fintech-algorithms
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Volume Indicators

6 algorithms in Technical Indicators · 6 with asserted arithmetic.

In this family#

  1. On-Balance Volume (OBV) verified

    On-balance volume: a running total that adds the bar's volume when price closed up and subtracts it when price closed down. The level is arbitrary; only its direction carries information.

    obv(close, volume, initial)
  2. Accumulation/Distribution Line verified

    Weights each bar's volume by where the close sat within that bar's range, then accumulates. Unlike OBV it distinguishes a close at the high from a close barely above the open.

    accumulationDistributionLine(high, low, close, volume, initial)
  3. Chaikin Money Flow verified

    Money-flow volume summed over a lookback and divided by total volume over the same window — the accumulation/distribution idea as a bounded oscillator rather than a running total.

    chaikinMoneyFlow(high, low, close, volume, p)
  4. Money Flow Index verified

    RSI computed on typical price weighted by volume — commonly described as volume-weighted RSI, and read on the same 0–100 scale.

    moneyFlowIndex(high, low, close, volume, p)
  5. Volume Price Trend verified

    Like OBV, but each bar contributes volume scaled by the size of the return rather than only its sign — so a 3% move counts for more than a 0.1% one.

    volumePriceTrend(close, volume, initial)
  6. Force Index verified

    Price change multiplied by volume, then smoothed. Combines direction, size and participation in one number — a large move on no volume scores low.

    forceIndex(close, volume, p)

What they share#

Every topic here is a series-transform, so once you have called one the rest follow the same shape. Import paths differ only in the final segment:

ts
import { obv } from "fintech-algorithms/technical-indicators/volume-indicators/obv";
import { accumulationDistributionLine } from "fintech-algorithms/technical-indicators/volume-indicators/accumulation-distribution-line";

Read them in the order above — the sequence is pedagogical, not alphabetical.

Where this sits#

Technical Indicators collects 37 algorithms across 5 families. For the concept behind this family rather than the call signatures, see the concept guides.