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Time Variance Profile - TVP


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Time Variance Profile - TVP

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  #1 (permalink)
 Netanggos 
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Does anyone have additional info about this topic? Thanks.

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 Cashish 
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Netanggos View Post
Time Variance Profile - TVP

Does anyone have additional info about this topic? Thanks.

Time "Variance" Profile or Time Variable Profile?

If you're looking for the latest work of J Peter Steidlmayer I've found little, very little, but I'm sure it's proprietary.

Is this what we're talking about? I'm not sure.

https://www.esignal.com/docs/SFO_Market%20Profile.pdf

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 Outlier 
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Guess this is it. I like the idea. Quote from Robocod's blog:

https://robocod.blogspot.com/2012/10/variable-time-market-profiles.html

Friday, October 12, 2012
Variable time Market Profiles

Having listened to some webinars by Peter Steidlmayer, I decided to implement his "variable time profile" idea. Actually, variable profiles were on my "TO-DO" list anyway, but I hadn't worked out a good way to do it. The system he describes in the video was simply to start a new profile when the price broke the range of the last 9 bars, of a profile which is at least 12 bars old (although these parameters are changeable of course).

It is very simple algorithm (much simpler than I was thinking of), but seems to work remarkably well.

Here it is on 1 hour chart. It does a reasonable job of splitting the price action into distinct profiles, such as 'b', 'P', 'D' and 'B' profiles.


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 Netanggos 
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That's right. Time Variable Profile. I think Peter is trying to get the word out from watching his videos. I have read that blog and it sounds interesting. Here is more to read for those interested:

cmegroup website: /education/files/understanding-todays-market-steidlmayer-2012-6-26.pdf

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 omni72 
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Netanggos View Post
That's right. Time Variable Profile. I think Peter is trying to get the word out from watching his videos. I have read that blog and it sounds interesting. Here is more to read for those interested:

cmegroup website: /education/files/understanding-todays-market-steidlmayer-2012-6-26.pdf

I don't remember how many posts before you can officially share links, but I appreciate the work-around you provided :-)

https://www.cmegroup.com/education/files/understanding-todays-market-steidlmayer-2012-6-26.pdf

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Luck is what happens when preparation meets opportunity. ~ Seneca
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 robocod 
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You might also find the following link useful (see below), which I had blogged about previously. It is an idea called the "Run-Pause Profile" - the idea is to split the price action into congestion (pause) and non-congestion (run) sections. It is similar idea to Peter's I guess.

Peter also talks somewhere (I forget which of his papers) about IPM (Initial Price Moves), which is the initial breakout from a balance region, when the breakout move starts to form balance then it results in a 'P' or 'b' profiles. By manually splitting the profile at he IPM you can split your chart into a series of balance / non-balance areas. Of course, these are also variable-time profiles since they do not start/end at set times, but rather they follow the price.

(Can't post link yet, as I do not have enough posts - but do a google search for "CISCO futures Run Pause Profile"

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 Cashish 
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robocod View Post
(Can't post link yet, as I do not have enough posts - but do a google search for "CISCO futures Run Pause Profile"

I can

Welcome to the thread @robocod

Congestion Profile Background

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 Netanggos 
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I think this is the video related to robocod's blog entry about TVP:

esignal.adobeconnect /_a22096063/p8mwsqxgqt3/?launcher=false&fcsContent=true&pbMode=normal

It all started with me wanting to find out more info about Peter's Volume Strips, which lead to the above video about TVP.

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 Big Mike 
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Peter's new concept has also been discussed a lot here in the main Profile thread:



Mike

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