALYTICS – forecasting of possible scenarios of development of an auction, identification of working ranges of support/resistance, the choice of relevant strategy, designation of points of bifurcation in the developing model

Primary covering – Contras the volumes sent to a new impulse shown as a part of billing of positions of the long-term player in a reverse cycle.

The principle of "a double auction" - vertical "pulling of a price rope" between buyers and sellers.

Q

Quantitative volume – the number of transactions (trades) recorded for a unit of time.

R

REACTION FORCE – statistically caused ratio of size of the movement (reaction) from volume size.

Reasonable price – the price which is in Cost Zone limits, the price of the comfortable two-way deal for the short-term trader.

Repositioning - the bid increment defining unambiguous getting out of balance is followed by the initiating activity shown in necessary and sufficient parameters of volatility, fixing with volumes above/below border- level in comfortable timing.

REVERSE – the closed cycle of change of the direction of an auction.

Ritmografiya – temporary, rhythmic regularities in the developing structure of the market in an interval

S

The SYMPATHETIC ACTIVITY – purchases is lower than Cost, sales are higher costs, capture a concept – levels, visualization of actions of the long-term player in a pursuit of the favorable price.

T

Tactical levels – levels current (intra day or other more short-term) reactions to a zone of strategic levels. Are formed by local emissions of volumes, borders of short-term Zones of Cost

Tactical reaction – implementation of the planned strategy taking into account and on the basis of again arrived current market activity.

Tick volume – the number of volume on bid, ask or totally, recorded for a unit of time.

Timing – the section of Volume analytics including all questions concerning parameter – TIME (timing of transactions, timing of participants of the market, the traded future contracts, accumulation of volumes, strategy etc.)

TRANSACTION TYPE – the entrance to the market proved by situation in a phase of an auction and timing, designed.

Type of day – the character of day defined on the basis of parameters: situation and a role in a medium-term auction development of range, distribution of volumes in  Value aria, statistics of DEWS and the Zone of cost, the card of volatility, timing of an exit of volumes, influence of the long-term player, timing of transactions. There are four types of day: pulse, balance, reverse and volatile.

V

Value aria – range is 70% of the trading volume for time interval

VOLUME ANALYTICS – MULTI - DIRECTED METHOD of the ANALYSIS AND STRUCTURING EXCHANGE DATA which is BASED ON SYNERGY of AUCTION MODELS IN STATESTICHESKY' PARAMETERS SOOTVETSVY. The method is developed by Vokhmyanina L. Yu. in 2004.

Volume filters – the setting up schedules based on average indicators with volume quotation

VOLUME QUOTATION – the newest, modern type of quotation with the data on the trading volume included in quotation at each price level. Allows to receive fuller and objective (statistical) information on market events. Needs contextual processing.

W

WEEK-LONG AUCTION – 15 min. clusters.  History depth – last and  current  week.