Volume Pressure Index (VPI)

Volume Pressure Index Pro (VPI Pro) is a precision-tuned volume signal detector designed to isolate true buying/selling aggression and filter out noise.

It evaluates:

✅ Volume pressure surges (based on relative volume)

✅ Price action alignment (strong-bodied candles, no wicks)

✅ Trend context (EMA- or VWAP-based filtering)

✅ Candle positioning (e.g., closes near highs/lows to infer aggression)

✅ Zone-based confirmation (optional VWAP or custom levels)

Signals only trigger when multiple layers of confirmation align, minimizing false positives while preserving responsiveness to market pressure shifts.

⚙️ Core Components
VPI Calculation: Detects abnormal volume behavior tied to directional closes.

Aggression Estimator: Uses candle structure and location to infer pressure.

Relative Volume Spike Filter: Ensures only significant activity is considered.

Contextual Filters: Incorporates trend direction and location relative to key zones (EMA, VWAP, etc).

Visual Markers: Bullish and bearish pressure are clearly marked on chart.