Thrust and Pressure
6 algorithms in Market Breadth and Internals · 6 with asserted arithmetic.
In this family#
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Zweig Breadth Thrust verified
Detects the rare initiation signal: the advance ratio moving from below a low threshold to above a high one inside a bounded number of sessions. It fires a handful of times in a generation, which is the point — and also why it cannot be validated on a short sample.
calculate(rows, emaLength, lowThreshold, highThreshold, maxSessions) -
Arms Index (TRIN) verified
TRIN: the advance/decline issue ratio divided by the advance/decline volume ratio. Above 1 means declining issues are absorbing proportionally more volume than their numbers suggest — the arithmetic is a comparison of two ratios, and inverting either flips the reading.
calculate(row) -
Advance/Decline Volume Line verified
The cumulative line built from advancing minus declining volume rather than issue counts. Where the issue-based line counts participants, this one weights them by how much they traded.
calculate(rows, seed) -
Upside/Downside Volume Ratio verified
Advancing volume over declining volume for one session. Extreme readings mark the days that matter — a 9-to-1 up day is a recognised initiation signal precisely because it is rare.
calculate(row) -
Cumulative TICK verified
Accumulates the net count of issues trading on an uptick versus a downtick. An intraday pressure gauge — it measures the balance of buying and selling *urgency* within the session rather than the outcome at the close.
calculate(rows, seed, intervalSeconds) -
Breadth-Divergence Detector verified
Flags sessions where the index and a breadth measure move meaningfully in opposite directions — the classic warning that an advance is being carried by fewer and fewer names.
calculate(rows, left, right, minPriceChange, minBreadthSeparation, breadthScale)
What they share#
Every topic here is a record-transform, so once you have
called one the rest follow the same shape. Import paths differ only in the final segment:
import { calculate } from "fintech-algorithms/market-breadth-and-internals/thrust-and-pressure/zweig-breadth-thrust";
import { calculate } from "fintech-algorithms/market-breadth-and-internals/thrust-and-pressure/arms-index-trin";Read them in the order above — the sequence is pedagogical, not alphabetical.
Where this sits#
Market Breadth and Internals collects 28 algorithms across 5 families. For the concept behind this family rather than the call signatures, see the concept guides.