On Balance Volume

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The On Balance Volume function is based on the indicator developed by Joseph Granville. It calculates a cumulative volume that depends on stock price. When the closing stock price for the day is greater than the previous day's close, the volume for the day is added to the cumulative result. If the stock price decreases, volume is subtracted from the result. Applications of On Balance Volume include confirmation of price movements.

1. Syntax

ONBALVOLUME(d0,d1,Alignment)

2. Input

The On Balance Volume function requires the following input series:

  • d0 - Volume data values - The first set of data values for which the On Balance Volume is calculated, usually the daily volume for a stock.
  • d1 - Price data values - The second set of data values for which the On Balance Volume is calculated, usually the daily close price of a stock.

3. Parameters

The On Balance Volume function requires the following parameters:

  • Alignment (Optional) – Hierarchy placeholder to be used as the alignment axis.

4. Output

The On Balance Volume function generates the following output:

  • On Balance Volume - The On Balance Volume result set.

5. See also

Dundas Data Visualization, Inc.
400-15 Gervais Drive
Toronto, ON, Canada
M3C 1Y8

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International: 1.416.467.5100

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