Does shorting increase tick volume? (VSA trading)

Okay, so I’m trying to learn the VSA trading method. At the moment for me to understand perfectly, this question needs to be answered.

That is clear, when the price is falling but smart money starts to buy, then the tick volume starts to increase, because they are putting in more and more orders, to reverse the price to bullish.

And when the price reached the wanted level and smart money starts to close their orders, this can be seen in very low volume, because they finished putting in serious money and closing their orders, and only the herd tries to buy some more at the top.

The inverse of this phenomenon is what I don’t understand, because selling is technically a promise that I’m going to buy that amount in the future, right? But I’m not owning anything unlike when I’m buying. So can these promises be seen in tick volume?

Hopefully I could describe my question well, thanks for the answer.

Tick volume is basically the number of price changes done for certain period of time (1,5 15 Min). There is no central clearing centre on Fx reckoning the number of trades (or their volume).
Keep in mind that main type of operations in Fx trading is Swaps. It means that opening 1 long lot EUR/USD I swap my 115K USD to 100K EUR. When I feel that I need to close order with profit/loss (after 1M, 15, 1 hour or 1 month) I do a reverse Swap.
Selling has the same type of order as buying, namely Swap. 1 lot short for EUR/USD is swapping 100 K EUR to 115 K USD. Easy as that.