Smart Volume

25 Oca

This script introduces a unique approach to volume analysis by combining three critical components that work together to identify institutional activity:

1. Adaptive Volume Analysis
- Automatically calculates significant volume thresholds specific to each stock (current bar volume compared to the average of previous 6 bars)
- Unlike standard indicators using fixed multipliers (like 2x average volume), this adapts to each stock's unique trading characteristics
- Example: A 2x volume spike might be significant for AAPL but irrelevant for a volatile small-cap

2. Volume Contraction Pattern (VCP) Detection
- Identifies periods of decreasing volume with precise criteria:
• Requires 6+ consecutive periods of declining volume
• Volume must compress by at least 20% from peak
• Price must remain within a defined channel
- Automatically detects completion of compression patterns

3. RVM (Relative Volatility Measure) Integration
- Measures current volatility against historical averages
- Identifies low-volatility periods that often precede major moves
- When combined with volume compression, signals higher probability setups

How Components Work Together:
- Volume spikes are evaluated against stock-specific thresholds
- VCP detection runs continuously to identify compression patterns
- RVM confirms volatility contraction aligned with volume compression
- When all three align, the indicator signals potential breakout entry

Usage:
1. Monitor volume bars for spikes above adaptive thresholds (bright green/red)|
2. Monitor average volume line turning from white to green indicating volume contraction (the brighter the green the more contraction happened)
2. Watch for green shading at the zero-line indicating volatility compression (RVM)
3. Use the statistics table for more insights

Original Features:
- First indicator to combine adaptive volume thresholds with VCP detection
- Implements stock-specific volume analysis instead of fixed multipliers
- Integrates volatility confirmation with volume patterns
- Provides real-time statistical analysis of compression patterns

Best suited for daily timeframes on liquid stocks where institutional activity is most visible.

Note: While patterns suggest potential moves, always confirm with price action before trading.

Video:

27 Oca

Sürüm Notları

Smart Volume Analyzer: Pattern-Based Volume Analysis

This script introduces an original approach to volume analysis by combining three synergistic components:

Adaptive Volume Analysis

Automatically calibrates significant volume thresholds using a dynamic 6-bar moving average
Each stock gets its own custom volume profile rather than using fixed multiples
Applies RVM (Relative Volatility Measure) to validate volume signals, filtering out noise during high volatility periods


Advanced Pattern Recognition

Detects volume climax events (selling/buying) using precise mathematical criteria:
• Volume > 3x normal AND
• Price closes in opposite half of candle AND
• New high/low made with increasing volume
Identifies institutional volume dry-ups when volume drops below 50% of 20-period average with consecutive decreases


Statistical Validation

Real-time calculation of compression ratios and pattern strength
Volume-price divergence detection using 5-period momentum comparisons
Dynamic liquidity scoring based on relative volume and market participation

Practical Applications:

Institutional accumulation detection through combined volume compression + volatility contraction
Early trend reversal identification via climax volume patterns
Risk management through real-time liquidity assessment

Key Differentiators:

Uses HMA-based volume analysis instead of standard moving averages for faster response
Implements true adaptive thresholds rather than fixed multipliers
Combines volume patterns with volatility structure for higher probability setups

Best suited for daily timeframes where institutional footprints are most visible. Works on any liquid instrument with volume data.

27 Oca

Sürüm Notları

table customizations added

1 Şub

Sürüm Notları

gray text on one cell -> white

1 Şub

Sürüm Notları

Simplified the multiple-bins to 3 options only.

16 Şub

Sürüm Notları

added ability to show/hide the stats table

7 Nis

Sürüm Notları

Changes:

- Included "volatility expansion" as red markers at the bottom of the panel
- made grayed bars a little bit more visible

13 Nis

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Streamlined version replacing the table for a "Insights label" at the last bar. Just hover over the label to get insights

Included Accumulation / Distribution detection. You can now scan for strong accumulation names using Pine Screener.

14 Nis

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fixed issue with insights label

15 Nis

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label->tiny