Retail vs Banker Net Positions – Symmetry Break

Retail vs Banker Net Positions – Symmetry Break (Institution Focus)

Description:

This advanced indicator is a volume-proxy-based positioning tool that separates institutional vs. retail behavior using bar structure, trend-following logic, and statistical analysis. It identifies net position flows over time, detects institutional aggression spikes, and highlights symmetry breaks—those moments when institutional action diverges sharply from retail behavior. Designed for intraday to swing traders, this is a powerful tool for gauging smart money activity and retail exhaustion.

What It Does:

Separates Volume into Two Groups:

Institutional Proxy: Volume on large bars in trend direction

Retail Proxy: Volume on small or counter-trend bars

Calculates Net Positions (%):
Smooths cumulative buying vs. selling behavior for each group over time.

Highlights Symmetry Breaks:
Alerts when institutions make statistically abnormal moves while retail is quiet or doing the opposite.

Detects Extremes in Institutional Activity:
Flags major tops/bottoms in institutional positioning using swing pivots or rolling windows.

Retail Sentiment Flips:
Marks when the retail line crosses the zero line (e.g., flipping from net short to net long).

How to Use It:
Interpreting the Two Lines:

Aqua/Orange Line (Institutional Proxy):

Rising above zero = Net buying bias

Falling below zero = Net selling bias

Lime/Red Line (Retail Proxy):

Green = Retail buying; Red = Retail selling

Watch for crosses of zero for sentiment shifts

Spotting Symmetry Breaks:

Pink Circle or Background Highlight =
Institutions made a sharp, outsized move while retail was:

Quiet (low ROC), or

Moving in the opposite direction

These often precede explosive directional moves or stop hunts.

Institutional Extremes:

Marked with aqua (top) or orange (bottom) dots

Based on swing pivot logic or rolling highs/lows in institutional positioning

Optional filter: Only show extremes that coincide with a symmetry break

Settings You Can Tune:

Lookback lengths for trend, z-scores, smoothing

Z-Score thresholds to control sensitivity

Retail quiet filters to reduce false positives

Cool-down timer to avoid rapid repeat signals

Toggle visual aids like shading, markers, and threshold lines

Alerts Included:

-Retail flips (green/red)

- Institutional symmetry breaks

- Institutional extreme tops/bottoms

Strategy Tip:

Use this indicator to track institutional accumulation or distribution phases and catch asymmetric inflection points where the "smart money" acts decisively. Confluence with price structure or FVGs (Fair Value Gaps) can further enhance signal quality.