The Volume Flow Indicator (VFI), published by Markos Katsanos, is an evolution of On-Balance Volume that ignores micro-moves. Each bar's log return is compared to a noise threshold derived from a rolling standard deviation of returns; bars inside the threshold contribute zero, bars above it contribute +volume, bars below contribute −volume. The series is then smoothed and normalised by average volume.
Reads are simple: VFI > 0 indicates net accumulation, VFI < 0 indicates net distribution, and zero-line crossings are the headline signal. Divergence between VFI and price is treated the same way as RSI divergence — a warning that the move is running on thinner participation than it looks.
Compared to OBV, VFI is much less noisy on low-volatility bars and more honest about gap bars, but it has more parameters to tune.
Ejemplo
On a trending BTC day, price prints three higher highs while VFI flattens then turns down through zero — a bearish divergence flagging that the rally is losing real volume support.
Cómo Noon Barbari usa Volume Flow Indicator (VFI)
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