1 files changed, 43 insertions, 0 deletions
diff --git a/lib/fobv.c b/lib/fobv.c
new file mode 100644
index 0000000..7134cca
--- /dev/null
+++ b/lib/fobv.c
@@ -0,0 +1,43 @@
+// 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;
+}
+