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- mzvega replied Jan 23, 2014
CME has tick volume available to it in real time. If tick volume was tradable in real time wouldn’t you think the CME would instruct you to just trade a tick volume profile? And give you instructions on how to trade it? You can’t. MP per CME ...
Auction Market Theory and Market Profile
- mzvega replied Jan 22, 2014
Be leery of people who spit “Market Profile” references & post MP "levels" in tick based market such as Forex. MP and its Methodology are exclusive to CME/CBOT. It is not used in Tick based markets. AMT is. Don’t shoot the messenger, the only thing ...
Auction Market Theory and Market Profile
- mzvega replied Jan 21, 2014
I appreciate your comment. Unfortunately, I worked off that assumption for awhile. My methodology evolves around the "context" of market condition. Data is just data, unless put in the right "context". But through trial & error and only after, did ...
Auction Market Theory and Market Profile
- mzvega replied Jan 21, 2014
Sorry, haven't got to you sooner. I've been somewhat preoccupied. did you try installing "Microsoft Visual C++ 2010 Redistributable Package (x86)" when you installed the indicator?
Auction Market Theory and Market Profile
- mzvega replied Jan 20, 2014
I appreciated your post. Thank you for providing some insight, I now can put that whole conversation in the proper perspective

Auction Market Theory and Market Profile
- mzvega replied Jan 20, 2014
These things are data & reference points that you you get from the TPO profile(meta profile). You assumed right about the IB POC. It contains the highest # of TPO's. That reference is used to count how many tpo's above it, and below it. It gives you ...
Auction Market Theory and Market Profile
- mzvega replied Jan 20, 2014
This whole discussion is completely insane. Someone asked me what the difference between a "composite" & an "overlay" profile. There is no difference, they are both merged profiles comprised of "TPO's". This is where Infinitus entered the ...
Auction Market Theory and Market Profile
- mzvega replied Jan 19, 2014
Hers's is an article that helps others in the distinction between MP & AMT...................................... CISCO 37 Years of Excellence in Auction Market Research CISCO Futures 1-303-306-1521 1-800 800 7227 Fax 1-303-306-1572 url ...
Auction Market Theory and Market Profile
- mzvega replied Jan 19, 2014
I don’t have think, its statically proven, I don’t think, I just "do". Can your "profound" decisions devoid of the facts of do the same? Care to share statistics of your "profound" decision making methodology? If all it takes a little effort and ...
Auction Market Theory and Market Profile
- mzvega replied Jan 19, 2014
Cisco-futures “Auction Market Value Theory is, we believe, the first comprehensive theory of auction markets. Economists for long have held to the Sharpe-Markowitz Gaussian distribution theory for equities (Capital Market Theory, or CAPM). Their ...
Auction Market Theory and Market Profile
- mzvega replied Jan 17, 2014
What can I possibly say to all that..........I use Auction Market Analysis to interpret the auction process. There is no system.......I came here to discuss Auction Market Theory with others who use the same approach. It sounds like you have a lot ...
Auction Market Theory and Market Profile
- mzvega replied Jan 17, 2014
Market profile uses TPOs as a way to organize "data" for Auction Market. Once the data is organized. You then you analyze the your data(TPO's). You don't trade the picture (indicator). TPO counts above & below the (TPO) VA, tell you if there is an ...
Auction Market Theory and Market Profile
- mzvega replied Jan 17, 2014
Here's a hint............Auction Market Theory doesn't analyze "prices" or "tick volume" it analyzes "Value" determined by TPO data. Bollinger is a mean revision of "PRICE" data. Auction Market Theory doesn't calculate Prices. When compared they ...
Auction Market Theory and Market Profile
- mzvega replied Jan 17, 2014
I'd be happy to indulge you. Someone who is keen to use the market profile obviously uses the “data” for auction market analysis. And what data is this? Let’s see, it’s called TPO’s. Not “price distributions”, not “tick volume at price”. And what is ...
Auction Market Theory and Market Profile
- mzvega replied Jan 16, 2014
Not many people are willing to invest the time & effort. Its taken me several years. Its a learning process, you evolve as a trader, as your knowledge grows. You have to have an understanding of how each piece of market info, effects the market ...
Auction Market Theory and Market Profile
- mzvega replied Jan 16, 2014
I appreciate the clarification.............AMT requires recording, tracking & analyzing "Data". I don't want others to have the impression that by slapping an indicator on a chart as a substitute, for analyzing "real market generated" info is ...
Auction Market Theory and Market Profile
- mzvega replied Jan 16, 2014
May I ask how does that apply to Auction Market Theory? or "Auction Market analysis"? or "Value"? Other than one price "variable", what does it tell you about the market? I'm not sure what bollinger bands have to do with trading "Value"?
Auction Market Theory and Market Profile
- mzvega replied Jan 16, 2014
....................that has nothing to do with auction market "analysis" Of course you can impose any mathematical calculation upon price and produce a result. I've done enough research on gaussian statistical analysis, to know that you need a ...
Auction Market Theory and Market Profile
- mzvega replied Jan 15, 2014
Somehow I missed this.............."on a trend day extending the VA to the second deviation". IMO, you shouldn't. A trend day is not bell shaped, not gaussian. The gaussian distribution doesn't exist in a trending market, if it doesn't exist, ...
Auction Market Theory and Market Profile
- mzvega replied Jan 15, 2014
hohgch, if you look a few posts back, and maybe read a few pages back, you should be able to find what you're looking for, also, the first page of the thread has many resources as well.................
Auction Market Theory and Market Profile