Weis Wave Volume Aggregation Wyckoff

Weis Wave Volume Aggregation Explained

The Weis Wave is a powerful volume-based technique that combines price waves with aggregated volume to reveal the true strength behind market moves. Learn how to use this Wyckoff-derived method to spot high-probability trades.

Wave Analysis
Volume Aggregation
Interactive Simulator

The Weis Wave is a volume aggregation technique developed by David Weis, a student of Richard Wyckoff. It involves breaking price action into waves (swings) and aggregating the volume within each wave. This allows traders to see which waves have strong volume behind them — and which are weak. The concept is simple: waves with high volume are significant; waves with low volume are not.

Core insight: The Weis Wave reveals the "effort" behind price moves. A strong price wave with high volume indicates conviction. A weak price wave with low volume suggests the move is likely to fail.

What Is the Weis Wave?

The Weis Wave is a volume-weighted wave analysis technique. It works by:

  1. Identifying price swings (waves) using standard swing analysis.
  2. Aggregating the volume within each swing — both the total volume and the volume on the direction of the wave.
  3. Comparing wave volume to assess the strength of each move.

This method helps traders distinguish between effort (volume) and result (price movement). When effort and result are aligned, the trend is healthy. When they diverge, a reversal is likely.

How Weis Wave Volume Aggregation Works

  • Identify swings — mark the high and low of each price wave.
  • Aggregate volume — sum the volume for the entire wave. This gives you the "effort" behind the move.
  • Compare waves — a wave with significantly higher volume than the previous wave indicates strong conviction. A wave with lower volume suggests weakness.
  • Divergence — when price makes a new high but the aggregated volume is lower than the previous wave, it's a bearish divergence. When price makes a new low with lower volume, it's a bullish divergence.

Weis Wave Simulator

interactive

Adjust the volume of each wave to see how aggregated volume reveals the strength behind price moves. Watch for divergences!

Price Wave Volume
Wave Controls
Signal:
✅ Healthy uptrend

Trade Examples

Wave 1 Wave 2 Wave 3 Divergence? ⬇️ Bearish divergence
📉 SELL SIGNAL Weis Wave Divergence
PairEUR/USD
Timeframe1-Hour
Entry1.1050 (after divergence confirmation)
Stop Loss1.1100 (above wave high)
Take Profit1.0920 (measured move)
Result✅ +130 pips
Notes Wave 3 made a higher high but lower aggregated volume than Wave 2 — classic bearish divergence. Price reversed sharply.
Wave 1 Wave 2 Wave 3 ⬆️ Bullish divergence ⬆️ Bullish divergence
📈 BUY SIGNAL Weis Wave Divergence
PairGBP/USD
Timeframe4-Hour
Entry1.2650 (after divergence confirmation)
Stop Loss1.2580 (below wave low)
Take Profit1.2850 (measured move)
Result✅ +200 pips
Notes Price made lower lows while aggregated volume decreased — bullish divergence. Smart money was absorbing selling pressure.
Wave 1 Wave 2 Wave 3 ✅ Strong trend ✅ Rising volume confirms
📈 BUY SIGNAL Weis Wave Confirmation
PairUSD/JPY
TimeframeDaily
Entry148.50 (pullback to support)
Stop Loss147.20 (below wave low)
Take Profit152.00 (next resistance)
Result✅ +350 pips
Notes Each wave had higher aggregated volume than the previous — confirming strong conviction. Trend continuation trade.

How to Trade with Weis Wave

  1. Identify waves — mark the swing highs and lows on your chart.
  2. Aggregate volume — sum the volume for each wave.
  3. Compare wave volumes — look for divergences or confirmations.
  4. Enter on confirmation — for a bullish divergence, wait for a break above the last wave high. For a bearish divergence, wait for a break below the last wave low.
  5. Set stops — beyond the divergence wave extreme.
  6. Target — use measured moves or the next key level.

Pro tip: The Weis Wave works best on higher timeframes (1H, 4H, Daily) where volume data is more reliable. Combine with market structure for even better results.

Test Your Knowledge

Frequently Asked Questions

What is the Weis Wave?
The Weis Wave is a volume aggregation technique developed by David Weis. It breaks price action into waves and aggregates the volume within each wave to reveal the strength behind price moves.
How do I aggregate volume for a wave?
Simply sum the volume of all bars within the wave. The total gives you the "effort" behind that price swing.
What does divergence in Weis Wave mean?
Divergence occurs when price makes a new high (or low) but the aggregated volume is lower than the previous wave. This signals weakness and potential reversal.
Can I use Weis Wave in forex?
Yes — but volume in forex is tick volume, not actual contract volume. It still works well as a relative measure of activity and conviction.
Final Insight: The Weis Wave transforms raw volume data into actionable insight. By comparing the volume of each price wave, you can see exactly when the market has conviction and when it doesn't. Master this technique, and you'll never look at a chart the same way again.
Elena VasquezMarket Microstructure Analyst · 10+ years