volume_strategies.md

Volume Strategies

Volume strategies generate signals based on a volume indicator.

• Chaikin Money Flow Strategy
• Ease of Movement Strategy
• Force Index Strategy
• Money Flow Index Strategy
• Negative Volume Index Strategy
• Volume Weighted Average Price Strategy

Chaikin Money Flow Strategy

The ChaikinMoneyFlowStrategy uses the cmf values that are generated by the Chaikin Money Flow (CMF) indicator function to provide a BUY action when cmf is less than zero, a SELL action when cmf is greather than zero, a HOLD action otherwise.

actions := indicator.ChaikinMoneyFlowStrategy(asset)

Ease of Movement Strategy

The EaseOfMovementStrategy uses the emv values that are generated by the Ease of Movement (EMV) indicator function to provide a BUY action when emv is greather than zero, and a SELL action when emv is less than zero, a HOLD action otherwise.

actions := indicator.EaseOfMovementStrategy(asset)

Force Index Strategy

The ForceIndexStrategy uses the fi values that are generated by the Force Index (FI) indicator function to provide a BUY action when fi is greather than zero, and a SELL action when fi is less than zero, a HOLD action otherwise.

actions := indicator.ForceIndexStrategy(asset)

Money Flow Index Strategy

The MoneyFlowIndexStrategy uses the mfi values that are generated by the Money Flow Index (MFI) indicator function to provide a SELL action when mfi is greather than or equal to 80, and a BUY action when mfi is less than or equal to 20.

actions := indicator.MoneyFlowIndexStrategy(asset)

Negative Volume Index Strategy

The NegativeVolumeIndexStrategy uses the nvi values that are generated by the Negative Volume Index (NVI) indicator function to provide a BUY action when nvi is less than its 255-period EMA, and a SELL action when it is greather than its 255-period EMA, otherwise a HOLD action.

actions := indicator.NegativeVolumeIndexStrategy(asset)

Volume Weighted Average Price Strategy

The VolumeWeightedAveragePriceStrategy uses the values that are generated by the Volume Weighted Average Price (VWAP) indicator function to provide a BUY action when the closing is below the VWAP, and a SELL action when the closing is below the VWAP, a HOLD action otherwise.

actions := indicator.VolumeWeightedAveragePriceStrategy(asset)

Disclaimer

The information provided on this project is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.

License

Copyright (c) 2021 Onur Cinar. All Rights Reserved.

The source code is provided under MIT License.