It appears the EUR/USD is still in a bullish stance. But the fact that it opened below the UQ, and that the UL is the same now in the 5, 10, 15, and 20 day ODCs, I'd say we are in no man's land. The brackets widened but it was a weak close. Caution, ...

Auction Market Value Theory & Analytics

We don't predict prices in AMVT. That lesson has hammered home in my past trades. There is rotation happening with close prices so maybe we can get a sustainable break to the upside?

Auction Market Value Theory & Analytics

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Auction Market Value Theory & Analytics

The EUR/USD has just breached the 2day, 3day, 5day, and 10day UL brackets. 15day is balancing and the 20day is trending. 3 days of VA Range, Range, Volatility, TPOs all increasing. Net Flow is +. TFF better across ODC timeframes. Similar breaks ...

Auction Market Value Theory & Analytics

It has long been a goal of mine to automate as much as possible all things in my personal trading. Frankly, AMVT as a system would be incredibly difficult to reduce the bulk of the MGI into numbers that interact reliably. There are thousands of ...

Auction Market Value Theory & Analytics

Fabio, I sent you a PM. Thanks to mzvega and all other contributors on this thread! The study of markets truly never ends.

Auction Market Value Theory & Analytics

Wanted to let everyone know, if they didn't already, that MT5 has recently bridged a gateway to CQG and now gets feeds to basically all the exchanges, CME, NYMEX, CBOT, ICE, EUREX, etc. That means real ticks and presumably real volume is now ...

Auction Market Value Theory & Analytics

Thank you for that very good explanation. I've got much study to do. "Inside the balance you are dealing with non-directional volatility. In the trend, market movement is dominated by directionality, with volatility secondary." - The Market Unit - ...

Auction Market Value Theory & Analytics

From my understanding so far of AMVA we look to take breakout trades of the 5d bracketed overlays when the 10d is in balance. GBP/USD has just done this on my chart, but I won't post any screenshot because my own tools are still incomplete. Do you ...

Auction Market Value Theory & Analytics

I see whatever you are doing is significantly higher than 2/3 win rate. Very Nice!

Auction Market Value Theory & Analytics

Been wondering ever since I read this bit. Do traders strictly using this method have similar, or better/worse win ratios than this described? I understand that risk itself on a trade can be predetermined per the individual and there are likewise ...

Auction Market Value Theory & Analytics

Okay points noted so I started reading VBPT again. Futures is where the money is at and I just want to make money. I realize the road is long.

Auction Market Value Theory & Analytics

If it's not inventory then are you able to share what you are doing there with net flows? Trying to build on as many sound concepts as possible. Its not that it wouldn't influence a trading decision, its that it seems to me a poorer way to describe ...

Auction Market Value Theory & Analytics

That's what I thought. My trading has evolved to one of taking core FX positions in the longer tf to one of actively scalping futures in the Day tf. It is very whippy with extreme volatility. The main chart used is a single 20day 30M candlestick ...

Auction Market Value Theory & Analytics

The past 10 or so posts are very informative and interesting. I've been studying everyday trying to determine for myself what may be useful for the method and what is not, reading as much as possible Dalton, Jones, Steidlmayer, Crabel, etc. Been ...

Auction Market Value Theory & Analytics

Love the topic of the thread. I'm very interested in the concept of Delta for FX as well. In the case of volume, I've not seen a better indicator than this for MT4. url

Delta Volume - Cumulative Delta Volume

As far as I know yes. This is all based on tick data. This indicator is useful only when the market is rotating, but interesting to view on longer time frames, like DaysBack=60 for example.

Auction Market Theory and Market Profile

I've read as much as I can get my hands on and watched free Dalton videos. I've traded FX since 2008 and started trading Futures this year. In that time I've had large swings up and down but am certainly a net loser. The past few years results have ...

Auction Market Value Theory & Analytics

Understood. Okay so I'm reduced to total rookie but I must ask, wouldn't quantitative values from AMVA be eligible for automation? What is the difference between discerning market condition manually and teaching a computer to establish its bias? ...

Auction Market Value Theory & Analytics

Yes I think so. AMT in the case of markets is considered a dual auction where participants move the price both directions. Value of that price also moves and that is where profile traders focus their trade entries on. Super profile traders consider ...

Auction Market Value Theory & Analytics