// ON-BALANCE VOLUME
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <ObvResult> GetObv <TQuote>(
IEnumerable <TQuote> history,
int?smaPeriod = null)
where TQuote : IQuote
{
// sort history
List <TQuote> historyList = history.Sort();
// check parameter arguments
ValidateObv(history, smaPeriod);
// initialize
List <ObvResult> results = new List <ObvResult>(historyList.Count);
decimal?prevClose = null;
decimal obv = 0;
// roll through history
for (int i = 0; i < historyList.Count; i++)
{
TQuote h = historyList[i];
int index = i + 1;
if (prevClose == null || h.Close == prevClose)
{
// no change to OBV
}
else if (h.Close > prevClose)
{
obv += h.Volume;
}
else if (h.Close < prevClose)
{
obv -= h.Volume;
}
ObvResult result = new ObvResult
{
Date = h.Date,
Obv = obv
};
results.Add(result);
prevClose = h.Close;
// optional SMA
if (smaPeriod != null && index > smaPeriod)
{
decimal sumSma = 0m;
for (int p = index - (int)smaPeriod; p < index; p++)
{
sumSma += results[p].Obv;
}
result.ObvSma = sumSma / smaPeriod;
}
}
return(results);
}
// ON-BALANCE VOLUME
public static IEnumerable <ObvResult> GetObv(IEnumerable <Quote> history, int?smaPeriod = null)
{
// clean quotes
history = Cleaners.PrepareHistory(history);
// check parameters
ValidateObv(history, smaPeriod);
// initialize
List <ObvResult> results = new List <ObvResult>();
decimal?prevClose = null;
decimal obv = 0;
foreach (Quote h in history)
{
if (prevClose == null || h.Close == prevClose)
{
// no change to OBV
}
else if (h.Close > prevClose)
{
obv += h.Volume;
}
else if (h.Close < prevClose)
{
obv -= h.Volume;
}
ObvResult result = new ObvResult
{
Index = (int)h.Index,
Date = h.Date,
Obv = obv
};
results.Add(result);
prevClose = h.Close;
// optional SMA
if (smaPeriod != null && h.Index > smaPeriod)
{
decimal sumSma = 0m;
for (int p = (int)h.Index - (int)smaPeriod; p < h.Index; p++)
{
sumSma += results[p].Obv;
}
result.Sma = sumSma / smaPeriod;
}
}
return(results);
}
// ON-BALANCE VOLUME
public static IEnumerable<ObvResult> GetObv(IEnumerable<Quote> history)
{
// clean quotes
history = Cleaners.PrepareHistory(history);
// check parameters
ValidateObv(history);
// initialize
List<ObvResult> results = new List<ObvResult>();
decimal? prevClose = null;
long obv = 0;
foreach (Quote h in history)
{
if(prevClose == null || h.Close == prevClose)
{
// no change to OBV
}
else if(h.Close > prevClose)
{
obv += h.Volume;
}
else if(h.Close < prevClose)
{
obv -= h.Volume;
}
ObvResult result = new ObvResult
{
Index = (int)h.Index,
Date = h.Date,
Obv = obv
};
results.Add(result);
prevClose = h.Close;
}
return results;
}
