OPEN-SOURCE SCRIPT
Volume-Weighted Information Rate [AlgoPoint]
🧠 The Mathematical Engine
VWIR doesn't just track where the price is going; it measures the **quality** of the move using three core pillars:
1. Shannon Entropy (Information Density): By calculating the probability distribution of log returns, the script measures market "uncertainty." Low entropy indicates that the market has reached a consensus, meaning "clear information" is flowing into the price.
2. Volume-Weighted Conviction: We multiply information clarity by relative volume. If a move happens with low volume and high entropy, it is flagged as **Market Noise**. If it happens with high volume and low entropy, it is flagged as an **Institutional Surge**.
3. Z-Score Normalization: The raw data is transformed into standard deviations. This allows the indicator to maintain consistent sensitivity across all asset classes—be it Crypto, Forex, or Equities.
💎 Key Features
* Info Dashboard: Real-time calculation of **Information Clarity (%)** and Market Efficiency. It tells you instantly if the current environment is "Pure Noise" or a "High-Signal" trend.
* Institutional Surge Signals: The oscillator identifies "Exhaustion" and "Surge" points when the Z-Score crosses the $\pm2.0$ thresholds.
* Alerts: Fully integrated with JSON placeholders for webhook automation and standard alerts for manual traders.
📈 How to Use
* Trend Confirmation: Look for a VWIR Z-Score breakout accompanied by "Information Clarity" above 70%. This confirms institutional participation.
* Mean Reversion: When the Z-Score reaches extreme levels (Exhaustion), expect a cooling-off period or a sharp reversal as "Information" becomes overpriced.
* Noise Filter: Avoid trading when the Dashboard displays "Pure Noise." This protects your capital during choppy, low-probability conditions.
VWIR doesn't just track where the price is going; it measures the **quality** of the move using three core pillars:
1. Shannon Entropy (Information Density): By calculating the probability distribution of log returns, the script measures market "uncertainty." Low entropy indicates that the market has reached a consensus, meaning "clear information" is flowing into the price.
2. Volume-Weighted Conviction: We multiply information clarity by relative volume. If a move happens with low volume and high entropy, it is flagged as **Market Noise**. If it happens with high volume and low entropy, it is flagged as an **Institutional Surge**.
3. Z-Score Normalization: The raw data is transformed into standard deviations. This allows the indicator to maintain consistent sensitivity across all asset classes—be it Crypto, Forex, or Equities.
💎 Key Features
* Info Dashboard: Real-time calculation of **Information Clarity (%)** and Market Efficiency. It tells you instantly if the current environment is "Pure Noise" or a "High-Signal" trend.
* Institutional Surge Signals: The oscillator identifies "Exhaustion" and "Surge" points when the Z-Score crosses the $\pm2.0$ thresholds.
* Alerts: Fully integrated with JSON placeholders for webhook automation and standard alerts for manual traders.
📈 How to Use
* Trend Confirmation: Look for a VWIR Z-Score breakout accompanied by "Information Clarity" above 70%. This confirms institutional participation.
* Mean Reversion: When the Z-Score reaches extreme levels (Exhaustion), expect a cooling-off period or a sharp reversal as "Information" becomes overpriced.
* Noise Filter: Avoid trading when the Dashboard displays "Pure Noise." This protects your capital during choppy, low-probability conditions.
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。
Elevate Your Trading ▶ qalphatrade.com
Trade with mathematical certainty,
not emotional guesswork.
Trade with mathematical certainty,
not emotional guesswork.
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。
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。
Elevate Your Trading ▶ qalphatrade.com
Trade with mathematical certainty,
not emotional guesswork.
Trade with mathematical certainty,
not emotional guesswork.
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。