Market Flow Markets are complex. A number of variables (reference points), are needed to make up the whole. Mathematically it means that a distribution function describing an auction market cannot be found. For the ordinary trader, 'complexity' ...

Auction Market Value Theory & Analytics

Could you elaborate? Could you give an working example of what you mean by "mechanize" a concept? (somehow I missed this) All authors make it very clear that "Auction Market Theory" is not some kind of system. Could you point me to the same "info" ...

Market Relativity

Even CME “tick volume” is not very good representative of “Real Volume” which is only reported once a day at CME. Another reason why “Price” based data, is an un-allowed practice in AMVT url Q2: Why doesn't the volume listed in Volume by Price ...

Auction Market Value Theory & Analytics

Sounds like your describing something very similar to "Auction Market Analysis", it uses at minimum 16 - 33 "market generated "variables" used for quantitative analysis. Continue to ask yourself these sort of questions. Trust in your own efforts ...

Market Relativity

Trade Facilitation Factor (TFF) Reference Point The Trade Facilitation Factor is defined in terms of TPO's, (Time-Price Opportunities, or That Price Occurred). So, first we define the TPO: Time Price Opportunity (TPO) In the Introduction we saw the ...

Auction Market Value Theory & Analytics

@ prem From FAQD QD.32 Why do you use TPO volume instead of contract or tick volume? Ans. TPO volume typically gives a smoother distribution than contract volume. A single large trade near the high or low of the day can skew the value area. LDB ...

Auction Market Value Theory & Analytics

Candlesticks, a Critique By Donald L. Jones There is no 'trading university'. A potential trader typically looks for training and educational courses on the internet or through a brokerage firm. Most of these sources have a goal, brokerages to get ...

Auction Market Value Theory & Analytics

Online (day) trading is more popular than ever. As a job, a career, the benefits are many and obvious (be your own boss, work at home, level of pay comes directly from your efforts, etc.). Not so obvious are the drawbacks (you can lose and many do, ...

Auction Market Value Theory & Analytics

Two Primary Market Time Frames Major Auction: The phase of the market cycle the market is currently in (Bracketing, Testing, Trending or Trend End). The Major Auction is found from the Overlay Demand Curve. It provides the framework for all trading ...

Auction Market Value Theory & Analytics

Four Types of Trading on the Floor: The Participants Floor Members: These are the 'middlemen'. They do about sixty percent of volume. They seek a well defined fair price, and hence are happiest with balanced markets. Known as 'short timeframe ...

Auction Market Value Theory & Analytics

A few basics on market condition & participants............... The Market Cycle: Four Phases of an Auction Market, its Condition. Normally, 'market condition' is synonymous with 'Major Auction' (except when Major and Minor Auctions are the same). ...

Auction Market Value Theory & Analytics

I’m not quite sure it’s that simple. I’d have to sort through data & charts to find those same instances. The market is complex, no two days will have the same set of circumstances. I think you’re missing the point. You’re looking for a ...

Auction Market Value Theory & Analytics

Volatility is another valid way to check markets for congestion. As reference point for market condition, volatility adds to the visual measures. Volatility calculations are tied to the timeframe. If a different timeframe is selected (say 15 minute ...

Auction Market Value Theory & Analytics

Volatility Volatility is a natural part of all auction markets. In CAPM it is the risk, arrived at statistically. AMT is slightly different. Volatility is related to the trading range; small in quiescent periods, larger in more active markets. It ...

Auction Market Value Theory & Analytics

The Structure is Complete Auction markets can be analyzed and understood with the elements posted above. These elements are the base of Auction Market Theory. Since the theory is empirical it is not falsifiable, i.e. it's validity rests upon it's ...

Auction Market Value Theory & Analytics

Market Profile (MP) Market profiles graphically display generally understood market characteristics. A market day displays price change from demand, rumors, aborted moves and trading strategies. Market Profile displays the structure of the day. 1) ...

Auction Market Value Theory & Analytics

Earlier it was noted that one effect of disequilibrium is that Auction Market Theory has an empirical base. The tenets of AMT leads one directly to the analysis. Unraveling the details inside a particular market situation draws on both market ...

Auction Market Value Theory & Analytics

Great post!

Looking for Real Trading Method

Love the analogy.......... :nerd:

Do you believe this market is random?

There are some 30 entries in the Value-Analytics Table. That may seem a lot and it is. But the market is complex and that is shown in a number of ways. At any time some of the 30 may apply, some may not. A problem with standard Market Profile ...

Auction Market Value Theory & Analytics