Struct ObvEngine 

pub struct ObvEngine { /* private fields */ }

On-Balance Volume (OBV): a running total of volume signed by the direction of the close.

Starting at 0, each bar adds its volume when the close rose against the previous close, subtracts it when the close fell, and leaves the total unchanged when the close is equal. The first bar has no previous close and contributes nothing.

First output: with the first bar. Indicator::reset returns the total to zero.

Implementations

impl ObvEngine

pub fn new() -> Self

Trait Implementations

impl Default for ObvEngine

fn default() -> Self

Returns the “default value” for a type.

impl Indicator for ObvEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.