cn-tick

A-share intraday volume analysis combines auction comparison, VWAP white-yellow line relationship, and quantified support-power metrics to generate actionable short-term trade signals. It processes real-time tick data through a structured pipeline to output sell-curve and shrinkage decision rules.

Sell signals are generated using a three-part sell discipline: monitoring non-red openings, VWAP breakouts on rallies, and non-limit-up closings. Support power metrics quantify volume energy to trigger shrinkage decision trees based on yellow line trends and price deviations.

Yes, intraday analysis supports post-close review mode by processing portfolio holdings to calculate PnL and evaluate tick behavior. It generates fusion reports with next-day action plans, combining auction data, K-lines, and sentiment analysis.

VWAP and white-yellow line relationships track the divergence between current price and average transaction value. White lines represent real-time price while yellow lines track VWAP, with their interaction revealing support strength and momentum for short-term trade timing.

Yes, strict data-source separation is required: auction data, quote/K-line data, and sentiment/sector data must be fetched independently before structured metrics analyze them. This separation ensures accurate fusion reports without fabricated conclusions when data is missing.

Data insufficient warnings occur when required auction volumes, quote data, or sentiment inputs are missing from the pipeline. The analysis explicitly avoids fabricating conclusions and flags missing data to prevent unreliable short-term trade signals in fusion reports.