ATS Net Volume V5.0

ATS Net Volume V5.0
Smart Net Volume Analysis System

Overview
ATS Net Volume V5.0 is an advanced volume-based indicator designed for institutional-level capital flow analysis. By monitoring net buying/selling pressure, it identifies the movements of major market players. The system integrates large-order filtering and dynamic price-volume equilibrium algorithms to distinguish genuine demand from market noise, providing traders with clear signals for capital inflow/outflow.

Key Features
🔹 Net Volume Dynamics

Real-time calculation of the difference between buy-side vs. sell-side volume (units: millions/billions)

Positive values indicate capital inflow (green), negative values indicate outflow (red)

🔹 Large Order Detection

Automatically filters out retail-sized trades, focusing on institutional block orders (e.g., "60M" = 60 million, "05B" = 5 billion)

Evaluates accumulation/distribution behavior relative to price levels

🔹 Multi-Timeframe Compatibility

Supports analysis from tick data to daily charts

🔹 Visual Signals

Histogram + numerical labels for intuitive net volume strength display

Threshold-based alerts (e.g., extreme values trigger overbought/oversold signals)

Data Interpretation

Use Cases
✅ Trend Confirmation

Price rise + expanding net buys → Healthy trend

Price rise + net sells → Potential bull trap

✅ Reversal Warning

Price新高 + net volume divergence → Possible topping signal

✅ Institutional Activity

Sustained large net inflows → Smart money accumulation

Sudden massive outflows → Emergency liquidation event

Signal Classification
Net Volume Range Market Implication
Above +50M Strong inflow (bullish)
+10M to +50M Moderate buying
-10M to +10M Balanced market
-10M to -50M Moderate selling
Below -50M Extreme outflow (bearish)
Advantages
🚨 Filters False Breakouts: Responds only to large-order-driven price movements

📊 Price-Volume Synergy: Avoids "low-volume rally" traps

💡 Universal Applicability: Stocks/Futures/Cryptocurrencies

Note: Always combine with price structure (support/resistance). Not a standalone trading signal.