PINE LIBRARY
obvFilter
Atualizado
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)
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)
Notas de Lançamento
v2Adds obv to the tuple and removes unused tooltip
Biblioteca do Pine
De acordo com o verdadeiro espírito do TradingView, o autor publicou esse código Pine como uma biblioteca de código aberto para que outros programadores Pine de nossa comunidade possam reutilizá-lo. Parabéns ao autor! Você pode usar essa biblioteca de forma privada ou em outras publicações de código aberto, mas a reutilização desse código em uma publicação é regida pelas Regras da Casa.
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