Volume-synchronized probability of informed trading (Easley-Lopez de Prado-O'Hara 2012): order-flow toxicity.
Volume that fills one bucket (the volume clock). Set it to your instrument's volume scale.
Number of trailing buckets averaged.
https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.
Volume-synchronized probability of informed trading (Easley-Lopez de Prado-O'Hara 2012): order-flow toxicity.