Poisson Volume Anomaly Detection with Price trend line

ayerHow to use
Add Indicator:.

Add this script to a chart analysis platform such as TradingView. Once added, it will detect abnormal volume and display this information on the chart.
Anomaly Volume Detection: The script detects anomalies in historical volume movement averages.

The script calculates a moving average of historical volume and identifies volume that deviates significantly from that moving average as “abnormal. When an anomaly is detected, the background on the chart turns red and the current price range (high and low) is displayed as a box.
Abnormal volume price range box display:.

When an anomaly is detected, a price range box is automatically drawn based on the current high and low. This box visually indicates the price range when the anomaly occurred.
Abnormality Frequency Analysis:.

Abnormal volume highs and lows are recorded in the script, and when an anomaly occurs more than once, the average price of those anomalies is calculated. This allows us to determine the price range at which anomalies are occurring.
How to draw a line:.

When drawing a line based on this script, the line is drawn based on the price range (high/low) at which the anomaly occurred and its average price. For example, by drawing a line at the average high or low price when abnormal volume occurs more than once, you can indicate the price level at which the anomaly is likely to occur. To complement the analysis for movements after an anomaly is detected, a horizontal line can be added each time an anomaly occurs to see how the price reacts to that line.