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Auction Market Value Theory & Analytics

This is incredibly interesting.

Thank you very much.

I'll try to implement this in my spreadsheet

B.
Quoting Bjorn000
This is incredibly interesting. Thank you very much. I'll try to implement this in my spreadsheet B.
I'm responding to your post, as a reason to re-post.......people tend to only read the last page of a thread only. If I re-post it it will be on a fresh page and hopefully viewed longer.

Serial Correlation........
The lack of day-to-day serial correlation in auction markets is often the starting point for random market theory. Studies as early as Labys and Granger (1970) confirm the day-to-day randomness. Even in trending markets, the expectation of up price or down price for the next day is still about 50-50. Even odds in non-trending markets is easy to understand; in trending ones it is not so obvious. A market that is trending up or down does have an enhanced probability in the trend direction; it is just pretty well masked by the random component that is always present. For example, a trend of one cent per day (on average) is virtually lost in the average daily trading range of, say, ten cents. By grouping, however, the random component can be averaged out and the underlying price movement can be seen. We will illustrate this point with a trend in soybeans.

Comparing one day's data to the previous days data (or comparing one candlestick to the next candlestick, or comparing one price to the next price) following the market in this way, are all examples of "linear measures".

Now if you follow the data, linearly, "day to day" in sequential/chronological order, the market appears to move randomly. There is no "day to day" evidence of a underlying trend.

This is where the random theory conspiracist's see this as some type of evidence that the markets are a random walk. When you look at the data in a linear, chronological , sequential, series (time series) it only appears to be random What this proves is that even in a trend there is no "day to day" serial correlation. Even in trending markets, the expectation of up price or down price for the next day is still about 50-50
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Rather than "linearly" follow the data price to price. Lets start measuring the same exact data, using "non linear" measures used in auction market analysis. Here we will use a 2 day sample of data. Rather than following the data "day to day" in sequential order. The results look just as random as following the market day to day. There is still no evidence of the underlying downtrend Even with a 2 day sample of data.
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Let's look at a 3 day sample of data......... Now things start to get interesting..Same exact data.. still using "non linear" measures.Now you start seeing some "evidence" of the underlying downtrend. By using a 3 day sample of data you began to filter out the "day to day" random fluctuations ("random component")
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It also becomes more apparent with the 4 & 5 day sample of data.
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So what does this prove?.......... do the math
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Testing a Trend for Serial Correlation
There is one long downward trend from March 6, 1991, through July 10, 1991. This run covered 88 trading days (127 calendar days) or just over four months. The total price drop is 121 cents or 1.375 cents per trading day. The daily trading-range average over the 88 trading days is 8.17 cents, ranging between a high of 29.25 and a low of 3.25 cents. Table 1-5 has the prices and a list of higher/lower prices on the basis of 1 day, 2 days,. . . through 5 days.

Since a downtrend was Pre-selected, we have inserted a bias to the downside.
Therefore ties those cases where the compared prices were the same-will be awarded to the H, or higher count. That results in Table 1-6

One of the basic fundamentals in AMVT is an understanding that the markets are not linear. Using linear measures to describe & analyze a non linear market is like using a tape measure to measure how many gallons it takes to fill a bucket

If you group your data, group prices over the correct sample of time (price over time) rather than look at the data "linearly", day to day through a series of candlesticks, you see the markets are in no way a random walk.

"A market that is trending up or down does have an enhanced probability in the trend direction"

To test that statement in a downtrend using the data starting with the 1 day sample of data.
If you traded in the direction of the previous day's trend (following price) with the probability of trading with the underlying trend, you would have correctly traded in the direction of the underlying trend 52% of the time and you would have been wrong 48% of the time. Correctly trading in the direction of the underlying trend following price "day to day" is still pretty much a coin toss.

Let's look at the 2 day sample.had you traded in the direction of the underlying trend following the 2 day samples of data rather than following price, you would have correctly traded in the direction of the underlying trend 62% of the time and you would have been wrong 38% of the time.

Now things get interesting..

Let's look at the 3 day sample.had you traded in the direction of the underlying trend using the 3 day samples of data rather than following price, You would have correctly traded in the direction of the underlying trend, 70% of the time and wrong 30% of the time.

4 day sample you would have been correct 73% of the time and wrong 27% of the time.

5 day sample you would have been correct 76% of the time and wrong 24% of the time.etc.

This is what you call "proof of principle"...
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Markets are not efficient, rather they are effective - Jones
Quoting mzvega
Serial Correlation........ The lack of day-to-day serial correlation in auction markets is often the starting point for random market theory. Studies as early as Labys and Granger (1970) confirm the day-to-day randomness. Even in trending markets, the expectation of up price or down price for the next day is still about 50-50. Even odds in non-trending markets is easy to understand; in trending ones it is not so obvious. A market that is trending up or down does have an enhanced probability in the trend direction; it is just pretty well masked by...
Market profile is built on the premise of comparing the current day's profile to previous day's profile. MP methodology is built on the assumption that the market is some how "day to day" serially correlated

I have just demonstrated and proved that there is no "day to day" serial correlation in the market. It doesn't matter if you are following price "day to day" or following daily profiles, the results are still the same. Even in trending markets, the expectation of up price or down price for the next day is still about 50-50

MP methodology is built on the premise/assumption that the "day to day" daily profiles are somehow serially correlated. We just proved in the previous post that the market has no "day to day" serial correlation..When tested, the evidence does not support MP methodology. Comparing yesterdays profile to the current day's profile in an attempt to trade in the direction of underlying trend , the expectation of up price or down price for the next day is still about 50-50. You would have similar odds throwing darts at the chart.

So when I go on and on about this not being a MP thread..it's because we dont trade using a series of daily profiles, we dont compare today's daily profile with yesterday's daily profile, because the evidence proves there is no "day to day" serial correlation in the market..
Markets are not efficient, rather they are effective - Jones
Hey mzvega

I have some thoughts regarding your previous writeup about serial correlation. Very interesting BTW.

I tried to implement the "method" in my calculation of flow.
I compared the most recent 1D profile and it's reference points to a profile (and it's reff points) from three days ago

I then did a primitive backtest to see how the method fared during different conditions (trending, bracketing). I found that during prolonged trending conditions the calculation of direction flow fits fairly well (when DIR was positive, market moved up).

However when the market was bracketing for 5 days or more, the DIR flow calculation ended up on the opposite side of where the market moved afterwards (when DIR was positive, market had a breakout to the down side).

Do you use this methodology or did you post this to prove a point about traditional MP theory?

Anyway I really enjoy everything you've written and I look forward to your future posts.
Sir mzvega,
If I am allowed to diverge a bit, this skipping rather than serial correlation seems to tie up with DeMarks system of comparing not consecutive but a few bars back.

Hope this doesn't disturb the flow of thread.

Thanks
Quoting Bjorn000
Hey mzvega I have some thoughts regarding your previous writeup about serial correlation. Very interesting BTW. I tried to implement the "method" in my calculation of flow. I compared the most recent 1D profile and it's reference points to a profile (and it's reff points) from three days ago I then did a primitive backtest to see how the method fared during different conditions (trending, bracketing). I found that during prolonged trending conditions the calculation of direction flow fits fairly well (when DIR was positive, market moved up). However...
The methodology in the way you just described above?

No........I follow the instructions in the source material for "net flow" analysis.

I don't understand what you mean by "Dir" and why you think this "Dir" is used as some kind of signal to trade. What's the purpose of all those net flow calculations in the spreadsheet if you don't plan on using the data for analysis?

Before I spend my time answering any questions about "net flow" or any spreadsheet calculations, can you copy & paste the source material you used to learn the "purpose" of using net flow analysis, what it calculates, and how the data is used for analysis before using that info to build a spreadsheet.

Can you also copy & paste one of the examples used in the source material that shows how to read and use the data.

This way I know my time wont be wasted trying to help explain something to someone who hasn't invested their own time learning.

Then we can compare notes.....what you think your calculating compared to what the source material says how and what you should be calculating and more important how to use the data..
Markets are not efficient, rather they are effective - Jones
Quoting rajesh0000
Sir mzvega, If I am allowed to diverge a bit, this skipping rather than serial correlation seems to tie up with DeMarks system of comparing not consecutive but a few bars back. Hope this doesn't disturb the flow of thread. Thanks
There is no skipping per se, this is not something that's applicable to a bar chart or something comparable to TA.
Markets are not efficient, rather they are effective - Jones
Quoting Bjorn000
Do you use this methodology or did you post this to prove a point about traditional MP theory?
I asked that others read VBPT..before wasting their time on attempting to calculate a spreadsheet. I continue to explain that you can not put the cart before the horse.

That serial correlation post has already been posted to the thread a couple of times.
It also is found in the very first chapter of VBPT...

It is probably the first most important basic fundamental needed to learn AMVT. It is the most important basic "building block" for analysis and creating spreadsheets for analysis. It give s you a starting point for a spreadsheet. As you learn about bracket screen, the market unit, VA rule.........etc. you then understand context as you expand & refine your spreadsheet . As your knowledge base expands your spreadsheet will expand to include other things you can read and understand. As you learn and read you find that references mean different things in different contexts, you then organized your spreadsheet into a readable format.the depth of your spreadsheet should reflect the depth of your understanding.

I find it frustrating that everyone has created spreadsheets without learning the basic fundamentals needed to actually use it.

Those who actually managed to read the first chapter of VBPT would have known it was used to prove a point about traditional MP theory...

I posted it to prove a point that no one reads the thread.........or the source material.....not even the first few pages of VBPT
Markets are not efficient, rather they are effective - Jones
Quoting mzvega
{quote}I find it frustrating that everyone has created spreadsheets without learning the basic fundamentals needed to actually use it. Those who actually managed to read the first chapter of VBPT would have known it was used to prove a point about traditional MP theory... I posted it to prove a point that no one reads the thread.........or the source material.....not even the first few pages of VBPT
I totally disagree, the argument and sources are so broad and dispersive that your constant reference to not reading the sources is depressing and intimidates who approaches the subject. Me, like others, we have certainly read the sources, and certainly not completely understood, even because of the least time spent studying the subject. So something that is relevant, at first reading might seem irrelevant.
Building a spreadsheet and database is a tool to understand how things work and to test them, not a "put the cart before the horse".
And asking for clarifications on the forum is part of learning process.
Having no more access to the website with free weekend analysis the only way is to confront each other with our calculations and our databases by correcting the errors of interpretation. No one is obliged to answer but please, at the same time, not treat others as beggars.
Quoting thetail
{quote} I totally disagree, the argument and sources are so broad and dispersive that your constant reference to not reading the sources is depressing and intimidates who approaches the subject. Me, like others, we have certainly read the sources, and certainly not completely understood, even because of the least time spent studying the subject. So something that is relevant, at first reading might seem irrelevant. Building a spreadsheet and database is a tool to understand how things work and to test them, not a "put the cart before the horse"....
Well then, we can agree to disagree...........

The CISCO Mission
March 2, 2008
The Development and Teaching of Value Based Trading Technology from the Ground Up

Our Mission in Four Steps
1) To Understand Markets (Auction Market Value Theory)
2) To Use Theory to Identify Valid Trading Practices
3) To Develop Valid Market Generated Data for Trading Analysis
4) To Identify Valid Trading Strategies

Overview:
CISCO research results cover a forty year span. Most of these results are available on the CISCO site or via citations to published articles or as analytic algorithms for trainee use.

Most new traders begin with a chart package and a set of indicators. Knowingly or not, they are starting out in the 'pattern recognition' mode. It is assumed that a new trader can recognize the market's current pattern (trend or pause) and then use the indicators for timing. This is the subjective or 'right brain' mode that, by observation, does not work (95 percent of new traders lose). Why doesn't simple subjective trading work? Most likely it is because our reliable subjective reactions come from a store of knowledge, acquired over a long period. Think of driving your car. Much of the time you are reacting almost automatically to your environment. Did you have this ability when you first started driving? No, you first learned the details of starting, steering, braking, etc. These objective parts came pretty fast. However it took several years to really learn how to drive under many road conditions, weather, etc. This is the subjective part of the task, the experience based part. You built a toolkit for your driving; objective (I have a flat tire, I am out of gas, etc.) and subjective (the roads are icy, I'd better drive more carefully).

The person starting out with a chart package and a set of indicators has a toolkit that is void of experience; all subjective, experiential knowledge is lacking. This is in contrast to most professions which start their training learning objective facts about their field. This set of facts becomes their basic toolkit (think anatomy for an MD). Once the fundamentals, the basics, are mastered, experience leads to a deeper subjective understanding that is added to their toolkit. Both objective and subjective information are required by a capable practitioner, but it is rare for anyone in any field to master the subjective first.

University develops a student's toolkit via course work on theory and practice and directed lab work for mostly objective experience (book learning). When the graduate enters the work world a deeper learning begins, the subjective part of the field that can only be learned by doing. The subjective part is developed within the framework of the objective, university studies.

CISCO helps you build your trading toolkit the same as if you were at a university. Along the way we instruct you in basic market understanding to prepare you to use objective information as a basis for your subjective trading decisions. Applying objective information to practice trading builds a base for the more subjective trading experience. The nuances of the market and your unique reactions to them completes the learning process, building a professional's toolkit.

Modern 'Mastery Theory' says that mastering most any profession takes from 3,000 to 10,000 hours.
Most everyone's experience in a new job confirms that a learning curve exists. This is just as true for traders as it is for electronic engineers. Time is spent on the basics and then the deeper nuances. Discovering the Basics in regular trading is difficult because the cart is being put before the horse. Many web sites offer trader training, but most end up being some variation of chart reading plus indicators. Mastery Theory (and common sense) attest to the long, long time it takes to become proficient in this or most any, subjective endeavor.

Few universities offer courses in Auction Market Analysis and/or trading. Consequently, a trader's toolkit on the objective parts of market analysis usually comes in bits and pieces and is often incorrect, as with indicators. Before a market can be analyzed it's structure must be understood. Our research consists of training in both objective and subjective market analysis (value and details of a particular market situation, including a number of reference points). Objective market analysis is used to make trade setups in which the only subjective element is the risk chosen (e.g. a trailing stop). Once a setup is activated by market action, the final (subjective) job is management of the trade. CISCO builds a trader's toolkit on both the objective and subjective fronts.

Beginners look for that 'magic key' to use in their trade setups. In Market Profile, 'day type' is said to predict where the market is going; The book Mind Over Markets lists 30 variations on volume; Ganners have their lines; there are all sorts of chart pattern readings and so on. None of these have emerged to fill the bill. And why not, you might ask, since thousands of people have tried hundreds of methods with many variations?

The answer is that auction markets are complex, not simple systems e.g. the U.S. economy or your body. 'Simple' means that a certain input, like deficit spending by the U.S. will e.g., necessarily lead to a change in e.g., the inflation rate. That is what the economists predict, but the U.S. has been running deficits most of the time for over thirty years with inflation in check. The point is: In complex systems simple extrapolations do not work. There is no magic key.

Society deals more or less effectively with many complex problems. For traders the first step is to recognize and understand their problem. That is, traders are trying to beat the market without understanding how auction markets work!

Clearly, the starting point of any market analysis is always to know the state or condition of the market being considered. This (objective) information is necessary for trade setups, which are ultimately subjective (what sort of a signal to use to enter, how much risk on entry, how to handle the risk on a winning trade, trading with targets, etc.). A successful trader must learn market basics (objective), then market behavior and finally one's own risk parameters (subjective elements); and be able to put it all together.

CISCO's goal , is to offer the average trader a three part path to success.

Part 1 is to learn market analysis, what a market is currently doing. This is accomplished with the aid of CISCO's proprietary market analytical tools, an objective process.

Part 2 is to take the information of Part 1 and put it into a trade setup, also a mostly objective process. The first element of a setup is a trade trigger, what causes an entry. This too, is objective.

The second element of a setup is the risk. How much of a loss to accept on a trade. This process is subjective, depending on the aims of the trader for the situation at hand. There are two parts to initial risk setting: First is the general behavior of that certain market, learned by experience (e.g. this market will always stop me out on a 3 price-tick risk); second is the trader's attitude ("I know I will make more money generally on a ten point stop, but I just hate the risk of such big losses").

Part 3 concerns the handling of a winning trade. An open trade with a gain demands a (subjective) choice for the amount of risk to be taken to stay with the trade; the trade-off between a profit in hand and the desire for additional gains. This is an experimental, subjective factor. The old market adage, "a poor trader always leaves a winning trade too soon" does not tell us how to know what "too soon" is in real trades. Experience comes to our aid here. Setups permit experimentation.

The CISCO stable of market analytical tools can guide and/or help the decisions in all three Parts.

It is not unreasonable to realize that the use of CISCO's tools implies a knowledge of such tools. CISCO tools , most every tool has accompanying Background and Sample explanations so that a trader can self-train.

Value is a little like that magic key that is so highly sought. But complex markets have many other aspects, reference points, that are also objective elements that can be measured and used in market analysis. Reference points are studied in the CISCO Value Analytics

The Meta-Profile and Overlay Demand Curve analytical tools gives a market beginner a start with an objective information base to use in learning about markets and trading. Once the base is built; and the tools and what they measure is understood, the subjective information of how real markets behave can be determined. Value can be identified and how it changes can be tracked. Then the market's true run-pause nature can be seen and used for measurements, trade setups and trade management.

Starting out trading without adequate market knowledge proves fatal to most. Many turn to Profile methods (mostly chart pattern trading), again with poor results. The value methodology that CISCO promotes is based on first understanding the basic market reference points (some of which come from profiles) and then making trade set ups from that data.

The most important (potentially profitable) reference point in a run-pause cycle is the transition from pause to run (a breakout) and the reverse, run to pause (back to balance). Run-pause is the structural framework of auction markets, that framework within which all trading strategies ought to be developed. Learning to understand markets is a four step process as detailed below.

Think of a complex system with which you are personally familiar; your body. This system is enormously complicated. You have an ache and it might go away--or it might be something serious. Your doctor diagnoses you, often on a maybe basis. He understands 1) the theory and structure of the human body; and how it works. He uses that theory, coupled with his experience, to 2) find valid ways of diagnosing your problem. Next, he 3), uses the diagnosis to develop a procedure to treat your problem. Lastly, 4), treatment is applied. It works, you are cured, you win.

However, even if procedures 1), 2) and 3) are followed, treatment 4) may fail and you are not cured in this go around. So, it is back to a more thorough diagnosis. The hallmark of problem solution in complex situations is the orderly application of steps 1), 2), 3) and 4). In auction markets it is:
1) Understanding the market process, theory, what is permitted, what is not; objective
2) Recognition of the current market condition, run or pause; objective
3) Development of a trading strategy, initiative for run, responsive for pause; subjective
4) Execution, trading the strategy; changing strategy as market conditions warrant; subjective

Can it work for you, our answer is that there is no guarantee. You are the unknown in the equation. Trading is a profession. Learning it takes work. Applying ones professional knowledge takes judgement. We show you proof of the validity of the value methodology. We offer you the knowledge base. How you apply it is up to you.

Trading effectively depends on objective (calculated) information such as the reference points from profiles and Overlays and subjective information such as market flow parameters (drift of value, market activity (ticks, trading range, etc.). If you understand the first (objective) you can develop (through experience) the second (subjective).

Markets are a mathematically complex environment (so is medicine, economics, fashion buying, etc.). To master a complex job you must first master the hard facts (e.g. in medicine one set of hard facts is human anatomy). You learn the facts available for a certain market. Let's say you are trading the e-mini SP. It has been in balance for the last 7 days. So you know 1) the center of value (the fattest point in the cluster of trading points), 2) the upper and lower value limits (support and resistance), 3) the volatility (over the last few days), 4) the daily tick count (over the last few days) and numerous other 'hard' data. This is objective information; it gives you value. Changes in the market over the last few days can be evaluated subjectively, as in What is the flow?

You can readily learn how to collect the objective information. It is calculated. You must learn the definitions. The subjective information is a different matter. Here you need experience. This takes time; in a complex market there are many ways to get from price A to price B. Your attitude toward risk gets factored in. The net result of your 'hard' objective, knowledge plus your 'soft' subjective information, gives you what you need to create a trading strategy.

https://web.archive.org/web/20110518..._practice.html
Markets are not efficient, rather they are effective - Jones
Have not been trading regularly for a while but i have manage to steal some trades while still in the office.

EURUSD have been bracketing for 16 days since the gap up. 10 and 15 days are bracketing, 3 days trending up; flow is up with TFF show increase in speed( lower is better). Trades are only place just prior to UK opening for the 10 day bracket upper limit.
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GBPCHF was top capping since 4-5 days ago under huge volume. reversing down bringing with is a reverse flow for last 3 days. TFF improve last 2 days too. A sell trade was placed on 5 days Lower Limit.

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USDCAD similar to the GBPCHF above. It was capping 7-8 days ago under heavy volume. Trajectory down for last 3 days with a surge in speed yesterday as TFF value shrinks. 3, 5, 10 days bracketing with trade place under their lower limits. Trade is still developing...

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Quoting Evak
Have not been trading regularly for a while but i have manage to steal some trades while still in the office. EURUSD have been bracketing for 16 days since the gap up. 10 and 15 days are bracketing, 3 days trending up; flow is up with TFF show increase in speed( lower is better). Trades are only place just prior to UK opening for the 10 day bracket upper limit. {image} GBPCHF was top capping since 4-5 days ago under huge volume. reversing down bringing with is a reverse flow for last 3 days. TFF improve last 2 days too. A sell trade was placed on...
Great set of trades!
I appreciate you taking the time to post.......whether or not you post trade examples or offer a few words advice, your contributions add extreme value to the thread. It's great to see your post, I hope your time allows you to post more often........

Your analysis are great working examples of how to "read and use" the data to make informed trading decisions. You also show others that you need learn what each reference is, what it measures, and how to monitor it for changes. That's all the knowledge needed. After the fact, you can organize info it on a spreadsheet as a matter of convenience to quickly monitor multiple pairs........

Hope to see more of your posts..........
Markets are not efficient, rather they are effective - Jones
good day mz

Yeah at some days which can be slow in the office which allows me to get some screentime on the charts. I can only place stops order and pray for the best till i get screen time to see if trade is done or done for, so to speak.

I was early in the office this morning and place a trade for USDJPY...
with not a sign of capitulation on the top 4 -5 days ago as volume was rather modest. BUt then trajectory shift downwards with TFF getting better for last 2 days. Attempted direction was down on increasing volume compare to the 3days average volume. WIth 3 and 5 days in bracket, trade is placed below their lower limits. a bit of a panic selling perhaps?
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Quoting stain
Slowly but steadily crafting my instruments MzVega, if i may ask, which broker do y actually use for your data ? {image}
Hi friends and traders,

Stain, only use brokers with 5 day data (monday to friday). If there is weekend data, it will mess up your datasets. No chance to get around with the current version of the mp indi.

greets
C
Quoting dljonesFan
{quote} Hi friends and traders, Stain, only use brokers with 5 day data (monday to friday). If there is weekend data, it will mess up your datasets. No chance to get around with the current version of the mp indi. greets C
Thanks for the advice, i appreciate it, i will scout for some new broker for data, any suggestions are welcome.
Glad to see you and @Evak posting again
mzvega,

thank you for the extraordinary effort you have put in this thread. I'm studying AMVT for months now, and at some point I also started downloading the website. However I only got to save a fraction of it. As of today, most of it seems to have went offline. Do you think it is just a phase as you have once mentioned or is the website down for good? In the latter case, would you mind providing your cached version of the site?

Thanks in advance.
Quoting hibernate
mzvega, thank you for the extraordinary effort you have put in this thread. I'm studying AMVT for months now, and at some point I also started downloading the website. However I only got to save a fraction of it. As of today, most of it seems to have went offline. Do you think it is just a phase as you have once mentioned or is the website down for good? In the latter case, would you mind providing your cached version of the site? Thanks in advance.
I can always appreciate someone's interest in the subject...........

Unfortunately, I dont believe the site will be back up, this time I don't believe it's temporaryI use this link. https://web.archive.org/web/20151107...o-futures.com/
from this page you can follow the blue links. If the page does not display choose another cached version of the same page...
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Markets are not efficient, rather they are effective - Jones
Quoting mzvega
{quote} I can always appreciate someone's interest in the subject........... Unfortunately, I dont believe the site will be back up, this time I don't believe it's temporaryI use this link. https://web.archive.org/web/20151107...o-futures.com/ from this page you can follow the blue links. If the page does not display choose another cached version of the same page... {image}
Thanks for the reply,

I already tried going through time and looking for the missing parts of the website but couldn't find anything. The main articles, listed at the top of the root page (e.g. "Overlay Demand Curve" etc.) work fine and I've got those saved out. But all of the pages listed in the "Background Reading" menu etc. are completely gone.

Do you happen to have those saved out?
Quoting hibernate
{quote} Thanks for the reply, I already tried going through time and looking for the missing parts of the website but couldn't find anything. The main articles, listed at the top of the root page (e.g. "Overlay Demand Curve" etc.) work fine and I've got those saved out. But all of the pages listed in the "Background Reading" menu etc. are completely gone. Do you happen to have those saved out?
Be careful what you ask for
Don't forget that majority/some of these page links have links to other pages

Main Page:
https://web.archive.org/web/20151107...o-futures.com/

References, Research:
https://web.archive.org/web/20151107...eferences.html

Background Reading:

Data types:
Daily Data OHLC_VOI https://web.archive.org/web/20150814.../dailybkg.html
Tick Data https://web.archive.org/web/20150208...m/tickbkg.html
Market Profiles/ Meta-Profiles https://web.archive.org/web/20151126031513/http://www.cisco-futures.com:80/marketprofile_basic.html
Overlay Demand Data https://web.archive.org/web/20150814153924/http://cisco-futures.com/overlaybkg.html
The Market Unit https://web.archive.org/web/20151106031518/http://www.cisco-futures.com:80/marketunit.html
Overlay Demand Data https://web.archive.org/web/20150814153924/http://cisco-futures.com/overlaybkg.html
The Market Unit https://web.archive.org/web/20151106031518/http://www.cisco-futures.com:80/marketunit.html

Trader Control Package:
Visual Graphics https://web.archive.org/web/20150330054417/http://www.cisco-futures.com/np_visualgraphics.html
Commercial Analysis https://web.archive.org/web/20150111151303/http://www.cisco-futures.com:80/commerc.htmlx
Day Market Review https://web.archive.org/web/20040603...0/dayrevw.html
Theoretical Trading Data https://web.archive.org/web/20150330114000/http://www.cisco-futures.com/explanation_tcp_tables_strategy.html
Value Based Power Trading https://web.archive.org/web/20150330064231/http://www.cisco-futures.com/month0.htmlx

Swing Trader Info:
Sample https://web.archive.org/web/20150330055400/http://www.cisco-futures.com/freetcp.html
End of Day Data https://web.archive.org/web/20110518223648/http://cisco-futures.com/np_endofdaydata.html
Swing trader Package https://web.archive.org/web/20110518223648/http://cisco-futures.com/np_endofdaydata.html

Day Trading Info:
Daily Trader Package https://web.archive.org/web/20050315083010/http://www.cisco-futures.com:80/np_daytrader.html
Intra Day Data https://web.archive.org/web/20090423150049/http://cisco-futures.com:80/np_tradingdata.html
Profile applications https://web.archive.org/web/20151124072423/http://www.cisco-futures.com:80/mpintro.html

Trading Data:
Advice Engine https://web.archive.org/web/20150220...ACKGROUND.HTML
https://web.archive.org/web/20060210..._drawdown.html
https://web.archive.org/web/20130106181256/http://www.cisco-futures.com:80/np_advice_engine.html

Home Study Courses:
Long Course https://web.archive.org/web/20150428084409/http://www.cisco-futures.com:80/np_homestudy.html
Short Course https://web.archive.org/web/20150427061512/http://www.cisco-futures.com:80/np_shorthomestudy.html
Download Course Lessons https://web.archive.org/web/20150330114014/http://www.cisco-futures.com/hlessons.html

Research:
Auction Market Value Theory https://web.archive.org/web/20150906045618/http://cisco-futures.com:80/amvt_theory.html
Day Trading S&R https://web.archive.org/web/20150814...upportres.html
Day Trading with Meta-profile https://web.archive.org/web/20131106082255/http://www.cisco-futures.com:80/intraday_ticktpo.htmlx
Trading as a Career https://web.archive.org/web/20150208224938/http://cisco-futures.com/tdgascareer.html
Trading Model Development https://web.archive.org/web/20150814174250/http://cisco-futures.com/tdgmodeldev.html
Volatility and Stops https://web.archive.org/web/20150209...litystops.html
Profit Taking https://web.archive.org/web/20071220033226/http://www.cisco-futures.com:80/profittaking.html
Congestion https://web.archive.org/web/20150814155706/http://cisco-futures.com/congestionbkg.html
Market Waves & Technical Analysis https://web.archive.org/web/20121229024027/http://www.cisco-futures.com:80/market_waves_and_tech_anal.html
Pivot Points Critique https://web.archive.org/web/20061005...ivotpoint.html
Candlesticks Critique https://web.archive.org/web/20130621091824/http://cisco-futures.com:80/candlesticks.html
From Noise Trader to Insider https://web.archive.org/web/20121118055427/http://www.cisco-futures.com:80/noisetoinsider.html
Text: Value Based Power Trading https://web.archive.org/web/20150901050538/http://www.cisco-futures.com:80/vbpt/index.htm
Download Trading Books (Errata) https://web.archive.org/web/20130212051008/http://www.cisco-futures.com:80/np_bookandwbook.html
References https://web.archive.org/web/20110705...eferences.html
Markets are not efficient, rather they are effective - Jones
Quoting Evak
USDCAD similar to the GBPCHF above. It was capping 7-8 days ago under heavy volume. Trajectory down for last 3 days with a surge in speed yesterday as TFF value shrinks. 3, 5, 10 days bracketing with trade place under their lower limits. Trade is still developing... {image}
Since I missed usdcad the trade, the EOD analysis resulted in a test. That gave me an opportunity to place a trade. I continue to hold as the data continues to support the trade...
Attached Image(s) (click to enlarge)
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Click to Enlarge Name: usdcad1.JPG Size: 366 KB
Markets are not efficient, rather they are effective - Jones
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