Institutional Footprint

Institutional Footprint: Detect stocks showing possible institutional (smart money) activity by identifying single 5-minute candles with unusually large volume spikes compared to their previous day's average 5-minute candle volume.\n\nHow it works:\n1. Load previous trading day's intraday candle data\n2. Read today's latest 5-minute candle at 12:00 pm for each stock\n3. Compare current candle volume with previous day average volume: volume_multiple = current_volume / previous_day_avg_volume\n4. If current volume is greater than 5x the normal average, mark it as a potential institutional footprint\n5. Measure current candle price range: candle_range = high - low, range_pct = (candle_range / low) * 100\n6. If candle range is less than 1% despite huge volume, mark it as ABSORPTION, indicating possible institutional accumulation/distribution\n7. Otherwise classify as INSTITUTIONAL_FOOTPRINT\n\nSignals:\n- ABSORPTION: High volume + narrow candle range (large players absorbing orders quietly)\n- INSTITUTIONAL_FOOTPRINT: High volume + wider move (possible aggressive institutional buying/selling)\n\nPurpose: Identify unusual high-volume candles that may indicate smart money entry, institutional accumulation, distribution, or potential breakout activity.