Volume Accumulation Oscillator (VAO)

Volume strength relative to price direction

Overview

VAO measures whether volume is accumulating (rising) on up bars or down bars. It creates an oscillator that swings around zero based on whether volume favors advances or declines, revealing the strength of the current trend.

Key Use: Confirm whether rising volume is supporting or opposing the current price trend.

Formula

VAO = (Up Volume EMA - Down Volume EMA)

Typically: 34-period and 55-period EMAs

Above Zero

More volume on up days - bullish accumulation

Below Zero

More volume on down days - bearish distribution

Use Cases

Trend Confirmation

Rising price needs VAO above zero for confirmation.

Divergence Detection

Price up but VAO below zero = potential reversal ahead.

Momentum Shifts

Zero-line crosses signal changes in volume accumulation direction.

Characteristics

✓ Advantages

  • • Clear up/down volume separation
  • • Trend strength confirmation
  • • Simple interpretation

⚠ Limitations

  • • Needs volume data separation
  • • Can be choppy on quiet days
  • • Lagging by EMA period

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