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https://github.com/mihakralj/QuanTAlib.git
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86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
63 lines
2.4 KiB
Plaintext
63 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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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/aobv.md
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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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