Volume

Accumulation/Distribution

This indicator attempts to quantify accumulation/distribution from a relative position within it's High-Low range and volume.

Sources

tradingtechnologies

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`open_`	`Series`	Optional `open` Series	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Accumulation/Distribution Oscillator

This indicator is an AD oscillator. It is interpreted similarly to MACD and APO.

Sources

investopedia

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`open_`	`Series`	`open` Series	`None`
`volume`	`Series`	`volume` Series	required
`fast`	`int`	Fast MA period. Default: `12`	`None`
`slow`	`int`	Slow MA period. Default: `26`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

Also known as Chaikin Oscillator

Warning

TA-Lib Correlation: np.float64(0.9989721423605135)

Tip

Corrective contributions welcome!

Archer On Balance Volume

This indicator, by Kevin Johnson, attempts to identify OBV trends using two moving averages. It also attempts to identify if the moving averages are in a long_run or short_run. Finally, it also calculates the rolling maximum and minimum of OBV.

Sources

Kevin Johnson
tradingview

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`fast`	`int`	Fast MA period. Default: `4`	`None`
`slow`	`int`	Slow MA period. Default: `12`	`None`
`max_lookback`	`int`	Maximum OBV period. Default: `2`	`None`
`min_lookback`	`int`	Minimum OBV period. Default: `2`	`None`
`run_length`	`int`	Long and short run period. Default: `2`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"ema"`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	6 columns

Note

Chaikin Money Flow

This indicator attempts to quantify money flow.

Sources

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`length`	`int`	The period. Default: `20`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`open_`	`Series`	Optional `open` Series. Default: `None`
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

Commonly used with Accumulation/Distribution ad

NOTICE

Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!

However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.

Help keep this library and application the best in it's class!

Elder's Force Index

This indicator attempts to quantify movement magnitude as well as potential reversals and price corrections.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`length`	`int`	The period. Default: `13`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"ema"`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Ease of Movement

This indicator is an oscillator that attempts to quantify the relationship with HLC and volume.

Sources

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`length`	`int`	The period. Default: `14`	`None`
`divisor`	`float`	Divisor. Default: `100_000_000`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Klinger Volume Oscillator

This indicator, by Stephen J. Klinger., attempts to predict price reversals.

Sources

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`fast`	`int`	Fast MA period. Default: `34`	`None`
`slow`	`int`	Slow MA period. Default: `55`	`None`
`signal`	`int`	Signal period. Default: `13`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"ema"`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	2 columns

Money Flow Index

This indicator is an oscillator that attempts to quantify buying and selling pressure.

Sources

tradingview

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`length`	`int`	The period. Default: `14`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Warning

TA-Lib Correlation: np.float64(0.9959302104966524)

Tip

Corrective contributions welcome!

Negative Volume Index

This indicator attempts to identify where smart money is active.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`length`	`int`	The period. Default: `13`	`None`
`initial`	`int`	Initial value. Default: `1000`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

Commonly paired with pvi

On Balance Volume

This indicator attempts to quantify buying and selling pressure.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Positive Volume Index

This indicator attempts to identify where smart money is active.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`length`	`int`	The period. Default: `255`	`None`
`initial`	`int`	Initial value. Default: `100`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"ema"`	`None`
`overlay`	`bool`	Overlay `initial`. Default: `False`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	2 columns

Note

Commonly paired with nvi

Percentage Volume Oscillator

This indicator is a volume momentum oscillator.

Sources

fmlabs

Parameters:

Name	Type	Description	Default
`volume`	`Series`	`volume` Series	required
`fast`	`int`	Fast MA period. Default: `12`	`None`
`slow`	`int`	Slow MA period. Default: `26`	`None`
`signal`	`int`	Signal period. Default: `9`	`None`
`scalar`	`float`	Scalar. Default: `100`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	3 columns

NOTICE

Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!

However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.

Help keep this library and application the best in it's class!

Price-Volume

This indicator returns the product of Price & Volume (Price * Volume).

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`signed`	`bool`	Return with signs. Default: `False`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Price Volume Rank

This indicator, by Anthony J. Macek, is a simple rank computation with close and volume values.

Sources

Anthony J. Macek, June, 1994 issue of Technical Analysis of Stocks & Commodities (TASC) Magazine
fmlabs

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`drift`	`int`	Difference amount. Default: `1`	`None`

Returns:

Type	Description
`Series`	1 column

Signals

Buy < 2.5
Sell > 2.5

Price-Volume Trend

This indicator attempts to quantify money flow.

Sources

tradingview

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Time Segmented Value

This indicator, by Worden Brothers Inc., attempts to quantify the amount of money flowing at various time segments of price and time; similar to On Balance Volume.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`length`	`int`	The period. Default: `18`	`None`
`signal`	`int`	Signal period. Default: `10`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"sma"`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	3 columns

Note

The zero line is called the baseline.
Entries and exits signals occur when crossing the baseline.

Volume Heatmap

This indicator attempts to quantify volume trend strength of specified length.

Sources

tradingview

Parameters:

Name	Type	Description	Default
`volume`	`Series`	`volume` Series	required
`length`	`int`	The period. Default: `610`	`None`
`std_length`	`int`	Standard devation. Default: `610`	`None`
`mamode`	`str`	Mean MA. See `help(ta.ma)`. Default: `"sma"`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Signals

Extremely Cold: vhm <= -0.5
Cold: -0.5 < vhm <= 1.0
Medium: 1.0 < vhm <= 2.5
Hot: 2.5 < vhm <= 4.0
Extremely Hot: vhm >= 4

Volume Profile

This indicator attempts to quantify volume across binned price ranges of certain width.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`width`	`int`	Source distrubution count. Default: `10`	`None`
`sort`	`value`	Sort `close` before splitting into ranges. Default: `False`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	5 columns

Note

By default, sorts by date index or chronological.
Value Area is not calculated.

Warning

Volume Profile not a Time Series. It is a volume distribution snapshot for an arbitrary DateTime Index and thus can not be concatenated onto the existing DataFrame.

Volume Weighted Average Price

This indicator computes the Volume Weighted Average Price.

Sources

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`anchor`	`str`	VWAP Anchor. Default: `"D"`.	`None`
`bands`	`list`	List of positive `IntFloat` deviations. Default: `[]`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series \| DataFrame`	`DataFrame` when `bands` is set. Default: `Series`

Note

Commonly used with intraday charts to identify general direction.
Depending on the index values, it will implement various Timeseries Offset Aliases

Tip

Negative bands are computed automatically.

Volume Weighted Moving Average

Computes a weighted average using price and volume.

Sources

motivewave

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series	required
`length`	`int`	The period. Default: `10`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

NOTICE

Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!

However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.

Help keep this library and application the best in it's class!