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    ISB3 333
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    This document provides an overview of Volume Weighted Average Price (VWAP), Time Price Opportunity (TPO) Profile, and Depth of Market (DOM) analysis and how they can be used together in a trading methodology. It outlines the key concepts and structures for each, including developing VWAP scenarios, TPO patterns and profiles, and DOM order flow principles. It then describes a methodology that involves first determining the overall market context using VWAP and TPO analysis, making hypotheses based on this, and trading setups on the DOM that are confluent with the TPO and/or VWAP hypotheses.

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    This document provides an overview of Volume Weighted Average Price (VWAP), Time Price Opportunity (TPO) Profile, and Depth of Market (DOM) analysis and how they can be used together in a trading methodology. It outlines the key concepts and structures for each, including developing VWAP scenarios, TPO patterns and profiles, and DOM order flow principles. It then describes a methodology that involves first determining the overall market context using VWAP and TPO analysis, making hypotheses based on this, and trading setups on the DOM that are confluent with the TPO and/or VWAP hypotheses.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    13 views1 page

    Methodology Highlights

    Uploaded by

    ISB3 333
    This document provides an overview of Volume Weighted Average Price (VWAP), Time Price Opportunity (TPO) Profile, and Depth of Market (DOM) analysis and how they can be used together in a trading methodology. It outlines the key concepts and structures for each, including developing VWAP scenarios, TPO patterns and profiles, and DOM order flow principles. It then describes a methodology that involves first determining the overall market context using VWAP and TPO analysis, making hypotheses based on this, and trading setups on the DOM that are confluent with the TPO and/or VWAP hypotheses.

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    © All Rights Reserved
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    VWAP

    1. VWAP Basics
    - Developing Value
    - Slope
    - Confluence
    - Anchor VWAP

    2. VWAP Structure & Scenarios


    - Inside Value
    - Above Value / Below Value
    - Developing Bullish / Developing Bearish
    - Developing Rotational/Balanced
    - Developing Pullback Scenario
    - Against the Value

    3. Analysis Process
    1. Where does the market open in comparison to the previous session?
    2. What is the slope of the developing VWAP?
    3. What is the structure of the previous session?
    4. How about the other periodicities (Weekly, Monthly, Yearly)
    5. Any confluent level or areas on the other periodicities?
    6. What’s the current developing structure: bullish, bearish or rotational?

    ---------------------------------------------------------------------------------------------------------------
    TPO

    1. The small details - TPO Profile Patterns


    - Unsecured High and Low
    - Excess Areas
    - Low Volume (TPO) or Single Print Areas
    - Asymmetric Pattern or Anomaly
    - NPOC
    - Repair
    - Open Drive Level

    2. TPO Profile Structures & Scenarios


    - Balanced
    - p-shaped / b-shaped
    - Double Distribution
    - Gap

    3. Analysis Process
    1. Identify the current daily structure of the market.
    -> 1TF / Bracket?
    -> Does it testing a balance extreme or does it trending to one direction?
    2. Are we opening above, below or inside of previous Day Value Area?
    3. Identify the shape of the profile. D / p / b / B?
    4. Any small hints and details in the previous profile?

    ---------------------------------------------------------------------------------------------------------------
    DOM

    1. Order Flow Principles


    - Absorption
    - Spoofing
    - Back Ticking
    - Run Over & Steamroller

    2. DOM Structures & Scenarios


    - Volume Profile Breakout
    - H/L Breakout
    => Pre-Breakout
    - Back to Balance
    - Balance Day
    - Bracket

    ---------------------------------------------------------------------------------------------------------------
    Methodology

    1. Determine the Overall Context with VWAP & TPO


    2. Make the VWAP Hypothesis & TPO Hypothesis
    3. Trade on DOM when I have confluent Setups with TPO &/or VWAP
    4. If needed, update the Hypothesis

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