Choose a research question. Understand the roles. Build your own set.
Price, participation & volatility research guide selected.
Study where price sits relative to volume-weighted value, how a volume-based series develops, and how large price ranges have become.
Rolling VWAP weights price by volume over a moving time window. Unlike session VWAP, it does not reset at the start of each session.
Its automatic window changes with chart interval. Use a consistent window and a feed that supplies meaningful volume.
This OBV variant displays the volume-derived series as candles, with moving-average options. Compare its behaviour with price.
OBV candles are not actual traded-price candles. Divergence is a research observation, not proof of a reversal or institutional activity.
ATR Percent adds price-range context so a small drift and a wide, volatile move are not described as the same condition.
Volatility does not identify the direction of the next move.
These are editorial research examples, not tested strategies or buy/sell recommendations. The combinations themselves have not been backtested. Selection does not imply verified access or non-repainting behaviour for every tool.
Roles draw on the linked publications and documentation, checked 20 October 2026. How to combine them is DeepAlpha’s educational interpretation, prepared with AI assistance.
Rolling VWAP publication ↗OBV candlestick publication ↗TradingView: ATR ↗