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Miha Kralj
dc1902f4d5
- Implemented NVI indicator in Nvi.Quantower.cs with configurable start value and cold value display option. - Created unit tests for NVI functionality in Nvi.Tests.cs, covering various scenarios including initialization, updates, and edge cases. - Added validation tests in Nvi.Validation.Tests.cs to ensure NVI matches expected behavior against known implementations. - Developed comprehensive documentation for NVI in Nvi.md, detailing its historical context, mathematical foundation, and interpretation guide. - Included error handling for invalid input values and ensured compatibility with volume data.
3.2 KiB
3.2 KiB
Volume
"It takes volume to make prices move." — Charles Dow
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 |
|---|---|---|
| ADL | 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. |
| 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 | Ranks price performance relative to volume activity. |
| PVT | Price Volume Trend | Cumulative volume adjusted by relative price changes. Similar to OBV. |
| TVI | Trade Volume Index | Measures intra-day buying/selling pressure based on tick data. |
| 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. |
| 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 ADL but weights accumulation/distribution by volume. |
| VWAP | Volume Weighted Average Price | Average price weighted by volume. Common execution benchmark. |
| VWMA | Volume Weighted MA | Moving average where each price point is weighted by its volume. |
| WAD | Williams A/D | Measures cumulative buying/selling pressure by comparing closes to opens/highs/lows. |