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Auction Market Value Theory & Analytics

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  • Post #1,221
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  • Jun 27, 2017 2:34pm Jun 27, 2017 2:34pm
  •  Evak
  • Joined May 2011 | Status: Member | 695 Posts
Nice trades! I got into EUR party too...


EURUSD have been bracketing for almost 27 days or so but rotation was down for most of last 2 weeks. Daily value was unchanged yesterday but there was increase volatility prior to it and 5 day RF is very positive for trade after its reversal back up.
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USDCAD Major trends are mostly pointing down, daily activity was increasing even though yesterday was very subdue (but v-area was unchanged).
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  • Post #1,222
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  • Jun 28, 2017 2:34am Jun 28, 2017 2:34am
  •  dljonesFan
  • | Joined Oct 2015 | Status: Member | 159 Posts
Good entry Evak!
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greets
C
 
 
  • Post #1,223
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  • Jun 28, 2017 3:06pm Jun 28, 2017 3:06pm
  •  Evak
  • Joined May 2011 | Status: Member | 695 Posts
AUDUSD has been bracketing for the last 15 days after it broke up. Major trend is still up. Pass 3 days value overlapping higher with increasing volatility, TFF was normal. Yesterday was testing for trend. 5 day RF positive for trade. Long trade was made on the 5 day bracket limit. Price has since exceeded the upper limit of the major bracket.
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  • Post #1,224
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  • Jun 29, 2017 10:01am Jun 29, 2017 10:01am
  •  mzvega
  • Joined May 2009 | Status: Member | 1,879 Posts
Quoting Evak
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AUDUSD has been bracketing for the last 15 days after it broke up. Major trend is still up. Pass 3 days value overlapping higher with increasing volatility, TFF was normal. Yesterday was testing for trend. 5 day RF positive for trade. Long trade was made on the 5 day bracket limit. Price has since exceeded the upper limit of the major bracket. {image}
Ignored
impressive set of of trades this week!
Markets are not efficient, rather they are effective - Jones
 
 
  • Post #1,225
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  • Jun 29, 2017 1:56pm Jun 29, 2017 1:56pm
  •  Evak
  • Joined May 2011 | Status: Member | 695 Posts
tks mzvega ...

I got one more today. I guess this is a very well behave pair which i think will be a favourite with most, the AUDNZD pair.

Traded the break out of 5 day UL. Daily analysis show 3 days of v-area up move with increase volatility except for yesterday; Even though TFF was abit too high and VA range narrowed, but volume and VTY is higher nontheless as it testing the 5day UL.. now price is testing towards the major trend UL with good internal trend readings. This pair has been bracketing for 20days with a very balance SF.
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  • Post #1,226
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  • Edited 11:00pm Jun 29, 2017 2:41pm | Edited 11:00pm
  •  nonlinear
  • Joined Sep 2007 | Status: simmer down now | 1,251 Posts
I am still holding my EU long (was painful watching that ECB spike down, but the data was still valid, so I held it). I will evaluate closing it before the weekend if EU happens to pause tomorrow. I also joined the AU break. Good trading everyone.

Edit: Decided to close early friday EU time, vty net slowing some and it's a good trade, will look again on 5 day next week. AU still on though.

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  • Post #1,227
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  • Jul 4, 2017 12:57pm Jul 4, 2017 12:57pm
  •  thetail
  • | Joined Oct 2016 | Status: Member | 80 Posts
Hi guys, this is an eurcad short at 1.4780, early entry was on pullback of the failed BO level on 5 (and 2) on 30.06.2017.
(OVL on chart are 20,15,10,5,3,2,1)
In brief 20 and 15 was trending from 16 days, 15 yesterday first day bracketing, maybe a pause thinking that USA markets was on holiday.
5 10 15 are bracketing, 15 with high TFF, increasing SF on 5 (selling pressure), flow was negative, VA is moving down, unfinished auction on last day both extreme.
So my odds was for a selling opportunity.
Looking for target around 1.4625 or ( or best ... ) or close at EOD. Stop profit near 10LO at 1.4765.
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  • Post #1,228
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  • Edited 2:39pm Jul 4, 2017 2:16pm | Edited 2:39pm
  •  Evak
  • Joined May 2011 | Status: Member | 695 Posts
I took similar EURCAD TRADE too but it was done yesterday....

EURCAD internal trend was down with RF showing negative in the majors too. Day analysis after last Friday indicates va overlapping lower lower and range widens. TFF normal, volume > averages. shorts taken below the LL of 5days composite. Yesterday (Monday) activities continues to increase overall, I hang on to the trade till today but did not add.
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CADCHF is rather similar trade to EURCAD but to the upside. I added to the trade with 1st trade taken yesterday. This pair was bracketing for 13days with last friday price testing for new trend. Day analysis on Friday indicates volume and VTY was moderately lowered but TFF normal and va range increase and overlapping higher. att dir was up and overall majors are all positive for long trade.
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AUDCAD, very simlar to EURCAD...Monday tends to be quiet day so i don't expect volume and vty readings to be high. But i always take my queues from TFF for day analysis to see if price is moving away from control, expanding va helps too in this case.
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AUDNZD; this is a Fail trade . With 2 days of va remains unchanged and market volatility shrinks since last Thursdays vertical surge in price. This pair seems to be prime for break out but it reversed after testing for a new trend.
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  • Post #1,229
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  • Jul 4, 2017 3:13pm Jul 4, 2017 3:13pm
  •  thetail
  • | Joined Oct 2016 | Status: Member | 80 Posts
Me too had a long on CADCHF today, missed the initial pullback on the start of the new day at .7400 (elaborating EOD data) but going in anyway at .7409, at the end of the data crunching and analysis.
AUDNZD was on my radar too, but fortunately I don't place BO orders on this pair, looking at it now a SL would be triggered.
 
 
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  • v2vboni
  • Post #1,231
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  • Jul 4, 2017 5:02pm Jul 4, 2017 5:02pm
  •  thetail
  • | Joined Oct 2016 | Status: Member | 80 Posts
Spread widens, CADCHF and EURCAD positions closed.
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  • Post #1,232
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  • Edited Jul 6, 2017 4:43am Jul 5, 2017 8:56am | Edited Jul 6, 2017 4:43am
  •  thetail
  • | Joined Oct 2016 | Status: Member | 80 Posts
I'm going to make some tweaking on my database.
One field is the price step parameter.
For now I'm exporting data from bandung indicator with price step=1 but in many cases this is too little on overlays, especially on 5 and greater overlays. Sometimes happened that an evident bracketing OVL was not signaled as a bracket for only 1 pip and filtered out on my studies.
So I'm going to use 2 pips on 20,15,10,5,3 overlay and 1 pip for 2 and 1 day profiles.
I think that a larger step, so less resolution, will work better on longer OVL.
I appreciate eventually your experience, suggestions on this topic and if you think that can be any "hidden risk", that i don't see at the moment, using this solution.
Thanks
 
 
  • Post #1,233
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  • Edited 2:40am Jul 10, 2017 2:28am | Edited 2:40am
  •  thetail
  • | Joined Oct 2016 | Status: Member | 80 Posts
Has anyone tried to validate the net flow with real data?
If I understand it correctly, the method proposed by cisco is useless for currencies (24H markets) because, in practice, it is almost 100% validated ...
https://web.archive.org/web/20140401..._example2.html

Using other references, such as comparing close only or typical price (HLC / 3), on eurusd last year is about 50%, not a great result.
Your tests?
 
 
  • Post #1,234
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  • Jul 31, 2017 10:47am Jul 31, 2017 10:47am
  •  nonlinear
  • Joined Sep 2007 | Status: simmer down now | 1,251 Posts
Shorted UJ, break of 5-20. Longed GCAD, break of 5, probably a shorter term trade.
 
1
  • Post #1,235
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  • Aug 23, 2017 9:24am Aug 23, 2017 9:24am
  •  nonlinear
  • Joined Sep 2007 | Status: simmer down now | 1,251 Posts
Shorted breaks of 5/10/15/20 on NJ, NCHF, and GCHF. Let's see if they keep running.
 
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  • Post #1,236
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  • Sep 6, 2017 4:28pm Sep 6, 2017 4:28pm
  •  Don96
  • Joined Dec 2015 | Status: Member | 7,775 Posts
Quoting sakisf
Disliked
I will give it some time to see how it plots on Monday and read the material on the topic. Will report back with questions, if any At least one of the indis on my previous profile seems to be drawing the composite profile nicely, not far from the TPO by Bandung, except for vah/val values. Gonna keep it on the chart as I use it with the yearly profile to identify support/resistance. Posted it in case it is useful for anyone. {image} {file}
Ignored
do you know if i can get this for Ctrader?
 
 
  • Post #1,237
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  • Sep 8, 2017 1:30am Sep 8, 2017 1:30am
  •  sakisf
  • Joined Sep 2013 | Status: boreddddd | 3,136 Posts
Quoting Don96
Disliked
{quote} do you know if i can get this for Ctrader?
Ignored
Just this one: https://www.algodeveloper.com/25-volume-profile. Best if you pay someone else this 30$ to make you a better one.
 
1
  • Post #1,238
  • Quote
  • Sep 8, 2017 11:36am Sep 8, 2017 11:36am
  •  stain
  • | Joined Mar 2015 | Status: Member | 34 Posts
Quoting sakisf
Disliked
{quote} Just this one: https://www.algodeveloper.com/25-volume-profile. Best if you pay someone else this 30$ to make you a better one.
Ignored
Sakisf, that's a vol. profile, and has nothing to do with the subject of the treadh.
 
1
  • Post #1,239
  • Quote
  • Sep 25, 2017 2:06am Sep 25, 2017 2:06am
  •  JayTweezy
  • | Joined Jan 2017 | Status: Member | 22 Posts
Quoting Evak
Disliked
I took similar EURCAD TRADE too but it was done yesterday.... EURCAD internal trend was down with RF showing negative in the majors too. Day analysis after last Friday indicates va overlapping lower lower and range widens. TFF normal, volume > averages. shorts taken below the LL of 5days composite. Yesterday (Monday) activities continues to increase overall, I hang on to the trade till today but did not add. {image} CADCHF is rather similar trade to EURCAD but to the upside. I added to the trade with 1st trade taken yesterday. This pair was bracketing...
Ignored
Hey Evak would you are anyone else happen to have an updated version of the MP indicator your using? (The one with the letters). I've been trying to find a updated version of this particualr one for about 2 years now and no luck until I saw your post that was made this year using the exact one I've been searching for lol... If you can share your file I would greatly appreciate it Thanks
 
 
  • Post #1,240
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  • Sep 25, 2017 3:06am Sep 25, 2017 3:06am
  •  JayTweezy
  • | Joined Jan 2017 | Status: Member | 22 Posts
Quoting mzvega
Disliked
I missed the initial break, in the overnight, but the "Market Generated Data" confirmed a BO on high volatility, and the probability of the continuation of higher prices. Although a little late, I entered in the NY session. {image} {image}
Ignored
Hi MzVega would you happen to have an updated Version of the MP indicator you use with the TPO's? Kinda like the one Evak has on his screen shots? If so, could you share your file please? I've been looking for this particualr one for about 2 years now (the lastest updated version).
 
 
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