Auction Market Theory Analyzer

Auction Market Theory Analyzer is a market context indicator designed to help traders read balance, imbalance, directional bias, Value Areas, and dynamic entry zones.

Auction Market Theory, or AMT, is based on the idea that markets move between balance and imbalance. Price often builds value inside a range, then accepts above or below that value area when the market becomes imbalanced. This indicator analyzes those shifts and helps identify whether the current market context is bullish or bearish.

The indicator draws historical Value Area rectangles and displays the current directional bias. It also shows a dynamic entry zone based on VWAP logic after price accepts outside a previous Value Area.

Important: the entry zone is not a direct buy or sell signal. It is a key area to watch. Traders should wait for their own entry confirmation once price reaches the zone, such as price action, footprint confirmation, order flow, market structure, or any confirmation method that matches their trading plan.

The indicator includes three modes:

• Scalping Mode: faster context changes and more frequent zones.
• Day Trading Mode: balanced mode and recommended for most traders.
• Swing Mode: slower context changes, designed for cleaner and stronger levels.

For more accurate levels, Day Trading Mode and Swing Mode are generally recommended because they require stronger market acceptance before a new bias and zone is created.

The indicator also includes a Filteration input. When Filteration is turned off, the indicator shows every possible entry zone. When Filteration is turned on, it filters zones by requiring stronger alignment between the current and previous Value Areas. I recommend keeping Filteration turned on to reduce lower-quality conditions and avoid many unstable setups.

Auction Market Theory Analyzer is best used as a market context and entry-zone tool. It helps traders know where to focus, while the final trade entry should always come from their own confirmation method and risk management plan.