OBV: On Balance Volume

Description Usage Arguments Value Author(s) References Examples

Description

Compute the On Balance Volume indicator.

Usage

1
OBV(closingPrice, volume)

Arguments

closingPrice

A vector or an xts vector of past closing prices.

volume

A vector or an xts vector of past volumes

Value

A vector or an xts object, accordingly to the input, of the same length of the input.

Author(s)

Luca Sanfilippo <luca.sanfilippo@usi.ch>

References

Granville Joe (1963), New Key To Stock Market Profits.

Examples

1
2
obv <- OBV(BAC$Close, BAC$Volume)
plot( obv, type = 'l')

giovannikraushaar/TradingIndicatoR documentation built on May 20, 2019, 12:14 p.m.