WhitmanTrading

Balance of Power: A Body-to-Range Ratio

The balance of power indicator takes the close minus the open and divides it by the bar's high minus its low, then smooths the series. It measures how much of each bar's range the body covers, so it is a candlestick reading in numerical form, not a view of order flow.

How it works

A candlestick chart of the site's shared price history. The headline on the chart reads: Who won each bar, buyers or sellers.
Who won each bar, buyers or sellers. Illustrative chart - not real market data.

The indicator claims to answer who won each bar. It reads where price opened, where it closed and how far it travelled between, then returns one number.

A gently rising stretch of the long price series. The headline on the chart reads: Close minus open, divided by the bar's own range.
Close minus open, divided by the bar's own range. Illustrative chart - not real market data.

The arithmetic is close minus open, divided by high minus low. The numerator is the gap between the prices that book-end the bar; the denominator is everything price covered.

A calmly advancing stretch of the long price series. The headline on the chart reads: So it runs from minus one to plus one, always.
So it runs from minus one to plus one, always. Illustrative chart - not real market data.

The numerator can never exceed the denominator, so the output is bounded. Plus one means the bar opened at its low and closed at its high; minus one is the mirror image. Real bars sit between.

A choppy, directionless stretch of the long price series. The headline on the chart reads: It is a body-to-range ratio with a different name.
It is a body-to-range ratio with a different name. Illustrative chart - not real market data.

That ratio describes the candle body as a share of the bar. A tall body with short wicks reads high; a small body between long wicks reads near zero. It is a candlestick reading expressed as a number.

What the ratio actually measures

A flat, quiet stretch of the long price series. The headline on the chart reads: Measured here, bodies are 40% of the bar's range.
Measured here, bodies are 40% of the bar's range. Illustrative chart - not real market data.

On this site’s shared 576-bar history the median body is 0.40 of the bar’s range. The typical bar closes about forty per cent of its travel from its open, so readings cluster mid-scale and true extremes are uncommon.

A strongly rising stretch of the long price series. The headline on the chart reads: Raw it is unusable, so every version smooths it.
Raw it is unusable, so every version smooths it. Illustrative chart - not real market data.

Bar to bar, that ratio jumps far too much to read. Every published version applies a moving average to it. Smoothing buys legibility, pays in lag, and adds a length parameter you must justify.

A declining stretch of the long price series. The headline on the chart reads: The zero line is the only level that means anything.
The zero line is the only level that means anything. Illustrative chart - not real market data.

The zero line is the only level with an unarguable meaning. Above it the smoothed bars closed up on their opens, below it they closed down. Every other threshold is a convention somebody chose.

A candlestick chart with a volume histogram beneath it, with the volume histogram emphasised. The headline on the chart reads: And it never looks at participation at all.
And it never looks at participation at all. Illustrative chart - not real market data.

Nothing in the formula touches participation. Two bars of identical shape read the same whether one traded thinly and the other heavily, so volume must sit on the chart separately.

In practice

A long-horizon candlestick view of the same price series. The headline on the chart reads: On a daily chart each reading is a whole session.
On a daily chart each reading is a whole session. Illustrative chart - not real market data.

The timeframe decides what a reading represents. On a daily chart each value compresses a whole session; on a five-minute chart, five minutes. Not one measurement.

A candlestick series containing several opening gaps, with the largest opening gap marked. The headline on the chart reads: A gap makes the open meaningless and the reading with it.
A gap makes the open meaningless and the reading with it. Illustrative chart - not real market data.

A gap breaks the assumption the formula rests on. When the open sits far from the prior close, the body measures a jump made while the market was shut. That reading is not comparable with its neighbours.

A declining stretch of the long price series, with the entry price and the level at which a stop would trigger drawn as horizontal lines. The headline on the chart reads: It tells you nothing about where the stop goes.
It tells you nothing about where the stop goes. Illustrative chart - not real market data.

A proportion cannot tell you where to place a stop. The output has no units, so it says nothing about distance in price. Sizing comes from the range, not the ratio built from it.

A candlestick chart of the site's shared price history, annotated with the round-trip cost. The headline on the chart reads: And every signal traded costs a share of a bar.
And every signal traded costs a share of a bar. Illustrative chart - not real market data.

Every crossing you act on is paid for before it can be right. A round trip on the shared history costs 0.0098 price units: 2% of a median bar’s range, 45% of the smallest bar. An indicator that flips often is expensive to obey.

A 72-bar candlestick section of the shared price history. The headline on the chart reads: The name promises order flow and it reads four prices.
The name promises order flow and it reads four prices. Illustrative chart - not real market data.

Which leaves the honest use: confirmation. It ranks the quality of a move something else found, and does that adequately. It is not a signal generator.

Reading it honestly

The spread matters more than the median. On the shared history the body share is 0.08 at the tenth percentile and 0.75 at the ninetieth: one bar in ten is nearly all wick, one in ten closes near an extreme.

That spread is why one reading tells you little. A value near zero is the ordinary condition of a market that has decided nothing, and it appears constantly. Treating every crossing as an event means trading indecision.

The bounded scale also flattens a real difference. A wide bar and a narrow bar that both close three-quarters of the way up read the same, though one moved far more money. On the shared history the ninetieth percentile range is 6.5 times the tenth.

So read the ratio next to the range, never alone. Take in the bar’s size first, then ask what share the body covered.

What balance of power is not

When it fails

A sideways, range-bound candlestick series. The headline on the chart reads: In a range it crosses zero constantly and means nothing.
In a range it crosses zero constantly and means nothing. Illustrative chart - not real market data.

Inside a range the line crosses zero over and over. Alternating up and down closes are what a range is, so the indicator faithfully reports a condition in which its own signals have no edge. That is the most common way it loses money.

The original data

A 72-bar window of the shared price history, cut short at the decision bar. The headline on the chart reads: Strong reading on a tiny bar. Real strength?
Strong reading on a tiny bar. Real strength? Illustrative chart - not real market data.

The figures here come from research/series-measurements.json, produced by site/measure_series.py over this site’s shared 576-bar history. Body as a share of range: median 0.40, tenth percentile 0.08, ninetieth percentile 0.75. Bar ranges: median 0.493, tenth percentile 0.17, ninetieth 1.101, smallest 0.022, largest 2.338. The round-trip cost of 0.0098 price units exceeds 10% of a bar’s range on 15 of the 576 bars, and the series has no opening gaps.

Those numbers say extremes are rare and the middle is crowded. A median of 0.40 against a ninetieth percentile of 0.75 means a decisive bar is unusual, so the line mostly drifts around a level carrying no instruction.

research/corpus-coverage.json says something else again. Across 31,760 videos, “balance of power” appears in 2 titles from 1 channel at a median of 24 views, against 311 videos and 173 channels for “bollinger bands” and 154 across 99 for “ichimoku”. So check the bar under the line: measure its range against the recent median, and discard readings from smaller bars.

Candlesticks are the parent of this indicator: the body and wick relationship it measures is what a candlestick chart already draws. Reading bar shape yourself makes the numerical version largely redundant. Start there.

Momentum indicator measures the size of a move rather than its shape, the dimension balance of power discards by dividing. The two answer different questions and disagree often. Side by side they show where the ratio loses information.

Volume analysis supplies the participation figure this formula never touches. A decisive-looking bar on thin trade and the same bar on heavy trade mean different things. If the name appealed to you, this gets closer.

What I actually do

I used balance of power for about a year before I noticed I was reading the candles anyway and then checking whether the line agreed with me. It never once told me something the bar itself had not already shown, which made me wonder what I was actually paying attention to. What it did do was stop me talking myself into a move on a bar that closed nowhere near its extreme. I keep it on one chart now, small, at the bottom, and I ignore it whenever the bar is tiny.

— Michael Whitman

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