mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
62 lines
2.4 KiB
Plaintext
62 lines
2.4 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("AOBV - Archer On-Balance Volume (AOBV)", "AOBV", overlay=false)
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//@function Computes AOBV Fast and Slow from OBV using custom EMA calculations without helper functions.
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//@param src (series float) Price source.
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//@param vol (series float) Volume data.
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//@returns ([float, float]) Tuple with AOBV Fast and AOBV Slow values.
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//@optimized Beta precomputation for EMA warmup compensation
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aobv(src, vol) =>
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var float prev_src = na
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safe_src = not na(src) ? src : (not na(prev_src) ? prev_src : 0)
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safe_vol = not na(vol) ? vol : 0
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safe_prev = not na(prev_src) ? prev_src : safe_src
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var float obv_val = 0.0
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obv_val := bar_index == 0 ? (safe_src > safe_prev ? safe_vol : safe_src < safe_prev ? -safe_vol : 0) : obv_val + (safe_src > safe_prev ? safe_vol : safe_src < safe_prev ? -safe_vol : 0)
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if not na(src)
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prev_src := src
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periods = array.from(4, 14)
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var emaArr = array.new_float(2, na)
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var eArr = array.new_float(2, 1.0)
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var warmupArr = array.new_bool(2, true)
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var betaArr = array.new_float(2, 0.0)
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resArr = array.new_float(2, na)
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for i = 0 to array.size(periods) - 1
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period = array.get(periods, i)
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alpha = 2.0 / math.max(period, 1)
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beta = array.get(betaArr, i)
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if beta == 0.0
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beta := 1.0 - alpha
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array.set(betaArr, i, beta)
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ema_val = array.get(emaArr, i)
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if na(ema_val)
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ema_val := 0.0
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array.set(emaArr, i, ema_val)
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array.set(resArr, i, obv_val)
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else
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ema_val := alpha * (obv_val - ema_val) + ema_val
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array.set(emaArr, i, ema_val)
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if array.get(warmupArr, i)
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new_e = array.get(eArr, i) * beta
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array.set(eArr, i, new_e)
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c = 1.0 / (1.0 - new_e)
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array.set(resArr, i, c * ema_val)
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if new_e <= 1e-10
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array.set(warmupArr, i, false)
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else
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array.set(resArr, i, ema_val)
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[array.get(resArr, 0), array.get(resArr, 1)]
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// ---------- Inputs ----------
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src = input(close, "Source")
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vol = input(volume, "Volume")
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// ---------- Calculations ----------
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[aobvFast, aobvSlow] = aobv(src, vol)
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// ---------- Plotting ----------
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plot(aobvFast, "AOBV Fast", color.blue, linewidth=2)
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plot(aobvSlow, "AOBV Slow", color.red, linewidth=2)
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