bandar_detector
Check whether an IDX stock is being accumulated or distributed by reading broker summary net buy/sell totals, top brokers per side, and concentration measures.
Instructions
A typed accumulation/distribution reading for one IDX stock, computed from the same broker summary broker_summary returns: net buy and net sell totals for the window, the top accumulators and distributors, and how concentrated each side is. It returns no verdict, no score and no price forecast. A broker code is a pipe carrying thousands of unrelated clients, not a person — the bandar-check skill has the rest of what this cannot prove, and reading it before drawing a conclusion is the difference between flow and a story.
SIGNS: values are IDR, volumes are LOTS. Sell figures are NEGATIVE — sellValueIdr, sellLots, and netValueIdr on anything in topDistributors — because that is how Stockbit sends them. Do not negate them again.
netValueIdr is buyValueIdr minus the MAGNITUDE of sellValueIdr: how lopsided the two sides are, not how much was bought. Near zero is the normal reading of a complete NET table, since both sides describe the same trades from opposite ends. A large magnitude means they do not cover the same trades — usually truncation, sometimes GROSS. limit applies PER SIDE, so equal list lengths prove nothing; check whether buyersListed or sellersListed has REACHED limit, and if so raise it and see whether the totals move.
topDistributors is largest seller FIRST, by size of flow. Concentration shares are fractions of one side taken on magnitudes, so both sides are positive; a null share means the question cannot be asked — that side is empty, or none of its figures could be read.
unreadable.buyers / .sellers count listed brokers left out of that side's totals, so buyers: 1 against buyersListed: 16 means every buy figure covers 15 brokers.
Broker codes come back bare; the brokers tool turns them into names.
DATES: omit from/to for the latest session, or supply BOTH (YYYY-MM-DD). A half-specified range is rejected because the API would silently answer with the latest session instead.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| to | No | Range end, YYYY-MM-DD (inclusive). Requires `from`. | |
| top | No | Brokers to keep per side (default 5, max 50) | |
| from | No | Range start, YYYY-MM-DD. Requires `to`. | |
| limit | No | Max brokers per side fetched from the summary (default 50). Raising it widens the totals and the concentration denominators; it is not the same as `top`, which only trims the two lists that are returned. | |
| period | No | Preset window instead of from/to — LATEST (default), YESTERDAY, LAST_7_DAYS, LAST_3_MONTHS, YEAR_TO_DATE. Aggregated server-side in one request, so YEAR_TO_DATE costs the same as today. Ignored when from/to are given. | |
| symbol | Yes | IDX ticker, e.g. BBRI | |
| date_to | No | Alias for `to`. | |
| end_date | No | Alias for `to`. | |
| date_from | No | Alias for `from`. | |
| start_date | No | Alias for `from`. | |
| market_board | No | Default REGULER — the ordinary order book, and what bandarmology means. ALL folds in negotiated blocks and can be several times larger. | |
| investor_type | No | Default ALL | |
| transaction_type | No | NET (default) nets each broker's buys against its sells; GROSS does not. |