Classic Indicators

VPT (Volume Price Trend) — what it is and how to use it in trading

Definition

VPT (Volume Price Trend) is a cumulative indicator similar to OBV, but adds to the running total not the whole bar's volume, but that volume multiplied by the percentage change of the close versus the previous bar.

How it works in the builder

The vpt operand takes no parameters and returns a raw cumulative number. Unlike OBV, where every up candle adds its whole volume equally, VPT's contribution from each bar is proportional to the size of the price change, not just its direction.

What it looks like on the chart

Drawn as a separate panel as a rising or falling line, with a larger dot drawn on bars with a bigger percentage price change — the dot size stands in for that bar's weight in the running total.

Typical use

Used the same way as OBV — to spot a divergence between the trend of price and the trend of accumulated volume, not to compare an absolute level across instruments or time periods.

Common pitfalls

Because of the percentage-change weighting, a single bar with a sharp one-off price spike on heavy volume can shift the line's level disproportionately — more than an equivalent-volume bar would on OBV.

This block is available in the strategy builder

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