VN30 Effort-vs-Result Multi-Scanner — Linh

VN30 Effort-vs-Result Multi-Scanner (Pine v5)

Cross-section scanner for Vietnam’s VN30 stocks that surfaces Effort vs Result footprints and related accumulation/distribution and volatility tells. It renders a ranked table (Top-N) with per-ticker signals and key metrics.
What it does

Scans up to 30 tickers (editable input.symbol slots) using one security() call per symbol → stays under Pine’s 40-call limit and runs reliably on any chart.

Scores each ticker by counting active signals, then ranks and lists the top names.

Optional metrics columns: zVol(60), zTR(60), ATR(20), HL/ATR(20).

Signals (toggleable)

Price/Volume – Effort vs Result

EVR Squeeze (stealth): z(Vol,60) > 4 & z(TR,60) < −0.5

5σ Vol, ≤1σ Ret: z(Vol,60) > 5 & |z(Return,60)| < 1

Wide Effort, Opposite Result: z(Vol,60) > 3 & close < open & z(CLV×Vol,60) > 1

Spread Compression, Heavy Tape: (H−L)/ATR(20) < 0.6 & z(Vol,60) > 3

No-Supply / No-Demand: close < close[1] & range < 0.6×ATR(20) & vol < 0.5×SMA(20)

Momentum & Volatility

Vol-of-Vol Kink: z(ATR20,200) rising & z(ATR5,60) falling

BB Squeeze → Expansion: BBWidth(20) in low regime (z<−1.3) then close > upper band & z(Vol,60) > 2

RSI Non-Confirmation: Price LL/HH with RSI HL/LH & z(Vol,60) > 1

Accumulation/Distribution

OBV Divergence w/ Flat Price: OBV slope > 0 & |z(ret20,260)| < 0.3

Accumulation Days Cluster: ≥3/5 bars: up close, higher vol, close near high

Effort-Result Inversion (Down): big vol on down day then next day close > prior high

How to use

Set the timeframe (works best on 1D for EOD scans).

Edit the 30 symbol slots to your VN30 constituents.

Choose Top N, toggle Show metrics/Only matches and enable/disable scenarios.

Read the table: Rank, Ticker, (metrics), Score, and comma-separated Signals fired.

Method notes

Z-scores use a population-std estimate; CLV×Vol is used for effort/location.

Rolling counts avoid ta.sum; OBV is computed manually; all logic is Pine v5-safe.

Intraday-only ideas (true VWAP magnets, auction volume, flows, futures/options) are not included—Pine can’t cross-scan those datasets.

Disclaimer: Educational tool, not financial advice. Always confirm signals on the chart and with your process.