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volume category touchup

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Miha Kralj
2026-01-31 11:21:09 -08:00
parent 7b3a6520d2
commit 51e885a4a6
52 changed files with 5890 additions and 536 deletions
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lib/volume/aobv/Aobv.cs
+6 -14
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@@ -7,22 +7,14 @@ namespace QuanTAlib;
/// AOBV: Archer On-Balance Volume
/// </summary>
/// <remarks>
/// Archer On-Balance Volume applies dual EMA smoothing to On-Balance Volume (OBV)
/// to create fast and slow signal lines. The indicator helps identify volume-based
/// momentum and potential trend changes.
/// Applies dual EMA smoothing (4,14) to OBV for fast/slow signal lines.
/// Fast crossing above slow indicates bullish momentum; below indicates bearish.
///
/// Calculation:
/// 1. OBV = cumulative sum of volume when close > prev_close, minus volume when close &lt; prev_close
/// 2. AOBV Fast = EMA(OBV, 4) with warmup compensation
/// 3. AOBV Slow = EMA(OBV, 14) with warmup compensation
///
/// The crossover of fast and slow lines can signal trend changes:
/// - Fast crossing above slow indicates bullish momentum
/// - Fast crossing below slow indicates bearish momentum
///
/// Sources:
/// https://github.com/mihakralj/pinescript/blob/main/indicators/volume/aobv.md
/// Calculation: <c>OBV = cumulative sum(±Volume)</c> based on close direction,
/// <c>AOBV_Fast = EMA(OBV, 4)</c>, <c>AOBV_Slow = EMA(OBV, 14)</c>.
/// </remarks>
/// <seealso href="Aobv.md">Detailed documentation</seealso>
/// <seealso href="aobv.pine">Reference Pine Script implementation</seealso>
[SkipLocalsInit]
public sealed class Aobv : ITValuePublisher
{