Multi-exchange OBV

study(title="Multi-exchange OBV", shorttitle="GOBV")


//study(title="On Balance Volume", shorttitle="OBV")
//src = close
//obv = cum(change(src) > 0 ? volume : change(src) < 0 ? -volume : 0*volume)
//plot(obv, color=blue, title="OBV")


src0 = close 

src1 = security("BITFINEX:BTCUSD", period, src0), src2 = security("BTCE:BTCUSD", period, src0)
src3 = security("OKCOIN:BTCUSD", period, src0), src4 = security("HUOBI:BTCCNY", period, src0)

obv(src) => cum(change(src) > 0 ? volume : change(src) < 0 ? -volume : 0*volume)



wt1 = avg(obv(src0),obv(src1),obv(src2),obv(src3),obv(src4))

plot(wt1, color=red)

hline(21170,color=red,linestyle=solid,linewidth=2)
hline(-207000,color=#00ff00,linestyle=solid,linewidth=2)