A complete Auction Market Theory read on one chart: where value is, balanced or
trending, who's trapped, and what's unfinished. Volume profiles, initial balance, overnight
inventory, naked POCs, single prints, day type and a paste-your-own levels box. Works on any
symbol.
TPO (Market Profile) letters for each 30-minute period, with the POC, value area
and a heatmap gradient. Full letter detail for recent days, outlines for older ones.
Free and open source. Gap Analysis is on NinjaTrader and TradingView; the rest are
NinjaTrader 8 only.
Gap Analysis
v1.0.0
Each RTH opening gap versus the prior RTH close, shaded until price fills it.
Partial fills shrink the zone, a table tracks the latest gap and same-direction streaks, and
alerts fire on new gaps and fills.
Labeled horizontal lines you type in: a range box (top, bottom, optional
midpoint and shading) plus any number of custom lines. Type them on one chart and share them
with every chart of the same contract, micros included. Labels show the price and stack
instead of overlapping when lines are close.
A volume profile for a custom session window, 08:30–15:00 CT by default, built from every
trade. POC, value area and up/down volume, drawn from each session's right edge.
Modeled on TradingView's Session Volume Profile HD.
Daily, weekly, monthly or yearly volume profiles from 1-minute data, weekly by default. Each
finished profile's POC, VAH and VAL extend right until price touches them.
One developing volume profile from a calendar anchor (session, week, month, quarter or year) to
the latest bar, on intraday or daily charts. Year to date by default.
Daily ML levels for ES, NQ, CL & GC and the afternoon review plan paste
straight into the AMT Toolkit and the If/Then indicator. $20/mo through Patreon.