Volume Spread Analysis (VSA)

Detect stocks showing possible smart money (institutional) accumulation or distribution by identifying ultra-high volume candles with very narrow price movement, a classic Volume Spread Analysis (VSA) absorption signal.\n\nHow it works:\n1. Load previous trading day's intraday candle data \n2. Calculate each stock's average 5-minute volume from the previous trading day to create a baseline 'normal' volume reference\n3. Load today's latest 5-minute at 1:00 pm candle for each stock\n4. Read current candle volume: current_volume = latest_candle['volume']\n5. Compare current volume with normal average volume: volume_multiple = current_volume / avg_volume\n6. Calculate current candle range: candle_range = high - low\n7. Convert candle range into percentage: range_pct = (candle_range / low) * 100\n8. Apply VSA Absorption conditions:\n - Volume multiple > 3x normal (ultra-high participation)\n - Price moved less than 0.5% (very narrow spread)\n9. If both conditions are true, mark as ABSORPTION signal\n10. Determine absorption direction:\n - If current_close > previous_close: absorption_type = BULLISH\n - If current_close < previous_close: absorption_type = BEARISH\n\nSignals:\n- BULLISH ABSORPTION: High volume + narrow range + closing higher, indicates possible institutional accumulation (buying quietly)\n- BEARISH ABSORPTION: High volume + narrow range + closing lower, indicates possible institutional distribution (selling quietly)\n\nPurpose: Identify hidden smart-money activity where large institutional players absorb large numbers of orders without allowing price to move much, often signaling future breakouts, reversals, or strong directional moves.