0DTE Breadth Classifier - [YH]

0DTE Breadth Classifier – [YH]

A real-time **market breadth regime dashboard** built for intraday / 0DTE index trading. It combines three NYSE internals—**ADD (Advance–Decline)**, **VOLD (volume breadth)**, and **TICK + Cumulative TICK**—to help you quickly determine whether the tape is behaving like a **trend-up day**, **trend-down day**, or **mixed/chop**.

What it shows

VOLD (raw) columns** are the primary visual:

* Green = breadth-confirmed trend up
* Red = breadth-confirmed trend down
* Gray = mixed / no confirmation

ADD and TICK are scaled for display** so all series are visible in one pane (scaling does not change the underlying logic).
* Bull/Bear ADD zone lines (scaled) are drawn using your configured thresholds.
* Cumulative TICK is computed as an intraday running sum and **resets daily**.
* A compact table displays last-bar values for:

* VOLD ratio
* ADD = Advanced Decline Line
* Cumulative TICK

Regime logic (defaults)

* Trend Up: `ADD > Bull ADD zone` AND `VOLD > 2.0`
* Trend Down: `ADD < Bear ADD zone` AND `VOLD < -2.0`
* Default zones: **Bull = 1500**, **Bear = -1500** (editable in Settings)

How to use

* Trend Up (green): favor trend-following tactics/structures; avoid aggressive fading.
* Trend Down (red): favor downside continuation; be cautious buying dips.
* Gray / mixed: often better for smaller size, quicker targets, and mean-reversion/range behavior.

When NOT to use

This indicator is designed for **NYSE Regular Trading Hours**. Outside NYSE hours (premarket/after-hours), internals can be thin, stale, or structurally different—treat signals as unreliable.

Setup notes

* Symbols vary by broker. Defaults use common feeds: `USI:ADD`, `USI:VOLD`, `USI:TICK`. If you see `na` or flat lines, confirm your data provider’s correct symbols.
* Scaling mode:
* Locked daily = steadier visuals
* Dynamic = adapts as the day’s range expands




Happy Trading!
Yuval.