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Up/down Volume Ratio

By LuxAlgoFeb 27, 2026

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Up/down Volume Ratio sums the volume traded on advancing bars, divides it by the volume traded on declining bars, and reads the result against a dashed 1.0 balance level — above it, participation has favored the up side. It covers both traditions of the up/down volume ratio: the classic 50-bar rolling screen of the growth-stock lineage and a session-totals intraday variant, with a coarse bar-direction split or a finer intrabar tick split.

How to Trade the Up/down Volume Ratio?

  • Ratio above 1.0: accumulated volume favors advancing bars — net accumulation; below 1.0, net distribution. Balance crossings fire the shift alerts.
  • Level plus trend: the optional Ratio Trend line adds direction — above 1.0 and rising is the classic accumulation signature, while a ratio deteriorating as price pushes higher flags advances on thinning participation.

Up/down Volume Ratio Settings

  • Accumulation Window (default Rolling Window): sum the last N bars, or Session Totals since the trading day began.
  • Window Length (default 50): bars summed in rolling mode — about ten weeks on daily charts; shorter swings harder.
  • Volume Split (default Bar Direction): whole-bar assignment, or Intrabar Upticks/Downticks for the tick-rule split.
  • Up/Down Basis (default Previous Close): reference labeling a bar up or down; Bar Open is the alternative.
  • Unchanged Bars (default Exclude): leave flat bars out of both sides, or assign them the Prior Direction.
  • Auto Intrabar Timeframe (default enabled): picks the tick-split timeframe; disable to set the Custom Intrabar Timeframe (default 1).
  • Trend Line (default disabled): smooths the ratio via Trend Length (default 10) and Trend Type (default SMA).
  • Show Dashboard (default enabled) and Gradient Fill (default enabled): the stats panel and the fill toward the balance line.

Frequently Asked Questions

Why does my ratio differ from another tool's?

Conventions differ — the basis, the treatment of unchanged bars, and the split method all change the arithmetic — so readings from one build rarely match another's exactly. Each convention is exposed here to match any published variant.

Should I use the rolling window or session totals?

Rolling Window is the screening construction — 50 daily bars covers an entire base. Session Totals restarts each day and suits intraday participation reads.

How does this compare with the Up/down Volume indicator?

The Up/down Volume indicator plots the two directional streams themselves, with net and cumulative modes. This build compresses the same split into one ratio against a fixed benchmark — the screening form.

Original indicatorBuilt in-house by LuxAlgo

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