Overview
This node calculates various volume-based technical indicators from financial OHLCV (Open, High, Low, Close, Volume) data. It supports multiple popular volume indicators used in trading and market analysis to assess buying/selling pressure, price trends, and volume distribution.
Common scenarios for this node include:
- Enhancing trading strategies by adding volume indicators as features.
- Analyzing market momentum and volume flow to confirm price movements.
- Visualizing volume-related metrics alongside price charts.
- Automating technical analysis workflows that require volume indicator calculations.
Practical example: Given a JSON array of OHLCV data from a stock or cryptocurrency, the node can compute On Balance Volume (OBV), Chaikin Money Flow (CMF), and Volume Weighted Average Price (VWAP) simultaneously, returning their values for further processing or decision-making.
Properties
| Name | Meaning |
|---|---|
| Indicators | Select one or more volume indicators to calculate: - Accumulation Distribution (AD) - Chaikin Money Flow (CMF) - Ease of Movement (EMV) - Force Index (FI) - Money Flow Index (MFI) - Negative Volume Index (NVI) - On Balance Volume (OBV) - Volume Price Trend (VPT) - Volume Profile (VP) - Volume Weighted Average Price (VWAP) |
| OHLCV Data | JSON string containing an array of OHLCV data points. Each element is expected to be an array with at least 5 elements representing [timestamp, high, low, close, volume]. |
| CMF Period | Number specifying the period length for Chaikin Money Flow calculation (shown only if CMF selected). Default: 20 |
| EMV Period | Number specifying the period length for Ease of Movement calculation (shown only if EMV selected). Default: 14 |
| Force Index Period | Number specifying the period length for Force Index calculation (shown only if FI selected). Default: 13 |
| MFI Period | Number specifying the period length for Money Flow Index calculation (shown only if MFI selected). Default: 14 |
| NVI Period | Number specifying the period length for Negative Volume Index calculation (shown only if NVI selected). Default: 1 |
| NVI Start Value | Starting value for Negative Volume Index calculation (shown only if NVI selected). Default: 1000 |
| VWAP Period | Number specifying the period length for Volume Weighted Average Price calculation (shown only if VWAP selected). Default: 14 |
| Volume Profile Number of Bars | Number of price bars to use for Volume Profile calculation (shown only if VP selected). Default: 10 |
| Options | Collection of additional options: - Return Type: Choose between "Values Only" (just calculated values) or "With Metadata" (values plus metadata like input length, count of indicators, and timestamp). Default: Values Only |
Output
The node outputs an array with one item per input. Each output item contains a json object structured as follows:
indicators: An array where each element corresponds to a requested indicator and includes:indicator: The indicator's name (e.g., "onBalanceVolume").parameters: The parameters used for calculation (e.g., period lengths).result: The computed indicator values, typically an array of numbers.
If the "Return Type" option is set to "With Metadata", the output also includes a metadata object with:
inputLength: Number of OHLCV data points processed.indicatorsCount: Number of indicators calculated.calculationTimestamp: ISO timestamp when the calculation was performed.
The node does not output binary data.
Dependencies
- Uses the external libraries
indicatortsandtechnicalindicatorsfor calculating volume indicators. - Requires valid OHLCV data input as a JSON string.
- No external API keys or services are needed.
- No special environment variables or n8n credentials required.
Troubleshooting
- Failed to parse OHLCV data: This error occurs if the input OHLCV JSON string is invalid or malformed. Ensure the input is a valid JSON array of arrays with correct numeric values.
- OHLCV data must be a non-empty array: The node expects at least one OHLCV data point. Provide a non-empty array.
- Unsupported indicator: If an unrecognized indicator name is provided, the node will throw an error. Verify the selected indicators are among the supported list.
- Empty or missing volume data: Some indicators rely on volume values; missing or zero volumes may lead to incorrect results or errors.
- To handle errors gracefully, enable "Continue On Fail" in the node settings to allow processing of subsequent items even if one fails.
Links and References
- Technical Indicators Library
- Indicatorts Library
- General info on volume indicators: https://www.investopedia.com/terms/v/volumeindicator.asp