Skip to content

Latest commit

 

History

History
33 lines (31 loc) · 3.61 KB

File metadata and controls

33 lines (31 loc) · 3.61 KB

Volume

Volume is market fuel. Price tells what happened; volume tells how hard the market worked to make it happen. In a world of algorithmic trading and dark pools, volume analysis reveals where money actually flows.

Indicator Full Name Description
AD Accumulation/Distribution Line Correlates price location within range to volume. Grandfather of volume flow analysis.
ADOSC Chaikin A/D Oscillator Momentum indicator for AD Line. Predicts reversals by measuring acceleration of money flow.
AOBV Archer On-Balance Volume Dual EMA smoothing of OBV for cleaner crossover signals.
CMF Chaikin Money Flow Measures money flow volume over set period (typically 20-21 days).
EFI Elder's Force Index Combines price movement, direction, volume to measure buying/selling power.
EOM Ease of Movement Relates price change to volume. Highlights periods of effortless price movement.
EVWMA Elastic Volume Weighted MA Volume-adaptive moving average where volume directly controls smoothing weight per bar.
III Intraday Intensity Index Measures buying/selling pressure within day's range using close position.
KVO Klinger Volume Oscillator Compares short-term and long-term volume trends to identify potential reversals.
MFI Money Flow Index Volume-weighted RSI. Measures buying/selling pressure using price and volume.
NVI Negative Volume Index Tracks price changes on lower volume days. Assumes smart money acts on quiet days.
OBV On Balance Volume Fundamental volume indicator. Cumulative volume based on price direction.
PVD Price Volume Divergence Systematic divergence detection between price and volume movements.
PVI Positive Volume Index Tracks price changes on higher volume days. Assumes crowd behavior.
PVO Percentage Volume Oscillator Compares short-term and long-term volume moving averages as percentages.
PVR Price Volume Rank Categorical indicator returning 0-4 based on combined price and volume direction.
PVT Price Volume Trend Cumulative volume adjusted by relative price changes. Similar to OBV but magnitude-weighted.
TVI Trade Volume Index Cumulative volume with sticky direction based on minimum tick threshold. Filters noise from OBV.
TWAP Time Weighted Average Price Average price weighted equally by time. Used as execution benchmark.
VA Volume Accumulation Cumulative volume adjusted by close position relative to range midpoint.
VF Volume Force Measures force of volume behind price movements using EMA smoothing.
VO Volume Oscillator Difference between short and long volume moving averages. Shows volume momentum.
VROC Volume Rate of Change Measures speed at which volume is changing over time.
VWAD Volume Weighted A/D Similar to AD but weights accumulation/distribution by volume.
VWAP Volume Weighted Average Price Average price weighted by volume. Common execution benchmark and intraday reference.
VWMA Volume Weighted Moving Average Moving average where each price point is weighted by its volume over a sliding window.
WAD Williams Accumulation/Distribution Measures cumulative buying/selling pressure using True Range and volume.