CATEGORY

Auction (AMT) nodes

3 Auction (AMT) building blocks in the Algovex node library. Each is a node you can drop on the visual canvas, connect into a strategy, backtest and export. No code required.

  • Auction Balance/Imbalance

    Classifies each UTC trading day as BALANCED (rotational / range day) or IMBALANCED (directional / trend day) from the day's rotation factor — the share of bar-to-bar direction changes. Draws one colour-coded box per day spanning that day's range (slate = balanced, amber = imbalanced) across history, plus the in-progress day. Triggers fire when a day completes: on a state change vs the prior day, or on any imbalanced / balanced day.

  • Auction Day Type

    Classifies each UTC trading day as a TREND day (strong directional expansion that closes near an extreme), a NEUTRAL day (compressed / balanced) or a NORMAL day, using the day's range-expansion ratio and close position. Draws one colour-coded box per day spanning that day's range (emerald = trend, slate = normal, amber = neutral) across history plus the in-progress day. Triggers fire when a day completes: on a type change vs the prior day, or on any trend / neutral day.

  • Auction Initial Balance

    Marks the Initial Balance (IB) — the price range of the opening window of each configured session — for every day across history plus the in-progress day. Draws the IB opening-range box, extends IB high/low as the session's reference S/R until its close by default, and (optionally) projects 1x IB extension targets. Triggers fire when price breaks beyond the IB (ib_break) or returns to test an IB extreme (ib_test).

Explore other categories