Quantized Rotation Factor Histogram

Quantized Rotation Factor Histogram (QRF Histogram)
Auction Market Theory, quantized. Tracks cumulative rotation factor with precision and visual clarity.

📊 Core Concept
This histogram tracks the cumulative Rotation Factor over each defined Auction Period (e.g. Daily, Weekly), using quantized high/low range movement to measure market effort. Each bar represents a structural push or pull in auction behaviour.

Built to reveal whether value is being accepted or rejected within a session.

⚙️ How It Works

• Tick Quantization: Uses either:
   • Manual input ticks
   • Auto-calculated tick size based on recent range over a sample of bars (default: 300)
  
  
• Auction Periods: User-defined timeframe (default: D) resets the cumulative auctionFactor each period
  
  
• Subperiod Logic: At every new bar (subperiod), compares current quantized high/low to prior to calculate Rotation Factor:
   • +2 = Higher High & Higher Low
   • +1 = Higher High only
   • 0 = Inside/Equal
   • –1 = Lower Low only
   • –2 = Lower High & Lower Low
  
  
• Cumulative Calculation: Adds each subperiod’s rotation value to build a running total for the Auction Period
   Resets cleanly at start of each new auction frame
  

📈 Visual Output

• Histogram Columns:
   • Plotted at the close of each subperiod
   • Height = cumulative auctionFactor
   • Colour reflects positive, negative, or neutral direction (fully configurable)
  
  
• Subperiod Labels:
   • Alphabet characters (A–Z, a–z) show the bar index since the auction period start
   • Helps align subperiod structure with other profile tools (e.g. TPO or bar-based splits)
  
  
• Auction Period Separator:
   • Dotted vertical line marks start of each new auction period
   • Helps contextualise histogram resets
  

🔧 Inputs

• Auction Period: Any higher timeframe (e.g. D, W, 4H)
  
• Manual Ticks per TPO Row: Optional override (0 = auto)
  
• Auto Tick Sample Bars: Controls how many bars to evaluate when using auto tick mode
  
• Plot Colours: Set colours for positive, negative, and zero values
  
• Label Size: Customisable subperiod letter display
  

🧠 Use Cases

• Intraday or swing auction bias detection
  
• Cumulative rotation context inside any TPO structure
  
• Effort analysis in initiative or responsive sequences
  
• Session strength/weakness tracking
  
• Pairs well with volume, delta, or TPO-based overlays
  

Developed by: luc_crypto
License: Mozilla Public License 2.0