README.md

On-Balance Volume

A rolling accumulation of volume based on Close price direction. More info ...

// usage
IEnumerable<ObvResult> results = Indicator.GetObv(history);  

Parameters

name	type	notes
history	IEnumerable<Quote>	Historical Quotes data should be at any consistent frequency (day, hour, minute, etc). You must supply at least two historical quotes; however, since this is a trendline, more is recommended.

Response

IEnumerable<ObvResult>

The first period OBV will have 0 value since there's not enough data to calculate. We always return the same number of elements as there are in the historical quotes.

ObvResult

name	type	notes
Index	int	Sequence of dates
Date	DateTime	Date
Obv	long	On-balance Volume

Warning: absolute values in OBV are somewhat meaningless, so use with caution.

Example

// fetch historical quotes from your favorite feed, in Quote format
IEnumerable<Quote> history = GetHistoryFromFeed("SPY");

// calculate
IEnumerable<ObvResult> results = Indicator.GetObv(history);

// use results as needed
DateTime evalDate = DateTime.Parse("12/31/2018");
ObvResult result = results.Where(x=>x.Date==evalDate).FirstOrDefault();
Console.WriteLine("OBV on {0} was {1}", result.Date, result.Obv);

OBV on 12/31/2018 was 539843504