OPEN-SOURCE SCRIPT
Market Internals Status: TICK / ADD / VOLD
This indicator displays a real-time status table for three classic NYSE/Nasdaq
market-breadth internals: TTICK, AADD (advance/decline issues, Nasdaq variant
by default) and VVOLD (up/down volume difference). It is designed for index
futures and index CFD traders (ES, MES, SPX, NQ, etc.) who use market
internals to confirm directional bias before entering a trade.
METHODOLOGY
Each internal is classified using a fixed absolute-level threshold you control
from the settings: a reading above the "bullish" threshold is tagged BULLISH,
below the "bearish" threshold is tagged BEARISH, and anything in between is
NEUTRAL. This is a simple level-based read, not a moving average, oscillator,
or percentile rank — the goal is to mirror how discretionary traders read raw
internals on a dedicated internals chart, but with an objective, repeatable
rule instead of a visual guess.
A CONSENSUS row aggregates the three readings: it shows "aligned bullish" or
"aligned bearish" only when at least two of the three internals agree in the
same direction past their threshold; otherwise it shows "mixed/flat",
flagging a session where internals do not confirm a clean directional bias.
DATA VALIDATION
Market-internal data feeds occasionally emit corrupted or placeholder values
when the underlying index has no valid tick (e.g., outside NYSE/Nasdaq
cash-session hours). The script validates every reading against a
configurable sanity ceiling per internal. A reading outside that realistic
range is treated as invalid and shown as N/A instead of being misclassified
as bullish or bearish, and it is excluded from the consensus calculation.
SESSION AWARENESS
TTICK, AADD and VVOLD are breadth measures of the NYSE/Nasdaq cash equity
market and therefore only update during the 09:30–16:00 America/New_York
session. A SESSION row tells you at a glance whether the reading is live or
frozen from the prior session close — important context if you trade an
instrument (like index futures) that keeps trading outside cash-market hours.
HOW TO USE IT
Add the indicator to any chart — it does not need to be an internals chart
itself, it fetches its own data via request.security(). Open the settings to:
(1) pick the exact ticker for each internal your data plan provides, since
exchange-composite symbol naming can vary; (2) set your own bullish/bearish
thresholds; (3) adjust the sanity ceilings if you trade an internal with an
unusually wide typical range. Use the resulting table as a breadth
confirmation filter alongside your own price/volume-based setup — it is not
a standalone entry signal.
market-breadth internals: TTICK, AADD (advance/decline issues, Nasdaq variant
by default) and VVOLD (up/down volume difference). It is designed for index
futures and index CFD traders (ES, MES, SPX, NQ, etc.) who use market
internals to confirm directional bias before entering a trade.
METHODOLOGY
Each internal is classified using a fixed absolute-level threshold you control
from the settings: a reading above the "bullish" threshold is tagged BULLISH,
below the "bearish" threshold is tagged BEARISH, and anything in between is
NEUTRAL. This is a simple level-based read, not a moving average, oscillator,
or percentile rank — the goal is to mirror how discretionary traders read raw
internals on a dedicated internals chart, but with an objective, repeatable
rule instead of a visual guess.
A CONSENSUS row aggregates the three readings: it shows "aligned bullish" or
"aligned bearish" only when at least two of the three internals agree in the
same direction past their threshold; otherwise it shows "mixed/flat",
flagging a session where internals do not confirm a clean directional bias.
DATA VALIDATION
Market-internal data feeds occasionally emit corrupted or placeholder values
when the underlying index has no valid tick (e.g., outside NYSE/Nasdaq
cash-session hours). The script validates every reading against a
configurable sanity ceiling per internal. A reading outside that realistic
range is treated as invalid and shown as N/A instead of being misclassified
as bullish or bearish, and it is excluded from the consensus calculation.
SESSION AWARENESS
TTICK, AADD and VVOLD are breadth measures of the NYSE/Nasdaq cash equity
market and therefore only update during the 09:30–16:00 America/New_York
session. A SESSION row tells you at a glance whether the reading is live or
frozen from the prior session close — important context if you trade an
instrument (like index futures) that keeps trading outside cash-market hours.
HOW TO USE IT
Add the indicator to any chart — it does not need to be an internals chart
itself, it fetches its own data via request.security(). Open the settings to:
(1) pick the exact ticker for each internal your data plan provides, since
exchange-composite symbol naming can vary; (2) set your own bullish/bearish
thresholds; (3) adjust the sanity ceilings if you trade an internal with an
unusually wide typical range. Use the resulting table as a breadth
confirmation filter alongside your own price/volume-based setup — it is not
a standalone entry signal.
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免責事項
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オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。