Volume Confirmed

Volume Confirmed — Volume Anomaly Detection (PVSRA + ADV)

Volume doesn't have the same meaning on a 1-minute chart as it does on a 4-hour chart. Volume Confirmed automatically calculates an anomaly threshold based on the ADV (Average Daily Volume) for your asset, then highlights candlesticks where the volume "deviates from the norm." In parallel, a PVSRA coloring module visually qualifies each volume candlestick (climax/abnormal vs. normal) to help you read the buying/selling intensity at a glance.

What you see

Volume histogram in a separate panel, colored PVSRA:

CU (lime): Climax Up — very high volume on a bullish candle

CD (red): Climax Down — very high volume on a bearish candle

AU (blue): Major Bullish Anomaly

AD (fuchsia): Major Bearish Anomaly

NU (light gray) / ND (dark gray): “Normal” volume (up/down)

Red “Abnormal Threshold” line: estimated minimum volume to consider a candle as exhibiting abnormal volume, automatically adapted to the timeframe (intelligent scaling from the ADV).

What the algorithm does (simply)

Dynamic ADV: Calculates a smoothed average daily volume (365-day EMA on the daily volume).

Timeframe adjustment: Redistributes this ADV over the number of "slots" in a day (e.g., 1440 minutes / minutes of the timeframe) to obtain a consistent reference: 1m, 5m, 1h, etc.

Anomaly threshold: Applies a coefficient k (logarithmic function of the ADV) to set the red line. Any bar whose volume exceeds this line triggers an anomaly alert.

PVSRA volume analysis: Classifies each bar as a major anomaly (VA=2), climax (VA=1), or normal, then colors the volume (and optionally the candlesticks on the main chart).

Key features

✅ Volume anomaly detection using dynamic thresholds (not a simple "x times the average")

✅ Integrated PVSRA reading (climax / major anomaly / normal, up vs. down)

✅ Multi-asset and multi-TU compatibility (automatic scaling)

✅ Symbol override: analyze the volume of an asset other than that of the chart (e.g., correlate an altcoin with BTC volume)

✅ Candlestick coloring (optional) on the main chart for immediate reading

✅ 2 ready-to-use alerts (vector candle / abnormal volume)

Best practices

Don't base your entries solely on an anomaly: combine with S/R, market structure, VWAP/EMA, divergences, etc.

Be wary of session openings and news: the algorithm smooths the ADV, but the anomaly can still be frequent at these times—interpret it in context.

Test on several UT (eg 5m/15m/1h) to identify confluence of signals.