Value, the Key Value is the key to market understanding. If the market is stable, i.e., bracketing, value is a definable quantity derived from price over time*. For bracketing markets where the sampling rate is adequate, value is the price (region) ...

Auction Market Value Theory & Analytics

This chapter is about data and the utility of data for futures research. Before we look at the actual data, we must identify what we need; how the data will be used and how well conditioned the data are for our purpose. Data that are not right for a ...

Auction Market Value Theory & Analytics

The Missing Link, The Overlay Demand Curve Lacking day-to-day serial correlation, yesterdays profile should not be expected to predict today's market direction or its condition. But each day is a part of the greater whole. Whether a market is ...

Auction Market Value Theory & Analytics

Market Profile, A Trading Approach The Market Profile was introduced in the CBOT Market Profile Manual (CBOT 1984), and augmented with analytical detail in Markets and Market Logic (Steidlmayer and Koy 1986), and Taking the Data Forward (Steidimayer ...

Auction Market Value Theory & Analytics

Futures trading remains one of the few places where an individual of modest means can attain riches, as Jack Schwager (1989) shows in his book Market Wizards. The secret is leverage. The leverage factor of a futures trade is 10 to 20; under current ...

Auction Market Value Theory & Analytics

Back in the early 1980s, J. Peter Steidimayer talked the Chicago Board of Trade into collecting and releasing the Liquidity Data Bank/Market Profile. These data signaled a new era in futures analysis. For the first time we could see how much volume ...

Auction Market Value Theory & Analytics

References are not used for their "absolute numeric values" as trade locations on the chart. The thread is not about the "holistic" pattern recognition used in market profile. This thread is about quantitative analysis. If you would take the time to ...

Auction Market Value Theory & Analytics

Replace all the "." with ","

Auction Market Value Theory & Analytics

MOM p.32 "The total TPO figure above the point of control represents other timeframe traders willing to sell and stay shortabove value, while total TPOs below the point of control represent other timeframe traders willing to buy and stay long below ...

Auction Market Value Theory & Analytics

"Every TPO has a letter which has 4 data points" Are you telling me you have no clue what a tpo is????? First tell me, what a tpo is and how is it calculated. Then tell me what it has to do with the RF

Auction Market Value Theory & Analytics

No. What data are we using to calculate RF? here's a hint "L>L we assign +1, and if h<h and L<L we assign -1"

Auction Market Value Theory & Analytics

MOM Page 112-113 "The Rotation Factor As we near the end of Day Timeframe Auction Rotations, we again address the question "Which way is the market trying to go?" Thus far, we have discussed concepts such as directional conviction, initiative and ...

Auction Market Value Theory & Analytics

"Each reference point carries it's own type of information." "The better way, we feel, is to focus on each reference individually. Understand it, and then put each one in context, relative to the others.* Starting at the beginning: There are 30 or ...

Auction Market Value Theory & Analytics

Didn't spend much time in front of the computer this week eurgbp image image gbpusd image image

Auction Market Value Theory & Analytics

So you know the difference between rotation factor and the rotation index? you know what data is used to create the rotation factor reference. And what that info is used for? You know what the trade facilitation factor is and what it is used for? Do ...

Auction Market Value Theory & Analytics

You read the materials again & again? How many times did you actually read MOM & VBPT? Again & again, did you read each book twice?

Auction Market Value Theory & Analytics

For those who wish to jump ahead and focus on the "calculations", rather than learning and understanding what the data means, how it is used for analysis in the process in which you organize the data for final "calculations" are free to do so just ...

Auction Market Value Theory & Analytics

You completely missed the point of my post. You still have no clue what data needs calculating, why and what for. You don’t even know that there are two different references, "Rotation Factor" and "Rotation Index". You have no idea which reference ...

Auction Market Value Theory & Analytics

You did a good job duplicating one of my spreadsheets. However, I think you missed the whole point of flow analysis. It's pretty pointless to spend all that time trying to calculate/duplicate, without knowing "what" data needs to be calculated, and ...

Auction Market Value Theory & Analytics