能量指标-OBV(On Balance Volume)

算法流程

1. 如果今天涨了，就加上今天的成交量
2. 如果今天跌了，就减去今天的成交量
3. 将此值累加

pine 源码

indicator(title="On Balance Volume", shorttitle="OBV", format=format.volume, timeframe="", timeframe_gaps=true)
var cumVol = 0.
cumVol += nz(volume)
if barstate.islast and cumVol == 0
    runtime.error("No volume is provided by the data vendor.")
src = close
obv = ta.cum(math.sign(ta.change(src)) * volume)
plot(obv, color=#2962FF, title="OnBalanceVolume")

ma(source, length, type) =>
    switch type
        "SMA" => ta.sma(source, length)
        "EMA" => ta.ema(source, length)
        "SMMA (RMA)" => ta.rma(source, length)
        "WMA" => ta.wma(source, length)
        "VWMA" => ta.vwma(source, length)

typeMA = input.string(title = "Method", defval = "SMA", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="Smoothing")
smoothingLength = input.int(title = "Length", defval = 5, minval = 1, maxval = 100, group="Smoothing")

smoothingLine = ma(obv, smoothingLength, typeMA)
plot(smoothingLine, title="Smoothing Line", color=#f37f20, display=display.none)