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QuanTAlib/lib/volume/va/va.pine
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Miha Kralj 24e86d762a Add documentation links for various volatility indicators and channels
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links.
- Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
2026-02-18 11:55:48 -08:00

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// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("Volume Accumulation (VA)", "VA", overlay=false)
//@function Calculates Volume Accumulation
//@param h High price series
//@param l Low price series
//@param c Close price series
//@param vol Volume series
//@returns Cumulative Volume Accumulation value
//@optimized for performance and dirty data
va(series float h=high, series float l=low, series float c=close, series float vol=volume) =>
float high_price = nz(h, close), float low_price = nz(l, close)
float close_price = nz(c, close), float volume_val = nz(vol, 0.0)
float midpoint = (high_price + low_price) / 2.0
float va_period = volume_val * (close_price - midpoint)
var float va_cumulative = 0.0
va_cumulative += va_period
va_cumulative
// ---------- Main loop ----------
// No inputs required - uses standard OHLC and volume data
// Calculation
va_value = va()
// Plot
plot(va_value, "VA", color=color.yellow, linewidth=2)