Shulou(Shulou.com)06/01 Report--

How to carry out footprint chart analysis and implementation of commodity futures? in view of this problem, this article introduces the corresponding analysis and answer in detail, hoping to help more partners who want to solve this problem to find a more simple and feasible method.

1. Summary

Energy footprint is an advanced chart analysis tool called "Footprint Charts" in English. It shows the trading activity of each price in a single K line. It not only provides price information, but also provides information such as trading volume, active buying, active selling and so on. It is a multi-dimensional technical chart, which reveals the true distribution proportion of each price based on trading volume, explains the complex relationship among trading volume, price and time, and can provide more reference for traders.

2. What is the energy footprint

Simply put, the capacity footprint provides market transparency through a micro-analysis of what happens to buyers and sellers at various price levels. What do you see in the energy footprint map:

1. K-line price

2. Active buying volume (ASK)

3. Active selling volume (BID)

4. Equilibrium ratio of buying and selling

As shown in the above figure, this is the demonstration version of the capacity footprint implemented on the inventor quantitative Trading platform (FMZ.COM). It is calculated based on the real Tick market. The detailed data are attached to the K line. When the mouse hovers over the K line, the energy footprint data can be presented. The data in the blue box is the result of its calculation, which is divided into two columns. The left column is all the price points of the current K line, arranged from big to small. The column on the right is the trading volume at each price level, broken down into buy and sell volumes, separated by "x". On the left side of "x" is the active buying volume, and on the right side of "x" is the active selling volume.

III. The function of energy footprint map

Think about what caused the price to rise. The answer is simple. Buyers and sellers. If there are more buyers than sellers, the price will rise; if there are more sellers than buyers, the price will fall. If the current number of sellers is about equal to the number of purchase prices, then the market will be volatile, that is, the market is in a state of equilibrium. Once a large buyer or seller appears, it will break this balance, then the energy footprint will show an extreme active buy-sell ratio.

The energy footprint is dynamically displayed based on Tick data, so it is especially suitable for intra-day short-term trading. Traders can accurately see the active buying and selling volume at each price to explain the cause or law of price fluctuations and customize their own trading strategies. For example, if the buying volume on the left is much larger than that on the right, it means that market participants are actively buying, and prices may rise in the future; on the other hand, if the selling volume on the right is much larger than that on the left, it means that market participants are actively selling and prices may fall in the future.

Fourth, the principle of energy footprint diagram

The calculation principle of the volume-energy footprint chart comes from the trading volume and opening data, and the current trading volume is calculated in real time according to the changes in the opening price. if the opening price rises, the trading volume is recorded as active buying; if the opening price falls, then record the trading volume as active selling. In the energy footprint map quantified by the inventor, the Tick data are calculated in real time to accurately calculate the trading volume of each Tick.

Fifth, the code realization of energy footprint map

In practical use, the energy footprint map can also analyze the capital flow from the perspective of trading volume, whether it is to analyze the large-level trend direction or the short-term direction within the day, it plays a vital role. However, it should be noted that the so-called capital flow here does not refer to the entry and departure of funds, but reflects the long-empty willingness to buy and sell in the market and the game behavior between the main force and retail investors.

The answer to the question about how to analyze and realize the commodity futures footprint chart is shared here. I hope the above content can be of some help to everyone. If you still have a lot of doubts to be solved, you can follow the industry information channel to learn more about it.

Welcome to subscribe "Shulou Technology Information " to get latest news, interesting things and hot topics in the IT industry, and controls the hottest and latest Internet news, technology news and IT industry trends.