Volume-price wave structure
quantdata_weis_waveAnalyze price waves with summed volume to reveal whether volume supports the move. Identifies five classical volume-price events with win rates measured from S&P 500 futures data.
Instructions
Weis Wave volume-price structure: price grouped into waves with volume summed per wave, plus which of five classical volume-price events have fired. Each event carries the win rate measured for it on sixteen years of S&P 500 futures data, including the two that came out REVERSED against the tradition. Answers 'is there volume behind this move'. Quote the measured reference numbers rather than the folklore. Needs real exchange volume: spot FX has none — use CME currency futures (6E=F) instead. Use session='full' to match the published reference-rate window, or the default 'rth' for a regular-session-only read.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GLD or GC=F, not GOLD — GOLD is Barrick, the mining company. | |
| session | No | Omit for the US regular session. Use 'full' when comparing returned Weis events with the published reference win rates: those rates were measured on the whole bar stream, including pre/post-market. 'full' requires genuine extended-hours volume and can return 422 NO_EXTENDED_VOLUME; obey retryable, then use 'rth' if the source cannot provide it. 'asia' is accepted for 24-hour instruments only and is explicitly unvalidated. |