🎈 Volume Pressure Ratio
Who controlled the volume: buyers or sellers?
Each bar's close position within its high-low range hints at who won the session. The Volume Pressure Ratio splits each bar's volume into buying and selling portions based on where the close landed, then sums them over 14 bars. The result is a 0-100 ratio where readings above 50 lean toward buying pressure.
Running live on a simulated market ·
The exact formula
rng = high - low
IF rng == 0 THEN pos = 0.5 ELSE pos = (close - low) / rng
buyVol = volume * pos
totalVol = SUM(volume, 14)
IF totalVol == 0 THEN vpr = 50
ELSE vpr = 100 * SUM(buyVol, 14) / totalVol
OUTPUT vpr // 0-100, 50 = balanced
How to read it
- Above 60: closes have tended to land near the highs on heavy volume, a buying-pressure tilt.
- 40 to 60: balanced pressure.
- Below 40: closes have tended to land near the lows, a selling-pressure tilt.
- Divergence, such as price rising while the ratio falls, can hint at weakening support.
Why it might help
It adds a volume-aware view of momentum that is easy to read on a fixed scale. Comparing it with price can help confirm or question a move.
Limitations
- The close position is only an approximation of real buying and selling.
- Gaps between bars are ignored.
- Volume data quality varies, especially in crypto and forex.
Educational only – not financial advice. This page explains ideas and reports the news. It is not a recommendation to buy, sell or hold anything. Markets go up and down and you can lose money. Do your own research and consider talking to a licensed adviser.