Auction Market Theory and Market Profile | Page 271 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

Auction Market Value Theory & Analytics 1,757 replies

market Theory 101 Supply and Demand,Market Cycles 7 replies

Market Profile And Volume Profile MT5 7 replies

MarketProfile/Volume Profile/Auction Market Theory indi? 17 replies

Market profile trader-Merged profile 0 replies

Attachments: Auction Market Theory and Market Profile
Exit Attachments

Auction Market Theory and Market Profile

  • #5,401
  • Feb 10, 2014 5:27pm Feb 10, 2014 5:27pm
Version 1.20 is working fine. The only problem is you can't merge specific day profiles, but the the VA, POC, VPOC are all in working order.

If you want a Weekly or Monthly market profile, ay-MarketPrifileDWMv1.31 rev1 is still working fine.

I have emailed Bandung's personal email so hopefully, he will come and give some input.
  • #5,402
  • Feb 10, 2014 6:55pm Feb 10, 2014 6:55pm
Quoting smtm
Version 1.20 is working fine. The only problem is you can't merge specific day profiles, but the the VA, POC, VPOC are all in working order. If you want a Weekly or Monthly market profile, ay-MarketPrifileDWMv1.31 rev1 is still working fine. I have emailed Bandung's personal email so hopefully, he will come and give some input.
Hi smtm, thank you very much for your answer. I never used the 1.20 because the files I have don't work: if you have them working fine, please post them again here. (I mean both mq4, mqh, etc.) Anyway the problem is that the 1.32 splits periods and merges profiles at will: that is a major and needed feature (at least for me and my market analysis approach) I thank you also for your mail to Bandung and I wish he could come and solve all this big trouble as soon as possible.

Thank you again and regards
Ubi maior minor cessat
  • #5,403
  • Edited 7:34pm Feb 10, 2014 7:22pm | Edited 7:34pm
I just wanted to let everyone know I have heard from bandung......He is definitely on it. There's a lot of detail that that needs to be done. He never fails being my hero! He's working on a solution, to the 600 issue. If he cant I'm sure he'll come up with an alternative. I trade the data, so in the mean time my broker hasn't forced the update, so I'll just go with it. What I cant do with an indicator, I can do in excel....but anyway he's on it......
Markets are not efficient, rather they are effective - Jones
  • #5,404
  • Feb 10, 2014 10:08pm Feb 10, 2014 10:08pm
Quoting Lock
{quote} Hi smtm, thank you very much for your answer. I never used the 1.20 because the files I have don't work: if you have them working fine, please post them again here. (I mean both mq4, mqh, etc.) Anyway the problem is that the 1.32 splits periods and merges profiles at will: that is a major and needed feature (at least for me and my market analysis approach) I thank you also for your mail to Bandung and I wish he could come and solve all this big trouble as soon as possible. Thank you again and regards
Here you go Lock.

Attached File(s)
File Type: rar tpochartsession-v1.20.rar   552 KB | 1,375 downloads
  • #5,405
  • Feb 11, 2014 6:34am Feb 11, 2014 6:34am
Quoting mzvega
I just wanted to let everyone know I have heard from bandung......He is definitely on it. There's a lot of detail that that needs to be done. He never fails being my hero! He's working on a solution, to the 600 issue. If he cant I'm sure he'll come up with an alternative. I trade the data, so in the mean time my broker hasn't forced the update, so I'll just go with it. What I cant do with an indicator, I can do in excel....but anyway he's on it......


I express all my gratitude to you and Bandung! Now we'll wait. Thank you again. Regards
Ubi maior minor cessat
  • #5,406
  • Feb 11, 2014 6:37am Feb 11, 2014 6:37am
Quoting smtm
{quote} Here you go Lock. {file}
Thank you very much for the files: these could be our rescue if something goos wrong with the 1.32 upgrade. In that particular case I'll start to build a new version "from scratch". Thank you again and regards
Ubi maior minor cessat
  • #5,407
  • Edited Feb 12, 2014 5:51am Feb 11, 2014 8:12am | Edited Feb 12, 2014 5:51am
I solve the problem with mt4 build 600 and up. Just replaces terminal.exe and metalang.exe from build 600 up with this version no matter what is your broker. You can be able to use ay-tpochart v1.32 again.

dowload link : http://www.4shared.com/rar/RK9z7t48b...build_509.html

Replaces all file (terminal.exe build 600 up & metaeditor.exe from new version) with terminal.exe version 509 and old metaeditor.exe included on folder "C:\ProgramData\MetaQuotes\WebInstall\mt4clw"
  • #5,408
  • Feb 13, 2014 2:50am Feb 13, 2014 2:50am
http://worldwide-invest.org/threads/...n-509?p=228313
  • #5,409
  • Feb 13, 2014 3:38pm Feb 13, 2014 3:38pm
Good time!
Little cosmetically improved version of the indicator "ay-MarketProfileDWM.v1.31.rev1". Mainly because updates MT4 v.600.
now:
1. automatically calculated shift hors - (if>24);
2. used lines VaH and VaHL as a support / resistance lines - (true/false), painting logic like VirginPOCColor;
3. Show Info - (true/false);

You can pick up from here: http://yadi.sk/d/gqfKtOerHrKuP
  • #5,410
  • Feb 15, 2014 7:29pm Feb 15, 2014 7:29pm
Thanks Frocus appreciate the update
  • #5,411
  • Feb 15, 2014 7:43pm Feb 15, 2014 7:43pm
After all that, there seems to be another update. Build 610 (14 Feb 2014).
  • #5,412
  • Edited Mar 4, 2014 1:13am Mar 3, 2014 10:51pm | Edited Mar 4, 2014 1:13am
since bandung'site is down, anyone kindly share the MPfreehand indi ?
It seems very easy to composite profile
thanks in advance.

BTW , I found somtheing interesting in this article Market Profile and the distribution of price yesterday
it sum up the 3 queries with quantitative analysis

"Despite the more than 25-year-history, Market Profile remains a modern tool, which deserves extensive research...."


Non-Gaussian properties：

Distributions of prices: “The TPO letters give an idea about the order of prices in a session and are more informative than a price distribution.“
During construction of a distribution, the information about the order of observations is lost.

Reordering prices does not influence μP, but changes the ΔP and μΔP. Reordering the ΔP does not affect μΔP, but keeping P0 intact creates different prices changing μP. Both distributions are built from one sequence. We could expect that neither has an informational advantage. In fact, both are complementary”

Price distributions: Illogical?
"If a distribution of individual, independent, random variables is stable, then their sum obeys the same distribution type. For instance, the sum of independent Gaussian variables is again a Gaussian one. We should see a bell curve for the sum, if there is a bell curve for the increments. Thus, if ΔPj are Gaussian, then Pi are Gaussian, too. However, this justification is weak because price distributions are non-Gaussian."

Plus the proof from Cisco recommanded by mzvega——
CBOT Market Profile, 1985, listed three day types.
CBOT Market Profile, 1991 had four.
Steidlmayer on Markets, 1989, lists six.
MOM, 1990, has nine.
Steidlmayer on Markets, 2003, lists five.
Markets in Profile, 2007, does not have an index item for Day Type!
The primary writers in the area do not agree with each other or even themselves on the number of basic day types that exist.

..........
  • #5,413
  • Edited Mar 5, 2014 11:32am Mar 4, 2014 12:12pm | Edited Mar 5, 2014 11:32am
Finalized the latest indicator ay-TPOChart.v102.mq4.
Now it works correctly with MT4 v6xx and has all the advantages of the original version and ay-MarketProfileDWM.v1.31.rev1.
I think that the difficulty with the installation will not, you can take here (always the latest version): http://yadi.sk/d/NYo43TR1JwX2x
or
Attached File(s)
File Type: rar riv_ay-TPOChart.v102-5.rar   374 KB | 1,968 downloads


Attached Image (click to enlarge)
Click to Enlarge Name: riv_ay-TPOChart.v102-5a.png Size: 108 KB

Attached Image (click to enlarge)
Click to Enlarge Name: riv_ay-TPOChart.v102-5b.png Size: 43 KB

Attached Image (click to enlarge)
Click to Enlarge Name: riv_ay-TPOChart.v102-5c.png Size: 54 KB
  • #5,414
  • Mar 4, 2014 7:34pm Mar 4, 2014 7:34pm
@Frocus
WoW , it looks very cool !

But when I try it on both MT4 6XX and 509
It failed : (
After installing , I can't find riv_ay-TPOChart.v102-5 in navigator , maybe I missed something important
BTW , I run MT4 on win7X64 , V1.32 works well on 509
Appreciate any help from you
Thanks in advance
  • #5,415
  • Mar 5, 2014 1:39am Mar 5, 2014 1:39am
I compiled on WIN8.1x64 MT4 build 610. On the build up to 600 will not work.
  • #5,416
  • Mar 5, 2014 3:09am Mar 5, 2014 3:09am
Quoting Frocus
I compiled on WIN8.1x64 MT4 build 610. On the build up to 600 will not work.
Hi Frocus,
it seems you made a great work. We will test it. Btw: does it merges profiles?

Thank you very much indeed and regards
Ubi maior minor cessat
  • #5,417
  • Mar 5, 2014 4:38am Mar 5, 2014 4:38am
Quoting Lock
{quote} does it merges profiles?
Do not quite understand what you mean. I'm from Russia and translate using the translator. If you can explain easier.
  • #5,418
  • Mar 5, 2014 5:43am Mar 5, 2014 5:43am
Hi Frocus / great indicator - thanks for sharing it

From your post number 5,413 made earlier, could you please tell me what are your settings you used for the second and third charts.....thanks...
Trading Levels with WRBs
  • #5,419
  • Mar 5, 2014 5:58am Mar 5, 2014 5:58am
Quoting Islander
From your post number 5,413 made earlier, could you please tell me what are your settings you used for the second and third charts.....thanks...
Master switch:
for 1 img:
ModeLetter = true; ModePseudoLetter = false;
for 2 img:
ModeLetter = true; ModePseudoLetter = true;
for 3 img:
ModeLetter = false; ModePseudoLetter = false;
  • #5,420
  • Mar 5, 2014 7:30am Mar 5, 2014 7:30am
Quoting Frocus
{quote} Master switch: for 1 img: ModeLetter = true; ModePseudoLetter = false; for 2 img: ModeLetter = true; ModePseudoLetter = true; for 3 img: ModeLetter = false; ModePseudoLetter = false;

Great, thanks
Trading Levels with WRBs
11 traders viewing now