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Auction Market Value Theory & Analytics

  • #1,581
  • Feb 18, 2022 10:14am Feb 18, 2022 10:14am
Quoting urusit
Responsive operation {image} {image} {image} {image} {image}
Good share! Thanks so much for sharing this.
  • #1,582
  • Feb 20, 2022 10:36am Feb 20, 2022 10:36am
Hello every one here
Where can i find this indicator
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khaledAly
  • #1,583
  • Feb 22, 2022 7:31am Feb 22, 2022 7:31am
WTI testing a break today. The fundamental news story is there for a breakout, and I am long the micro-oil futures, but we could see a back and fill here. The risk is to the upside so I wouldn't be short here!
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  • #1,584
  • Feb 22, 2022 5:52pm Feb 22, 2022 5:52pm
WTI did indeed backfill lower and had a lower close below all UQs. Not testing anymore.
1 distribution, TPOs A/B skewed to downside
TPOs= Higher
Volume= Higher
Range= Higher
VTY= Higher
TFF= Higher!?
20day= Trending, the rest balancing. Close price is above the Open on all composites.
Prices could chop lower gravitating towards the $90-$89.50 area where the largest node appears. Alternatively, value could creep higher, but it will take either time or some geopolitics to get prices to move back above the UL of all composites at $94.77.
  • #1,585
  • Feb 24, 2022 5:42pm Feb 24, 2022 5:42pm
Holy cow, insane volatility. New UL in WTI rests at 100.01. War is stupid.
  • #1,586
  • Feb 25, 2022 4:17am Feb 25, 2022 4:17am
Quoting Krw
Holy cow, insane volatility. New UL in WTI rests at 100.01. War is stupid.

others are now earning real money with it
  • #1,587
  • Feb 25, 2022 4:19am Feb 25, 2022 4:19am
Quoting AmeerDareesh
Hello every one here Where can i find this indicator {image}

you have to buy it ????
  • #1,588
  • May 10, 2022 4:01pm May 10, 2022 4:01pm
The share markets have been getting blasted.
Notice the TPOs, Ticks, and Volume are all pretty heavy. TFF is poor and volatility has picked up, and for the past 20 days it has been steadily increasing.

TPOs A/B are skewed more than 4-1 favoring the upside with 1 distribution today. It is true we are trending down nastily so that could be overlooked. It is impossible to call a bottom but this might be worth a nibble here. Short term bounce?
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  • #1,589
  • May 11, 2022 5:22pm May 11, 2022 5:22pm
Lost a couple hunderd bucks trying to buy today. Twice. Seems the universe makes sure trades and ideas don't always work out. I'll forever be a student.

I see rotation has been up and that there are trapped buyers perhaps. Scary market.

My revelation with AMVA has been to categorize the variables based on the market condition and ask myself questions about the data.
;e.g.,
-What does it mean when volatility increases when we are Balancing?
-What does it mean when volatility increases when we are Testing for Balance?
-What does it mean when TFF increases when we are Trending?
etc., etc., etc.

Then start mixing and matching.
There is so much to learn and think about......
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  • #1,590
  • May 12, 2022 10:00am May 12, 2022 10:00am
hmmm, for 3 days in a roll, the up-move was capped just right after opening ( highest volume occurs in an upward move). Do look out for daily capping move on the chart. This should suggest price will continue to weaken.

The daily volume do suggest capitulation if you look at the recent daily volume > 5,10 or 20 day Avg vol. Therefore any further down move could be limited. This will provide opportunity for responsive trade. But not until a down move cap is observed.
  • #1,591
  • May 14, 2022 4:42pm May 14, 2022 4:42pm
Today I started looking at the commercial volume section again in VBPT (pgs 33-46) and it mentions the different ways to recognize unusual commercial activity. But these are all using data from the LDB to get conclusions. Total volume is the only tool available on MT5 through CQG, at least it is in real-time. I will continue to study volume applied for AMVA.

On Thursday the S&P futures had another down day. Volatility was off the charts, almost double the 90 day avg! TFF was exceptionally poor, volume was maxxed out, and Price Changes(Trade Ticks) were a record high. Although the Att Dir was lower, prices were stable by the close.

Friday open showed the Flow was Net - down, but that could be disregarded because the IB and start of the main volumes opened higher than previous day. 2 Day, 3 Day, and 5 Day composites began in balance and price closed above the MID of the 5 Day composite. TPOs, Ticks, and volume were much less as all of the RTH were spent with no range extension.

I have no clue what to expect next week.
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  • #1,592
  • May 16, 2022 6:19am May 16, 2022 6:19am
I prefer to visualize with Overlay demand curve (ODC). There one could gauge the the general direction where the closing price is relative the the ODC common price.

Thursday VA gap down then gap back up. Market VA overlaps more often due to price discovery, any gaps in VA (less often) tends to indicates a change in direction or continuation.

The relationship in TFF & volume (volatility) are 2 reference points that is rather important.

Thursday high volatility/volume did not bring about any significant vertical move hence the poor TFF even as VA gaps down,
and Friday VA gaps up with price capping when testing for lower price, ATT-DIR ended UP. Closing just above the 5day ODC common.
  • #1,593
  • Jun 28, 2022 7:52pm Jun 28, 2022 7:52pm
Quoting A4b4c4d
And the telegram group which u will find the cisco pdf is https://t.me/AuctionMarketvaluetheory This my contribution to this thread and to all fellow traders and i pay my respect to mz vega my idol in trading may god bless her soul. {image}
A4b4crd,

Hi i was in the telegram group and now i cannot access it. Did i get banned. I don't know why i would, i haven't commented in months since there is not much english anymore. I would really like to get back in.

Thank you
  • #1,594
  • Nov 9, 2022 8:05am Nov 9, 2022 8:05am
Quoting Krw
WTI testing a break today. The fundamental news story is there for a breakout, and I am long the micro-oil futures, but we could see a back and fill here. The risk is to the upside so I wouldn't be short here! {image}
Hi, You can find the indicator in MQL5, es de pago.

Good day.
  • #1,595
  • Nov 9, 2022 8:06am Nov 9, 2022 8:06am
Quoting AmeerDareesh
Hello every one here Where can i find this indicator {image}

Hi, You can find the indicator in MQL5, es de pago.

Good day.
  • #1,596
  • Edited 12:54pm Dec 8, 2022 4:54am | Edited 12:54pm
Quoting sinqua
{quote} Thanks for the updates. Hello All. Attached are my analysis sheets up to the 12th, I'm calculating without the indicator using tick data gotten from [fxcm and TrueFX] [still working on my code] hence the delay. Per the attachments. Opportunity for a short was prime on the 23rd of Oct [5-day, basis], across time-frames - RF steady - down - RI, QC - down - Net Flow - down (I favour Activity) - Merit is favours Short There seems to be a lot of merit in calculating Merit , also you would notice 23rd is distributing, my decision making...
For anyone who may stumble across this thread and these excel sheets I posted therein,
please note that THE DATA IN THOSE SHEETS ARE NOT ALL ACCURATE.

I hope those who have downloaded them find this and are not misled,
those were a work in progress.

The concepts within this thread still remain the best information for the retail trader I have come across.

The caveat is that it takes reading, understanding and knowledge of excel/programming to make use of it,
anyway they say nothing worth while comes easy.

I do hope Mzvega is okay wherever she is.
  • #1,597
  • Dec 26, 2022 12:10pm Dec 26, 2022 12:10pm
Hello anyone interested in resuming this thread either here or somewhere else? I have been trading AVMT for 6 months now. Wanted to share along my excel and charts. MZVega you have been a blessing. I am sure she is trading somewhere and has left all kinds of external estimuli. Hope to talk to you soon
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  • #1,598
  • Dec 29, 2022 3:34pm Dec 29, 2022 3:34pm
Borjamiralle I tried to send you a message but I think since you are new, it doesn't allow me. Ping me from [email protected] so we can start a discussion.
  • #1,599
  • Dec 30, 2022 5:24am Dec 30, 2022 5:24am
After more than 4 years with an open Telegram group, having explained the theory countless times, I couldn't get more than 3 people interested, I don't know what is behind this methodology, but there is something that repels people.
  • #1,600
  • Dec 30, 2022 6:06am Dec 30, 2022 6:06am
I also agree with Borja, thanking MZVEGA for leaving us this marvelous vision, and Jones for going so far.
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