Dry Volume Pullback

Dry Volume Pullback: Detect stocks pulling back toward their 20-period Exponential Moving Average (20 EMA) on unusually low volume, indicating weak selling pressure and a possible trend continuation or bounce opportunity.\n\nHow it works:\n1. Load today's intraday 5-minute candle data for each stock.\n2. Ensure at least 25 candles are available so 20 EMA can be calculated reliably.\n3. Calculate 20 EMA using closing prices: ema_20 = close.ewm(span=20).mean()\n4. Read the latest candle's at 11:30 am current price and volume.\n5. Check whether current price is near the 20 EMA: abs(current_price - ema_20) / ema_20 < 0.005 (price must be within 0.5% of the EMA).\n6. Calculate average volume of the last 5 candles: avg_volume_5 = mean(last 5 candle volumes)\n7. Compare current candle volume with recent average: volume_ratio = current_volume / avg_volume_5\n8. If volume_ratio < 0.5, current volume is less than half normal volume, indicating 'dry volume' or weak selling pressure.\n9. Calculate pullback from recent high (last 10 candles): pullback_percent = ((recent_high - current_price) / recent_high) * 100\n10. If all conditions pass, generate DRY_PULLBACK_TO_EMA signal.\n\nSignal: DRY_PULLBACK_TO_EMA - Price has pulled back toward 20 EMA with low volume, suggesting sellers are weak and buyers may step in for trend continuation.\n\nPurpose: Identify healthy pullbacks in strong trending stocks where price retraces to support (20 EMA) without aggressive selling, creating potential low-risk entry opportunities.