detects outside days driven by an intraday volatility spike beyond the prior session’s high or low, then measures how often price reverses back into the prior range. spike magnitude filtered via max_spike_threshold, with a per-day detail table.
Documentation Index
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Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
forex, futures, crypto, stock Exclude days with spike >= this percentage. 0 means include all days.
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