feat(incremental): Volume — 12 volume/flow indicators #6
Description
Incremental versions needed
- Anchored VWAP — VWAP from anchor point
- CVD (Cumulative Volume Delta) — cumulative buy/sell volume delta
- Volume Profile — price-level volume distribution (complex)
- PVT (Price Volume Trend) — cumulative price-weighted volume
- NVI (Negative Volume Index) — price change on down-volume days
- Volume Trend — OBV variant with proportional volume
- Weis Wave — volume aggregated by swing direction
- Market Profile — TPO (Time Price Opportunity) distribution (complex)
- Ease of Movement — price movement per unit volume
- VWAP Bands — VWAP with standard deviation bands
- Session Breakout — session high/low breakout detection
Priority
Medium — PVT, NVI, Ease of Movement are simple accumulators. Volume Profile and Market Profile are complex distribution-based.
Context
Batch files: packages/core/src/indicators/volume/