/** * * @param close * @param volume * @param size * @returns */ export async function obv( close: Array, volume: Array, size: number = close.length ) { const output: Array = [] let sum = 0 output.push(sum) let prev = close[0] for (let i = 1; i < size; ++i) { if (close[i] > prev) { sum += volume[i] } else if (close[i] < prev) { sum -= volume[i] } else { // No change. } prev = close[i] output.push(sum) } return output }