Research method
Volume confirmation
Volume confirmation is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Research filter
- Input
- Order book, spread, volume, auction and trading costs
- Horizon
- Seconds to the order life cycle
- Best use
- Choose an executable order and account for implementation cost.
- Input: Order book, spread, volume, auction and trading costs.
- Output: filter.
- Use boundary: Choose an executable order and account for implementation cost.
The graph4
How the method is built, and where it has been read
Depends on
Often reviewed together
Market breadth4 readings
Often reviewed together
Market profile4 readings
Often reviewed together
On-balance volume5 readings
Often reviewed together
Volume-price analysis11 readings
Read in the archive24 of 61 readings
1988Folding night auctions into daily OHLC bars1988Constructing volume-confirmation overlays on OHLC spreadsheet charts1988Constructing intraday trade-facilitation percentile tables1989Commodity advance-decline from delivery months1989Constructing a yield-curve volume-breadth composite1989The most-active list as a three-layer breadth lab1989Constructing a suggest-then-confirm Money Flow Index1989Volume-scaled price boxes and volume cycles1989A bond-futures case study in support, volume, and confirmation1990Futures-signed on-balance volume construction1990Self-relative volume boxes for news-free breakouts1990Incomplete volume-at-price samples and auction reads1990Broadening swings, demand tests, and volume filters1990Volume-confirmed facilitation as an execution gate for half-hour breakouts1991A same-session pressure test of breadth and volume share1991Tick extremes that confirm double tops and bottoms1991Constructing auction fuel from volume and open interest1992Critiquing unconfirmed Dow rallies with volume1993Hourly participant volume as a live filter for day trades1994A three-lock reversal drill: line, oscillator, and volume1994Constructing On-balance volume with smoothing and timeframe confirmation1996A volume-gated moving-average trend combination1996Constructing four-state range-volume bars1997Failed trade review of a descending-triangle breakdown
This registry entry describes a research method. It is not investment advice and does not make a performance claim.