PINE LIBRARY

obvFilter

已更新

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)

發行說明

v2

Adds obv to the tuple and removes unused tooltip