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https://github.com/mihakralj/QuanTAlib.git
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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.
35 lines
3.2 KiB
Markdown
35 lines
3.2 KiB
Markdown
# Volume
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> "It takes volume to make prices move." — Charles Dow
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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.
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| Indicator | Full Name | Description |
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| :--- | :--- | :--- |
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| [ADL](lib/volume/adl/Adl.md) | Accumulation/Distribution Line | Correlates price location within range to volume. Grandfather of volume flow analysis. |
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| [ADOSC](lib/volume/adosc/Adosc.md) | Chaikin A/D Oscillator | Momentum indicator for AD Line. Predicts reversals by measuring acceleration of money flow. |
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| [AOBV](lib/volume/aobv/Aobv.md) | Archer On-Balance Volume | Dual EMA smoothing of OBV for cleaner crossover signals. |
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| [CMF](lib/volume/cmf/Cmf.md) | Chaikin Money Flow | Measures money flow volume over set period (typically 20-21 days). |
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| [EFI](lib/volume/efi/Efi.md) | Elder's Force Index | Combines price movement, direction, volume to measure buying/selling power. |
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| [EOM](lib/volume/eom/Eom.md) | Ease of Movement | Relates price change to volume. Highlights periods of effortless price movement. |
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| [III](lib/volume/iii/Iii.md) | Intraday Intensity Index | Measures buying/selling pressure within day's range using close position. |
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| [KVO](lib/volume/kvo/Kvo.md) | Klinger Volume Oscillator | Compares short-term and long-term volume trends to identify potential reversals. |
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| [MFI](lib/volume/mfi/Mfi.md) | Money Flow Index | Volume-weighted RSI. Measures buying/selling pressure using price and volume. |
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| [NVI](lib/volume/nvi/Nvi.md) | Negative Volume Index | Tracks price changes on lower volume days. Assumes smart money acts on quiet days. |
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| OBV | On Balance Volume | Fundamental volume indicator. Cumulative volume based on price direction. |
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| PVD | Price Volume Divergence | Systematic divergence detection between price and volume movements. |
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| PVI | Positive Volume Index | Tracks price changes on higher volume days. Assumes crowd behavior. |
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| PVO | Percentage Volume Oscillator | Compares short-term and long-term volume moving averages as percentages. |
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| PVR | Price Volume Rank | Ranks price performance relative to volume activity. |
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| PVT | Price Volume Trend | Cumulative volume adjusted by relative price changes. Similar to OBV. |
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| TVI | Trade Volume Index | Measures intra-day buying/selling pressure based on tick data. |
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| TWAP | Time Weighted Average Price | Average price weighted equally by time. Used as execution benchmark. |
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| VA | Volume Accumulation | Cumulative volume adjusted by close position relative to range midpoint. |
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| VF | Volume Force | Measures force of volume behind price movements. |
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| VO | Volume Oscillator | Difference between short and long volume moving averages. Shows volume momentum. |
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| VROC | Volume Rate of Change | Measures speed at which volume is changing over time. |
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| VWAD | Volume Weighted A/D | Similar to ADL but weights accumulation/distribution by volume. |
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| VWAP | Volume Weighted Average Price | Average price weighted by volume. Common execution benchmark. |
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| VWMA | Volume Weighted MA | Moving average where each price point is weighted by its volume. |
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| WAD | Williams A/D | Measures cumulative buying/selling pressure by comparing closes to opens/highs/lows. |
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