Auction Market Theory Chart – RTL Discussion

Posted in RTL by astoeckley on February 23, 2011

A few weeks ago, we unveiled an exciting chart that helps anyone understand the auction process during the trading session. We’ve been pleased with all the great feedback on this chart and are happy that many users are making it one of their main charts. Click here to see that chart and download a definition. The chart is free for anyone to use, provided you subscribe to a Professional version of MarketDelta, which makes these RTL indicators viewable. You do not need to understand RTL yourself to use this chart.

We’ve had some requests to explain how the RTL was crafted to make this chart possible. As promised in our previous article for this chart, today I summarize the code that creates these signals.

This article is best for those already familiar with the RTL interface. I provide here a basic overview of these signals. You can look at the chart’s signals yourself to best understand the whole architecture and the details. If you are brand new to RTL and want to know the basics of creating signals and indicators, please see our RTL Support page, which includes links to many tutorials for RTL.

Included Indicators and Signals

If you double-click the chart, you will see a list of all the elements in this chart, including the RTL indicators and signals:

The 8 signals starting with “amt_” are those that indicate the “Responsive Buying,” “Initiative Selling,” etc. There are 8 of these because the chart is basically divided into 4 quadrants, and each quadrant can have 2 signal possibilities: buying or selling. The 4 quadrants are the areas above and below the previous day value area, and the same areas for the current day value area.

Additionally, there are two signals starting with “once_” that indicate the range extension that may occur during the day: either range extension up or range extension down.

The final three signals, two for “sessionstart” and one called “time_devstudy” simply look at the time of day and use this to plot relevant information on the screen. These create the chart notations “Session Start,” “Studying Previous Day Value Area” and “Studying Developing Value.”

The chart also contains a hidden pane, which has a simple, single custom indicator:

Finally, while not referenced in this element list, because it is not added directly to the chart, there is a custom signal, “time1100,” included in some of the other signals:

Key Technique: This signal and others that provide once-per-session annotations use the same principle mentioned in this article from our Initial Balance blog series for limiting the frequency of signals.

The Basics

This “time1100″ signal simply consists of this:

After the market is open 90 minutes, it signals, and in this case, the signal marker creates the notation “Studying Developing Value” :

(The included indicator was originally named time1100 since in the Eastern Time Zone, 90 minutes after session start is 11 a.m.)

The “sessionstart” indicators use a different setting for the POS token which is only true once, and thus does not require signal limiting like the “time_devstudy”:

The hidden custom indicator, “BarDeltaCI,” has the following simple code:

This code is necessary for the “amt_” signal markers to include the net buying and selling activity as a reported number next to the signals’ text annotations. The VPS token here is simply set to find the net delta of the entire bar. You could also use the VB token instead.

Because signal markers can annotate the results of custom indicators only, and not standard indicators, this custom indicator is hidden and pulled into the “amt_” signals:

This is what allows us to see the numerical results in the signal itself:

The signals that determine if there is range extension look like this:

After the first hour, if the low of a bar drops below the lowest low of the first hour, we have negative range extension, and the signal marker for this signal notates this:

The positive range extension would be the flip side of this but basically the same code.

The Auction Market Theory Signals

The heart of the chart, of course, are the signals for auction activity. The code is similar for all these signals, but varies with respect to studying the previous day value area or the current day developing value. Here is the RTL for the morning session responsive selling above previous day value area:

The “tpo” token differentiates between VA High and Current VA High, which breaks the chart into the four quadrants mentioned earlier.

In plain English, this algorithm simply says:

If the price moves above the prior day’s value area high by 2 ticks or more, and the net delta (VB) is negative and it is during the first 90 minutes of the session, then create the signal.

This same formula is the same for all 7 other similar signals, just the specifics vary with respect to time of day, positive or negative VB and current or previous value area.

The signal marker then determines what to show on the chart when this happens, and this is where we pull in the custom indicator and flash the text annotation:

Finally, the presentation of the chart itself, with the Footprint data in front of a candle, is nothing more than a basic “overlay” chart. Click here for our introduction to overlay charts.

This should open your eyes to the relatively straightforward method of creating complex RTL setups. Usually, the individual signals are quite simple; it’s the combination of many separate simple elements that allow for creating a powerful interface.

BEGIN MarketDelta TRADING SIGNAL DEFINITION for time1100
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=time1100
BARCOUNT=AUTOMATIC
ELEM=TIME: Bar Time - hhmm.ss
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
SIGNAL=POS > 90
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for time1100
BEGIN MarketDelta TRADING SIGNAL DEFINITION for time_devstudy
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=time_devstudy
BARCOUNT=AUTOMATIC
ELEM=signal_time:Scan/Signal:SIGNAL[ ] time1100,0 PREFS: 168,168,255,1,0,0,time1100,0,5,0,F,106660760,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,F,,F,F,F,2,895895,3,T,0,F,,1,F,T,
ELEM=SSTAT:Signal Statistics:SSTAT[ ] 20,time1100 PREFS: 0,0,255,1,0,0,time1100,0,9,F,F,3,255,0,0,1,0,0,106662816,20,0.000000,T,620620,2,1,
SIGNAL=signal_time=1 and SSTAT=1
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for time_devstudy
BEGIN MarketDelta TRADING SIGNAL DEFINITION for sessionstart
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=sessionstart
BARCOUNT=AUTOMATIC
ELEM=POS:Position Indicator:POS[ ] Result 1 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,1,6,744744,10,
SIGNAL=POS=1
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for sessionstart
BEGIN MarketDelta TRADING SIGNAL DEFINITION for amt_respsellVAPrev
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=amt_respsellVAPrev
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=VB:Volume Breakdown:VB[ ] PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,0,5,10,10001000,F,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,,,32767,0,0,
ELEM=TIME: Bar Time - hhmm.ss
ELEM=tpo_devhi:TPO Indicator:TPO[ ] PREFS: 0,0,0,0,0,0,157,157,255,2,2,0,176,176,255,1,2,1,255,174,174,2,2,0,255,204,204,1,2,1,0.250000,3,10011001,T,T,30,0,70.000000,F,F,F,F,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
ELEM=TINC:Tick Increment
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
SIGNAL=HI > (tpo_devhi+2*TINC) and VB <  0 and POS < 90
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for amt_respsellVAPrev
BEGIN MarketDelta TRADING SIGNAL DEFINITION for amt_respbuyVAPrev
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=amt_respbuyVAPrev
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=tpo_devlow:TPO Indicator:TPO[ ] PREFS: 0,0,0,0,0,0,157,157,255,2,2,0,176,176,255,1,2,1,255,174,174,2,2,0,255,204,204,1,2,1,0.250000,4,10011001,T,T,30,0,70.000000,F,F,F,F,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
ELEM=VB:Volume Breakdown:VB[ ] PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,0,5,10,10001000,F,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,,,32767,0,0,
ELEM=TIME: Bar Time - hhmm.ss
ELEM=TINC:Tick Increment
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
SIGNAL=LO < (tpo_devlow-2*TINC) AND VB >  0 AND POS <= 90
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for amt_respbuyVAPrev
BEGIN MarketDelta TRADING SIGNAL DEFINITION for amt_initsellVAPrev
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=amt_initsellVAPrev
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=tpo_devlow:TPO Indicator:TPO[ ] PREFS: 0,0,0,0,0,0,157,157,255,2,2,0,176,176,255,1,2,1,255,174,174,2,2,0,255,204,204,1,2,1,0.250000,4,10011001,T,T,30,0,70.000000,F,F,F,F,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
ELEM=VB:Volume Breakdown:VB[ ] PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,0,5,10,10001000,F,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,,,32767,0,0,
ELEM=TIME: Bar Time - hhmm.ss
ELEM=TINC:Tick Increment
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
SIGNAL=LO < (tpo_devlow-2*TINC) AND VB <  0 AND POS <=90
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for amt_initsellVAPrev
BEGIN MarketDelta TRADING SIGNAL DEFINITION for amt_initbuyVAprev
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=amt_initbuyVAprev
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=VB:Volume Breakdown:VB[ ] PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,0,5,10,10001000,F,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,,,32767,0,0,
ELEM=TIME: Bar Time - hhmm.ss
ELEM=tpo_devhi:TPO Indicator:TPO[ ] PREFS: 0,0,0,0,0,0,157,157,255,2,2,0,176,176,255,1,2,1,255,174,174,2,2,0,255,204,204,1,2,1,0.250000,3,10011001,T,T,30,0,70.000000,F,F,F,F,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
ELEM=TINC:Tick Increment
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
SIGNAL=HI > (tpo_devhi+2*TINC) AND VB >  0 AND POS <= 90
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for amt_initbuyVAprev
BEGIN MarketDelta TRADING SIGNAL DEFINITION for amt_initsellVA
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=amt_initsellVA
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=tpo_devlow:TPO Indicator:TPO[ ] PREFS: 0,0,0,0,0,0,157,157,255,2,2,0,176,176,255,1,2,1,255,174,174,2,2,0,255,204,204,1,2,1,0.250000,1,10011001,T,T,30,0,70.000000,F,F,F,F,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
ELEM=VB:Volume Breakdown:VB[ ] PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,0,5,10,10001000,F,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,,,32767,0,0,
ELEM=TIME: Bar Time - hhmm.ss
ELEM=TINC:Tick Increment
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
SIGNAL=LO < (tpo_devlow-2*TINC) AND VB <  0 AND POS > 90
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for amt_initsellVA
BEGIN MarketDelta TRADING SIGNAL DEFINITION for amt_respbuyVA
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=amt_respbuyVA
BARCOUNT=AUTOMATIC
ELEM=LO:Low
ELEM=tpo_devlow:TPO Indicator:TPO[ ] PREFS: 0,0,0,0,0,0,157,157,255,2,2,0,176,176,255,1,2,1,255,174,174,2,2,0,255,204,204,1,2,1,0.250000,1,10011001,T,T,30,0,70.000000,F,F,F,F,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
ELEM=VB:Volume Breakdown:VB[ ] PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,0,5,10,10001000,F,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,,,32767,0,0,
ELEM=TIME: Bar Time - hhmm.ss
ELEM=TINC:Tick Increment
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
SIGNAL=LO < (tpo_devlow-2*TINC) AND VB >  0 AND POS > 90
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for amt_respbuyVA
BEGIN MarketDelta TRADING SIGNAL DEFINITION for amt_respsellVA
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=amt_respsellVA
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=VB:Volume Breakdown:VB[ ] PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,0,5,10,10001000,F,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,,,32767,0,0,
ELEM=TIME: Bar Time - hhmm.ss
ELEM=tpo_devhi:TPO Indicator:TPO[ ] PREFS: 0,0,0,0,0,0,157,157,255,2,2,0,176,176,255,1,2,1,255,174,174,2,2,0,255,204,204,1,2,1,0.250000,0,10011001,T,T,30,0,70.000000,F,F,F,F,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
ELEM=TINC:Tick Increment
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
SIGNAL=HI > (tpo_devhi+2*TINC) and VB <  0 and POS > 90
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for amt_respsellVA
BEGIN MarketDelta TRADING SIGNAL DEFINITION for amt_initbuyVA
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=amt_initbuyVA
BARCOUNT=AUTOMATIC
ELEM=HI:High
ELEM=VB:Volume Breakdown:VB[ ] PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,0,5,10,10001000,F,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,,,32767,0,0,
ELEM=TIME: Bar Time - hhmm.ss
ELEM=tpo_devhi:TPO Indicator:TPO[ ] PREFS: 0,0,0,0,0,0,157,157,255,2,2,0,176,176,255,1,2,1,255,174,174,2,2,0,255,204,204,1,2,1,0.250000,0,10011001,T,T,30,0,70.000000,F,F,F,F,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
ELEM=TINC:Tick Increment
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
SIGNAL=HI > (tpo_devhi+2*TINC) AND VB >  0 AND POS > 90
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for amt_initbuyVA
BEGIN MarketDelta TRADING SIGNAL DEFINITION for extensionDown
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=extensionDown
BARCOUNT=AUTOMATIC
ELEM=TIME: Bar Time - hhmm.ss
ELEM=LO:Low
ELEM=SESST:Session Statistics Indicator:SESST[ ] Stat 1 PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,1,4,60,6,10011001,0,1,0,5,F,F,1020,
ELEM=POS:Position Indicator:POS[ ] Result 5 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,5,6,744744,10,
SIGNAL=POS > 60 and LO < SESST
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for extensionDown
BEGIN MarketDelta TRADING SIGNAL DEFINITION for once_extensionDown
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=once_extensionDown
BARCOUNT=AUTOMATIC
ELEM=signal_extensionDown:Scan/Signal:SIGNAL[ ] extensionDown,0 PREFS: 0,0,0,0,0,0,extensionDown,0,0,0,F,106687488,0,0,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,F,,F,F,F,2,895895,0,F,0,F,,1,F,T,
ELEM=SSTAT:Signal Statistics:SSTAT[ ] 20,extensionDown PREFS: 0,0,255,1,0,0,extensionDown,0,9,F,F,3,255,0,0,1,0,0,106689544,20,0.000000,T,620620,2,1,
SIGNAL=signal_extensionDown = 1 and SSTAT = 1
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for once_extensionDown
BEGIN MarketDelta TRADING SIGNAL DEFINITION for extensionUp
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=extensionUp
BARCOUNT=AUTOMATIC
ELEM=TIME: Bar Time - hhmm.ss
ELEM=HI:High
ELEM=SESST:Session Statistics Indicator:SESST[ ] Stat 0 PREFS: 255,0,0,1,2,0,0,128,0,1,0,0,0,3,60,6,10011001,0,1,0,5,F,F,1020,
ELEM=POS:Position Indicator:POS[ ] Result 7 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,7,6,744744,10,
SIGNAL=POS > 60 and HI > SESST
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for extensionUp
BEGIN MarketDelta TRADING SIGNAL DEFINITION for once_extensionUp
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=once_extensionUp
BARCOUNT=AUTOMATIC
ELEM=signal_extensionUp:Scan/Signal:SIGNAL[ ] extensionUp,0 PREFS: 0,0,0,0,0,0,extensionUp,0,0,0,F,106693656,0,0,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,F,,F,F,F,2,895895,0,F,0,F,,1,F,T,
ELEM=SSTAT:Signal Statistics:SSTAT[ ] 20,extensionUp PREFS: 0,0,255,1,0,0,extensionUp,0,9,F,F,3,255,0,0,1,0,0,106695712,20,0.000000,T,620620,2,1,
SIGNAL=signal_extensionUp and SSTAT=1
- Comments
END MarketDelta TRADING SIGNAL DEFINITION for once_extensionUp
BEGIN MarketDelta CUSTOM INDICATOR DEFINITION for Bar_deltaCI
COMMENT=NONE
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9
DATAFEED=TransAct
NAME=Bar_deltaCI
BARCOUNT=AUTOMATIC
ELEM=VPS:Volume Price Statistics:VPS[ ] VUP PREFS: 0,0,255,1,0,0,0,0,255,1,0,0,6,15,921921,100,2,
INDICATOR=VPS
- Comments
END MarketDelta CUSTOM INDICATOR DEFINITION for Bar_deltaCI
BEGIN MarketDelta CHART DEFINITION for amt
COMMENT=Auction Market Theory Order Flow Analysis
SOURCE=DeBuG
PLATFORM=Windows 7 (6.1, Build 1DB0)
DATE=01/27/2011 14:19
VERSION=10.3.9 (Build #32815 Jan 25 2011 14:53:44)
DATAFEED=TransAct + DTNMA
NAME=amt SIZE=655,934
PERIODICITY=4,12500 (1.25 Range)
PIXELS=121:0
LOOKAHEAD=0
RMARGIN=0
CFLAGS=262144 CFLAGS2=154113
VIEWPERIOD=1,1,3,3378792600,3378982690 (Last 3 days)
COLORS=0,16777215,0,15724527,15263976,0,16777215,0
DESC=amt: ESH1 (1.25r), ESH1 (1.25r) 1.25 Range, Session 2
SESSION OVERRIDE=2 Index Options: Hours: 09:30 to 16:15
TICKER=ESH1:CME:31 SECTYPE=3 DISPLAY=12 ALIAS=@ES#
TICKER=ESH1:CME:31 SECTYPE=3 DISPLAY=12 ALIAS=@ES#
PANE #1 PCT=0.298906 PFLAGS=272 SCALE=1,-4800.000000,4500.000000,0.000000,0.000000,0.000000,0,0
PANE #2 PCT=0.998785 PFLAGS=33944 SCALE=65,1290.403583,1299.197701,0.250000,1.000000,17.000000,0,8
PRESET: TPO_1 ,#145 DESC: TPO[ ] LABEL: F RECALC: 1,1 PREFS: 0,0,0,0,0,0,192,192,192,2,2,0,0,0,0,3,2,0,192,192,192,2,2,0,255,255,255,1,2,1,0.250000,0,10011001,T,T,30,0,70.000000,F,T,F,F,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
INDICATOR: BUTN #94 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: BUTN: TPO_1  LABEL: F RECALC: 0,0 PREFS: 4,0,0,101951440,600600,,145,TPO_1 ,0,0,,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] time_devstudy,0 LABEL: F RECALC: 0,0 PREFS: 0,0,255,1,0,0,time_devstudy,0,5,3,F,106658704,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,Studying Developing Value (DVA),F,F,F,2,895895,3,F,60,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] sessionstart,0 LABEL: F RECALC: 0,0 PREFS: 0,0,255,1,0,0,sessionstart,0,5,3,F,106664872,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,Studying Previous Day Value Area (VA),F,T,T,1,895895,3,F,60,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] sessionstart,0 LABEL: F RECALC: 0,0 PREFS: 64,0,0,1,0,0,sessionstart,0,5,3,F,106666928,0,24,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,SESSION START,F,F,F,2,895895,3,F,30,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] amt_respsellVAPrev,0 LABEL: F RECALC: 0,0 PREFS: 198,99,0,1,0,0,amt_respsellVAPrev,0,5,1,F,106668984,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,VA: Responsive Sells,F,F,F,2,895895,5,T,50,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] amt_respbuyVAPrev,0 LABEL: F RECALC: 0,0 PREFS: 0,128,0,1,0,0,amt_respbuyVAPrev,0,5,0,F,106671040,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,VA: Responsive Buys,F,F,F,2,895895,5,T,50,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] amt_initsellVAPrev,0 LABEL: F RECALC: 0,0 PREFS: 206,103,0,1,0,0,amt_initsellVAPrev,0,5,0,F,106673096,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,VA: Initiating Sells,F,F,F,2,895895,5,T,50,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] amt_initbuyVAprev,0 LABEL: F RECALC: 0,0 PREFS: 0,128,0,1,0,0,amt_initbuyVAprev,0,5,1,F,106675152,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,VA: Initiating Buys,F,F,F,2,895895,5,T,50,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] amt_initsellVA,0 LABEL: F RECALC: 0,0 PREFS: 255,0,0,1,0,0,amt_initsellVA,0,5,0,F,106677208,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,DVA: Initiative Selling,F,F,F,2,895895,5,T,50,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] amt_respbuyVA,0 LABEL: F RECALC: 0,0 PREFS: 168,168,255,1,0,0,amt_respbuyVA,0,5,0,F,106679264,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,DVA: Responsive Buying,F,F,F,2,895895,5,T,50,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] amt_respsellVA,0 LABEL: F RECALC: 0,0 PREFS: 255,0,0,1,0,0,amt_respsellVA,0,5,1,F,106681320,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,DVA: Responsive Selling,F,F,F,2,895895,5,T,50,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] amt_initbuyVA,0 LABEL: F RECALC: 0,0 PREFS: 168,168,255,1,0,0,amt_initbuyVA,0,5,1,F,106683376,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,DVA: Initiative Buying,F,F,F,2,895895,5,T,50,F,Bar_deltaCI,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] once_extensionDown,0 LABEL: F RECALC: 0,0 PREFS: 255,128,0,1,0,0,once_extensionDown,0,5,3,F,106685432,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,NEGATIVE RANGE EXTENSION,F,F,T,1,895895,3,F,10,F,VAL,1,F,F,
INDICATOR: SIG #10 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: SIGNAL[ESH1 (1.25r)] once_extensionUp,0 LABEL: F RECALC: 0,0 PREFS: 0,128,0,1,0,0,once_extensionUp,0,5,3,F,106691600,0,16,,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0.000000,0.000000,0,0,0,0,0,0,0,0,0,T,POSITIVE RANGE EXTENSION,F,F,T,1,895895,3,F,0,F,VAL,1,F,F,
INSTRUMENT: ESH1:CME:2 PERIODICITY: 4,12500,1 TYPE: 24,2 COLORS: 37632,12255232,1,0 [Alias: @ES#]
FOOTPRINT: 1,13,8,0,9,0,0,0,0,0,0,3651,0,0,0.000000,0,0,0,0,0,,1,
SESSION #2. Index Options: Open,UnPosted, Hours: 09:30 to 16:15
INSTRUMENT: ESH1:CME:2 PERIODICITY: 4,12500,1 TYPE: 3,2 COLORS: 25600,16746632,1,0 [Alias: @ES#]
FOOTPRINT: 1,0,2,0,9,0,0,0,0,0,0,64,0,0,0.000000,0,0,0,0,0,,0,
SESSION #2. Index Options: Open,UnPosted, Hours: 09:30 to 16:15
INDICATOR: TPO #145 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: TPO[ESH1 (1.25r)] LABEL: F RECALC: 0,0 PREFS: 0,0,0,0,0,0,192,192,192,2,2,0,0,0,0,3,2,0,192,192,192,2,2,0,255,255,255,1,2,1,0.250000,0,10011001,T,T,30,0,70.000000,F,T,F,F,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
PANE #3 PCT=0.001631 PFLAGS=144 SCALE=1,-4800.000000,4500.000000,0.250000,1.000000,0.000000,0,0
INDICATOR: CI #40 ASSOC: ESH1:CME:2 PERIODICITY: 4,12500,1,FP,4,0,8,0,9,0,0,1,0,0, DESC: CI:Bar_deltaCI[ESH1 (1.25r)] VPS LABEL: F RECALC: 0,0 PREFS: 0,51,255,2,2,0,Bar_deltaCI,0,0,0,F,106697768,0,255,0,0,0,0,0,1,70.000000,F,0.000000,F,50.000000,F,F,10011001,1,0,0,0,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,
- This chart definition references 16 RTL objects (scan/signal/custom indicator)
END MarketDelta CHART DEFINITION for amt

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