Auction Intelligence

█ AUCTION INTELLIGENCE [FREE]
Auction Market Theory Overlay

An Auction Market Theory (AMT) overlay that analyzes market structure through volume profile analysis. It detects profile shape (D/P/b/DD), identifies balance vs. imbalance states, and tracks value migration — giving you the same auction-based framework used by institutional traders to understand market behavior.

Free and Open Source.

█ THE CONCEPT: WHY AUCTION MARKET THEORY MATTERS

Standard indicators tell you what happened. AMT tells you why. Markets are continuous two-sided auctions where buyers and sellers negotiate fair value:

• Balance — Price rotates within an accepted value area. Expect mean-reversion and range-bound trading.
  
• Imbalance — Price breaks away from the value area. One side dominates. Expect continuation.
  
• Profile Shape — The distribution of volume tells you who is in control and what to expect next.
  
• Value Migration — The direction where the POC and Value Area are shifting reveals the underlying trend.
  

█ CORE FEATURES

1. Volume Profile Engine
Distributes each bar's volume proportionally across price rows, building a volume-at-price distribution:

• POC (Point of Control) — Highest volume row = strongest S/R level
  
• VAH (Value Area High) — Upper boundary of the 70% value area = resistance
  
• VAL (Value Area Low) — Lower boundary of the 70% value area = support
  

2. Profile Shape Detection
Automatically classifies the volume distribution into four distinct shapes:

• D-shape — Balanced. Volume evenly distributed, POC near center. Expect rotation.
  
• P-shape — Bullish. Volume concentrated in upper half. Buyers in control.
  
• b-shape — Bearish. Volume concentrated in lower half. Sellers in control.
  
• DD (Double Distribution) — Two distinct volume clusters. Market transitioning between value areas.
  

3. Balance vs. Imbalance Recognition
Three-factor analysis combining price position, VA width dynamics, and trend strength. The chart background colors automatically when imbalance is detected (cyan = bullish discovery, red = bearish discovery).

4. Value Migration Tracker
Monitors how the POC and Value Area midpoint shift over time:

• Bullish Migration ▲ — POC and VA migrating higher = institutional buying
  
• Bearish Migration ▼ — POC and VA migrating lower = institutional selling
  
• Neutral ─ — No significant migration = consolidation
  

█ AUTO-TIMEFRAME ADAPTATION

All parameters automatically adjust based on the chart timeframe:

• 1-5 min → Lookback 30, 18 Rows, Migration Len 5
  
• 15-30 min → Lookback 40, 20 Rows, Migration Len 8
  
• 1 Hour → Lookback 50, 24 Rows, Migration Len 10
  
• 4 Hour → Lookback 70, 28 Rows, Migration Len 15
  
• Daily → Lookback 100, 32 Rows, Migration Len 20
  
• Weekly+ → Lookback 150, 40 Rows, Migration Len 30
  

Disable Auto-TF to use manual settings for full control.

█ DASHBOARD

A compact, dark-themed info panel displaying:

• State — Current AMT state (BALANCE / IMBALANCE) with context
  
• Shape — Detected profile shape (D / P / b / DD) with description
  
• Migration — Value migration direction and strength
  
• Position — Current price position relative to Value Area
  
• POC / VAH / VAL — Key volume-based levels
  

█ ALERTS (4 CONDITIONS)

• Balance → Imbalance — Market leaving the value area
  
• Imbalance → Balance — Market returning to the value area
  
• Profile Shape Changed — Volume distribution pattern shift
  
• Value Migration Shift — Directional bias change in POC/VA migration
  

█ PRO VERSION

The PRO version (Auction Intelligence PRO v2.0) adds:

• Initial Balance Range — IB Tracking + IB Extension Detection
  
• Failed Auction Detection — VA Breakout Failures
  
• Excess & Poor High/Low — Wick analysis at session extremes
  
• Auction Rotation Factor — POC-cross frequency as market efficiency measure
  
• Day Type Classification — Trend/Normal/Normal Var./Neutral/Double Dist. (Dalton)
  
• Previous Day Value Area — PDPOC/PDVAH/PDVAL as reference levels
  
• Enhanced Confluence Score — 0-12 scale with A+ to D grading
  
• 13 Alert Conditions

█ NON-REPAINTING

The volume profile is calculated from confirmed bar data only. The rolling lookback window recalculates on each confirmed bar using historical high/low/volume — no future data is used. No repainting.

█ WORKS ON

Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly.

█ DISCLAIMER

This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.