Volume

On-Balance Volume (OBV)

Moderate (3/5)

On-Balance Volume tracks cumulative buying and selling pressure by adding volume on up-bars and subtracting on down-bars. The z-score normalized version reveals when volume flow diverges from price — a leading indicator of trend reversals.

Feature Variants

  • obv_z: Z-score normalized OBV (deviation from mean)
  • obv_12h_d12: OBV delta on 12H timeframe ⭐ top-10 ranked feature
  • Multi-TF: OBV computed on 2H, 4H, 8H, 12H, 24H

OBV delta features consistently rank in our top-10 most predictive signals. When OBV delta diverges from price delta, it signals hidden accumulation or distribution that precedes the next move. Part of the Volume feature group. See also: Wyckoff Analysis.