gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-24 13:38:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup

Browse Source
This commit is contained in:
Miha Kralj
2026-03-13 13:46:52 -07:00
parent e3e9555fc1
commit c75135ab14
402 changed files with 2222 additions and 1779 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/volume/va/Va.md
+1 -3
View File
@@ -14,8 +14,6 @@
- Volume Accumulation (VA) measures the cumulative flow of volume weighted by where price closes relative to the bar's midpoint.
- No configurable parameters; computation is stateless per bar.
- Output range: Unbounded.
- Requires `> 1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Volume Accumulation (VA) measures the cumulative flow of volume weighted by where price closes relative to the bar's midpoint. When price closes above the midpoint, volume is considered buying pressure; when below, selling pressure. The cumulative sum reveals the net directional conviction of market participants over time.
@@ -246,4 +244,4 @@ var smoothedVa = new Ema(5); // 5-period smoothing
- Williams, L. (1979). "How I Made One Million Dollars Last Year Trading Commodities." Windsor Books.
- Granville, J. (1976). "Granville's New Strategy of Daily Stock Market Timing." Prentice-Hall.
- Achelis, S. (2000). "Technical Analysis from A to Z." McGraw-Hill.
- TradingView. "PineScript Volume Accumulation." Community Reference.
- TradingView. "PineScript Volume Accumulation." Community Reference.