Metrics you can turn into rules.
Find the scanner field, understand how it is calculated, and see what the value means before you add it to a condition.
59 definitions · 4 categories · 5m, 15m, and 60m rolling windows
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Global & Daily Baselines
Daily participation, relative activity, session VWAP, open interest, and baseline market quality.
12 metrics
Yesterday Volume Notional (UTC)
Scanner field: Yesterday Volume in $
Previous UTC-day notional used as a baseline for normal daily participation.
Read definitionSession CVD Notional
Scanner field: Session CVD Notional
Cumulative aggressive buy notional minus sell notional since 00:00 UTC for one exchange and symbol.
Read definitionRelative Volume vs Yesterday (same UTC time)
Scanner field: Volume Ratio Relative
Compares today’s pace of activity with yesterday at the same UTC time-of-day.
Read definitionPrice vs EWMA VWAP (%)
Scanner field: Price vs EWMA VWAP (%)
Percentage deviation of current price from the volume-clock EWMA VWAP. Works at session open when Session VWAP is still warming up.
Read definitionShow 8 more global & daily baselines
Correlation to BTC (1h / 24h)
Scanner field: Correlation to BTC (1h) / Correlation to BTC (24h)
Whether the coin is trading as BTC beta or on its own. A sudden drop in 1h correlation on a normally high-correlation coin is often the first sign of a coin-specific event.
Read definitionEWMA VWAP
Scanner field: EWMA VWAP
Volume-weighted average price that decays by traded volume with a ~4-hour half-life. No midnight UTC reset.
Read definitionLiquidity Score (0–100)
Scanner field: Liquidity score 0-100
A 0–100 continuity score showing how steadily the market is trading over time.
Read definitionOI Change % (5m / 15m / 60m / 120m / 240m)
Scanner field: OI Change % (5m) / OI Change % (15m) / OI Change % (60m) / OI Change % (120m) / OI Change % (240m)
How much perpetual open interest grew or shrank over five fixed windows. Five windows, from a 5-minute pulse to a four-hour structural read. BINANCE_PERPS only.
Read definitionPrice vs EWMA VWAP Z-Score
Scanner field: Price vs EWMA VWAP Z-Score
Statistical rarity of the current EWMA VWAP deviation, normalized per instrument. One bar behind the live reading by design.
Read definitionPrice vs Session VWAP (%)
Scanner field: Price vs Session VWAP (%)
How far the current price sits above or below the volume-weighted average execution price since midnight UTC.
Read definitionPrice vs Session VWAP Z-Score
Scanner field: Price vs Session VWAP Z-Score
Shows whether price is merely above VWAP or genuinely stretched for the current UTC session.
Read definitionToday Volume Notional (UTC)
Scanner field: Today Volume in $
Total notional processed since 00:00 UTC, useful for gauging current-day participation.
Read definitionVolume Profile Metrics
Previous complete UTC-day levels that locate price against POC, HVN, LVN, VAH, and VAL.
8 metrics
Previous Day POC Distance (%)
Scanner field: Previous Day POC Distance (%)
Signed distance from current price to yesterday's Point of Control bucket.
Read definitionPrevious Day Value Area Distance (%)
Scanner field: Previous Day Value Area Distance (%)
Signed distance from current price to yesterday's value area. Zero means price is inside value.
Read definitionNearest Previous Day HVN Distance (%)
Scanner field: Nearest Previous Day HVN Distance (%)
Signed distance from current price to the nearest previous-day High Volume Node area.
Read definitionNearest Previous Day LVN Distance (%)
Scanner field: Nearest Previous Day LVN Distance (%)
Signed distance from current price to the nearest previous-day Low Volume Node area.
Read definitionShow 4 more volume profile metrics
Nearest Previous Day HVN Distance Abs (%)
Scanner field: Nearest Previous Day HVN Distance Abs (%)
Absolute distance from current price to the nearest previous-day High Volume Node area.
Read definitionNearest Previous Day LVN Distance Abs (%)
Scanner field: Nearest Previous Day LVN Distance Abs (%)
Absolute distance from current price to the nearest previous-day Low Volume Node area.
Read definitionPrevious Day POC Distance Abs (%)
Scanner field: Previous Day POC Distance Abs (%)
Absolute distance from current price to yesterday's Point of Control bucket.
Read definitionPrevious Day Value Area Distance Abs (%)
Scanner field: Previous Day Value Area Distance Abs (%)
Absolute distance from current price to yesterday's value area. Zero means price is inside value.
Read definitionCross-Timeframe Metrics
Comparisons between rolling windows that expose short-term divergence and persistence.
3 metrics
Macro Acceleration (5m / 60m)
Scanner field: Macro acceleration 5min vol / 60min vol
How much the last 5 minutes diverge from the hourly baseline. Flags breakouts that haven't yet registered at the hour level.
Read definitionMicro Acceleration (5m / 15m)
Scanner field: Micro acceleration 5min vol / 15min vol
How much hotter the last 5 minutes are compared to the 15-minute regime. Catches bursts before the slower window absorbs them.
Read definitionTrend-Set Acceleration (15m / 60m)
Scanner field: Trend set acceleration 15min vol / 60min vol
Whether elevated activity is lasting. Measures the 15-minute window against the hourly baseline to confirm a trend is setting, not just spiking.
Read definitionRolling Window Metrics
Metrics calculated continuously across 5m, 15m, and 60m rolling windows.
36 metrics
Participation & intensity
Volume participation, statistical deviation, and the relationship between volume and trade count.
6 metrics
Total Volume Ratio
Scanner field: Total Volume Ratio
Compares current total volume against the historical total baseline for the same rolling window.
Read definitionTotal Volume Z-Score
Scanner field: Total volume Z-score
Measures how statistically unusual current total volume is relative to historical behavior.
Read definitionIntensity Ratio (%)
Scanner field: Intensity Ratio
Compares the current average execution size with the market’s historical average execution size.
Read definitionIntensity Z-Score (Volume vs Count)
Scanner field: Intensity Z-Score
Whether volume is growing faster than trade count. Positive values point to fewer but larger executions, the institutional fingerprint.
Read definitionShow 2 more participation & intensity metrics
Buy Volume Z-Score
Scanner field: Buy volume Z-score
How statistically rare the current buy-side volume surge is, relative to this instrument's own history. The primary buy-side filter.
Read definitionSell Volume Z-Score
Scanner field: Sell volume Z-score
How statistically rare the current sell-side volume surge is, relative to this instrument's own history. The primary sell-side and distribution filter.
Read definitionOrder flow & imbalance
Directional taker activity, buy/sell concentration, and the balance between aggressive flows.
12 metrics
Current Buy Volume Ratio
Scanner field: Current Buy Volume Ratio
Measures the share of current window volume attributed to aggressive buys.
Read definitionCurrent Sell Volume Ratio
Scanner field: Current Sell Volume Ratio
Measures the share of current window volume attributed to aggressive sells.
Read definitionNet Taker Imbalance
Scanner field: Net Taker Imbalance
Measures whether current aggressive flow is dominated by buys or sells within the active rolling window.
Read definitionTaker Imbalance Z-Score
Scanner field: Taker Imbalance Z-Score
Whether one-sided flow is historically unusual for this instrument, not just currently strong. Solves the structural bias problem in raw NTI.
Read definitionShow 8 more order flow & imbalance metrics
Buy Volume Concentration
Scanner field: Buy Volume Concentration
Shows whether buy-side volume is rising faster than buy-side trade count, implying heavier average buy execution size.
Read definitionBuy Volume Ratio
Scanner field: Buy Volume Ratio
Compares current buy-side volume against the historical buy-side baseline.
Read definitionCurrent Buy Size Ratio
Scanner field: Current Buy Size Ratio
Compares average buy trade size against the current total average trade size.
Read definitionCurrent Buy Trades Ratio
Scanner field: Current Buy Trades Ratio
Measures the share of current window executions attributed to buys.
Read definitionCurrent Sell Size Ratio
Scanner field: Current Sell Size Ratio
Compares average sell trade size against the current total average trade size.
Read definitionCurrent Sell Trades Ratio
Scanner field: Current Sell Trades Ratio
Measures the share of current window executions attributed to sells.
Read definitionSell Volume Concentration
Scanner field: Sell Volume Concentration
Shows whether sell-side volume is rising faster than sell-side trade count, implying heavier average sell execution size.
Read definitionSell Volume Ratio
Scanner field: Sell Volume Ratio
Compares current sell-side volume against the historical sell-side baseline.
Read definitionTrade activity & size
Trade counts, average sizes, and how current execution behavior compares with its baseline.
13 metrics
Total Trade Count Ratio
Scanner field: Total Trades Ratio
Compares current execution count against the historical total baseline.
Read definitionTotal Trade Size Ratio
Scanner field: Total Size Ratio
Compares current average trade size against its historical total baseline.
Read definitionAverage Trade Size ($)
Scanner field: Average Trade Size ($)
The average notional value per execution within the current rolling window.
Read definitionTotal Trade Size Z-Score
Scanner field: Total trades size Z-score
Measures how statistically unusual the current total average trade size is.
Read definitionShow 9 more trade activity & size metrics
Buy Trade Count Ratio
Scanner field: Buy Trades Ratio
Compares current buy execution count against the historical buy-side baseline.
Read definitionBuy Trade Count Z-Score
Scanner field: Buy count trades Z-score
Measures how statistically unusual the current buy execution count is.
Read definitionBuy Trade Size Ratio
Scanner field: Buy Size Ratio
Compares current average buy trade size against its historical buy-side baseline.
Read definitionBuy Trade Size Z-Score
Scanner field: Buy trades size Z-score
Measures how statistically unusual the current average buy trade size is.
Read definitionSell Trade Count Ratio
Scanner field: Sell Trades Ratio
Compares current sell execution count against the historical sell-side baseline.
Read definitionSell Trade Count Z-Score
Scanner field: Sell count trades Z-score
Measures how statistically unusual the current sell execution count is.
Read definitionSell Trade Size Ratio
Scanner field: Sell Size Ratio
Compares current average sell trade size against its historical sell-side baseline.
Read definitionSell Trade Size Z-Score
Scanner field: Sell trades size Z-score
Measures how statistically unusual the current average sell trade size is.
Read definitionTotal Trade Count Z-Score
Scanner field: Total count trades Z-score
Measures how statistically unusual the current total execution count is.
Read definitionPrice, volatility & trend
Return, range, volatility, trend cleanliness, and price impact inside the active window.
5 metrics
Current Window Return (%)
Scanner field: Current (TimeFrame) Return
Measures the percentage price change that occurred strictly within the selected rolling window.
Read definitionCurrent Window Volatility (Total Range %)
Scanner field: Current (TimeFrame) Volatility
The full high-to-low price range inside the active window. A context signal: it scales what other metrics mean.
Read definitionVolatility Z-Score
Scanner field: Volatility Z-Score
Whether the current window's price range is historically unusual for this instrument. Detects vol expansion and compression without needing per-symbol threshold tuning.
Read definitionTrend Cleanliness (Body-to-Range %)
Scanner field: Trend Cleanliness (Body/Range %)
How directional the price action was, not how far it moved. 100% means the window moved in a straight line.
Read definitionShow 1 more price, volatility & trend metrics
Rolling-window methodology
Values are recalculated continuously from the most recent data inside the active window—not reset on fixed candle boundaries.
- Why it matters
- Sliding windows reduce artificial resets and preserve continuity when market conditions change.
- How to read it
- The 5m, 15m, and 60m settings change the temporal lens while the underlying metric definition stays consistent.
Frequently paired metrics
Start with these definitions when building rules around participation, volume acceleration, and price location against VWAP.
Yesterday Volume Notional (UTC)
Previous UTC-day notional used as a baseline for normal daily participation.
Read definitionPrice vs EWMA VWAP (%)
Percentage deviation of current price from the volume-clock EWMA VWAP. Works at session open when Session VWAP is still warming up.
Read definitionTotal Volume Z-Score
Measures how statistically unusual current total volume is relative to historical behavior.
Read definition