Strategy #0000000090 · Volume-based technical indicators
On-balance volume and volume trend
Enter starting OBV, three signed-volume observations, a threshold and an assumed price move.
OBV adds volume on up days and subtracts it on down days, forming a signed-volume series; rules then apply averages or breakouts to OBV. Volume momentum can also measure volume growth directly. Up/down close is only a proxy for direction and does not reveal aggressive order flow or market depth.
The simulator adds three entered volume observations; it loads no daily data and does not represent money flow.
Three ways in
Understand the story. Then inspect the risk.
Start with a familiar situation, check the payoff, then test how the numbers change.
The idea · in two minutes
What trend scenario follows when signed-volume accumulation crosses a threshold?
OBV adds volume on up days and subtracts it on down days, forming a signed-volume series; rules then apply averages or breakouts to OBV. Volume momentum can also measure volume growth directly. Up/down close is only a proxy for direction and does not reveal aggressive order flow or market depth.
Enter starting OBV, three signed-volume observations, a threshold and an assumed price move.
The simulator adds three entered volume observations; it loads no daily data and does not represent money flow.
- Signal inputEnter starting OBV, three signed-volume observations, a threshold and an assumed price move.
- Return scenarioThe simulator adds three entered volume observations; it loads no daily data and does not represent money flow.
Illustrative research examples only. They are not live signals or a recommendation.
The mechanics · payoff and exposure
OBV_t=OBV_{t-1}+sign(C_t-C_{t-1})\cdot Volume_t
Signed volumes are manual inputs; the threshold and subsequent price-move assumption are independent.
Greeks: the directional intuition
- 資料
- Measures sensitivity to implied volatility.
- 門檻
- Measures sensitivity to implied volatility.
- 執行
- Measures sensitivity to implied volatility.
OBV_t=OBV_{t-1}+sign(C_t-C_{t-1})\cdot Volume_t
Practical context · published observations
On-balance volume and volume trend: read the record with its caveats.
The chart uses the published figures or explicitly labelled study inputs below. A historical index or model replay is not the same as an investor’s realised account return.
The simulator adds three entered volume observations; it loads no daily data and does not represent money flow. Source ↗ · Methodology ↗
Change assumptions and inspect the scenario
Inputs illustrate the strategy mechanics; they are not live quotes, forecasts or investment advice.
Variants · same family, different risk levers
Signals within a family use different assumptions.
Compare horizon, frequency and trend/fade interpretations.
| Related strategy | Relationship | What changes | New cost or risk |
|---|---|---|---|
| Base indicator | Technical signal | OBV adds volume on up days and subtracts it on down days, forming a signed-volume series; rules then apply averages or breakouts to OBV. Volume momentum can also measure volume growth directly. Up/down close is only a proxy for direction and does not reveal aggressive order flow or market depth. | The simulator adds three entered volume observations; it loads no daily data and does not represent money flow. |
| Confirmation version | Multi-indicator filter | Add trend or volume confirmation. | Confirmation can delay entry. |
| Contrarian version | Mean reversion | Fade extreme deviations. | Can lose while a strong trend persists. |
The simulator adds three entered volume observations; it loads no daily data and does not represent money flow.
Read beyond the summary
References
Primary sources and research used to describe the strategy and its limits.