Lesson / WY-A-1
Every profile depends on sample selection. Specify at least market and instrument, data source, contract or security code, start/end times, sessions, price binning, and granularity. For futures, distinguish one expiry contract from a continuous series. Back adjustment, ratio adjustment, or rollover splicing can disconnect historical price/volume from one tradable contract; directly combining expiries mixes participation and liquidity across delivery months. A single-contract profile is usually easier to verify for execution. Synthetic profiles can serve longer-term structural research if splicing rules are stated and rollover discontinuities checked.
Course content is for learning and research only. It is not investment advice.
Read the Chapter ↗Timestamps
6 lessons · Chapter contents
01I. Understanding Trade Location Through the Auction Process↗02II. Sample Scope and Calculation Methods↗03III. Calculating POC, Value Area, and Nodes↗04IV. Profile Shape Describes Results Only↗05V. Integrating Profile with Wyckoff Structure↗06VI. Four Common Trading Scenarios↗Observe the market: start with context and place price within its structure.
Understand structure: compare supply and demand, and let evidence support or revise your hypothesis.
Form a view: define risk limits and know when to reassess.
No matching captions.
