Liquidity imbalance pulse
Flags bars where up-close volume dominates the recent window and runs heavy against normal volume.
For each one-minute bar, the indicator gives the bar's volume a sign from the close-to-close move: up-closes count positive, down-closes negative, and unchanged closes zero. Over the last `window` bars it sums the positive and the negative volume. It marks a bar only when up-volume is at least `ratio` times down-volume and up-volume beats 1.05 times `window` times the average bar volume of the last three windows.
How to read it
- Markers sit on the candles where the rule fires. A single marker is one bar; a cluster is a stretch of heavy up-side volume.
- Nothing marks until a full window of bars has passed, which is 14 minutes at defaults.
- At defaults on SPY one-minute bars for September 2026 it marked about 6% of bars, roughly 9 events a day, so it is not a rare signal.
- The rule ignores where price sits in its range, so read the candles around each marker for context.
What it outputs
- Volume pulse
- True on bars where up-close volume over the window is at least `ratio` times down-close volume and heavy against recent average volume.
When it fires
Fires when up-close volume over the window is at least `ratio` times down-close volume and above 1.05 times `window` times recent average bar volume. It marks a burst of up-side volume that is heavy against normal activity; the marked bar itself need not be an up-close.
Settings
- window
- Bars summed into the up and down volume totals; the surge threshold scales with it. Values below 6 are raised to 6. Shorter windows react within minutes to small bursts; longer ones smooth over more bars so one heavy minute counts for less.
- ratio
- Minimum up-volume to down-volume ratio over the window. Raising it demands a more one-sided balance and fires less; at 0 or below the balance test is off and only the volume surge decides.
Pitfalls
- The name says accumulation, but the code only sees each bar's close direction and total volume, not order flow or trade aggression. A bar that closed up on thin trading counts the same as one bought heavily.
- A window with no down-volume at all passes the ratio test at any setting, so only the volume surge filters it out.
- The catalog allows ratio from -241 to 241, but any value at or below 0 switches off the balance test, so negative values do nothing useful.