21 — Volume Indicators

On-Balance Volume#

✓ Mathematical
◆ The PatternIf close > prior close, OBV += volume.

On-Balance Volume — Joe Granville's cumulative volume indicator (1963).

If Close > Prior Close → OBV += Volume
If Close < Prior Close → OBV -= Volume
If Close = Prior Close → OBV unchanged

The absolute value doesn't matter — the slope reveals accumulation or distribution.

"Volume precedes price":
• OBV rising + price flat → accumulation → expect breakout UP
• OBV falling + price flat → distribution → expect breakdown DOWN
• Divergence between OBV and price = powerful signal
Pattern bridge: Cumulative volume adds up conviction — a cumulative sum (CDF-like) of directional volume. In ML, backpropagation accumulates gradients through the graph.
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