Volume indicators

On Balance Volume

Cumulative volume adjusted by close direction.

Engine
TA-Lib
Function
OBV
Input series
close, volume
Outputs
1

How it works

OBV adds volume when the close rises, subtracts volume when the close falls, and carries the prior value when the close is unchanged.

Use case

Use OBV as a volume-pressure feature that combines price direction with traded volume.

Parameters

ParameterTypeDefaultBounds or optionsDescription

Outputs

OutputTypeDescription
OBVnumberOn Balance Volume value for the bar.

Reading the result

OBV is cumulative, so changes and direction are usually more meaningful than the absolute starting level. Rising OBV indicates that volume has more often been added on upward closes; falling OBV indicates the opposite.

The result depends on provider volume semantics and the beginning of the available calculation history. Two otherwise similar datasets can have shifted absolute levels while showing comparable local changes.

Common mistakes

  1. Comparing absolute OBV values from datasets with different start dates.
  2. Assuming all providers define crypto volume identically.
  3. Treating flat-close volume as directional evidence.
  4. Ignoring that an earlier repaired bar can affect the cumulative tail.

DataCat workflow notes

For modeling, differences, rolling slopes, or normalized changes can be easier to compare than the cumulative level. Keep enough source history to avoid making the chosen dataset boundary the dominant feature.

Resources

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