matt5151

Multi-exchange OBV V2.0

This Script takes the average On Balance Volume of 4 bitcoin exchanges.

  • Bitfinex:BTCUSD
  • Okcoin:BTCUSD
  • BTCE:BTCUSD
  • HUOBI:BTCCNY
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study(title="Multi-exchange OBV V2.0", shorttitle="GOBV")


src0 = close 

src1 = security("BITFINEX:BTCUSD", period, src0), src2 = security("BTCE:BTCUSD", period, src0)
src3 = security("OKCOIN:BTCUSD", period, src0), src4 = security("HUOBI:BTCCNY", period, src0)

obv(src) => cum(change(src) > 0 ? volume : change(src) < 0 ? -volume : 0*volume)



wt1 = avg(obv(src0),obv(src1),obv(src2),obv(src3),obv(src4))

plot(wt1, color=teal,linewidth=2)

hline(21170,color=red,linestyle=solid,linewidth=1)
hline(-137000,color=#00ff00,linestyle=solid,linewidth=1)
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