obvFilter

22 sept. 2022

This library comes with everything you need to add an On Balance Volume (OBV) filter to your strategy.

getOnBalanceVolumeFilter(source, maType, fastMaLength, fastMaLength)
  Get the fast and slow moving average for on balance volume
  Parameters:
    source: hook this up to an 'input.source' input
    maType: Choose from EMA, SMA, RMA, or WMA
    fastMaLength: int smoothing length for fast moving average
    fastMaLength: int smoothing length for fast moving average int smoothing length for slow moving average
  Returns: Tuple with fast obv moving average and slow obv moving average

Add this to your strategy
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import jordanfray/obvFilter/1 as obv

obvSource = input.source(defval=close, title="OBV Source", group="On Balance Volume Filter")
obvMaType = input.string(defval="EMA", title="OBV Smoothing Type", options = ["EMA", "SMA", "RMA", "WMA"], group="On Balance Volume Filter")
fastMaLength = input.int(title = "Fast OBV MA Length", defval = 9, minval = 2, maxval = 200, group="On Balance Volume Filter")
slowMaLength = input.int(title = "Slow OBV MA Length", defval = 21, minval = 1, maxval = 200, group="On Balance Volume Filter")

[fastObvMa, slowObvMa] = obv.getOnBalanceVolumeFilter(obvSource, obvMaType, fastMaLength, slowMaLength)

22 sept. 2022

Notes de version

v2

Adds obv to the tuple and removes unused tooltip