The Library

Concept family

Volume & Order Flow

Volume studies, VWAP, volume & market profile, delta, and order-flow microstructure.

Cumulative flow lines

Volume behavior

VWAP family

Volume profile

Market profile / auction theory

TPO Profile6Initial Balance3Balance vs Imbalance1One-timeframing1Open Types1Poor High/poor Low1Rotation Factor1Single Prints180% RuleAuction FailureDay-type TaxonomyExcessResponsive vs Initiative ActivityUnfinished AuctionValue Migration

Order-flow & microstructure

VSA (volume spread analysis)

Climactic Action2No-demand / No-supply Bars1Stopping Volume1Strength/weakness BackgroundVSA Test Bar