Time Segmented Volume (TSV)

Time Segmented Volume (TSV) measures directional money flow by multiplying volume with the bar-to-bar price change and summing it over a fixed window, then smoothing it.
Positive TSV shows sustained accumulation (buying pressure); negative TSV shows sustained distribution (selling pressure). It’s essentially a momentum-weighted volume oscillator, useful for confirming trend strength, spotting divergences, and identifying when participation is expanding or drying up behind a move.

Timeframe Guidance

Scalping (1–5 min)
TSV Length: 8–13
Signal: 5–7
Notes: Fast response, more noise

Intraday (5–30 min)
TSV Length: 13–21
Signal: 7–10
Notes: Balanced sensitivity

Swing (1H–Daily)
TSV Length: 21–34
Signal: 10–21
Notes: Smoother, filters chop

Position (Daily–Weekly)
TSV Length: 34–55
Signal: 21–34
Notes: Macro volume regime