Volume Indicators (15 Indicators)¶
Volume indicators evaluate institutional buying and selling pressure, money flow, and volume-price divergence.
obv(close, volume)¶
On-Balance Volume. Cumulative volume added on up bars and subtracted on down bars.
vwap(high, low, close, volume, period=None)¶
Volume Weighted Average Price. Computes cumulative VWAP (default) or rolling VWAP when period is specified.
vwap_bands(high, low, close, volume, period=None, mult1=1.0, mult2=2.0, mult3=3.0)¶
Volume Weighted Average Price with Standard Deviation Bands. Returns Struct: vwap, upper_1, lower_1, upper_2, lower_2, upper_3, lower_3.
vwma(close, volume, period=20)¶
Volume Weighted Moving Average. Moving average weighted by bar volume.
cmf(high, low, close, volume, period=20)¶
Chaikin Money Flow. Quantifies money accumulation and distribution over a lookback window.
adl(high, low, close, volume)¶
Accumulation/Distribution Line. Cumulative volume based on the Close Location Value (CLV).
mfi(high, low, close, volume, period=14)¶
Money Flow Index. Volume-weighted RSI bounded between 0 and 100.
eom(high, low, volume, period=14)¶
Ease of Movement (EMV). Relates price change to trading volume.
klinger(high, low, close, volume, fast=34, slow=55, signal=13)¶
Klinger Volume Oscillator. Determines long-term money flow while remaining sensitive to short-term fluctuations. Returns Struct: klinger, signal.
nvi(close, volume, initial=1000.0)¶
Negative Volume Index. Follows smart money by updating only when volume decreases.
pvi(close, volume, initial=1000.0)¶
Positive Volume Index. Follows retail crowd activity by updating only when volume increases.
pvt(close, volume)¶
Price Volume Trend. Cumulative volume scaled by percentage price changes.
force_index(close, volume, period=13)¶
Elder's Force Index (EFI). Measures the raw price and volume force behind market moves.
vpci(close, volume, period_short=5, period_long=25)¶
Volume Price Confirmation Indicator. Compares price-weighted volume against volume-weighted price.
vr(close, volume, period=26)¶
Volume Ratio. Ratio of volume on rising bars vs volume on falling bars.