@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.