Volume Indicators¶
Accumulation/Distribution Index (ADI)¶
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fast_ta.volume.ADI(high : np.array, low : np.array, close : np.array, volume : np.array) → np.array¶ Compute the Accumulation/Distribution Index Indicator.
Parameters: - high (np.array) – High Time Series
- low (np.array) – Low Time Series
- close (np.array) – Close Time Series
- volume (np.array) – Volume Time Series
Returns: Accumulation/Distribution Index Indicator
Return type: np.array
Chaikin Money Flow (CMF)¶
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fast_ta.volume.CMF(high : np.array, low : np.array, close : np.array, volume : np.array, n : int = 20) → np.array¶ Compute the Chaikin Money Flow (CMF) Indicator.
Parameters: - high (np.array) – High Time Series
- low (np.array) – Low Time Series
- close (np.array) – Close Time Series
- volume (np.array) – Volume Time Series
- n (int) – Period
Returns: Chaikin Money Flow (CMF) Indicator
Return type: np.array
Ease of movement (EoM, EMV)¶
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fast_ta.volume.EMV(high : np.array, low : np.array, volume : np.array, n : int = 14) -> (np.array, np.array)¶ Compute the Ease of movement (EoM, EMV) Indicator.
Parameters: - high (np.array) – High Time Series
- low (np.array) – Low Time Series
- volume (np.array) – Volume Time Series
- n (int) – Period
Returns: Ease of movement (EoM, EMV) Indicator, n-Period SMA of EMV Indicator
Return type: (np.array, np.array)
Force Index (FI)¶
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fast_ta.volume.FI(close : np.array, volume : np.array, n : int = 13) → np.array¶ Compute the Force Index (FI) Indicator.
Parameters: - close (np.array) – Close Time Series
- volume (np.array) – Volume Time Series
- n (int) – Period
Returns: Force Index (FI) Indicator
Return type: np.array
Money Flow Index (MFI)¶
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fast_ta.volume.MFI(high : np.array, low : np.array, close : np.array, volume : np.array, n : int = 14) → np.array¶ Compute the Money Flow Index (MFI) Indicator.
Parameters: - high (np.array) – High Time Series
- low (np.array) – Low Time Series
- close (np.array) – Close Time Series
- volume (np.array) – Volume Time Series
- n (int) – Period
Returns: Money Flow Index (MFI) Indicator
Return type: np.array
Negative Volume Index (NVI)¶
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fast_ta.volume.NVI(close : np.array, volume : np.array) → np.array¶ Compute the Negative Volume Index (NVI) Indicator.
Parameters: - close (np.array) – Close Time Series
- volume (np.array) – Volume Time Series
Returns: Negative Volume Index (NVI) Indicator
Return type: np.array
On-Balance Volume (OBV)¶
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fast_ta.volume.OBV(close : np.array, volume : np.array) → np.array¶ Compute the On-Balance Volume (OBV) Indicator.
Parameters: - close (np.array) – Close Time Series
- volume (np.array) – Volume Time Series
Returns: On-Balance Volume (OBV) Indicator
Return type: np.array
Volume-Price Trend (VPT)¶
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fast_ta.volume.VPT(close : np.array, volume : np.array) → np.array¶ Compute the Volume-Price Trend (VPT) Indicator.
Parameters: - close (np.array) – Close Time Series
- volume (np.array) – Volume Time Series
Returns: Volume-Price Trend (VPT) Indicator
Return type: np.array
Volume Weighted Average Price (VWAP)¶
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fast_ta.volume.VWAP(high : np.array, low : np.array, close : np.array, volume : np.array, n : int = 14) → np.array¶ Compute the Volume Weighted Average Price (VWAP) Indicator.
Parameters: - high (np.array) – High Time Series
- low (np.array) – Low Time Series
- close (np.array) – Close Time Series
- volume (np.array) – Volume Time Series
- n (int) – Period
Returns: Volume Weighted Average Price (VWAP) Indicator
Return type: np.array