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

by noemy.bosco , in category: General Help , 4 months ago

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

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1 answer

Member

by adolf , 4 months ago

@noemy.bosco 

Below is an example Fortran code that calculates On-Balance Volume (OBV):

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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


In this code, we first define the arrays for close prices, volume, and OBV. We then populate the close and volume arrays with sample data. Next, we calculate the OBV values by iterating through the data and updating the OBV based on whether the close price increased, decreased, or stayed the same. Finally, we print out the OBV values.


Note that this is a simple example and may need to be adjusted based on the specifics of your data and requirements.