How To Calculate On-Balance Volume (OBV) in Fortran?

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33

PROGRAM OBV_example
  IMPLICIT NONE
  INTEGER :: i, N
  REAL :: close(N), volume(N), OBV(N) 

  ! Set the length of the data arrays
  N = 100

  ! Populate the close and volume arrays with sample data
  DO i = 1, N
     close(i) = REAL(i,8)   ! Sample close price data
     volume(i) = REAL(i,8)  ! Sample volume data
  END DO

  ! Calculate OBV
  OBV(1) = 0.0
  DO i = 2, N
     IF (close(i) > close(i-1)) THEN
        OBV(i) = OBV(i-1) + volume(i)
     ELSE IF (close(i) < close(i-1)) THEN
        OBV(i) = OBV(i-1) - volume(i)
     ELSE
        OBV(i) = OBV(i-1)
     END IF
  END DO

  ! Print the OBV values
  PRINT *, "OBV values:"
  DO i = 1, N
     PRINT *, OBV(i)
  END DO

END PROGRAM OBV_example