Research method
On-balance volume
On-balance volume is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- OHLC price structure and chart scale
- Horizon
- From intraday to several weeks
- Best use
- Turn a repeatable chart condition into a falsifiable trade hypothesis.
- Input: OHLC price structure and chart scale.
- Output: signal.
- Use boundary: Turn a repeatable chart condition into a falsifiable trade hypothesis.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Breakout confirmation4 readings
Often reviewed together
Volume confirmation5 readings
Often reviewed together
Negative Volume Index5 readings
Often reviewed together
Bollinger Bands7 readings
Often reviewed together
Market breadth11 readings
Often reviewed together
Moving average12 readings
Often reviewed together
Price-indicator divergence13 readings
Often reviewed together
Volume-price analysis36 readings
Read in the archive24 of 88 readings
1988Three clocks when cumulative volume led price1988Cumulative volume trend and 200-session polarity1988Relative strength, stochastics, and on-balance volume as a turning-point stack1988Payoff index checkpoints for open interest and divergence1988Case study: weekly on-balance volume with trendlines and a 21-period average1988Signing volume by open interest change1988Constructing volume-confirmation overlays on OHLC spreadsheet charts1988Combining weekly and daily MACD divergences with on-balance volume1988Restoring the original tests for market breadth, on-balance volume, and trendlines1989Constructing a yield-curve volume-breadth composite1989Demand oscillator construction with a momentum overlay1989Evaluating volume-weighted breadth extremes1989Constructing a volume percentage ratio from advance-decline flow1990Futures-signed on-balance volume construction1990Constructing net positive volume as On-balance volume1990Constructing a signed-range negative volume line1990Buying-share scale with on-balance volume1990Friday-filtered on-balance confirmation lines1991Testing dealer inventory caps against a frozen order tape1991Closing the feedback loop in auction market simulations1991Building a breadth composite from on-balance volume breakouts1991Constructing rate-market volume breadth from on-balance volume1992Constructing a breadth index from on-balance volume1992Constructing a rate-complex volume-breadth index
This registry entry describes a research method. It is not investment advice and does not make a performance claim.