Institutional Insight Indicator [Enhanced]

Category: trend, volume, market_structure, momentum

Identifies institutional participation by combining volatility-adjusted volume spikes with RSI exhaustion and trend-aligned swing structure.

Formula

Buying Pressure = (Price > SMA_{200}) \land (Price > Open) \land (Volume > AvgVol \cdot (Multiplier \cdot \sigma_{Price})) \land (Price > Price_{prev}) \land (RSI < 30)

Inputs

• Volume Multiplier (default: 2.5)
• Volume MA Length (default: 50)
• Swing Buffer (default: 0.005)
• Trend SMA Length (default: 200)
• Supply/Demand Zone Length (default: 50)
• RSI Period (default: 14)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.