Volume StrategyInstall

Overview

This node executes various volume-based trading strategies using historical OHLCV (Open, High, Low, Close, Volume) data. It leverages the indicatorts library to analyze volume indicators and generate trading signals such as BUY, SELL, or HOLD. The node supports multiple well-known volume strategies including Chaikin Money Flow, Ease of Movement, Force Index, Money Flow Index, Negative Volume Index, and Volume Weighted Average Price.

Typical use cases include:

• Automating technical analysis for stock, forex, or cryptocurrency markets based on volume indicators.
• Generating actionable trading signals from historical price and volume data.
• Backtesting volume-based strategies by calculating gains from generated actions.
• Integrating with other n8n workflows to trigger trades or alerts based on strategy outputs.

For example, a user can input OHLCV data for a stock and select the Money Flow Index strategy to receive BUY/SELL/HOLD signals along with metadata about signal distribution and potential gains.

Properties

Output

The node outputs an array of JSON objects, each corresponding to one input item processed. Each output JSON contains:

• strategy: The chosen strategy identifier.
• parameters: The parameters used for the strategy calculation (e.g., period lengths).
• actions: An array of strings representing the trading signals for each data point: "BUY", "SELL", or "HOLD".
• actionValues: The raw action codes from the underlying library mapped to the above strings.
• If "With Metadata" return type is selected:
  • metadata: Object summarizing total actions, counts and percentages of buy/sell/hold signals, input data length, and timestamp of calculation.
  • If gains calculation is enabled:
    • gains: Array of cumulative gain values calculated from the closing prices and actions.
    • totalGain: Final gain value after applying all actions.
  • If gains calculation fails, gainsError contains the error message.

The node does not output binary data.

Dependencies

• Requires the indicatorts npm library for volume indicator calculations.
• No external API keys or services are needed.
• Input data must be provided as JSON strings containing OHLCV arrays and optionally date arrays.
• No special environment variables or n8n credentials are required.

Troubleshooting

• Failed to parse OHLCV data: This error occurs if the OHLCV input string is not valid JSON or is not a non-empty array. Ensure the input is correctly formatted JSON representing an array of arrays with OHLCV values.
• Unsupported strategy: Happens if an invalid strategy option is passed. Verify the strategy parameter matches one of the supported options.
• Date parsing warnings: If the optional date data cannot be parsed, the node falls back to generating dates based on the current date minus index days. This may affect accuracy if exact dates are important.
• Gains calculation errors: If enabled, gains calculation might fail due to inconsistent data or internal errors. The node will report the error message in the output but continue processing.
• To avoid failures stopping the workflow, enable "Continue On Fail" in the node settings.

Links and References

• indicatorts GitHub repository – Library used for volume indicator calculations.
• General info on volume indicators:
  • Chaikin Money Flow
  • Ease of Movement
  • Force Index
  • Money Flow Index
  • Negative Volume Index
  • Volume Weighted Average Price