fintech-algorithms

Upside/Downside Volume Ratio

Install and import

bash
npm install fintech-algorithms
ts
import { calculate } from "fintech-algorithms/market-breadth-and-internals/thrust-and-pressure/upside-downside-volume-ratio";

Signature

calculate(row)

Worked example

executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

Input

row
{
  "session_date": "2026-02-05",
  "advances": 600,
  "declines": 400,
  "unchanged": 20,
  "advancing_volume": 120000000,
  "declining_volume": 60000000,
  "ready": true
}

Call

calculate(row)

Returns

object with 2 fields: status, value

{
  "status": "resolved",
  "value": 2
}

Diagrams

Upside/Downside Volume Ratio — decision boundary
Upside/Downside Volume Ratio — family map

How it works

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References

  • Claim-to-source map
  • Up Volume Down Volume Indicators, Chapter 8 — Greg Morris, StockCharts
  • NYSE Breadth Symbol Catalog — StockCharts
  • Volume Summary Client Specification v1.1d — New York Stock Exchange
  • Historical-example decision