What tick size should I use?

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Arthur
  • Updated

What tick size should I use?

 

What is a "Tick size":

An asset's tick size refers to its minimum price movement in the market. For example, the tick size of Bitcoin is $0.5 USD, meaning that the smallest amount the price of Bitcoin can fluctuate is $ 0.5 USD.

The purpose of having tick sizes in crypto markets, is that it creates discrete price levels, in which balance price priority with time priority. If the tick size is too small then there is too much weight given to price priority so there is less of an incentive to people in the market to post their orders in advance as people would be able to jump ahead of them by changing their price by a minute fraction. Conversely if too large, then time priority is given a larger advantage. Hence the size of a tick, is there to balance time and price priorities.

"Tick size" application:

Tick sizes depend on volatility, the selected instrument, the time frame selected, price increments, and the candle period you are looking at.

There is no rule of thumb if, for example, there is more volatility and you look at small periods like 10 seconds. A recommended tick size is 1-2. If you're looking at a 5 min chart, then 2-5 ticks. If 4 HR, then 5-10 ticks, etc.

For CME/MES and other non-crypto instruments, always start with 1 tick and increase only if you need to compress data a little, it will rarely need more than 4 ticks. 2-3 ticks is very convenient in regular trading hours, 1-2 ticks in extended trading hours.

For TPO you almost always want to be using something higher than 8 ticks and then adjust according to previous profile height as you may want to increase it.

So it's not a static requirement that's why we have put Tick * +- buttons on most convenient space in the chart, for you to be able to adjust at any time for any changing market condition. (edited)
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Advantages and disadvantages of different tick sizes:

An advantage of using different tick sizes, is that it allows you as a trader, to zoom in to the FPBS occurring at different price levels, within your candles rotation period to gain more information, as well as reducing the amount of noise within your charts candles.

For instance when on a more local timeframe I would recommend lower tick sizes as it allows you to extract information from levels within the lower time frame candles. When lowering your tick size, if the assets tick is say $0.05 such as ETH, then having a tick size of 40 should show increments of price within a candle every $2. 

A disadvantage of different tick sizes is that one may find it difficult, to understand what tick sizes to use depending on the asset and rotation period, concluding in having either too much information on their chart in which complexes their analysis or not enough. Fortunately, this can be easily fixed by simply increasing your charts tick size.

Recommendations-

Local Time Frame (>5min)- Tick size of 20 and 12 recommended 

Sub-local Time Frame (>30min)- Tick size of 40-80 recommended

Mid Time Frame (>4h)- Tick size of 100-200 recommended 

> Would not recommend a certain tick size for time frames above 4h, however nothing less than 200.

Volume (5M)- 5tick and 10tick recommended (BTC only)

Key to note: Quantity-based chart ticks are different for each coin you use. Would recommend that you experiment with different sizes, until it meets the requirements of your trading preferences.

 

 

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