Auction Market Value Theory and Analytics
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Thread: Auction Market Value Theory and Analytics

  1. #1
    1 Attachment(s) ";Auction Market Value Theory"; ";Auction Market Value Analytics";
    Auction Market Value Analytics as per Cisco Futures:

    Value Analytics unites market condition with marketplace profile reference factors to create information for trading set-ups. Market condition identifies the market environment (equilibrium or trend) in which all trades are made. Internal marketplace info comes from profile reference points used as marketplace flow variables, a new and more comprehensive approach to find market bias and directionality. The goal is to provide the trader the 'advantage' that comes from superior market knowledge.

    Value Analytics, the Procedure
    Value Analytics (VA) is a melding of the Market Condition investigations initiated by CISCO using a Exceptional type of Economy Profile analysis, one oriented to qualitative evaluation of benchmark points. That is a radical departure from the normal Economy Profile, a move from pattern recognition to analytical evaluation of this profile intra-day markers.

    In spite of regular profile process, Value Analytics begins with Marketplace Condition as the framework within which trading takes place. Profile analysis plays a subsidiary, but important, role, describing the infrastructure of this market, the internal details that identify marketplace flow and promote bias. Standard profile definitions are used, but not for profile day pattern analysis. In Value Analytics that the marketplace is viewed as a continuum, a flow through time. Profile variables are examined for their change over time, their relative values, rather than the less useful absolute numbers used in routine profile evaluation.

    From quantizing the profile variables, Value Analytics eliminates much of the puzzle of profile trading; the pattern recognition and the holistic evaluation of the motives of this market's players. Quantized profile data can stand alone. Dyed in the wool profile traders may delight in a profile methodology that is more analytical. .

    Profile reference factors in balanced markets can reveal internal market bias and directionality, information not available from the market condition investigations. The final result of a day's Value Analytics evaluation is a knowledge base from which traders can construct a comprehensive trading plan, their setup for the next day.
    Markets aren't efficient, rather they are successful - Jones

    Auction Market Value Analytics(tm)
    Copyright CISCO Futures 2007

    Since the outset of Market Profile(tm) at 1985 the promise of true worth based trading has remained attractive but evasive. The significant problem comes in recognizing marketplace situations since they are growing, with pattern recognition. There are 30 or so refer factors. Few traders can juggle the lot, discarding those that aren't applicable to the situation at hand. Traders prefer some sort of difficult evidence for their trading decisions. Value Analytics is the initial methodology to tie profile investigations to qualitative values.

    Auction Market Value Analytics (AMVA) is an analytical, dimensions based approach that places worth trading technologies within the reach of all traders. AMVA joins measures of total market state (balance or imbalance) with present market behavior (volatility, volume, market array, trade facilitation, worth, activity at cost extremes, etc.). This mixture not only alogs the present market situation but also indies it's flow and directionality.

    ";Brief Word on Auction Market Value Theory ";
    ";This point most traders operate for cover. Who wants to talk about old dry theory, we just want to trade! You don't use market theory directly in your trading. However, you dismiss the concept in your peril. This is the reason: Theory divides the market into borders (the kinds of investigations that are legitimate) and negatives (invalid analyses). If you exchange from an invalid methodology, like moving averages or oscillators, you are throwing darts or even worse. How can this be? EVERYONE uses moving averages and oscillators. But wait, EVERYONE (or almost everyone) loses. That isn't evidence, but it's good evidence#8230;..."; -Jones

    THIS IS NOT A MARKET PROFILE THREAD
    We use exactly the same cost*time format for charting, however we use quantitative investigation for trading decisions rather than pattern recognition....

    Value Based Power Trading
    http://www.4shared.com/office/IosZ6z...WER_PRINT.html

    Mind Over Markets
    http://www.4shared.com/office/ivp7jU...r_Markets.html
    .
    Internet archive CISCO-FUTURES
    Home page https://web.archive.org/web/20131122....-futures.com/
    References https://web.archive.org/web/20151107...eferences.html
    Value Analytics https://web.archive.org/web/20130902...m/amva_fs.html
    https://www.forexforum.co.za/general...ussion/8-.html

  2. #2
    This is where someone will begin posting a lot of Steidlmayer references, which contain the term quantity, claiming that the famous Pete Steildlmayer uses Volume profiles

    Think again..if anybody actually took the time to browse Steidlmayer's publiion on MP would understand he's never used a column profile.

    The Volume he refers to in his novels is Volume @ Time not Volume at Price




    By Steildlmayer's own appliions manual (Capflow) he spells it out in plain English he doesn't utilize a Volume profile (quantity in price), he spells out clearly he uses volume @ time.
    Steildmayer's Volume @ time indior, is plotted on the Horizontal, not the perpendicular.



    same flat volume @ time plot explained in his book


    MP uses price over time (market generated information)
    VP uses volume in price, quantity at price isn't market generated information because it doesn't contain the component of time.
    Therefore not a topic for the thread...

  3. #3
    My small donation to AMVTA team.
    As you are aware that there are lots of files in the MP multi composite profiles in mt4 file segment. There are 18 files for each pair as you can see at the left and middle image I attached. I pull out info I want and organize my csv files in 1,3,5,10,15,20 times for each pair I want. I'll after program the software organize my csv files as seen at the far right and pull info out at the push of a button every day. The software is absolutely free and search for advanced renamer or some other comparable appliions. Enjoy.
    JP


  4. #4
    Quote Originally Posted by ;
    quote Regrettably, I do not#8230;#8230;It is likely not an answer you want to hear but that I also construct profiles create references points using excel. I used to manually manually enter the data as my programming abilities enhanced I started to automate the process. I am learning to utilize oandas API in which I can call the data into python/excel and build profiles automatically. I do so my analysis is not dependent on any charting package or some other particular indior. Https://www.forexforum.co.za/trading...s-selling.html...
    Thanks for your answer. Btw, enjoy this thread info you share. Notably research. Cisco site is down. Its good you've archived the research.

    Edit: GLScharts.com supplies data for Indian Markets!!!

  5. #5
    Quote Originally Posted by ;
    Hello @ @evak Are you conscious of any Indior that's close to TPOChart2.1 for Ninjatrader where you can export data to spreadsheet? Thanks. Edit: searched a lot for related indior for Ninja but could not loe it doesnt function in markets I trade in.
    Regrettably, I don't......It is probably not an answer you want to hear but I also build profiles produce references points with excel. I used to manually manually enter the information into a spreadsheet, as my programming skills enhanced I began to automate the process. I am learning now, to utilize oandas API in which I can call the data into python/excel and assemble profiles together with amvt references, automatically.

    I do this so that my analysis isn't dependent on any charting package or some other particular indior.
    Https://www.forexforum.co.za/trading...newbi-log.html
    Sorry I could not be of any help......

  6. #6
    Quote Originally Posted by ;
    My apologies, I meant the time daily in your daily profile do you begin?
    Again you are indiing I trade 3 day profiles, I don't trade the profiles that's a MP idea. I make trading decisions employing a 3 day sample of data.
    0:00 utc/gmt

  7. #7
    My apologies, I meant the time daily on your 3 day profile do you start from?

  8. #8
    Quote Originally Posted by ;
    Hello , very impressive ribbon. I must have overlooked this small detail, but as you're trading place instead of futures(correct me if I'm wrong), can you tell me that start time you're using to your daily profiles? Would you start your profile in 9:30 am, midnight, or 8am or the 5:15 pm day open, equally believed NY opens to some level as I'm in EST? Or does it really matter? My trading style is actually rather similar to yours, TPO counts in combination with the larger composites, as well as particular attention to the minus...
    I don't use daily statements...

  9. #9
    Hello mzvega, very impressive thread. I must have overlooked this small detail, however as you're trading place as opposed to futures(correct me if I'm wrong), can you tell me that start time you're looking for for the daily profiles? Do you begin your profile in 9:30 am, midnight, or 8am or the 5:15 pm early evening open, both believed NY opens to some degree as I'm in EST? Or does it matter? My trading style is rather like yours, TPO counts in combination with the bigger composites, in addition to special attention to the minus or movements. Moreover, I incorporate the use of wrb openings in my analysis and it's proved again and again to aid in receiving the direction correct BEFORE minus move or the bigger vertical occurs. I understand your mastery of amvt doesn't allow for any factors that are external, but perhaps my small contribution could be an improvement to your arsenal as you were so kind to share your knowledge base with the neighborhood. The majority of the folks on these boards do not have a clue about market flow and the underlying mechanisms which drive them. Very refreshing to strike the odd trader who understands the real dynamics behind the data.
    Thank you in advance, I've thoroughly enjoyed reading this thread!

  10. #10
    Quote Originally Posted by ;
    Dear All, I have been a quiet follower of this thread for some time now and I'd love to thank MzVega for sharing all of this brilliant information. I browse through MOM, VBPT and each and every post in this forum. It's a lengthy procedure indeed but nothing worth having comes easy I suppose. Now read and my next goal would be to experience the CISCO website. I have read a few of the posts already, however, since the website is by no way ordered in almost any chronological order I had a hard time finding all the relevant...
    I just need to apologize for not responding earlier to your post, I attempted to send you a fast PM to let you know I was pressed for time this week and unable to correctly address your post with the focus it deserves. Outside of my trading we've got a company, which I rarely take part in.......Long narrative short our workplace manager/bookkeeper took the first week of this new year for vaion......So this week the majority of my time is out my home office, holding down the fort there. I barely had time to post a few trades.

    I am sure any gifts you make here will be appreciated by people who have a genuine interest...I have not had the time to check out your table of contents with great detail however it looks excellent. I love that you enjoyed the topic of correlation, I have a couple more points to make, however I have had little time this week. I agree organizing the info /articles/research is a process trying to articulate the info. So please forgive me for this brief post......because this week I am unusually pressed for time.......

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