Smart Money Flow - Institutional OI & Volume Analyzer [Pro]

hace 7 horas

# 🎯 Nifty Smart Money Flow - Institutional OI & Volume Analyzer [Pro]

## What It Does
Professional-grade indicator that tracks **Open Interest (OI) cycles, volume footprints, and basis analysis** across Nifty 50's top 10 heavyweight stocks (representing ~54% of index weight). Identifies institutional accumulation/distribution using **4-quadrant OI analysis** combined with volume surge detection and ATR-based regime filtering.

## 🔥 Key Features

### Institutional-Grade Analytics
- **OI Cycle Detection**: Identifies Long Buildup (LB), Short Covering (SC), Short Buildup (SB), and Long Unwinding (LU) for top 10 Nifty constituents
- **Volume Validation Layer**: Detects institutional footprints via volume spikes >150-200% of 20-period MA
- **Cost of Carry Analysis**: Real-time basis tracking between spot and futures prices
- **Signal Quality Score (0-100)**: 4-component scoring system measuring alignment strength, weighted momentum, trend purity, and basis confirmation

### Advanced Regime Detection
- **Percent-Based ATR Filter**: Normalized volatility comparison prevents false signals across different price levels
- **Consecutive Bar Confirmation**: Requires 3+ bars of sustained signal before regime classification
- **Dynamic Strategy Recommendations**: Suggests optimal option structures (Call/Put Spreads, Iron Condor, Straddle) based on market regime

### Smart Money Divergence Alerts
- **Top Stock Divergence Detection**: Warns when heavyweight stocks (HDFC, Reliance, ICICI) contradict index signal
- **Pareto Principle Application**: Weights top 3 stocks (~30% index weight) for maximum predictive accuracy

## 📊 Visual Dashboard
Clean, dark-theme optimized table displaying:
- Individual stock OI cycles with color coding
- Basis/premium percentages for each heavyweight
- Alignment metrics (Bullish/Bearish/Neutral count)
- Quality score with position sizing guidance (Full Size/Spreads Only/No Trade)
- Institutional volume confirmation count
- Real-time regime status with ATR ratio

## 💡 How To Use

### For Intraday Traders (1m-15m)
1. Enable "Institutional Volume Filter" for noise reduction
2. Wait for Quality Score ≥60 for directional trades
3. Use regime-based structure recommendations (displayed in INDEX row)

### For Swing/Positional Traders (1H-Daily)
1. Focus on consecutive bar count ≥3 for trend confirmation
2. Check for divergence warnings before major positions
3. Use basis analysis to time entries (premium = bullish sentiment)

### For Options Traders
1. **Quality Score 60-100**: Full size directional (Buy Calls/Puts)
2. **Quality Score 30-60**: Spreads only (Call Spread/Put Spread)
3. **Quality Score 0-30**: Avoid directional; use Iron Condor in choppy regime

## ⚙️ Customization Options
- **10 Toggle Switches**: Show/hide individual stocks for cleaner dashboard
- **Volume Threshold**: Adjust institutional detection sensitivity (default 1.5x)
- **Regime ATR Length**: Fine-tune volatility measurement period (default 14)
- **Alignment Thresholds**: Set minimum bullish/bearish stock count for signals (default 5/10)

## 📈 Best For
- Nifty 50 Index traders (Futures & Options)
- Bank Nifty analysis (3 major banks included)
- Institutional flow tracking
- Multi-stock correlation analysis
- Regime-based strategy adaptation

## 🚨 Alerts Included
✅ Strong Bullish Signal (7+ stocks aligned + volume confirmation)
✅ Strong Bearish Signal (7+ stocks aligned + volume confirmation)
✅ Divergence Warning (Top stocks contradict index move)
✅ Institutional Volume Surge (7+ stocks with volume spikes)

## 📚 Technical Foundation
Based on institutional trading principles:
- **Order Flow Analysis**: Price + OI correlation for position identification
- **Smart Money Concepts**: Volume profile + basis analysis for institutional tracking
- **Regime Filtering**: Adaptive strategy selection based on volatility environment
- **Weighted Aggregation**: Pareto principle ensures top stocks drive signal quality

## 🔧 Version History
- v6.0: Initial release with 10-stock coverage
- Optimized request.security() calls: 30 total (3 per stock)
- Dynamic table rendering with barstate.islast efficiency

## 📌 Important Notes
- **Data Source**: NSE India (Spot + Futures + OI)
- **Update Frequency**: Real-time (dependent on chart timeframe)
- **Best Timeframes**: 5m, 15m, 1H, Daily
- **Avoid**: Pre-market hours (OI data may be stale)

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**Category**: Volume / Order Flow
**Market**: NSE India - Nifty 50
**Timeframe**: Multi-timeframe (1m to Daily)
**Complexity**: Advanced (suitable for intermediate to professional traders)

## Tags (for SEO)
#nifty50 #orderflow #openinterest #institutional #smartmoney #volume #regime #niftyfutures #niftyoptions #oi #banknifty #heavyweights #basis #costofcarry #divergence #qualityscore #nseindia #optionstrading #algorithmic #quantitative

hace 7 horas

Notas de prensa

mFix

hace 7 horas

Notas de prensa

MFix