Volume Buzzers (9% of Daily Volume)

Volume Buzzers - Real-time Unusual Volume Detection\n\nSTRATEGY DESCRIPTION:\nIdentifies sudden volume spikes where a single 5-minute candle trades more than 9% of the stock's average full-day volume, indicating unusual activity approximately 7x higher than normal expected volume.\n\nCORE LOGIC (Step by Step):\n\nSTEP 1: Get 5-Day Average DAILY Volume\navg_daily_volume_5d = Average daily volume over last 5 trading days\nExample: 10,000,000 shares per day\n\nSTEP 2: Get Current 5-Minute Candle Volume\ncurrent_volume = Volume of the most recent 5-minute candle\nExample: 680,000 shares in last 5 minutes\n\nSTEP 3: Calculate Threshold (9% of Daily Volume)\nthreshold = avg_daily_volume_5d × 0.09\nExample: 10,000,000 × 0.09 = 900,000\n\nWHY 9% OF DAILY VOLUME?\n- A trading day has 78 five-minute candles (390 min ÷ 5 min)\n- Normal expected volume per candle = 100% ÷ 78 = 1.28% of daily volume\n- 9% threshold means current candle volume is ~7x higher than normal\n (9% ÷ 1.28% = 7.03x ≈ 7x higher)\n\nNORMAL CANDLE: 1.28% of daily volume\nTHRESHOLD: 9% of daily volume (7x HIGHER than normal)\nSIGNAL: Current candle volume > 9% of daily volume\n\nSTEP 4: Compare and Detect\nIF current_volume > threshold:\n SIGNAL DETECTED - Current 5-min candle volume is 7x higher than normal!\n\nSTEP 5: Calculate Volume Ratio\nvolume_ratio = current_volume / avg_daily_volume_5d\n\nEXAMPLE:\nStock: RELIANCE\n5-Day Avg DAILY Volume: 10,000,000 shares\n\nNormal 5-min candle: 128,000 shares (1.28% of daily)\nTHRESHOLD: 900,000 shares (9% of daily) ← 7x higher than normal\n\nCurrent 5-min candle: 950,000 shares (9.5% of daily)\n950,000 > 900,000 → SIGNAL TRIGGERED!\n\nThis means in just 5 minutes, the stock traded 9.5% of its entire daily average!\nThat's 7x higher than a normal 5-minute candle!\n\n[CHANGED: Threshold increased from 5% to 9% for more significant volume spikes]