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detect_volume_anomalies

Chart AnalysisVolumePattern

INSTALLATION

$python -c "exec(open('detect_volume_anomalies.py').read())"

#or paste directly into your Claude Code terminal

[ ABOUT ]

Computes the ratio of the current bar's volume to the 19-bar rolling average of the preceding bars. A ratio above the configurable threshold (default 2.0×) is classified as a volume spike; ratios above 3.0× are additionally flagged as "high" severity. Returns a dictionary with the spike flag, ratio, and severity label.

Volume spikes in isolation are ambiguous — they occur on both capitulation bottoms and breakout tops. The most actionable signals come from combining this function with direction context: a high-severity spike on a bullish breakout day is a strong accumulation signal, while the same spike on a bearish breakdown day suggests aggressive distribution.

[ USAGE EXAMPLE ]

example.py

result = detect_volume_spike(volume, threshold=2.0)
# → {"is_spike": True, "ratio": 3.2, "severity": "high"}

[ FULL CODE ]

detect_volume_anomalies.py

def detect_volume_spike(volume, threshold=2.0): avg_vol = sum(volume[-20:-1]) / 19 ratio = volume[-1] / avg_vol return {"is_spike": ratio > threshold, "ratio": round(ratio, 2), "severity": "high" if ratio>3 else "medium"}

[ METADATA ]

CategoryChart Analysis

ComplexityBeginner

LanguagePython 3.10+

TagsVolume, Pattern

[ ASK CLAUDE ]

Ask AI about this skill before installing it.

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