Auction Market Value Theory is about an objective, scientific approach, and scientific use of the data. We identify balances and generally require that the data we use in our analyses are valid for their application. This is admittedly more ...

Is random really random?

From an Auction Market Theory perspective Markets are self organizing and driven by feedback. The market adapts to information from trader feedback Feedback occurs within the system (all traders observe the same system and make changes in their ...

Is random really random?

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Auction Market Value Theory & Analytics

What can be done to ameliorate the guesswork, the trading on questionable data? Possibly the first step is to find the market's condition. If balance exists, the data can likely be trusted. Without balance value cannot be found and the profile ...

Auction Market Value Theory & Analytics

Quality of the data. When dealing with experimental data an appropriate but ofttimes hard to answer question is 'how well does the data being used address the question (s) being asked'. An important question is "how well does the data fit the ...

Auction Market Value Theory & Analytics

3) The Overlay Demand Curve (Composite/Merged profile) Profiles can Only be Understood in Context (Condition) Comparing profiles from a balanced and a directional day will illustrate the contention that a single day's profile in an unknown context ...

Auction Market Value Theory & Analytics

3) The Overlay Demand Curve (Composite/Merged profile) Overlay Demand Curve Value in a Directional Market Value was found for the balanced market of figure 6. The concept of value depends on a stable, balanced market, one where upper and lower ...

Auction Market Value Theory & Analytics

3) The Overlay Demand Curve (Composite/Merged profile) Recognizing Market Condition in a Directional (Trending) Market The five days of figure 5 constitute a directional phase. Again, the imbalance is clear in the Overlay of figure 7, which consists ...

Auction Market Value Theory & Analytics

3) The Overlay Demand Curve (Composite/Merged profile) Overlay Demand Curve Value in a Balance Value in "Meta-Profiles" is the middle seventy percent of the cluster. For Overlays the a similar formula is not applied because the profiles are not ...

Auction Market Value Theory & Analytics

3) The Overlay Demand Curve (Composite/Merged profile) A Balanced Overlay Demand Curve A way to examine time frames longer than a day is to linearly combine the requisite number of Meta-Profiles, forming an Overlay Demand Curve . The composite ...

Auction Market Value Theory & Analytics

3) The Overlay Demand Curve (Composite/Merged profile) Markets are known to be not serially correlated on a day-to-day basis. Simply comparing one day's profile to the next offers no firm ground for analysis if the market condition has changed. The ...

Auction Market Value Theory & Analytics

3) The Overlay Demand Curve (Composite/Merged profile) Multi-Day Value in Auction Markets, the Overlay Demand Curve Graphic From the inception of "Market Profile" the emphasis has been on intra-day trading. Steidlmayer was a floor trader (local) who ...

Auction Market Value Theory & Analytics

Meta-Profile value Meta-Profile focuses on value. A consequence of the data base (live ticks) is that value can be examined as it develops throughout the day, as in figure 3. There, by the end of period D (9:30 to 10) the excursion of period C (9 to ...

Auction Market Value Theory & Analytics

Meta-Profile value The agreement between "Market Profile" and Meta-Profile value in balanced markets validates Meta-Profile methodology. Releasing the constraint of audited data is the basis for profile analysis of equities, options, forex, other ...

Auction Market Value Theory & Analytics

Meta-Profile Value Meta-Profile recognizes that the profiles are only approximately bell shaped, (clustering is a better description), but in balanced, non-directional markets trading does indeed cluster about a 'center of value'. The 70 percent ...

Auction Market Value Theory & Analytics

A Tick - TPO Profile With Half-Hour Timeframes A Meta-Profile representation of the data for the Dow Index of figure 1 is in figure 3. Price bar is on the left, then the TPO count (#), next are the Profile TPOs, followed by all the half-hour ...

Auction Market Value Theory & Analytics

2) The Tick-TPO or "Meta-Profile" Requiring audited (cleared) data for "Market Profile" methodology excluded most of the auction market world. This problem was solved in 1987 when the "Tick-TPO Profile" was announced. Tick-TPO Profile, later called ...

Auction Market Value Theory & Analytics

Next the the fundamental differences of "Meta- profile" compared to MP

Auction Market Value Theory & Analytics

Putting Things in Perspective Steidlmayer understood that he was locating the significant price areas where traders were "using or not using the market" . With his belief in the bell curve theory of day market structure, the concepts of value (+/- ...

Auction Market Value Theory & Analytics

1) The Market Profile Figure 2. Profile Structure. The 'Initial Balance' is typically the range of the first two trading periods of the day, here it is yz, 07:00 to 08:00, although the length can differ from market to market. Initial balance is ...

Auction Market Value Theory & Analytics