Questions

The most important analysis tool included in TPA is the TPA SEARCH ENGINE. It is a user-friendly interface to the historical market data which allows a vast array of questions to be posed. Each of the questions that you may ask using TPA is of the form "Show me the days when <something> happened." The result also gives the frequency of occurrence, so that you also get the answer to the question "How often did <something> happen?" The <something> can be any of a range of supplied fill-in-the-blanks questions; these can be combined using Boolean logic (and, not, or) operators in the Analysis window . In addition, the dialog box for each question allows you to ask it either for a given day (today), the preceding day (yesterday) or the following day (tomorrow). This allows you to ask questions of the form "Show me the days when <something> happened yesterday and <something else> happened today." The individual "building block" questions supplied with TPA are the following (listed in the same way they appear in the drop-down lists in the Analysis window and grouped according to similar function):

... a blank question, to which the answer is always <true>

Custom Questions search for days matching a previously filled-in and stored question or group of questions

PROFILE-RELATED

<?> <?> <?> tops/bottoms search for top or bottom combinations of period letters

Type of day search for days of a particular type , such as normal, P-type, trend, etc.

Initiative/Responsive assess selling or buying as initiative or responsive activity

Value area compare value area to other prices and ranges

TPO counts compare various aspects of the profile in terms of TPO counts, such as selling TPOs, buying TPOs, longest TPO line, etc.

TPO relationships compare TPO counts to those of previous days

EARLY TRADING

Opening range compare opening range to other prices and ranges

Initial balance compare initial balance to other prices and ranges

PRICES

Opening prices compare opening price of any period to other prices and ranges

High prices compare high price of any period to other prices and ranges

Low prices compare low price of any period to other prices and ranges

Closing prices compare closing price of any period to other prices and ranges

Arbitrary prices compare price in any of several periods to other prices and ranges

VOLUME AND OPEN INTEREST

Open interest compare open interest (OI) for the day to an absolute number

Open interest multiples compare open interest (OI) to that for the previous day (within a factor)

Volume compare trading volume for the day to an absolute number

Volume multiples compare trading volume for the day to that for the previous day (within a factor)

Tick volume compare tick volume for arbitrary periods to an absolute number

Tick volume multiples compare tick volume for arbitrary periods to that for other periods in the same or previous day (within a factor)

PERIOD RANGES

Quantitative price rel'ships, inter-day quantitatively compare prices to other prices and ranges on any other day

OHLC relationships, intra-day compare open, high, low, close in any period with open, high, low close in any other period

OHLC quant. rel'ships, intra-day a quantitative version of OHLC rel'ships, intra-day, which allows the extent of the mismatch to be probed

Period extensions probe extensions of trading range between any pair of trading periods

Period ranges search for days having specified ranges between arbitrary periods

Period range multiples compare size of price ranges to other price ranges either today or the preceding day

Period range relationships compare price range for arbitrary periods to other prices and ranges

Period range relationships, intra-day compare price ranges for arbitrary periods to those for other periods either today or the preceding day

TECHNICAL ANALYSIS

Rotation factors compare up, down and combined rotation factors for arbitrary periods to an absolute number

TFI compare the TFI (Trade Facilitation Index) for arbitrary periods to an absolute number

TFI multiples compare the TFI (Trade Facilitation Index) for arbitrary periods to that for other arbitrary periods (within a factor)

Period RSI compare the half-hour RSI (Relative Strength Index) to an absolute number

Day RSI compare the day RSI (Relative Strength Index) to.an absolute number

Period stochastics check for crossing period stochastics above/below particular levels

Day stochastics check for crossing day stochastics above/below particular levels

SPREADSHEET

Spreadsheet quantities compare the value of any cell in the TPA Spreadsheet to an absolute number

Spreadsheet relationships compare the value of any cell in the TPA Spreadsheet to the value of any other

MISCELLANEOUS

Minima and maxima find the day in the current set of days with the biggest or smallest value of any of a variety of quantities

Economic statistics search for days when various economic indicators were released. The indicators may be examined in terms of both performance and how performance related to expectations.

Note contains <text> search for days where the free-form text note in the database contains "text"

Day of week is <?> lets you ask for a particular day of the week

Month is <?> lets you ask for a particular month

Contract is <?> lets you ask for a particular contract month

Date range lets you select out a particular range of dates

User-programmed - TPABasic™ lets you ask a question in the form of a program in the TPABasic™ language, a compiled VBA-compatible OLE-capable BASIC with TPA extensions.