Quantized Market Profile (TPO)

Quantized Market Profile (QMP)
Advanced TPO-based price distribution built for structural auction clarity. Fully customisable. Built from pure AMT logic.

📊 Core Concept
Quantized Market Profile (QMP) builds out classic TPO structures with modern flexibility. Each row represents a quantized price level (TPO row) derived from auto or manual tick sizing. Profiles develop across timeframes or fixed sessions, showing value development, distribution shape, and key auction levels.

Unlike TradingView’s built-in TPO/MP tools, QMP supports profiles as small as M5 all the way up to Monthly+, giving you full control over auction resolution.

This tool captures and renders:
• Profile shapes
• POC
• Value Area
• Single Prints
• Session open/close
• Initial Balance
• Midpoint extensions
• Split or Unsplit profiles

⚙️ How It Works

• Tick Quantization:
   • Auto: Calculates row size from recent high-low range across N bars
   • Manual: Fixed row size via user input
  
  
• TPO Rendering:
   • Choose letters, squares, or circles to show price visits per row
   • Split mode: Each subperiod (e.g. 30m) is shown as a distinct column
   • Unsplit mode: TPOs are stacked into a single distribution
   • Toggle open/close markers and initial balance display
  
  
• Session Logic:
   • Use Intraday (e.g. 30m, 90m), Sessions, Daily, Weekly, Monthly, or Fixed ranges
   • Supports custom session times and timezones
   • Minimum profile window: 5 minutes
   • Maximum: Unlimited
• POC & Value Area:
   • POC = price level with highest TPO count
   • Value Area expands around POC to cover the defined percentage
   • Optional extensions project levels across the chart
  
  
• IB, Midpoint, and High/Low Extensions:
   • Marks Initial Balance range
   • Midpoint by High/Low or TPO-weighted median
   • Dotted guide lines for session extremes
  

📈 Visual Output

• Each TPO rendered as a letter or symbol
  
• Profile may be split or stacked depending on context
  
• Open/Close markers and profile annotations supported
  
• Extensions for VAH, VAL, POC, IB, Midpoint, High/Low
  

🔧 Inputs

• Tick Size Mode: Auto or Manual
  
• Profile Timeframe: Intraday (minutes), Sessions, Days, Weeks, Months, Fixed
  
• Split Profile: Toggle between structured (split) and stacked (unsplit) views
  
• Session Time & Timezone: Supports any market type
  
• Rendering Options: Font, TPO character, size, open/close display
  
• Extensions: Enable/disable guides for key auction levels
  

🧠 Use Cases

• Monitor structural shifts in value
  
• Support responsive or initiative trade planning
  
• Compare session distribution shapes
  
• Use extended levels as trade triggers or zones
  
• Pair with histogram/bar tools to complete auction view
  

Part of the Quantized AMT Suite:
• Quantized Rotation Factor Bars
• Quantized Rotation Factor Histogram
• Quantized Market Profile

Developed by: luc_crypto
License: Mozilla Public License 2.0