Session Volume Spike Detector

Session Volume Spike Detector (Buy/Sell, Dual Windows, MTF + Edge/Cooldown)

What it does
Detects statistically significant buy/sell volume spikes inside two DST-aware Mountain Time sessions and projects 1m / 5m / 10m signals onto any chart timeframe (even 1s). Spikes are confirmed at the close of their native bar and are edge-triggered with optional cooldowns to prevent duplicate alerts.

How spikes are detected

Volume ≥ SMA × multiplier

Optional jump vs recent highest volume

Optional Z-Score gate for significance

Separate Buy/Sell logic using your Direction Mode (Prev Close or Candle Body)

Multi-Timeframe (MTF) display

Shows 1m, 5m, 10m arrows on your current chart

Each HTF fires once on its bar close (no repaint after close)

Sessions (DST-aware, MT)

Morning: 05:30–08:30

Midday: 11:00–13:30
Spikes only count inside these windows.

Inputs & styling

Thresholds: SMA length, multipliers, recent lookback, Z-Score toggle/level

Toggles for which TFs to display (chart TF, 1m, 5m, 10m)

Per-TF colors + cooldowns (seconds) for Any TF, 1m, 5m, 10m

Alerts (edge + cooldown)

MTF Volume Spike (Any TF) — fires on the first qualifying spike across enabled TFs

1m / 5m / 10m Volume Spike — per-TF alerts, Buy or Sell
Recommended: set alert Trigger = Once per bar close. Cooldowns tame “triggered too often” warnings.

Great with
FVG zones, bank/insto levels, session range breaks, and trend filters. Use the MTF arrows as a participation/pressure tell to confirm or fade moves.

Notes

Works on any symbol/timeframe; best viewed on 1m or sub-minute charts.

HTF spikes appear on the bar close of 1m/5m/10m respectively.

No dynamic plot titles; Pine v6-safe.

Short summary (≤250 chars):
MTF volume-spike detector for intraday sessions (DST-aware, MT). Projects 1m/5m/10m buy/sell spikes onto any chart, with edge-triggered alerts and per-TF cooldowns to prevent duplicates. Ideal for spotting institutional participation.