StockFetcher Forums · Filter Exchange · Tradingview CCI coded OBV filter by Lazybear<< >>Post Follow-up
selfhigh05
23 posts
msg #134580
Ignore selfhigh05
2/25/2017 3:55:38 PM

Does anyone have a clue on how to calculate this in SF? I am not necessarily interested in getting the CCI coded on the OBV line I am only really interested in the OBV line and when it crosses above the EMA line.

I want to be able to search for stocks that have its OBV above the EMA line. I don't see or fully understand how he gets the EMA number relative to the OBV number. Any help would be appreciated, thanks.

//
// @author LazyBear
//
study("CCI coded OBV", shorttitle="CCIOBV_LB")
src = close
length = input(20, minval=1, title="CCI Length")
threshold=input(0, title="CCI threshold for OBV coding")
lengthema=input(13, title="EMA length")
obv(src) =>
cum(change(src) > 0 ? volume : change(src) < 0 ? -volume : 0*volume)

o=obv(src)
c=cci(src, length)
plot(o, color=c>=threshold?green:red, title="OBV_CCI coded", linewidth=2)
plot(ema(o,lengthema), color=orange, linewidth=2)

four
5,087 posts
msg #134592
Ignore four
2/26/2017 1:16:16 PM


??

Fetcher[
set{x, obv}
set{zz, average obv(20)}

x crossed above zz


and close is above 2.00
and average volume(30) is above 250000
]



selfhigh05
23 posts
msg #134596
Ignore selfhigh05
2/26/2017 3:51:23 PM

too bad I cant post a pic of what it looks like but the goal of what I am trying to accomplish is capturing when the OBV crosses EMA. Thanks for the try.

selfhigh05
23 posts
msg #134688
Ignore selfhigh05
3/1/2017 6:01:22 PM

I might have figured out what I need to do just don't know how to do it. Can someone help me with getting a formula for the EMA of OBV for a six bar period?

EMA(OBV,6)

Any help will be greatly appreciated.

selfhigh05
23 posts
msg #134689
Ignore selfhigh05
3/1/2017 6:02:57 PM

Here is the manual EMA formula:

EMA [today] = (Price [today] x K) + (EMA [yesterday] x (1 K))

Where:

K = 2 (N + 1)
N = the length of the EMA
Price [today] = the current closing price
EMA [yesterday] = the previous EMA value
EMA [today] = the current EMA value

mahkoh
1,064 posts
msg #134703
Ignore mahkoh
3/2/2017 12:37:11 PM

Maybe custom EMA formula?

set{emaobv, cema(obv(6),6)}

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