KATEGORIE
TPO / Market Profile Nodes
8 TPO / Market Profile-Bausteine in der Algovex Node-Bibliothek. Jede Node ziehst du auf den Visual-Canvas, verkettest sie zu einer Strategie, backtestest und exportierst sie. Ganz ohne Code.
TPO Developing POC
The real-time complement to the TPO Profile node and the TPO mirror of Volume Profile Developing POC: builds the TPO (time-at-price) profile of the IN-PROGRESS period bar-by-bar and tracks the developing Point of Control (POC) AND the developing Value Area (VAH/VAL) as they form. Both migrate while the period fills, reading live fair value and value migration. Rendered like the TPO Profile node — every period draws as a TPO letter/cell profile (completed periods span their period; the in-progress one builds live) — and on top the current session's developing POC / VAH / VAL draw as ADAPTIVE evolving polylines tracing how value built bar-by-bar; completed periods keep their own dimmed developing trajectories (causal, non-repainting). Same UTC-calendar period model as the TPO Profile / Volume Profile nodes. Single-toned: the weight at each price is the number of time brackets that traded there, not traded volume.
TPO Excess
Per-period Market Profile node. EXCESS is a single-print rejection TAIL at the period's extreme — price spiked, printed only once, and was sharply rejected (long wick). The single-print tail is a TIME concept — consecutive outermost rows each visited by only ONE time bracket. On order-flow symbols (NQ etc.) a genuine TPO is built from the prices each bracket ACTUALLY traded (footprint, native tick), revealing the real rejection tail; on symbols without order-flow it falls back to an OHLC bracket TPO. It is RARE and confirms a completed auction. Each confirmed excess becomes a STANDING level line anchored at the bar that made the extreme; it persists forward as support/resistance until price closes through it (consumed) or it expires (maxAge), then terminates at that bar and dims. Detection triggers fire when excess forms; retest triggers fire when price later revisits a standing level.
TPO Naked POC
Tracks untested (naked / virgin) TPO Points of Control from prior completed periods — the faithful TPO (time-at-price) mirror of Volume Profile Naked POC. Built on the same stateful period machinery and UTC-calendar profilePeriod model: EVERY tracked period renders as a compact TPO letter/cell profile across history (plus the developing period), and each completed period contributes ONE persistent POC magnet. The ONLY difference from the volume version is the per-price weight — here a row's weight is its TPO time-bracket count (how many time brackets / bars traded at that price), single-toned (time, not aggressor side), instead of traded volume. Each still-naked level is ranked by magnet STRENGTH (how long it has stayed untested + the period's TIME-ACCEPTANCE of that POC = the share of the period's time brackets that visited it, NOT price travel) and shaded by that strength (stronger = brighter); the nearest naked POC above and below price are surfaced as the actionable targets. A naked POC is a period POC price has not revisited since that period ended; it acts as a magnet. Triggers distinguish what price does at the magnet: tag (first reach = target hit), reject (reaches it and closes back = mean-reversion entry), accept (closes through = continuation + the magnet is spent). fillMode controls when the line is consumed (wick_touch / close_through / body_tag); the default wick_touch fills the level on the first touch (classic virgin-POC definition). Periods: UTC day, ISO week, month, or fixed custom_bars blocks. Active naked levels extend to the current bar; consumed levels terminate (dimmed) at the bar that filled them.
TPO Poor High/Low
Per-trading-day Market Profile node. A POOR HIGH is a day whose TPO profile has 2+ TPOs flat across its HIGHEST price row (an unfinished auction at the top, likely to be revisited); a POOR LOW is the same at the day's LOWEST row. For each UTC day it draws a level line at the day's actual high (poor high, red) or low (poor low, green) and a direction-coded marker at the real extreme.
TPO Profile
Time-Price-Opportunity (Market) Profile — time-at-price distribution rendered as a TPO letter/cell profile. Identical to Volume Profile in every respect (period model, POC / Value Area / High-Low Nodes, persisting prior-profile levels, trigger set) EXCEPT the weight at each price is the number of time brackets that traded there (time-at-price), not traded volume. Configurable period: daily, fixed bars, weekly, monthly, or custom. Triggers reference a selectable profile (developing, previous completed, or all prior) and fire on POC interaction, value-area break, value-area rejection, LVN break, or HVN reaction; prior-profile levels persist forward and are consumed on interaction.
TPO Shape
Classifies the SHAPE (Market-Profile day type) of each period's TPO profile from its time-at-price distribution — the TPO mirror of Volume Profile Shape, with the per-price weight swapped from volume to TPO time-bracket count. D = balance/rotation (neutral); P = short-covering (mass up top, thin lower tail, bullish); b = long-liquidation (mass down low, thin upper tail, bearish); B = double distribution (two clusters split by a low-TPO node, trend day); E = triple distribution (three+ stacked value areas); N = neutral day (two-sided rotational auction); ~ = trend/thin (no acceptance); ? = unclear. Every period renders as a single-toned TPO letter/cell profile across history (so you SEE the shape), and every COMPLETED period gets a frozen day-type badge at its end bar (causal, non-repainting); the in-progress period is classified live. A trigger fires on a completed period's settled shape.
TPO Single Prints
Marks single-print ZONES per period — bands of consecutive thin price levels the market skipped through, i.e. fast-move gaps with no acceptance. A single print is a TIME concept — a price visited by only ONE time bracket. On order-flow symbols (NQ etc.) a genuine TPO is built from the prices each time bracket ACTUALLY traded (footprint, native tick), revealing the real single prints; on symbols without order-flow it falls back to the OHLC time-bracket estimate (a bracket is assumed to touch every price across its bar range). Each run of single-print rows becomes a STANDING gap box that extends forward from the period that printed it until price FILLS it (returns into the band), then the box terminates and dims (or expires at maxAge). Like a price gap, an unfilled single-print zone is a magnet the market tends to revisit. A trigger fires when price fills a standing gap.
TPO Value Area Migration
Tracks how the period TPO value area MIGRATES across consecutive COMPLETED periods — the faithful TPO (time-at-price) mirror of Volume Profile VA Migration. Identical machine: the UTC profilePeriod model (daily / weekly / monthly, or custom_bars blocks), the completed-period partition, the Dalton value-area relationship day-types (higher, overlapping_higher, unchanged, overlapping_lower, lower, inside = balance/compression, outside = range expansion), the migration direction + run length of consecutive same-direction steps, the POC MIGRATION PATH staircase and the trigger set — EXCEPT the per-price weight is the TPO time-bracket COUNT (each bar is one time bracket; a row's weight is the number of brackets that traded at the price), NOT traded volume, and every scored period renders as a real TPO letter/cell PROFILE (single-toned) across history (plus the developing one). Each period VA is a subtle box (VAL..VAH band) whose BORDER encodes the read: COLOR = migration step (green up, red down, grey balance, blue inside/coil, amber outside/expansion). Amber POC line per period (showPoc). The signature is the POC migration path — a step-line connecting consecutive period POCs, each segment colored by direction, so you see value stepping up or down.
Weitere Kategorien