How To Calculate On-Balance Volume (OBV) in Julia?

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by mike , in category: SEO Tools , a month ago

How To Calculate On-Balance Volume (OBV) in Julia?

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1 answer

by clarabelle , a month ago

@mike 

To calculate On-Balance Volume (OBV) in Julia, you can use the following code:

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function obv(prices::Vector{Float64}, volumes::Vector{Float64})
    obv_values = zeros(length(prices))
    obv_values[1] = volumes[1]
    
    for i in 2:length(prices)
        if prices[i] > prices[i-1]
            obv_values[i] = obv_values[i-1] + volumes[i]
        elseif prices[i] < prices[i-1]
            obv_values[i] = obv_values[i-1] - volumes[i]
        else
            obv_values[i] = obv_values[i-1]
        end
    end
    
    return obv_values
end

# Example data
prices = [10.0, 11.0, 12.0, 11.5, 11.0]
volumes = [1000.0, 1500.0, 2000.0, 1000.0, 500.0]

obv_values = obv(prices, volumes)
println(obv_values)


In this code snippet, the obv function takes two input vectors prices and volumes, which represent the price and volume data for a particular security over time. It then calculates the OBV values based on the given price and volume data. The OBV values are stored in the obv_values vector and returned by the function.


You can test the code by providing your own price and volume data and then calling the obv function with that data. The OBV values will be calculated and printed to the console.