Quote from: nimnul on April 17, 2013, 12:31:41 PM

Quote from: Masqurin on April 17, 2013, 04:45:47 AM

4) On the VWAP line there are markers for each point, but not on the other price lines. I think it looks better without markers.

If you zoom the VWAP chart you will see something like this:

http://s13.postimg.org/40po5xrqv/vwap.png

The markers are not for every point, but for each point (15-second "slot" as we call it) with trading activity. So here you can see that a large trade activity at 14:29:45 shifted VWAP, but a larger trade volume at 14:33:00 had almost no impact on the price. Removal of the markers will obscure this information.

Of course when you zoom out to default zoom level it starts looking ugly, but we didn't knew how we can improve it without information loss.

I'm not sure I understand what extra information is conveyed by the points on the VWAP line that's not already in the volume chart - as far as I can tell the set of points on the sell line show that a bunch of trades happened around 14:33 but only one of them had large volume as indicated by the corresponding point on the volume chart. The fact that the price didn't change seems incidental.

Quote from: nimnul on April 17, 2013, 12:31:41 PM

In addition you can see here why we chose to plot "buy" and "sell" trades separately instead of joining them with a single line as our competitors do. We show that trades are performed at two different steady prices instead of zigzag pattern you often see on last trade price charts without bid-ask separation and volume weighting:

http://s16.postimg.org/njegc9q9h/vwap_bitcoinity.png

Yeah, I like the separate volumes for buys and sells a lot. Though the problem with using two line plots for them is 1) the line one with the higher volume in a timestep is going to obscure the lower one and 2) it's hard to tell how much total volume was traded for that timestep. A stacked bar graph with the buy volume on top of the sell volume would solve both problems and as a bonus is visually more clear - with a line plot the slope between points suggests the value is changing between points while a bar better represents the "slot" being filled with volume.