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.
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。