// On-Balance Volume // // fobv - OBV // // Cumulative volume: add on up days, subtract on down days // // Inputs: 5 (OHLCV) // Outputs: 1 (OBV) // Constants: 0 #include "ts.h" ts_parameter_t const ts_fobv_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; uint_t ts_fobv_offset( ts_constant_t const *c ) { ( void )c; return ( 1 ); } int ts_fobv( fp_t * const *y, uint_t y_n, fp_t const * const *x, uint_t x_n, uint_t n, ts_constant_t const *c ) { TS_PROLOGUE( ts_fobv_p ); (void)c; if (n > 0) y[0][0] = 0; fp_t obv = 0; for (uint_t i = 1; i < n; ++i) { if (x[3][i] > x[3][i - 1]) obv += x[4][i]; else if (x[3][i] < x[3][i - 1]) obv -= x[4][i]; y[0][i] = obv; } return 0; }