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Institutional Interest Display

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Indicator Overview:
This dashboard helps evaluate stocks quickly based on Market Cap, 52-week positioning, and liquidity metrics. It combines price strength with volume demand signals for breakout or institutional interest.

Logic Implemented:

1. Market Cap Classification:
- Market Cap = close × shares_outstanding (built-in value if available)
- Large-cap: ≥ ₹20,000 Cr
- Mid-cap: ₹5,000 – 20,000 Cr
- Small-cap: < ₹5,000 Cr

2. 52-Week Range (% from High/Low):
- 52W High = ta.highest(high, 252)
- 52W Low = ta.lowest(low, 252)
- % from 52W High = (Close ÷ 52W High – 1) × 100
- % from 52W Low = (Close ÷ 52W Low – 1) × 100
- CANSLIM logic → Prefer stocks near highs, avoid near lows

3. Average Daily Volume (ADV):
- ADV = ta.sma(volume, 50)
- Chosen 50D (more reliable than 20/30D, smooths anomalies)

4. Breakout Volume Confirmation:
- Volume Signal = Current Volume ÷ ADV
- Breakout Threshold = >1.5 × ADV
- Helps detect demand-driven price breakouts

5. % Change in Volume vs ADV:
- %Chg = ((Current Vol ÷ ADV) – 1) × 100
- Indicates abnormal activity vs typical trading

6. Up/Down Volume Ratio (U/D Ratio):
- Defined as: (Sum of volume on up days ÷ Sum of volume on down days)
- 50-day window
- U/D > 1 = net buying pressure
- U/D > 1.2 = stronger institutional demand

7. Up Days with Volume ≥ 1.5 × ADV:
- Counts number of up days (Close > Previous Close) in last 50 days where Volume ≥ 1.5 × ADV

8. Average Turnover:
- AvgTurnover = Avg Volume × Price
- Thresholds:
- Large-cap ≥ 1000M
- Mid-cap ≥ 200M
- Small-cap ≥ 50M

Table Layout:
- 4 Columns:
- Col 1 → Category, Market Cap, % from 52W Low, % from 52W High
- Col 2 → Values for above
- Col 3 → Avg Volume, Vol Today, %Chg Vol, U/D Ratio
- Col 4 → Values for above + Up Days >1.5 × ADV, Avg Turnover

Color Coding:
- Value cells have distinct background colors
- Labels = black text, grey background
- Green highlights signify thresholds met
Note di rilascio
Indicator Overview:
This IID (Institutional Interest Display) dashboard helps evaluate stocks quickly based on Market Cap, 52-week positioning, and liquidity metrics. It combines price strength with liquidity volume demand signals for breakout or institutional interest.

Logic Implemented:

1. Market Cap Classification:
- Market Cap = close × shares_outstanding (built-in value if available)
- Large-cap: ≥ ₹20,000 Cr
- Mid-cap: ₹5,000 – 20,000 Cr
- Small-cap: < ₹5,000 Cr

2. 52-Week Range (% from High/Low):
- 52W High = ta.highest(high, 252)
- 52W Low = ta.lowest(low, 252)
- % from 52W High = (Close ÷ 52W High – 1) × 100
- % from 52W Low = (Close ÷ 52W Low – 1) × 100
- CANSLIM logic → Prefer stocks near highs, avoid near lows

3. Average Daily Volume (ADV):
- ADV = ta.sma(volume, 50)
- Chosen 50D (more reliable than 20/30D, smooths anomalies)

4. Breakout Volume Confirmation:
- Volume Signal = Current Volume ÷ ADV
- Breakout Threshold = >1.5 × ADV
- Helps detect demand-driven price breakouts

5. % Change in Volume vs ADV:
- %Chg = ((Current Vol ÷ ADV) – 1) × 100
- Indicates abnormal activity vs typical trading

6. Up/Down Volume Ratio (U/D Ratio):
- Defined as: (Sum of volume on up days ÷ Sum of volume on down days)
- 50-day window
- U/D > 1 = net buying pressure
- U/D > 1.2 = stronger institutional demand

7. Up Days with Volume ≥ 1.5 × ADV:
- Counts number of up days (Close > Previous Close) in last 50 days where Volume ≥ 1.5 × ADV

8. Average Turnover:
- AvgTurnover = Avg Volume × Price
- Thresholds:
- Large-cap ≥ 1000M
- Mid-cap ≥ 200M
- Small-cap ≥ 50M

Table Layout:
- 4 Columns:
- Col 1 → Category, Market Cap, % from 52W Low, % from 52W High
- Col 2 → Values for above
- Col 3 → Avg Volume, Vol Today, %Chg Vol, U/D Ratio
- Col 4 → Values for above + Up Days >1.5 × ADV, Avg Turnover

Color Coding:
- Value cells have distinct background colors
- Labels = black text, grey background
- Green highlights signify thresholds met

Declinazione di responsabilità

Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.