File size: 2,792 Bytes
8307463
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
Input Observations / Data Points,,,,,,

Label,Index #,Price,,,,

A,1,3000.914,,,,

B,2,3003.837,,,,

C,3,3002.432,,,,

D,4,3009.892,,,,

E,5,3007.698,,,,

F,6,3009.176,,,,

G,7,3003.381,,,,

H,8,3004.283,,,,

I,9,3003.512,,,,

J,10,3003.012,,,,
,,,,,,
,,,,,,
Conventional Market Profile (CMP) | with Binsize = 1.000,,,,,,

Bin,From, Until,Group,Stacks,,

1,3000,3001,A,1,,

2,3001,3002,,0,,

3,3002,3003,C,1,,

4,3003,3004,BGIJ,4,,

5,3004,3005,H,1,,

6,3005,3006,,0,,

7,3006,3007,,0,,

8,3007,3008,E,1,,

9,3008,3009,,0,,

10,3009,3010,DF,2,,
,,,,,,
,,,,,,
(GMP-c) Gap-filled Market Profile (casual `c` mode) | with Binsize = 1.000,,,,,,

Bin,From, Until,Group,Stacks,,

1,3000,3001,A,1,,

2,3001,3002,A,1,,

3,3002,3003,AC,2,,

4,3003,3004,BCGIJ,5,,

5,3004,3005,CFH,3,,

6,3005,3006,CF,2,,

7,3006,3007,CF,2,,

8,3007,3008,CEF,3,,

9,3008,3009,CDEF,4,,

10,3009,3010,DF,2,,
,,,,,,
,,,,,,
(GMP-ud) Gap-filled Market Profile (up/down-bin `ud` mode) | with Binsize = 1.000,,,,,,

Bin,From, Until,Group,Down Stack,Up Stack,Delta Stack

1,3000,3001,A,0,0,0

2,3001,3002,A,0,1,1

3,3002,3003,AC,1,1,0

4,3003,3004,BCGIJ,3,2,-1

5,3004,3005,CFH,1,2,1

6,3005,3006,CF,1,1,0

7,3006,3007,CF,1,1,0

8,3007,3008,CEF,2,1,-1

9,3008,3009,CDEF,2,2,0

10,3009,3010,DF,0,2,2
,,,,,,
,,,,,,
,,,,,,
,,,,,,
Input Observations / Data Points and Tick Volume,,,,,,

Label,Index #,Price,Tick Volume,,,

A,1,3000.914,432,,,

B,2,3003.837,141,,,

C,3,3002.432,221,,,

D,4,3009.892,1011,,,

E,5,3007.698,1245,,,

F,6,3009.176,261,,,

G,7,3003.381,192,,,

H,8,3004.283,483,,,

I,9,3003.512,157,,,

J,10,3003.012,249,,,
,,,,,,
,,,,,,
(GTMP-h) Gap-filled Tick-volume Amplified Market Profile (holistic `h` mode) | with Binsize = 1.000,,,,,,

Bin,From, Until,Group,Tick Volume,Stacks,

1,3000,3001,A,432,432,

2,3001,3002,A,432,432,

3,3002,3003,AC,432 + 221,653,

4,3003,3004,BCGIJ,141 + 221 + 192 + 157 + 249,960,

5,3004,3005,CFH,221 + 261 + 483,965,

6,3005,3006,CF,221 + 261,482,

7,3006,3007,CF,221 + 261,482,

8,3007,3008,CEF,221 + 1245 + 261,1727,

9,3008,3009,CDEF,221 + 1011 + 1245 + 261,2738,

10,3009,3010,DF,1011 + 261,1272,
,,,,,,
,,,,,,
(GTMP-d) Gap-filled Tick-volume Amplified Market Profile (division `d` mode) | with Binsize = 1.000,,,,,,

Bin,From, Until,Group,Tick Volume,Stacks,

1,3000,3001,A,(432/3),144,

2,3001,3002,A,(432/3),144,

3,3002,3003,AC,(432/3) + (221/7),175.571429,

4,3003,3004,BCGIJ,(141/1) + (221/7) + (192/1) + (157/1) + (249/1),770.571429,

5,3004,3005,CFH,(221/7) + (261/6) + (483/1),558.071429,

6,3005,3006,CF,(221/7) + (261/6),75.0714286,

7,3006,3007,CF,(221/7) + (261/6),75.0714286,

8,3007,3008,CEF,(221/7) + (1245/2) + (261/6),697.571429,

9,3008,3009,CDEF,(221/7) + (1011/2) + (1245/2) + (261/6),1203.07143,

10,3009,3010,DF,(1011/2) + (261/6),549,