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volume-indicators.mddocs/

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# Volume Indicators

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Volume-based indicators that analyze trading volume patterns and price-volume relationships to identify accumulation, distribution, and money flow conditions.

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## Capabilities

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### On-Balance Volume (OBV)

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Running total of volume based on price direction, used to identify buying and selling pressure.

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```python { .api }

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def get_obv(quotes: Iterable[Quote]):

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"""

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On-Balance Volume (OBV) - running total of volume based on price direction.

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Args:

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quotes (Iterable[Quote]): Historical price quotes

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Returns:

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OBVResults[OBVResult]: Collection of OBV results

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"""

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```

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### Money Flow Index (MFI)

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Volume-weighted RSI that incorporates both price and volume to measure buying/selling pressure.

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```python { .api }

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def get_mfi(quotes: Iterable[Quote], lookback_periods: int = 14):

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"""

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Money Flow Index (MFI) - volume-weighted RSI measuring money flow.

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Args:

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quotes (Iterable[Quote]): Historical price quotes

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lookback_periods (int): Number of periods for calculation (defaults to 14)

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Returns:

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MFIResults[MFIResult]: Collection of MFI results

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"""

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```

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### Chaikin Money Flow (CMF)

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Measures money flow volume over a specific period to gauge accumulation/distribution.

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```python { .api }

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def get_cmf(quotes: Iterable[Quote], lookback_periods: int = 20):

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"""

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Chaikin Money Flow (CMF) - measures money flow over specified period.

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Args:

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quotes (Iterable[Quote]): Historical price quotes

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lookback_periods (int): Number of periods for calculation (defaults to 20)

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Returns:

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CMFResults[CMFResult]: Collection of CMF results

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"""

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```

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### Volume Weighted Average Price (VWAP)

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Average price weighted by volume, commonly used as a benchmark for institutional trading.

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```python { .api }

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def get_vwap(quotes: Iterable[Quote]):

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"""

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Volume Weighted Average Price (VWAP) - average price weighted by volume.

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Args:

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quotes (Iterable[Quote]): Historical price quotes

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Returns:

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VWAPResults[VWAPResult]: Collection of VWAP results

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"""

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```

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### Accumulation/Distribution Line (ADL)

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Cumulative indicator that uses volume and close location within the period's range.

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```python { .api }

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def get_adl(quotes: Iterable[Quote]):

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"""

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Accumulation/Distribution Line (ADL) - cumulative volume indicator.

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Args:

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quotes (Iterable[Quote]): Historical price quotes

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Returns:

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ADLResults[ADLResult]: Collection of ADL results

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"""

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```

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### Chaikin Oscillator

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Oscillator form of the Accumulation/Distribution Line using exponential moving averages.

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```python { .api }

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def get_chaikin_osc(quotes: Iterable[Quote], fast_periods: int = 3, slow_periods: int = 10):

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"""

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Chaikin Oscillator - EMA difference of Accumulation/Distribution Line.

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Args:

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quotes (Iterable[Quote]): Historical price quotes

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fast_periods (int): Fast EMA periods (defaults to 3)

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slow_periods (int): Slow EMA periods (defaults to 10)

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Returns:

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ChaikinOscResults[ChaikinOscResult]: Collection of Chaikin Oscillator results

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"""

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```

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### Price Volume Oscillator (PVO)

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Volume-based oscillator showing percentage difference between fast and slow volume moving averages.

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```python { .api }

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def get_pvo(quotes: Iterable[Quote], fast_periods: int = 12, slow_periods: int = 26, signal_periods: int = 9):

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"""

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Price Volume Oscillator (PVO) - percentage difference of volume moving averages.

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Args:

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quotes (Iterable[Quote]): Historical price quotes

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fast_periods (int): Fast EMA periods (defaults to 12)

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slow_periods (int): Slow EMA periods (defaults to 26)

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signal_periods (int): Signal line EMA periods (defaults to 9)

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Returns:

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PVOResults[PVOResult]: Collection of PVO results

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"""

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```

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### Klinger Volume Oscillator (KVO)

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Volume oscillator that combines price direction with volume to identify long-term money flow.

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```python { .api }

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def get_kvo(quotes: Iterable[Quote], fast_periods: int = 34, slow_periods: int = 55, signal_periods: int = 13):

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"""

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Klinger Volume Oscillator (KVO) - combines price direction with volume.

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Args:

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quotes (Iterable[Quote]): Historical price quotes

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fast_periods (int): Fast EMA periods (defaults to 34)

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slow_periods (int): Slow EMA periods (defaults to 55)

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signal_periods (int): Signal line EMA periods (defaults to 13)

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Returns:

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KVOResults[KVOResult]: Collection of KVO results

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"""

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```

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### Force Index

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Combines price change with volume to measure buying/selling pressure.

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```python { .api }

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def get_force_index(quotes: Iterable[Quote], lookback_periods: int = 13):

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"""

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Force Index - combines price change with volume to measure force.

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Args:

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quotes (Iterable[Quote]): Historical price quotes

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lookback_periods (int): EMA periods for smoothing (defaults to 13)

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Returns:

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ForceIndexResults[ForceIndexResult]: Collection of Force Index results

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"""

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```